This commit is contained in:
aaron 2024-06-06 19:18:26 +08:00
parent c16615ee87
commit 89d274e1c5
10 changed files with 133 additions and 507 deletions

323
db.py
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@ -1,323 +0,0 @@
#数据库工具
import datetime
import threading
import time
import traceback
import warnings
from contextlib import contextmanager
from functools import wraps
from urllib.parse import urlparse, parse_qsl
import pymysql
from dbutils.pooled_db import PooledDB
warnings.filterwarnings("ignore")
from setting import dbUrl
def __parseresult_to_dict(parsed):
#解析连接字符串
path_parts = parsed.path[1:].split('?')
query = parsed.query
connect_kwargs = {'db': path_parts[0]}
if parsed.username:
connect_kwargs['user'] = parsed.username
if parsed.password:
connect_kwargs['password'] = parsed.password
if parsed.hostname:
connect_kwargs['host'] = parsed.hostname
if parsed.port:
connect_kwargs['port'] = parsed.port
# Adjust parameters for MySQL.
if 'password' in connect_kwargs:
connect_kwargs['passwd'] = connect_kwargs.pop('password')
# Get additional connection args from the query string
qs_args = parse_qsl(query, keep_blank_values=True)
for key, value in qs_args:
if value.lower() == 'false':
value = False
elif value.lower() == 'true':
value = True
elif value.isdigit():
value = int(value)
elif '.' in value and all(p.isdigit() for p in value.split('.', 1)):
try:
value = float(value)
except ValueError:
pass
elif value.lower() in ('null', 'none'):
value = None
connect_kwargs[key] = value
if 'maxsize' in connect_kwargs:
connect_kwargs['maxconnections'] = connect_kwargs.pop('maxsize')
return connect_kwargs
def __create_pool(url):
#创建连接池
parsed = urlparse(url)
connect_kwargs = __parseresult_to_dict(parsed)
return PooledDB(pymysql, 1, **connect_kwargs)
# 数据库连接
global setting, transaction_map, pool
if "transaction_map" not in globals():
global transaction_map
transaction_map = {}
if "pool" not in globals():
global pool
pool = __create_pool(dbUrl)
def __get_connection():
#获取数据库链接
tid = threading.get_ident()
if tid in transaction_map:
return transaction_map.get(tid)
else:
return pool.connection()
def __close_connection(conn):
#归还数据库链接
tid = threading.get_ident()
if tid in transaction_map:
return
else:
conn.close()
@contextmanager
def dbp():
#with 数据库方法块
f = __get_connection()
yield f
__close_connection(f)
def execute_sql(sql,params=None):
#执行sql
with dbp() as db:
c = db.cursor()
c.execute(sql,params)
db.commit()
c.close()
def execute_sql_list(sqls):
#批量执行sql语句
with dbp() as db:
c = db.cursor()
for sql in sqls:
c.execute(sql)
db.commit()
c.close()
def __get_obj_list_sql(obj_list, table, replace=True):
#获取对象插入sql以及对应参数
if obj_list:
obj = obj_list[0]
keys=list(map(lambda x: f"`{x}`",obj.keys()))
values = list(map(lambda x:"%s",obj.keys()))
if replace:
sql = f"""replace INTO `{table}` ({",".join(keys)}) VALUES ({",".join(values)})"""
else:
sql = f"""insert INTO `{table}` ({",".join(keys)}) VALUES ({",".join(values)})"""
params = []
for obj in obj_list:
params.append(tuple(obj.values()))
return sql, params
else:
return "", []
def __get_obj_update_sql(obj, table, key):
#获取对象插入sql以及对应参数
key_sql=f"where {key}='{obj[key]}'"
del obj[key]
keys=list(map(lambda x: f"`{x}`=%s",obj.keys()))
sql = f"""update `{table}` set {",".join(keys)} """ + key_sql
