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No commits in common. "master" and "release-v1.4" have entirely different histories.
master
...
release-v1
41
Dockerfile
41
Dockerfile
@ -1,10 +1,43 @@
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FROM dockerproxy.com/veejar/python-ta-lib
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ENV PYTHONIOENCODING=utf-8
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ENV TZ Asia/Shanghai
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ENV TIME_ZONE Asia/Shanghai
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# # 更新apt-get源
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# RUN cp /etc/apt/sources.list /etc/apt/sources.list.bak && \
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# echo > /etc/apt/sources.list && \
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# cat /etc/apt/sources.list && \
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# echo "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster main contrib non-free" >/etc/apt/sources.list && \
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# echo "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster-updates main contrib non-free" >>/etc/apt/sources.list && \
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# echo "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster-backports main contrib non-free" >>/etc/apt/sources.list && \
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# echo "deb http://mirrors.tuna.tsinghua.edu.cn/debian-security buster/updates main contrib non-free" >>/etc/apt/sources.list
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# RUN apt-get update && apt-get upgrade -y
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# ENV APT_PKG_TEMPORARY="build-essential autoconf automake autotools-dev libopenblas-dev python3-dev"
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# ENV APT_PKG="python3 python3-pip python3-scipy python3-numpy python3-pandas python-is-python3"
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# ENV PYPI_PKG="TA-Lib numpy pandas"
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# ENV DEBIAN_FRONTEND=noninteractive
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# COPY ta-lib ./ta-lib
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# RUN apt-get update && apt-get upgrade -y && \
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# apt-get install -y ${APT_PKG_TEMPORARY} ${APT_PKG} && \
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# ln -s /usr/include/locale.h /usr/include/xlocale.h && \
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# # compile TA-Lib library
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# cd ta-lib && \
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# ./configure --prefix=/usr; \
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# make && \
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# make install && \
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# cd .. && \
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# rm -rf ta-lib && \
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# \
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# pip3 install --no-cache-dir $PYPI_PKG && \
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# apt-get autoremove -y ${APT_PKG_TEMPORARY} && \
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# rm -rf /var/lib/apt/lists/*
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RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/ binance binance_connector numpy requests schedule TA_Lib
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# RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/ binance binance_connector requests schedule
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WORKDIR /opt/
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COPY ["./", "/opt/"]
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RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/ -r requirements.txt
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CMD python3 -u main.py
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19
bn.py
Normal file
19
bn.py
Normal file
@ -0,0 +1,19 @@
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from binance.spot import Spot
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client = Spot()
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# Get klines
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def klines(symbol, interval, limit=1000):
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lines = client.klines(symbol,interval, limit=limit)
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return lines
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# Get Symbols
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def symbols():
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info = client.exchange_info()
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symbols = []
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for s in info['symbols']:
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if s['symbol'].endswith('USDT'):
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symbols.append(s['symbol'])
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return symbols
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@ -1,106 +0,0 @@
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import requests
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from binance.spot import Spot
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import pandas as pd
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from binance.um_futures import UMFutures
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import urllib3
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api_key = "HCpeel8g6fsTK2630b7BvGBcS09Z3qfXkLVcAY2JkpaiMm1J6DWRvoQZBQlElDJg"
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api_secret= "TySs6onlHOTrGzV8fMdDxLKTWWYnQ4rCHVAmjrcHby17acKflmo7xVTWVsbqtxe7"
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client = Spot(api_key, api_secret)
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future_client = UMFutures(api_key, api_secret)
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# 获取市值前top的币种
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def _get_top_coins_by_market_cap(top):
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coingecko_url = "https://api.coingecko.com/api/v3/coins/markets"
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params = {
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'vs_currency': 'usd',
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'order': 'market_cap_desc',
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'per_page': top,
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'page': 1
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}
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urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
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response = requests.get(coingecko_url, params=params, verify=False)
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coins = response.json()
