update

# Conflicts:
#	signals/macd.py

Dockerfile

@@ -1,43 +1,10 @@
-FROM veejar/python-ta-lib
+FROM dockerproxy.com/veejar/python-ta-lib
 ENV PYTHONIOENCODING=utf-8
-ENV TIME_ZONE Asia/Shanghai
-
-# # 更新apt-get源
-# RUN cp /etc/apt/sources.list /etc/apt/sources.list.bak && \
-#     echo > /etc/apt/sources.list && \
-#     cat /etc/apt/sources.list && \
-#     echo  "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster main contrib non-free" >/etc/apt/sources.list && \
-#     echo  "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster-updates main contrib non-free" >>/etc/apt/sources.list && \
-#     echo  "deb http://mirrors.tuna.tsinghua.edu.cn/debian/ buster-backports main contrib non-free" >>/etc/apt/sources.list && \
-#     echo  "deb http://mirrors.tuna.tsinghua.edu.cn/debian-security buster/updates main contrib non-free" >>/etc/apt/sources.list
-
-# RUN apt-get update && apt-get upgrade -y
-
-# ENV APT_PKG_TEMPORARY="build-essential autoconf automake autotools-dev libopenblas-dev python3-dev"
-# ENV APT_PKG="python3 python3-pip python3-scipy python3-numpy python3-pandas python-is-python3"
-# ENV PYPI_PKG="TA-Lib numpy pandas"
-# ENV DEBIAN_FRONTEND=noninteractive
-
-# COPY ta-lib ./ta-lib
-
-# RUN apt-get update && apt-get upgrade -y && \
-#   apt-get install -y ${APT_PKG_TEMPORARY} ${APT_PKG} && \
-#   ln -s /usr/include/locale.h /usr/include/xlocale.h && \
-#   # compile TA-Lib library
-#   cd ta-lib && \
-#   ./configure --prefix=/usr; \
-#   make && \
-#   make install && \
-#   cd .. && \
-#   rm -rf ta-lib && \
-#   \
-#   pip3 install --no-cache-dir $PYPI_PKG && \
-#   apt-get autoremove -y ${APT_PKG_TEMPORARY} && \
-#   rm -rf /var/lib/apt/lists/*
-
-RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/  binance binance_connector numpy requests schedule TA_Lib
-# RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/  binance binance_connector requests schedule
+ENV TZ Asia/Shanghai
 
 WORKDIR /opt/
 COPY ["./", "/opt/"]
+
+RUN pip3 install -i https://mirrors.aliyun.com/pypi/simple/ -r requirements.txt
+
 CMD python3 -u main.py

bn.py

@@ -1,19 +0,0 @@
-from binance.spot import Spot
-
-client = Spot()
-
-# Get klines
-def klines(symbol, interval):
-    lines = client.klines(symbol,interval)
-    return lines
-
-# Get Symbols
-def symbols():
-    info = client.exchange_info()
-
-    symbols = []
-    for s in info['symbols']:
-        if s['symbol'].endswith('USDT'):
-            symbols.append(s['symbol'])
-    
-    return symbols

