This commit is contained in:
aaron 2024-09-20 15:20:50 +08:00
parent 736f3bf59b
commit 9e8bb4387c
3 changed files with 93 additions and 11 deletions

19
main.py
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@ -5,14 +5,7 @@ import telegram_sender,setting
import dingding import dingding
import monitors.move as move import monitors.move as move
from monitors import vegas, vegas_cross from monitors import vegas, vegas_cross, macd_boll
#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')
#vegas #vegas
schedule.every().hour.at(":00").do(vegas.run_crypto, interval = '1h') 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: for t in times:
schedule.every().day.at(t).do(vegas_cross.run_crypto, interval = '4h') 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}') print(f'Running... {version}')
while True: while True:
schedule.run_pending() schedule.run_pending()

79
monitors/macd_boll.py Normal file
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@ -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 = ''
if latest['Long_Signal'] == True:
direction = ''
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)

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@ -6,10 +6,12 @@ import discord_sender
from binance.cm_futures import CMFutures from binance.cm_futures import CMFutures
from monitors import vegas_cross from monitors import vegas_cross
from datasource import crypto 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') # vegas_cross.run_crypto('1h')