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aaron 2024-07-28 11:20:27 +08:00
parent fbbf48b8f1
commit 7b34e6cd4a
2 changed files with 14 additions and 3 deletions
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8
monitors/move.py
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@ -40,8 +40,12 @@ def stratergy_run(symbol, interval, df, debug):
d2 = df.iloc[-2]
d3 = df.iloc[-3]
isbullish = d1['isLongArrangement'] == True and d2['isLongArrangement'] == True and d3['isLongArrangement'] == False
isBear = d1['isShortArrangement'] == True and d2['isShortArrangement'] == True and d3['isShortArrangement'] == False
maxDiff = max(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
minDiff = min(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
isOffset = maxDiff / minDiff < 3
isbullish = d1['isLongArrangement'] == True and d2['isLongArrangement'] == True and d3['isLongArrangement'] == False and isOffset == True
isBear = d1['isShortArrangement'] == True and d2['isShortArrangement'] == True and d3['isShortArrangement'] == False and isOffset == True
print(f"{symbol} - {interval} bullish: {isbullish} | bear : {isBear} | LongArrangement: {d1['isLongArrangement']} | ShortArrangement: {d1['isShortArrangement']}")
if(isbullish | isBear):

9
test.py
View File

@ -14,6 +14,10 @@ df['ema10'] = talib.EMA(df['close'], timeperiod=10)
df['ema30'] = talib.EMA(df['close'], timeperiod=30)
df['ema144'] = talib.EMA(df['close'], timeperiod=144)
df['shortDiff'] = abs(df['ema5'] - df['ema10']) / df['ema10']
df['midDiff'] = abs(df['ema10'] - df['ema30']) / df['ema30']
df['longDiff'] = abs(df['ema30'] - df['ema144']) / df['ema144']
df['isLongArrangement'] = ((df['ema5'] > df['ema10']) & (df['ema10'] > df['ema30']) & (df['ema30'] > df['ema144']))
df['isShortArrangement'] = ((df['ema5'] < df['ema10']) & (df['ema10'] < df['ema30']) & (df['ema30'] < df['ema144']))
@ -22,6 +26,9 @@ d2 = df.iloc[-2]
d3 = df.iloc[-3]
isBear = d1['isShortArrangement'] == True and d2['isShortArrangement'] == True and d3['isShortArrangement'] == False
maxDiff = max(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
minDiff = min(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
isOffset = maxDiff / minDiff < 3
print(df)
print(isBear)
print(isOffset)