datasource/crypto.py

@@ -0,0 +1,106 @@
+import requests
+from binance.spot import Spot
+import pandas as pd
+from binance.um_futures import UMFutures
+
+import urllib3
+
+api_key = "HCpeel8g6fsTK2630b7BvGBcS09Z3qfXkLVcAY2JkpaiMm1J6DWRvoQZBQlElDJg"
+api_secret= "TySs6onlHOTrGzV8fMdDxLKTWWYnQ4rCHVAmjrcHby17acKflmo7xVTWVsbqtxe7"
+
+client = Spot(api_key, api_secret)
+future_client = UMFutures(api_key, api_secret)
+
+# 获取市值前top的币种
+def _get_top_coins_by_market_cap(top):
+    
+    coingecko_url = "https://api.coingecko.com/api/v3/coins/markets"
+    params = {
+        'vs_currency': 'usd',
+        'order': 'market_cap_desc',
+        'per_page': top,
+        'page': 1
+    }
+    urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
+    response = requests.get(coingecko_url, params=params, verify=False)
+    coins = response.json()
+    return coins
+
+# 获取Binance上的USDT交易对信息
+def _get_binance_usdt_pairs():
+    url = "https://api.binance.com/api/v3/exchangeInfo"
+    urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
+    response = requests.get(url, verify=False)
+    data = response.json()
+
+    usdt_pairs = [symbol['symbol'] for symbol in data['symbols'] if (symbol['quoteAsset'] == 'USDT' and symbol['status'] == 'TRADING')]
+    return usdt_pairs
+
+def get_top_binance_usdt_pairs(top):
+    # 获取市值前10的币种
+    top_coins = _get_top_coins_by_market_cap(top)
+    
+    # 获取Binance上的USDT交易对
+    usdt_pairs = _get_binance_usdt_pairs()
+
+
+    # 筛选出前10币种中与USDT有交易对的币种
+    top_pairs = []
+    for coin in top_coins:
+        coin_symbol = coin['symbol'].upper()
+        pair = f"{coin_symbol}USDT"
+        if pair in usdt_pairs:
+            top_pairs.append(pair)
+    
+    return top_pairs
+
+## 获取所有现货交易对
+def get_symbols():
+    data = client.exchange_info()["symbols"]
+
+    # 创建DataFrame
+    columns = ['symbol', 'status', 'baseAsset', 'quoteAsset']
+    df = pd.DataFrame(data, columns=columns)
+    df = df[(df['status'] == 'TRADING') & (df['quoteAsset'] == 'USDT')]
+
+    return df['symbol']
+
+def get_future_symbols():
+    data = future_client.exchange_info()["symbols"]
+
+    # 创建DataFrame
+    columns = ['symbol', 'status','contractType', 'baseAsset', 'quoteAsset']
+    df = pd.DataFrame(data, columns=columns)
+    # 过滤出交易对
+    df = df[(df['status'] == 'TRADING') & (df['contractType'] == 'PERPETUAL')]
+
+    return df['symbol']
+
+## 根据交易对和周期获取数据集
+def get_klines(symbol,interval, future = False,limit=1000):
+    # 获取 k 线数据
+    data = {}
+    if future == True:
+        data = future_client.klines(symbol, interval, limit=limit)
+    else:
+        data = client.klines(symbol, interval,limit=limit)
+
+    # 将数据转换为DataFrame
+    columns = ['timestamp', 'open', 'high', 'low', 'close', 'volume', 
+           'close_time', 'quote_asset_volume', 'number_of_trades', 
+           'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'ignore']
+
+    df = pd.DataFrame(data, columns=columns)
+
+    # 转化成 float
+    df['open'] = df['open'].astype('float64')
+    df['high'] = df['high'].astype('float64')
+    df['low'] = df['low'].astype('float64')
+    df['close'] = df['close'].astype('float64')
+    df['volume'] = df['volume'].astype('float64')
+
+    # 将时间戳转换为日期时间格式
+    df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
+    df['close_time'] = pd.to_datetime(df['close_time'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
+
+    return df

dingding.py

@@ -0,0 +1,19 @@
+import requests
+import setting
+import urllib3 
+
+url = 'https://oapi.dingtalk.com/robot/send?access_token=2278b723cd363bb6f85592c743b59b166e70b9e02a275bb5cedbc33b53a5cbdc'
+
+# 发送消息
+def send_message(text, isAtAll = False):
+    formData = {
+            "msgtype": "text",
+            "text": {
+                "content": text
+            },
+            "at": {
+                "isAtAll": isAtAll
+            }
+    }
+    urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
+    print(requests.post(url, json=formData, verify=False).json())

discord_sender.py

@@ -0,0 +1,10 @@
+from discord_webhook import DiscordWebhook, DiscordEmbed
+
+def send_message(url,title,content):
+    webhook = DiscordWebhook(url)
+
+    embed = DiscordEmbed(title=title, description=content, color="03b2f8")
+
+    webhook.add_embed(embed)
+
+    response = webhook.execute()

main.py

@@ -1,35 +1,58 @@
 import schedule
-import bn
-import settings
 import time
-import strategy.crossover as crossover
-import strategy.large_trans as lt
+import dingding
+import monitors.jin10_cal as jin10
 