params =tuple(obj.values())
return sql, params
def sql_to_dict(sql,params=None):
#查询sql输出dict 列表
with dbp() as db:
c = db.cursor()
c.execute(sql,params)
ncols = len(c.description)
colnames = [c.description[i][0] for i in range(ncols)]
db_list = c.fetchall()
ret_list = []
for row in db_list:
d = Map()
for i in range(ncols):
if isinstance(row[i],bytes) and len(row[i])==1:
d[colnames[i]] = True if row[i] == b'\x01' else False
else:
d[colnames[i]] = row[i]
ret_list.append(d)
c.close()
return ret_list
def start_transaction():
#开始事务
conn = __get_connection()
conn.autocommit = False
tid = threading.get_ident()
transaction_map[tid] = conn
return tid
def end_transaction(rockback=False):
#结束事务
tid = threading.get_ident()
conn = transaction_map.pop(tid)
try:
if rockback:
conn.rollback()
else:
conn.commit()
finally:
conn.close()
@contextmanager
def transaction_code():
#with 事务方法块
f = start_transaction()
try:
yield f
end_transaction()
except Exception:
traceback.print_exc()
end_transaction(True)
# 事务
def transaction(target_function):
#事务注解
@wraps(target_function)
def wrapper(*args, **kwargs):
start_transaction()
ret = target_function(*args, **kwargs)
end_transaction()
return ret
return wrapper
def insert(obj, table):
#插入对象
(sql, params) = __get_obj_list_sql([obj], table)
with dbp() as db:
c = db.cursor()
c.execute(sql, params[0])
db.commit()
lid=c.lastrowid
c.close()
return lid
def update(obj, table,key="id"):
#插入对象
(sql, params) = __get_obj_update_sql(obj, table,key)
with dbp() as db:
c = db.cursor()
c.execute(sql, params)
db.commit()
c.close()
def inserts(obj_list, table):
#批量插入对象
if obj_list:
(sql, params) = __get_obj_list_sql(obj_list, table)
with dbp() as db:
c = db.cursor()
c.executemany(sql, params)
db.commit()
c.close()
def get(table,id,idstr="id"):
if isinstance(id,str):id=f"'{id}'"
db_data=sql_to_dict(f"select * from {table} where {idstr}={id}")
if db_data:
return db_data[0]
return None
def get_list(table,where=None):
if not where:return sql_to_dict(f"select * from {table}")
return sql_to_dict(f"select * from {table} where {where}")
class Map(dict):
"""
Example:
m = Map({'first_name': 'Eduardo'}, last_name='Pool', age=24, sports=['Soccer'])
"""
def __init__(self, *args, **kwargs):
super(Map, self).__init__(*args, **kwargs)
for arg in args:
if isinstance(arg, dict):
for k, v in arg.items():
self[k] = v
if kwargs:
for k, v in kwargs.items():
self[k] = v
def __getattr__(self, attr):
return self.get(attr)
def __setattr__(self, key, value):
self.__setitem__(key, value)
def __setitem__(self, key, value):
super(Map, self).__setitem__(key, value)
self.__dict__.update({key: value})
def __delattr__(self, item):
self.__delitem__(item)
def __delitem__(self, key):
super(Map, self).__delitem__(key)
del self.__dict__[key]
def __update_setting():
global setting
s = sql_to_dict("select name,value from setting")
for i in s:
setting[i["name"]] = i["value"]
def __update_setting_thread():
while True:
__update_setting()
time.sleep(5)
# 系统设置
if "setting" not in vars():
setting = Map()
__update_setting()
threading.Thread(target=__update_setting_thread, daemon=True).start()
def get_table_desc(table):
datas=sql_to_dict(f"show full fields from `{table}`")
ret_data=[]
for v in datas:
ret_data.append(Map({"name":v.Field,"type":v.Type,"commnet":v.Comment}))
return ret_data