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return coins
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# 获取Binance上的USDT交易对信息
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def _get_binance_usdt_pairs():
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url = "https://api.binance.com/api/v3/exchangeInfo"
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urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
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response = requests.get(url, verify=False)
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data = response.json()
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usdt_pairs = [symbol['symbol'] for symbol in data['symbols'] if (symbol['quoteAsset'] == 'USDT' and symbol['status'] == 'TRADING')]
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return usdt_pairs
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def get_top_binance_usdt_pairs(top):
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# 获取市值前10的币种
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top_coins = _get_top_coins_by_market_cap(top)
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# 获取Binance上的USDT交易对
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usdt_pairs = _get_binance_usdt_pairs()
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# 筛选出前10币种中与USDT有交易对的币种
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top_pairs = []
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for coin in top_coins:
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coin_symbol = coin['symbol'].upper()
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pair = f"{coin_symbol}USDT"
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if pair in usdt_pairs:
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top_pairs.append(pair)
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return top_pairs
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## 获取所有现货交易对
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def get_symbols():
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data = client.exchange_info()["symbols"]
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# 创建DataFrame
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columns = ['symbol', 'status', 'baseAsset', 'quoteAsset']
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df = pd.DataFrame(data, columns=columns)
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df = df[(df['status'] == 'TRADING') & (df['quoteAsset'] == 'USDT')]
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return df['symbol']
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def get_future_symbols():
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data = future_client.exchange_info()["symbols"]
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# 创建DataFrame
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columns = ['symbol', 'status','contractType', 'baseAsset', 'quoteAsset']
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df = pd.DataFrame(data, columns=columns)
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# 过滤出交易对
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df = df[(df['status'] == 'TRADING') & (df['contractType'] == 'PERPETUAL')]
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return df['symbol']
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## 根据交易对和周期获取数据集
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def get_klines(symbol,interval, future = False,limit=1000):
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# 获取 k 线数据
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data = {}
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if future == True:
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data = future_client.klines(symbol, interval, limit=limit)
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else:
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data = client.klines(symbol, interval,limit=limit)
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# 将数据转换为DataFrame
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columns = ['timestamp', 'open', 'high', 'low', 'close', 'volume',
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'close_time', 'quote_asset_volume', 'number_of_trades',
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'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'ignore']
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df = pd.DataFrame(data, columns=columns)
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# 转化成 float
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df['open'] = df['open'].astype('float64')
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df['high'] = df['high'].astype('float64')
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df['low'] = df['low'].astype('float64')
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df['close'] = df['close'].astype('float64')
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df['volume'] = df['volume'].astype('float64')
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# 将时间戳转换为日期时间格式
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df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
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df['close_time'] = pd.to_datetime(df['close_time'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
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return df
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19
dingding.py
19
dingding.py
@ -1,19 +0,0 @@
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import requests
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import setting
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import urllib3
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url = 'https://oapi.dingtalk.com/robot/send?access_token=2278b723cd363bb6f85592c743b59b166e70b9e02a275bb5cedbc33b53a5cbdc'
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# 发送消息
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def send_message(text, isAtAll = False):
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formData = {
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"msgtype": "text",
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"text": {
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"content": text
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},
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"at": {
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"isAtAll": isAtAll
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}
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}
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urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
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print(requests.post(url, json=formData, verify=False).json())
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@ -1,10 +0,0 @@
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from discord_webhook import DiscordWebhook, DiscordEmbed
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def send_message(url,title,content):
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webhook = DiscordWebhook(url)