-# 获取交易所交易对
-# symbols = bn.symbols()
-
-# for s in symbols:
-    # 5m
-    # schedule.every(settings.whaleAlert_minutes).minutes.do(lt.strategy_run)
+from monitors import macd_boll,vol_up
+# from plombery import task, get_logger, Trigger, register_pipeline
 
 
-    # 5m
-    # schedule.every(5).minutes.do(crossover.strategy_run, symbol=s, interval='5m')
+#vegas
+# schedule.every().hour.at(":00").do(vegas.run_crypto, interval = '1h')
+# times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
+# for t in times:
+#     schedule.every().day.at(t).do(vegas.run_crypto, interval = '4h')
 
-    # 30m
-    # schedule.every(30).minutes.do(crossover.strategy_run, symbol=s, interval='30m')
-
-    # 1h
-    # schedule.every(1).hours.do(crossover.strategy_run, symbol=s, interval='1h')
-
-    # 4h
-    # schedule.every(4).hours.do(crossover.strategy_run, symbol=s, interval='4h')
+#vegas_cross
+# schedule.every().hour.at(":00").do(vegas_cross.run_crypto, interval = '1h')
+# 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')
 
 
-# 监控
-schedule.every(settings.whaleAlert_minutes).minutes.do(lt.strategy_run)
+# register_pipeline(tasks=[vol_up.run_crypto('15')], triggers=[Trigger()])
 
-print(f'Running... ChatID: {settings.chat_id}')
+
+
+#vol
+schedule.every(5).minutes.do(vol_up.run_crypto, interval = '5m')
+
+schedule.every().hour.at(":00").do(vol_up.run_crypto, interval = '15m')
+schedule.every().hour.at(":15").do(vol_up.run_crypto, interval = '15m')
+schedule.every().hour.at(":30").do(vol_up.run_crypto, interval = '15m')
+schedule.every().hour.at(":45").do(vol_up.run_crypto, interval = '15m')
+
+schedule.every().hour.at(":00").do(vol_up.run_crypto, interval = '1h')
+
+
+#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')
+times = ["00:00", "04:00", "08:00", "12:00", "16:00", "20:00"]
+for t in times:
+    schedule.every().day.at(t).do(macd_boll.run_crypto, interval = '4h')
+
+#jin10
+schedule.every().day.at("09:00").do(jin10.run)
+
+version = 'V1.4'
+text = f'☕️ Signals running... {version} !'
+print(text)
+dingding.send_message(text)
 while True:
     schedule.run_pending()
     time.sleep(1)