33
main.py
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@ -2,31 +2,16 @@ import schedule
import bn
import setting
import time
import signals.ema_arrangement as maa
import signals.macd as macd
import monitors.vegas as vegas
import monitors.large_transfer as lt
symbols = bn.symbols()
for s in symbols:
#15m
schedule.every(15).minutes.do(maa.run, symbol=s, interval='15m')
schedule.every(15).minutes.do(macd.run, symbol=s, interval='15m')
#1h
schedule.every(1).hours.do(maa.run, symbol=s, interval='1h')
schedule.every(1).hours.do(macd.run, symbol=s, interval='1h')
#4h
schedule.every(4).hours.do(maa.run, symbol=s, interval='4h')
schedule.every(4).hours.do(macd.run, symbol=s, interval='4h')
# 监控
schedule.every(setting.whaleAlert_minutes).minutes.do(lt.run)
# schedule.every(setting.whaleAlert_minutes).minutes.do(lt.run)
# schedule.every().hour.at(":00").do(vegas.run)
print(f'Running... ChatID: {setting.chat_id}')
while True:
schedule.run_pending()
time.sleep(1)
# print(f'Running... ChatID: {setting.chat_id}')
# while True:
# schedule.run_pending()
# time.sleep(1)
vegas.run('1h')

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@ -3,7 +3,7 @@ import requests
import setting
from datetime import datetime, timedelta
import time
import tg
import telegram_sender
import traceback
import logging
import json
@ -41,10 +41,10 @@ def run():
content = f"🚨大额转入提醒🚨\r\n\r\n {amount_format} #{ts['symbol']} ({amount_usd_format} USD) 从 {ts['from']['owner']} 转入 #{ts['to']['owner']}"
print(content)
tg.send_message(setting.chat_id, content)
telegram_sender.send_message(setting.chat_id, content)
else:
print(data)
tg.send_message(setting.chat_id, data['message'])
telegram_sender.send_message(setting.chat_id, data['message'])
except:
logging.error(traceback.format_exc())

107
monitors/vegas.py Normal file
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@ -0,0 +1,107 @@
from binance.spot import Spot
import talib
import numpy as np
import pandas as pd
import time,setting
import telegram_sender
api_key = "HCpeel8g6fsTK2630b7BvGBcS09Z3qfXkLVcAY2JkpaiMm1J6DWRvoQZBQlElDJg"
api_secret= "TySs6onlHOTrGzV8fMdDxLKTWWYnQ4rCHVAmjrcHby17acKflmo7xVTWVsbqtxe7"
client = Spot(api_key, api_secret)
## 获取所有现货交易对
def get_symbols():
data = client.exchange_info()["symbols"]
# 创建DataFrame
columns = ['symbol', 'status', 'baseAsset', 'quoteAsset']
df = pd.DataFrame(data, columns=columns)
# 过滤出在架交易对
df_in_trade = df[df['status'] == 'TRADING']
df_in_USDT = df_in_trade[df_in_trade['quoteAsset'] == 'USDT']
return df_in_USDT['symbol']
## 根据交易对和周期获取数据集
def get_dataFrame(symbol,interval):
# 获取 k 线数据
data = client.klines(symbol, interval,limit=500)
# 将数据转换为DataFrame
columns = ['timestamp', 'open', 'high', 'low', 'close', 'volume',
'close_time', 'quote_asset_volume', 'number_of_trades',
'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'ignore']
df = pd.DataFrame(data, columns=columns)
# 转化成 float
df['open'] = df['open'].astype('float64')
df['high'] = df['high'].astype('float64')
df['low'] = df['low'].astype('float64')
df['close'] = df['close'].astype('float64')
df['volume'] = df['volume'].astype('float64')
# 将时间戳转换为日期时间格式
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
df['close_time'] = pd.to_datetime(df['close_time'], unit='ms')
return df
# crossover 函数:检测上穿信号
def crossover(series1, series2):
return (series1 > series2) & (series1.shift(1) <= series2.shift(1))
# crossunder 函数:检测下穿信号
def crossunder(series1, series2):
return (series1 < series2) & (series1.shift(1) >= series2.shift(1))
## 检查信号
def check_signal(symbol, interval,df):
## 计算 ema
df['ema13'] = talib.EMA(df['close'], timeperiod=13)
df['ema144'] = talib.EMA(df['close'], timeperiod=144)
df['ema169'] = talib.EMA(df['close'], timeperiod=169)
df['ema576'] = talib.EMA(df['close'], timeperiod=576)
df['ema676'] = talib.EMA(df['close'], timeperiod=676)
maxline = np.maximum(df['ema144'], df['ema169'])
minline = np.minimum(df['ema144'], df['ema169'])
shortArragement = df['ema13'] < minline
longArrangement = df['ema13'] > maxline
confuse = (df['ema13'] >= minline) & (df['ema13'] <= maxline)
crossRatio = 0.2
shortA = crossunder(df['ema13'], minline)
shortB = shortArragement & crossunder(df['close'], minline) & (((minline - df['close']) / df.apply(lambda x: abs(x['open'] - x['close']), axis=1)) > crossRatio)
df['shortResut'] = (shortA | shortB) & (confuse == False)
longA = crossover(df['ema13'], maxline)
longB = longArrangement & crossover(df['close'], maxline) & (((df['close'] - maxline) / df.apply(lambda x: abs(x['open'] - x['close']), axis=1)) > crossRatio)
df['longResut'] = (longA | longB) & (confuse == False)
latest = df.iloc[-1]
direction = ""
if latest['shortResut']==True:
direction = ''
if latest['longResut']==True:
direction = ''
message = f"信号提醒\r\n\r\n品种: {symbol}\r\n周期: {interval}\r\n信号: {direction}\r\n当前价格:{latest['open']}\r\n\r\n{latest['timestamp']}"
if direction != "":
telegram_sender.send_message(setting.chat_id, message)
def run(interval):
symbols= get_symbols()
for s in symbols:
df = get_dataFrame(s, interval)
check_signal(s,interval, df)
time.sleep(1)

