From 9e8bb4387c71a9739db552a8b1aeaa322baffefc Mon Sep 17 00:00:00 2001
From: aaron <>
Date: Fri, 20 Sep 2024 15:20:50 +0800
Subject: [PATCH] 1

---
 main.py               | 19 ++++++-----
 monitors/macd_boll.py | 79 +++++++++++++++++++++++++++++++++++++++++++
 test.py               |  6 ++--
 3 files changed, 93 insertions(+), 11 deletions(-)
 create mode 100644 monitors/macd_boll.py

diff --git a/main.py b/main.py
index f90a805..e1aed86 100644
--- a/main.py
+++ b/main.py
@@ -5,14 +5,7 @@ import telegram_sender,setting
 import dingding
 import monitors.move as move
 
-from monitors import vegas, vegas_cross
-
-#move
-# schedule.every().hour.at(":00").do(move.run_crypto, interval = '30m')
-# schedule.every().hour.at(":30").do(move.run_crypto, interval = '30m')
-
-# schedule.every().hour.at(":00").do(move.run_crypto, interval = '1h')
-# schedule.every().hour.at(":00").do(move.run_crypto, interval = '4h')
+from monitors import vegas, vegas_cross, macd_boll
 
 #vegas
 schedule.every().hour.at(":00").do(vegas.run_crypto, interval = '1h')
@@ -26,7 +19,15 @@ times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
 for t in times:
     schedule.every().day.at(t).do(vegas_cross.run_crypto, interval = '4h')
 
-version = 'V1.12'
+#macd_boll
+schedule.every().hour.at(":00").do(macd_boll.run_crypto, interval = '15m')
+schedule.every().hour.at(":15").do(macd_boll.run_crypto, interval = '15m')
+schedule.every().hour.at(":30").do(macd_boll.run_crypto, interval = '15m')
+schedule.every().hour.at(":45").do(macd_boll.run_crypto, interval = '15m')
+
+schedule.every().hour.at(":00").do(macd_boll.run_crypto, interval = '1h')
+
+version = 'V1.13'
 print(f'Running... {version}')
 while True:
     schedule.run_pending()
diff --git a/monitors/macd_boll.py b/monitors/macd_boll.py
new file mode 100644
index 0000000..e7965f1
--- /dev/null
+++ b/monitors/macd_boll.py
@@ -0,0 +1,79 @@
+import talib
+import numpy as np
+import time,setting
+import telegram_sender
+from datasource import crypto
+import dingding
+import discord_sender
+
+
+# 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 stratergy_run(symbol, interval, df, debug):
+
+    macd_fast_length = 12
+    macd_slow_length = 26
+    macd_signal_length = 9
+    bollinger_length = 20
+    bollinger_mult = 2.0
+
+
+    # 计算 MACD
+    macd, macd_signal, macd_hist = talib.MACD(df['close'], fastperiod=macd_fast_length, slowperiod=macd_slow_length, signalperiod=macd_signal_length)
+
+    # 计算布林带
+    upperband, middleband, lowerband = talib.BBANDS(df['close'], timeperiod=bollinger_length, nbdevup=bollinger_mult, nbdevdn=bollinger_mult, matype=0)
+
+    # MACD 上穿和下穿 0 轴的逻辑
+    macd_bullish_cross = (macd.shift(1) <= 0) & (macd > 0)  # 上穿0轴
+    macd_bearish_cross = (macd.shift(1) >= 0) & (macd < 0)  # 下穿0轴
+
+
+    # 生成交易信号
+    long_condition = macd_bullish_cross & (df['high'] < upperband)
+    short_condition = macd_bearish_cross & (df['low'] > lowerband)
+
+    # 将信号添加到 DataFrame
+    df['Long_Signal'] = long_condition
+    df['Short_Signal'] = short_condition
+
+    latest = df.iloc[-1]
+
+    direction = ""
+    if latest['Short_Signal'] == True:
+        direction = '空'
+    if latest['Long_Signal'] == True:
+        direction = '多'
+    print(df)
+    print(f"【{symbol} - {interval}】 is checked!")
+    if direction != "":
+        message = f"策略:【MACD+BOLL策略】\r\n"
+        message += f"品种: {symbol}\r\n"
+        message += f"周期: {interval}\r\n"
+        message += f"信号: 【{direction}】\r\n"
+        message += f"收盘价: {latest['close']}\r\n"
+
+        if debug == False:
+            url = 'https://discordapp.com/api/webhooks/1286585288986198048/iQ-yr26ViW45GM48ql8rPu70Iumqcmn_XXAmxAcKGeiQBmTQoDPeq-TmlChvIHkw_HJ-'
+            discord_sender.send_message(url,'🦄信号提醒🦄',message)
+
+            print(f"【{symbol} - {interval}】 is singal fired!")
+        else:
+            print(message)
+
+
+def run_crypto(interval, debug=False):
+    print('Vegas策略运行.')
+
+    for s in setting.symbols:
+        df = crypto.get_klines(s, interval)
+        stratergy_run(s,interval, df, debug)
+        
+        time.sleep(1)
\ No newline at end of file
diff --git a/test.py b/test.py
index 6af3aab..1a33b2b 100644
--- a/test.py
+++ b/test.py
@@ -6,10 +6,12 @@ import discord_sender
 from binance.cm_futures import CMFutures
 from monitors import vegas_cross
 from datasource import crypto
+from monitors import macd_boll
+
+macd_boll.run_crypto('1h', debug=True)
 
 
-
-print(crypto._get_top_coins_by_market_cap(20))
+# print(crypto._get_top_coins_by_market_cap(20))
 # vegas_cross.run_crypto('1h')