up

datasource/crypto.py

@@ -67,6 +67,7 @@ def get_symbols():
 
 def get_future_symbols():
     data = future_client.exchange_info()["symbols"]
+    print(data)
 
     # 创建DataFrame
     columns = ['symbol', 'status','contractType', 'baseAsset', 'quoteAsset']

main.py

@@ -31,7 +31,7 @@ for t in times:
 #jin10
 schedule.every().day.at("00:00").do(jin10.run)
 
-version = 'V1.22'
+version = 'V1.23'
 print(f'Running... {version}')
 while True:
     schedule.run_pending()

monitors/macd_boll.py

@@ -25,6 +25,9 @@ def stratergy_run(symbol, interval, df, debug):
     bollinger_length = 20
     bollinger_mult = 2.0
 
+    # 计算EMA 144， 200
+    fast_ema = talib.EMA(df['close'], timeperiod=144)
+    slow_ema = talib.EMA(df['close'], timeperiod=200)
 
     # 计算 MACD
     macd, macd_signal, macd_hist = talib.MACD(df['close'], fastperiod=macd_fast_length, slowperiod=macd_slow_length, signalperiod=macd_signal_length)
@@ -32,10 +35,9 @@ def stratergy_run(symbol, interval, df, debug):
     # 计算布林带
     upperband, middleband, lowerband = talib.BBANDS(df['close'], timeperiod=bollinger_length, nbdevup=bollinger_mult, nbdevdn=bollinger_mult, matype=0)
 
-
     # 生成交易信号
-    long_condition = (macd.shift(1) <= 0) & (macd > 0) & (df['high'] < upperband)
-    short_condition = (macd.shift(1) >= 0) & (macd < 0) & (df['low'] > lowerband)
+    long_condition = (macd.shift(1) <= 0) & (macd > 0) & (df['high'] < upperband) &  (df['close'] > fast_ema | df['close'] > slow_ema)
+    short_condition = (macd.shift(1) >= 0) & (macd < 0) & (df['low'] > lowerband) &  (df['close'] < fast_ema | df['close'] < slow_ema)
 
 
     df['Long_Signal'] = np.where(long_condition, True, False)
@@ -50,7 +52,7 @@ def stratergy_run(symbol, interval, df, debug):
     if latest['Long_Signal'] == True:
         direction = '多'
     if direction != "":
-        message = f"策略:【MACD+BOLL价格策略】\r\n"
+        message = f"策略:【MACD+BOLL策略V1.1】\r\n"
         message += f"品种: {symbol}\r\n"
         message += f"周期: {interval}\r\n"
         message += f"信号: 【{direction}】\r\n"

monitors/move.py

@@ -4,6 +4,7 @@ import telegram_sender
 from datasource import crypto
 import dingding
 import discord_sender
+import setting
 
 
 # crossover 函数：检测上穿信号
@@ -55,9 +56,7 @@ def stratergy_run(symbol, interval, df, debug):
 
 
 def run_crypto(interval, debug=False):
-    
-    symbols = ['BTCUSDT','ETHUSDT','BNBUSDT','SOLUSDT','DOGEUSDT','LINKUSDT','NEARUSDT','WIFUSDT','ARBUSDT','ARUSDT','JASMYUSDT','FTMUSDT','EGLDUSDT','ENSUSDT','GALAUSDT','ORDIUSDT','TRUUSDT','LPTUSDT','JUPUSDT','WIFUSDT','AVAXUSDT','GALUSDT','BONKUSDT','UNFIUSDT','CHZUSDT']
-    for s in symbols:
+    for s in setting.symbols:
         df = crypto.get_klines(s, interval)
         stratergy_run(s,interval, df, debug)
 

monitors/vegas.py

@@ -66,8 +66,6 @@ def stratergy_run(symbol, interval, df, debug):
 
 
 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)

monitors/vegas_cross.py

@@ -58,8 +58,6 @@ def stratergy_run(symbol, interval, df, debug):
     
 
 def run_crypto(interval, debug=False):
-    print('Vegas策略运行.')
-
     for s in setting.symbols:
         df = crypto.get_klines(s, interval,True)
         stratergy_run(s,interval, df, debug)

test.py

@@ -16,9 +16,9 @@ import redis
 
 # print(r.get('r_symbols'))
 
-# print(datasource.crypto.get_future_symbols())
+print(datasource.crypto.get_future_symbols())
 
-macd_boll.run_crypto('15m', debug=True)
+# macd_boll.run_crypto('15m', debug=True)
 
 # jin10_cal.run()