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@ -1,8 +1,5 @@
import os
dbUrl = os.getenv("DB_URL", "mysql://tradinguser:BciA3^owC3UFlC7q@wpoolsjp.rwlb.singapore.rds.aliyuncs.com:3306/tradingdata?charset=utf8mb4&maxsize=50")
# telegram bot key
telegram_bot_key='5863718864:AAFijN65_SbbGQ0WDBggzKJw2SIcZVTVrPw'

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@ -1,57 +0,0 @@
import talib
import numpy as np
import bn
import tg
import datetime
import setting
import db
import signals.signal_builder as signal_builder
flags = {}
def check_ema_arrange(data):
# 提取收盘价
close_prices = np.array([float(entry[4]) for entry in data])
# 计算移动平均线
ema7 = talib.EMA(close_prices, timeperiod=7)
ema30 = talib.EMA(close_prices, timeperiod=30)
ema100 = talib.EMA(close_prices, timeperiod=100)
ema200 = talib.EMA(close_prices, timeperiod=200)
bullish = ema7[-1] > ema30[-1] > ema100[-1] > ema200[-1]
bearish = ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1]
return bullish, bearish
def run(symbol, interval):
# 获取kline数据
data = bn.klines(symbol, interval)
ticker_price = bn.ticker_price(symbol)
bullish, bearish = check_ema_arrange(data)
flag_name = symbol + '_' + interval
text = ""
data = {}
if bullish and (flag_name not in flags or flags[flag_name] == False):
flags[flag_name] = True
text = signal_builder.signal_text(symbol, interval, "EMA排列","【多】")
data = {"type" : 1, "symbol": symbol, "interval" : interval, "signal": 1}
if bearish and (flag_name not in flags or flags[flag_name] == True):
flags[flag_name] = False
text = signal_builder.signal_text(symbol, interval, "EMA排列","【空】")
data = {"type" : 1, "symbol": symbol, "interval" : interval, "signal": 3}
if text != "":
signals = db.get_list('signals', f'symbol="{symbol}" and `interval`="{interval}"')
for s in signals:
print(s)
db.execute_sql(f'delete from signals where `id`={s["id"]}')
db.insert(data, 'signals')
print(text)
tg.send_message(setting.chat_id, text)