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embed = DiscordEmbed(title=title, description=content, color="03b2f8")
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webhook.add_embed(embed)
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response = webhook.execute()
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62
main.py
62
main.py
@ -1,58 +1,26 @@
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import schedule
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import bn
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import settings
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import time
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import dingding
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import monitors.jin10_cal as jin10
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import signals.ma_arrangement as maa
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import monitors.large_transfer as lt
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from monitors import macd_boll,vol_up
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# from plombery import task, get_logger, Trigger, register_pipeline
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symbols = ['BTCUSDT','ETHUSDT','FILUSDT','MASKUSDT','DOGEUSDT','CFXUSDT','LTCUSDT']
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for s in symbols:
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#15m
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schedule.every(15).minutes.do(maa.run, symbol=s, interval='15m')
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#vegas
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# schedule.every().hour.at(":00").do(vegas.run_crypto, interval = '1h')
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# times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
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# for t in times:
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# schedule.every().day.at(t).do(vegas.run_crypto, interval = '4h')
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#1h
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schedule.every(1).hours.do(maa.run, symbol=s, interval='1h')
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#vegas_cross
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# schedule.every().hour.at(":00").do(vegas_cross.run_crypto, interval = '1h')
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# times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
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# for t in times:
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# schedule.every().day.at(t).do(vegas_cross.run_crypto, interval = '4h')
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#4h
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schedule.every(4).hours.do(maa.run, symbol=s, interval='4h')
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# 监控
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schedule.every(settings.whaleAlert_minutes).minutes.do(lt.run)
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# register_pipeline(tasks=[vol_up.run_crypto('15')], triggers=[Trigger()])
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#vol
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schedule.every(5).minutes.do(vol_up.run_crypto, interval = '5m')
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schedule.every().hour.at(":00").do(vol_up.run_crypto, interval = '15m')
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schedule.every().hour.at(":15").do(vol_up.run_crypto, interval = '15m')
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schedule.every().hour.at(":30").do(vol_up.run_crypto, interval = '15m')
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schedule.every().hour.at(":45").do(vol_up.run_crypto, interval = '15m')
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schedule.every().hour.at(":00").do(vol_up.run_crypto, interval = '1h')
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#macd_boll
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schedule.every().hour.at(":00").do(macd_boll.run_crypto, interval = '15m')
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schedule.every().hour.at(":15").do(macd_boll.run_crypto, interval = '15m')
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schedule.every().hour.at(":30").do(macd_boll.run_crypto, interval = '15m')
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schedule.every().hour.at(":45").do(macd_boll.run_crypto, interval = '15m')
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schedule.every().hour.at(":00").do(macd_boll.run_crypto, interval = '1h')
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times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
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for t in times:
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schedule.every().day.at(t).do(macd_boll.run_crypto, interval = '4h')
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#jin10
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schedule.every().day.at("09:00").do(jin10.run)
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version = 'V1.4'
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text = f'☕️ Signals running... {version} !'
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print(text)
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dingding.send_message(text)
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print(f'Running... ChatID: {settings.chat_id}')
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while True:
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schedule.run_pending()
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time.sleep(1)
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@ -1,72 +0,0 @@
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import requests
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import datetime
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import time
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import discord_sender,dingding
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def run():
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print('金 10 数据数据日历数据抓取...')
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addtion_day = 1
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items = []
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while(addtion_day <= 7):
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data_day = datetime.datetime.now() + datetime.timedelta(days=addtion_day)
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addtion_day = addtion_day + 1
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result = _get_jin10_cal_by_day(data_day.year, data_day.month, data_day.day)
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items.extend(result)
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time.sleep(1)
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if len(items) > 0:
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content = ""
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for item in items:
