aaron/trading-quant
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This commit is contained in:
aazhou 2023-06-19 23:57:13 +08:00
parent 2cf07ccba9
commit c19cee123e
4 changed files with 16 additions and 19 deletions
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3
main.py
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@ -5,8 +5,7 @@ import time
import signals.ma_arrangement as maa import signals.ma_arrangement as maa
import monitors.large_transfer as lt import monitors.large_transfer as lt
# 获取交易所交易对 symbols = ['BTCUSDT','ETHUSDT','FILUSDT','MASKUSDT','DOGEUSDT','CFXUSDT','LTCUSDT']
symbols = bn.symbols()
for s in symbols: for s in symbols:
#15m #15m

2
settings.py
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@ -18,4 +18,4 @@ oklink_api_headers = {
#whaleAlert #whaleAlert
whaleAlert_minutes=1 whaleAlert_minutes=1
whaleAlert_apikey='gPkElMPR8Hpe5LxjKisR4YSFzxRxMLj6' whaleAlert_apikey='gPkElMPR8Hpe5LxjKisR4YSFzxRxMLj6'
whaleAlert_max_limit = os.getenv('TQ_WHALEALERT_MAX_USD_AMOUNT',1000 * 10000) whaleAlert_max_limit = os.getenv('TQ_WHALEALERT_MAX_USD_AMOUNT',5000 * 10000)

18
signals/ma_arrangement.py
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@ -5,11 +5,12 @@ import tg
import datetime import datetime
import settings import settings
flags = {}
def check_ma_arrange(data): def check_ma_arrange(data):
# 提取收盘价 # 提取收盘价
close_prices = np.array([float(entry[4]) for entry in data]) close_prices = np.array([float(entry[4]) for entry in data])
# 计算移动平均线 # 计算移动平均线
ema7 = talib.EMA(close_prices, timeperiod=7) ema7 = talib.EMA(close_prices, timeperiod=7)
ema30 = talib.EMA(close_prices, timeperiod=30) ema30 = talib.EMA(close_prices, timeperiod=30)
@ -20,7 +21,7 @@ def check_ma_arrange(data):
bearish = ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1] bearish = ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1]
return bullish, bearish return bullish, bearish
def run(symbol, interval): def run(symbol, interval):
# 获取kline数据 # 获取kline数据
@ -28,12 +29,15 @@ def run(symbol, interval):
bullish, bearish = check_ma_arrange(data) bullish, bearish = check_ma_arrange(data)
text="" flag_name = symbol + '_' + interval
if bullish: text = ""
if bullish and (flag_name not in flags or flags[flag_name] == False):
flags[flag_name] = True
text = f'📶信号预警📶\r\n\r\n品种：【${symbol}】\r\n周期：{interval}\r\n信号：【多头】排列\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}' text = f'📶信号预警📶\r\n\r\n品种：【${symbol}】\r\n周期：{interval}\r\n信号：【多头】排列\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}'
if bearish: if bearish and (flag_name not in flags or flags[flag_name] == True):
flags[flag_name] = False
text = f'📶信号预警📶\r\n\r\n品种：【${symbol}】\r\n周期：{interval}\r\n信号：【空头】排列\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}' text = f'📶信号预警📶\r\n\r\n品种：【${symbol}】\r\n周期：{interval}\r\n信号：【空头】排列\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}'
if text != "": if text != "":
print(text) print(text)
tg.send_message(settings.chat_id, text) tg.send_message(settings.chat_id, text)

12
test.py
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@ -3,13 +3,7 @@ import pandas as pd
import mplfinance as mpf import mplfinance as mpf
import datetime as dt import datetime as dt
import monitors.large_transfer as lt import monitors.large_transfer as lt
from binance.spot import Spot
symbols = bn.symbols()
klines = bn.klines('BTCUSDT', '1h', limit=10) print(symbols)
# print(klines[0])
# print(klines[0][0])
dt = dt.datetime.fromtimestamp((klines[-1][0]/1000))
print(dt)