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@ -1,76 +0,0 @@
import talib
import numpy as np
import bn
import tg
import datetime
import setting
import db
import signals.signal_builder as signal_builder
def check_macd(data):
close_prices = np.array([float(entry[4]) for entry in data])
# 自定义参数
fast_period = 12
slow_period = 26
signal_period = 9
# print(close_prices[-1], close_prices[-2], close_prices[-3], close_prices[-4])
# 计算MACD指标 macd - DIF; macdsignal - DEA; macdhist- 柱状线
macd, macd_signal, macd_hist = talib.MACD(close_prices, fastperiod=fast_period, slowperiod=slow_period,
signalperiod=signal_period)
# print("MACD:", round(macd[-1], 2))
# print("Signal:", round(macd_signal[-1], 2))
# print("Histogram:", round(macd_hist[-1], 2))
# print("----------")
# print("MACD:", round(macd[-2], 2))
# print("Signal:", round(macd_signal[-2], 2))
# print("Histogram:", round(macd_hist[-2], 2))
return macd, macd_signal, macd_hist
def generate_signals(macd, macd_signal, macd_hist):
# 1: 多 DIF > 0 and DEA>0 and MACD>0
if macd[-1] > 0 and macd_signal[-1] > 0 and macd_hist[-1] > 0:
signal = 1
# 2: 强多 DIF > 0 and DEA>0 and DIF>DEA AND MACD>0
elif macd[-1] > 0 and macd_signal[-1] > 0 and macd[-1] > macd_signal[-1] and macd_hist[-1] > 0:
signal = 2
# 3
elif macd[-1] < 0 and macd_signal[-1] < 0 and macd[-1] < macd_signal[-1]:
signal = 3
# 4: 强空
elif macd[-1] < 0 and macd_signal[-1] < 0 and macd[-1] < macd_signal[-1] and macd_hist[-1] < 0:
signal = 2
else:
signal = 0
return signal
def run(symbol, interval):
# 获取kline数据
data = bn.klines(symbol, interval)
macd, macd_signal, macd_hist = check_macd(data)
signal = generate_signals(macd, macd_signal, macd_hist)
print(signal)
text = ""
data = {}
if signal == 1 or signal == 2:
text = signal_builder.signal_text(symbol, interval, "MACD", "【多】" if signal == 1 else "【强多】")
data = {"type": 2, "symbol": symbol, "interval": interval, "signal": signal}
if signal == 3 or signal == 4:
text = signal_builder.signal_text(symbol, interval, "MACD", "【空】" if signal == 3 else "【强空】")
data = {"type": 2, "symbol": symbol, "interval": interval, "signal": signal}
if text != "":
signals = db.get_list('signals', f'symbol="{symbol}" and `interval`="{interval}"')
for s in signals:
print(s)
if s["signal"] != data["signal"]:
db.execute_sql(f'delete from signals where `id`={s["id"]}')
db.insert(data, 'signals')
print(text)
tg.send_message(setting.chat_id, text)

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@ -1,10 +0,0 @@
import monitors.large_transfer as lt
import bn
import signals.ema_arrangement as maa
import signals.macd as macd
symbols = bn.symbols()
for s in symbols:
macd.run(s, '15m')

25
test.py
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@ -1,14 +1,17 @@
import bn
import pandas as pd
import mplfinance as mpf
import datetime as dt
import monitors.large_transfer as lt
from binance.spot import Spot
import signals.ema_arrangement as maa
from binance.cm_futures import CMFutures
maa.run('BTCUSDT', '1h')
import requests
# print(len(bn.symbols()))
# print(bn.ticker_price('BTCUSD_PERP'))
# telegram bot key
telegram_bot_key='5863718864:AAFijN65_SbbGQ0WDBggzKJw2SIcZVTVrPw'
#chatid
chat_id = "@cyber4trading"
url = f'https://api.telegram.org/bot{telegram_bot_key}/sendMessage'
formData = {
"chat_id" : chat_id,
"text" : '12312'
}
requests.post(url, data= formData)