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print(item)
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content += _build_content(item)
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print(content)
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dingding.send_message(content)
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url = 'https://discord.com/api/webhooks/1287027684370681939/fzinKKoNK6KXoLNdj1wttSDtIGio-VHijaYzZInoajHHu-PZyZXVpWDxM6_XrxCtPrPY'
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discord_sender.send_message(url, '【最近重要数据公布时间】',content)
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def _build_content(item):
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content = f"{item['name']} {item['country']} {item['time_period']}\r\n"
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if item['previous'] != None:
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content += f"前值: {item['previous']}\r\n"
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|
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if item['consensus'] != None:
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content += f"预测值: {item['consensus']}\r\n"
|
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|
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content += f"重要星级:"
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|
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for s in range(item['star']):
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content+="★"
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|
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|
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pub_date = datetime.datetime.strptime(item['pub_time'],'%Y-%m-%dT%H:%M:%S.%fZ') + datetime.timedelta(hours=8)
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content += f"\r\n公布时间: {pub_date.strftime('%Y-%m-%d %H:%M:%S')}\r\n\r\n"
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return content
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|
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def _fill_number(number):
|
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if number<10:
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return "0" + str(number)
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return number
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|
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def _get_jin10_cal_by_day(year,month, day):
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url = f"https://cdn-rili.jin10.com/data/{year}/{_fill_number(month)}{_fill_number(day)}/economics.json"
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print(url)
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data = requests.get(url).json()
|
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|
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items = []
|
||||
for item in data:
|
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if item['star'] >= 4:
|
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items.append(item)
|
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|
||||
return items
|
||||
50
monitors/large_transfer.py
Normal file
50
monitors/large_transfer.py
Normal file
@ -0,0 +1,50 @@
|
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|
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import requests
|
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import settings
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from datetime import datetime, timedelta
|
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import time
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import tg
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import traceback
|
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import logging
|
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import json
|
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|
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def run():
|
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try:
|
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start_time = datetime.now() - timedelta(minutes=settings.whaleAlert_minutes)
|
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start_ts = int(start_time.timestamp())
|
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|
||||
url = f'https://api.whale-alert.io/v1/transactions?api_key={settings.whaleAlert_apikey}&start={start_ts}&min_value={settings.whaleAlert_max_limit}'
|
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headers = {'Accept': 'application/json'}
|
||||
|
||||
resp = requests.get(url, headers=headers).text
|
||||
# 判断是否为JSON格式
|
||||
if json.dumps(resp) == False:
|
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print(resp)
|
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return
|
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|
||||
data = json.loads(resp)
|
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|
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print(data)
|
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if data['result'] == "success":
|
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if 'transactions' in data:
|
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data = data['transactions']
|
||||
|
||||
for ts in data:
|
||||
if ts['to']['owner_type'] == 'exchange':
|
||||
amount = int(ts['amount'])
|
||||
amount_usd = int(ts['amount_usd'])
|
||||
|
||||
amount_format = f'{int(amount_usd):,d}'
|
||||
amount_usd_format = f'{int(amount_usd):,d}'
|
||||
|
||||
|
||||
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(settings.chat_id, content)
|
||||
|
||||
else:
|
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print(data)
|
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tg.send_message(settings.chat_id, data['message'])
|
||||
except:
|
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logging.error(traceback.format_exc())
|
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@ -1,79 +0,0 @@
|
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import talib
|
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import numpy as np
|
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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)
|
||||
|
||||
# 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) & ((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)
|
||||
df['Short_Signal'] = np.where(short_condition,True, False)
|
||||
|
||||
latest = df.iloc[-2]
|
||||
print(f"【{symbol} - {interval}】 is checked!")
|
||||
|
||||
direction = ""
|
||||
if latest['Short_Signal'] == True:
|
||||
direction = '空'
|
||||
if latest['Long_Signal'] == True:
|
||||
direction = '多'
|
||||
if direction != "":
|
||||
message = '🦄Signals Notificaiton🦄\r\n\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"
|
||||
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)
|
||||
|
||||
dingding.send_message(message)
|
||||
|
||||
print(f"【{symbol} - {interval}】 is singal fired!")
|
||||
else:
|
||||
print(message)
|
||||
|
||||
|
||||
def run_crypto(interval, debug=False):
|
||||
print('MACD+BOLL is running...')
|
||||
time.sleep(5)
|
||||
for s in setting.symbols:
|
||||
df = crypto.get_klines(s, interval, True)
|
||||
stratergy_run(s,interval, df, debug)
|
||||
|
||||
time.sleep(1)
|
||||
@ -1,63 +0,0 @@
|
||||
import talib
|
||||
import time,setting
|
||||
import telegram_sender
|
||||
from datasource import crypto
|
||||
import dingding
|
||||
import discord_sender
|
||||
import setting
|
||||
|
||||
|
||||
# crossover 函数：检测上穿信号
|
||||
def crossover(series1, series2):
|
||||
return (series1 > series2) and (series1.shift(1) <= series2.shift(1))
|
||||
|
||||
# crossunder 函数：检测下穿信号
|
||||
def crossunder(series1, series2):
|
||||
return (series1 < series2) and (series1.shift(1) >= series2.shift(1))
|
||||
|
||||
## 检查信号
|
||||
def stratergy_run(symbol, interval, df, debug):
|
||||
maxDifference = 0.005
|
||||
|
||||
## 计算 ema
|
||||
df['ema5'] = talib.EMA(df['close'], timeperiod=5)
|
||||
df['ema10'] = talib.EMA(df['close'], timeperiod=10)
|
||||
df['ema30'] = talib.EMA(df['close'], timeperiod=30)
|
||||
df['ema144'] = talib.EMA(df['close'], timeperiod=144)
|
||||
|
||||
df['shortDiff'] = abs(df['ema5'] - df['ema10']) / df['ema10']
|
||||
df['midDiff'] = abs(df['ema10'] - df['ema30']) / df['ema30']
|
||||
df['longDiff'] = abs(df['ema30'] - df['ema144']) / df['ema144']
|
||||
|
||||
df['priceCheck'] = ((df['longDiff'] <= maxDifference) & (df['midDiff'] <= maxDifference) & (df['shortDiff'] <= maxDifference))
|
||||
df['isLongArrangement'] = ((df['ema5'] > df['ema10']) & (df['ema10'] > df['ema30']) & (df['ema30'] > df['ema144']))
|
||||
df['isShortArrangement'] = ((df['ema5'] < df['ema10']) & (df['ema10'] < df['ema30']) & (df['ema30'] < df['ema144']))
|
||||
|
||||
d1 = df.iloc[-1]
|
||||
d2 = df.iloc[-2]
|
||||
d3 = df.iloc[-3]
|
||||
|
||||
maxDiff = max(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
|
||||
minDiff = min(d1['shortDiff'], d1['midDiff'], d1['longDiff'])
|
||||
|
||||
isbullish = d1['isLongArrangement'] == True and d2['isLongArrangement'] == True and d3['isLongArrangement'] == False
|
||||
isBear = d1['isShortArrangement'] == True and d2['isShortArrangement'] == True and d3['isShortArrangement'] == False
|
||||
|
||||
print(f"{symbol} - {interval} bullish: {isbullish} | bear : {isBear} | LongArrangement: {d1['isLongArrangement']} | ShortArrangement: {d1['isShortArrangement']}")
|
||||
if(isbullish | isBear):
|
||||
message = f"策略:【均线排列信号】\r\n"
|
||||
message += f"品种: {symbol}\r\n"
|
||||
message += f"周期: {interval}\r\n"
|
||||
message += f"信号: 【{'多' if isbullish else '空'}】\r\n"
|
||||
message += f"收盘价: {d1['close']}\r\n"
|
||||
|
||||
url = 'https://discordapp.com/api/webhooks/1285867836454998077/JNAFUyur_ygOJIh6C4beUAVYMpm1TZf4IEeMn8Q1p0TglO1Hjyiu2LQqiU5AxVovWyiO'
|
||||
discord_sender.send_message(url,'🦄信号提醒🦄',message)
|
||||
|
||||
|
||||
def run_crypto(interval, debug=False):
|
||||
for s in setting.symbols:
|
||||
df = crypto.get_klines(s, interval)
|
||||
stratergy_run(s,interval, df, debug)
|
||||
|
||||
time.sleep(1)
|
||||
@ -1,73 +0,0 @@
|
||||
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):
|
||||
## 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 = '空'
|
||||
if latest['longResut']==True:
|
||||
direction = '多'
|
||||
|
||||
message = f"策略:【Vegas反转策略】\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"
|
||||
|
||||
print(f"【{symbol} - {interval}】 is checked!")
|
||||
if direction != "":
|
||||
if debug == False:
|
||||
url = 'https://discordapp.com/api/webhooks/1285867836454998077/JNAFUyur_ygOJIh6C4beUAVYMpm1TZf4IEeMn8Q1p0TglO1Hjyiu2LQqiU5AxVovWyiO'
|
||||
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):
|
||||
for s in setting.symbols:
|
||||
df = crypto.get_klines(s, interval)
|
||||
stratergy_run(s,interval, df, debug)
|
||||
|
||||
time.sleep(1)
|
||||
@ -1,65 +0,0 @@
|
||||
import talib
|
||||
import numpy as np
|
||||
import time,setting
|
||||
import telegram_sender
|
||||
from datasource import crypto
|
||||
import dingding
|
||||
import discord_sender
|
||||
import setting
|
||||
|
||||
|
||||
# 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):
|
||||
## 计算 ema
|
||||
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)
|
||||
|
||||
max_low_line = np.maximum(df['ema144'], df['ema169'])
|
||||
min_low_line = np.minimum(df['ema144'], df['ema169'])
|
||||
|
||||
max_high_line = np.maximum(df['ema576'], df['ema676'])
|
||||
min_high_line = np.minimum(df['ema576'], df['ema676'])
|
||||
|
||||
df['longSignal'] = crossover(min_low_line, max_high_line)
|
||||
df['shortSignal'] = crossunder(max_low_line, min_high_line)
|
||||
|
||||
latest = df.iloc[-1]
|
||||
direction = ""
|
||||
if latest['shortSignal']==True:
|
||||
direction = '空'
|
||||
if latest['longSignal']==True:
|
||||
direction = '多'
|
||||
|
||||
message = f"策略:【Vegas金叉死叉策略】\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"
|
||||
|
||||
print(f"【{symbol} - {interval}】 is checked!")
|
||||
if direction != "":
|
||||
if debug == False:
|
||||
url = 'https://discordapp.com/api/webhooks/1285867836454998077/JNAFUyur_ygOJIh6C4beUAVYMpm1TZf4IEeMn8Q1p0TglO1Hjyiu2LQqiU5AxVovWyiO'
|
||||
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):
|
||||
for s in setting.symbols:
|
||||
df = crypto.get_klines(s, interval,True)
|
||||
stratergy_run(s,interval, df, debug)
|
||||
|
||||
time.sleep(1)
|
||||
@ -1,37 +0,0 @@
|
||||
# 突然放量策略
|
||||
import numpy as np
|
||||
from datasource import crypto
|
||||
import time, dingding
|
||||
|
||||
def stratergy_run(symbol, interval, df, debug):
|
||||
# 计算过去 30 根 K 线的平均交易量
|
||||
average_volume = df["volume"].iloc[-31:-1].mean() # 倒数第 31 到倒数第 2 根的平均
|
||||
|
||||
# 获取当前（最后一根，即第 500 根）交易量
|
||||
current_volume = df["volume"].iloc[-1]
|
||||
|
||||
timestamp = df['timestamp'].iloc[-1]
|
||||
|
||||
rate = current_volume / average_volume
|
||||
|
||||
rate_limit = 10
|
||||
if rate > rate_limit:
|
||||
message = "📢Signals Notificaiton📢\r\n\r\n"
|
||||
message += f"{symbol} 在 {interval} 出现放量 {round(rate, 2)}倍 ！\r\n\r\n"
|
||||
message += f"{timestamp}"
|
||||
|
||||
if debug == False:
|
||||
dingding.send_message(message)
|
||||
print(f"【{symbol} - {interval}】 is singal fired!")
|
||||
else:
|
||||
print(message)
|
||||
|
||||
def run_crypto(interval, debug=False):
|
||||
print(f"Vols-up strategy {interval} is running...")
|
||||
|
||||
symbols = crypto.get_future_symbols()
|
||||
for s in symbols:
|
||||
df = crypto.get_klines(s, interval, True,limit=50)
|
||||
stratergy_run(s,interval, df, debug)
|
||||
|
||||
time.sleep(1)
|
||||
@ -1,10 +1,6 @@
|
||||
binance
|
||||
binance_connector
|
||||
binance-futures-connector
|
||||
numpy==1.26.4
|
||||
pandas
|
||||
requests
|
||||
schedule
|
||||
tweepy
|
||||
discord_webhook
|
||||
redis
|
||||
binance==0.3
|
||||
binance_connector==3.1.0
|
||||
numpy==1.23.4
|
||||
requests==2.28.1
|
||||
schedule==1.1.0
|
||||
TA_Lib==0.4.26
|
||||
|
||||
14
setting.py
14
setting.py
@ -1,14 +0,0 @@
|
||||
import os
|
||||
|
||||
# telegram bot key
|
||||
telegram_bot_key='5863718864:AAFijN65_SbbGQ0WDBggzKJw2SIcZVTVrPw'
|
||||
|
||||
#
|
||||
chat_id = os.getenv("TQ_CHAT_ID", "@cyber4trading")
|
||||
|
||||
|
||||
symbols = ['BTCUSDT',"ETHUSDT",'LTCUSDT','DOGEUSDT','FTMUSDT','FILUSDT','OPUSDT','SOLUSDT','BNBUSDT','BCHUSDT','ETCUSDT','ARUSDT',"REEFUSDT","BONDUSDT","VIDTUSDT","UNFIUSDT","PEOPLEUSDT","ORDIUSDT"]
|
||||
|
||||
|
||||
#dingding bot
|
||||
singal_bot_url = 'https://oapi.dingtalk.com/robot/send?access_token=2278b723cd363bb6f85592c743b59b166e70b9e02a275bb5cedbc33b53a5cbdc'
|
||||
21
settings.py
Normal file
21
settings.py
Normal file
@ -0,0 +1,21 @@
|
||||
import os
|
||||
|
||||
# telegram bot key
|
||||
telegram_bot_key='5863718864:AAFijN65_SbbGQ0WDBggzKJw2SIcZVTVrPw'
|
||||
|
||||
#
|
||||
chat_id = os.getenv("TQ_CHAT_ID", "@cyber4trading")
|
||||
|
||||
|
||||
#oklink
|
||||
oklink_host = 'https://www.oklink.com'
|
||||
oklink_apikey='ca822b3f-2e1e-479c-8649-c1f9b62a740d'
|
||||
oklink_api_headers = {
|
||||
'Ok-Access-Key' : oklink_apikey
|
||||
}
|
||||
|
||||
|
||||
#whaleAlert
|
||||
whaleAlert_minutes=1
|
||||
whaleAlert_apikey='gPkElMPR8Hpe5LxjKisR4YSFzxRxMLj6'
|
||||
whaleAlert_max_limit = os.getenv('TQ_WHALEALERT_MAX_USD_AMOUNT',5000 * 10000)
|
||||
43
signals/ma_arrangement.py
Normal file
43
signals/ma_arrangement.py
Normal file
@ -0,0 +1,43 @@
|
||||
import talib
|
||||
import numpy as np
|
||||
import bn
|
||||
import tg
|
||||
import datetime
|
||||
import settings
|
||||
|
||||
flags = {}
|
||||
|
||||
def check_ma_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)
|
||||
|
||||
bullish, bearish = check_ma_arrange(data)
|
||||
|
||||
flag_name = symbol + '_' + interval
|
||||
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")}'
|
||||
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：【${symbol}】\r\n周期：{interval}\r\n信号：【空头】排列\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}'
|
||||
|
||||
if text != "":
|
||||
print(text)
|
||||
tg.send_message(settings.chat_id, text)
|
||||
@ -1,5 +0,0 @@
|
||||
import datetime
|
||||
|
||||
|
||||
def signal_text(symbol, interval, signal_type ,signal):
|
||||
return f'📶信号预警📶\r\n\r\n品种：【${symbol}】\r\n周期：{interval}\r\n信号类型：{signal_type}\r\n信号：{signal}\r\n\r\n{datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")}'
|
||||
8
strategy_test.py
Normal file
8
strategy_test.py
Normal file
@ -0,0 +1,8 @@
|
||||
import monitors.large_transfer as lt
|
||||
import bn
|
||||
import signals.ma_arrangement as maa
|
||||
|
||||
# symbols = bn.symbols()
|
||||
|
||||
# for s in symbols:
|
||||
maa.run('LINKUSDT', '1h')
|
||||
@ -1,6 +0,0 @@
|
||||
import sys
|
||||
from monitors import vol_up
|
||||
|
||||
if __name__ == "__main__":
|
||||
args = sys.argv
|
||||
vol_up.run_crypto(args[1])
|
||||
@ -1,13 +0,0 @@
|
||||
import requests
|
||||
import setting
|
||||
import urllib3
|
||||
|
||||
# 发送消息
|
||||
def send_message(chat_id, text):
|
||||
url = f'https://api.telegram.org/bot{setting.telegram_bot_key}/sendMessage'
|
||||
formData = {
|
||||
"chat_id" : chat_id,
|
||||
"text" : text
|
||||
}
|
||||
urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
|
||||
requests.post(url, data= formData, verify=False)
|
||||
60
test.py
60
test.py
@ -1,54 +1,8 @@
|
||||
import requests
|
||||
import datasource.crypto
|
||||
from monitors import move
|
||||
from datasource import crypto
|
||||
import talib
|
||||
import discord_sender
|
||||
from monitors import vegas_cross, jin10_cal,vol_up
|
||||
from datasource import crypto
|
||||
from monitors import macd_boll
|
||||
import datasource
|
||||
from binance.um_futures import UMFutures
|
||||
import redis,dingding
|
||||
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
|
||||
|
||||
|
||||
# vol_up.run_crypto('1h')
|
||||
|
||||
|
||||
# r = redis.Redis(host='45.76.104.85', port=6379, db=0 ,password="redis_ihkXTj")
|
||||
# r.set('r_symbols', "test")
|
||||
|
||||
# print(r.get('r_symbols'))
|
||||
|
||||
print(datasource.crypto.get_future_symbols())
|
||||
|
||||
# macd_boll.run_crypto('15m', debug=True)
|
||||
|
||||
# jin10_cal.run()
|
||||
|
||||
# print(crypto._get_top_coins_by_market_cap(20))
|
||||
# vegas_cross.run_crypto('1h')
|
||||
|
||||
|
||||
|
||||
# key = 'QSZvYevTytwi8CJEkiUqqlZRQBOjIa23BoB8wFwTSY26GBAFkViTExex2mFNJ0ij'
|
||||
# secret = '1eGO4aeICAxPRXQzw2lQBc0QAkIKn6WiCV4cRLnUwnJulzixYFkoBeho5ZzsKTbn'
|
||||
|
||||
# client = UMFutures(key=key, secret=secret)
|
||||
# # print(client.exchange_info())
|
||||
# # data = client.funding_rate('BTCUSD_PERP', limit=1)
|
||||
|
||||
# print(client.balance())
|
||||
|
||||
# fundingRate = float(data[0]['fundingRate']) * 100
|
||||
|
||||
# text = f"币种: {data[0]['symbol']}\r\n资金费率: {fundingRate} %"
|
||||
|
||||
|
||||
# mUrl = "https://discordapp.com/api/webhooks/1285898004641091605/DwIh9yZvrU6TwelVmJr96XBdpFTEEpeFD8GsZpH7rBdwT4UwVyZTrtdmBzS4ae0Ta7PH"
|
||||
|
||||
# discord_sender.send_message(mUrl, '消息内容',text)
|
||||
|
||||
|
||||
|
||||
# dingding.send_message('信号 测试')
|
||||
lt.run()
|
||||
Loading…
Reference in New Issue
Block a user