monitors/jin10_cal.py

@@ -0,0 +1,72 @@
+import requests
+import datetime
+import time
+import discord_sender,dingding
+
+
+def run():
+    print('金 10 数据数据日历数据抓取...')
+     
+    addtion_day = 1
+    
+    items = []
+
+    while(addtion_day <= 7):
+        data_day = datetime.datetime.now() + datetime.timedelta(days=addtion_day)
+        addtion_day = addtion_day + 1
+
+        result = _get_jin10_cal_by_day(data_day.year, data_day.month, data_day.day)
+        items.extend(result)
+        time.sleep(1)
+        
+    if len(items) > 0:
+        content = ""
+        
+        for item in items:
+            print(item)
+            content += _build_content(item)
+        
+        print(content)
+
+        dingding.send_message(content)
+
+        url = 'https://discord.com/api/webhooks/1287027684370681939/fzinKKoNK6KXoLNdj1wttSDtIGio-VHijaYzZInoajHHu-PZyZXVpWDxM6_XrxCtPrPY'
+        discord_sender.send_message(url, '【最近重要数据公布时间】',content)
+
+
+def _build_content(item):
+    content = f"{item['name']} {item['country']} {item['time_period']}\r\n"
+
+    if item['previous'] != None:
+        content += f"前值: {item['previous']}\r\n"
+
+    if item['consensus'] != None:
+        content += f"预测值: {item['consensus']}\r\n"
+
+    content += f"重要星级:"
+
+    for s in range(item['star']):
+        content+="★"
+
+
+    pub_date = datetime.datetime.strptime(item['pub_time'],'%Y-%m-%dT%H:%M:%S.%fZ') + datetime.timedelta(hours=8)
+
+    content += f"\r\n公布时间: {pub_date.strftime('%Y-%m-%d %H:%M:%S')}\r\n\r\n"
+    return content
+
+def _fill_number(number):
+    if number<10:
+        return "0" + str(number)
+    return number
+
+def _get_jin10_cal_by_day(year,month, day):
+    url = f"https://cdn-rili.jin10.com/data/{year}/{_fill_number(month)}{_fill_number(day)}/economics.json"
+    print(url)
+    data = requests.get(url).json()
+
+    items = []
+    for item in data:
+        if item['star'] >= 4:
+            items.append(item)
+
+    return items

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)

monitors/move.py

@@ -0,0 +1,63 @@
+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)

monitors/vegas.py

@@ -0,0 +1,73 @@
+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)

monitors/vegas_cross.py

@@ -0,0 +1,65 @@
+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)

monitors/vol_up.py

@@ -0,0 +1,37 @@
+# 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)

requirements.txt

@@ -1,6 +1,10 @@
-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
+binance
+binance_connector
+binance-futures-connector
+numpy==1.26.4
+pandas
+requests
+schedule
+tweepy
+discord_webhook
+redis

setting.py

@@ -0,0 +1,14 @@
+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'

settings.py

@@ -1,21 +0,0 @@
-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',1000 * 10000)

signals/signal_builder.py

@@ -0,0 +1,5 @@
+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")}'

strategy/crossover.py

@@ -1,59 +0,0 @@
-import talib
-import numpy as np
-import bn
-import tg
-import settings
-
-# 检查是否出现多头排列信号
-def check_bullish_crossover(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)
-    
-    # 判断是否出现多头排列信号
-    # if ema7[-1] > ema30[-1] > ema100[-1] > ema200[-1] and ema7[-2] <= ema30[-2] <= ema100[-2] <= ema200[-2]:
-    if ema7[-1] > ema30[-1] > ema100[-1] and ema7[-2] <= ema30[-2] <= ema100[-2]:
-        return True
-    else:
-        return False
-    
-# 检查是否出现空头排列信号
-def check_bearish_crossover(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)
-    
-    # 判断是否出现空头排列信号
-    if ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1] >= ema30[-2] >= ema100[-2]:
-    # if ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1] and ema7[-2] >= ema30[-2] >= ema100[-2] >= ema200[-2]:
-
-        return True
-    else:
-        return False
-    
-
-def strategy_run(symbol, interval):
-    # 获取kline数据
-    data = bn.klines(symbol, interval)
-
-    if check_bullish_crossover(data):
-        print('多头排列信号出现！')
-
-        text = f'${symbol} - {interval}\r\n\r\n出现【多头排列】信号'
-        tg.send_message(settings.chat_id, text)
-
-
-    if check_bearish_crossover(data):
-        print("空头排列信号出现！")
-        text = f'${symbol} - {interval}\r\n\r\n出现【空头排列】信号'
-        tg.send_message(settings.chat_id, text)

strategy/large_trans.py

@@ -1,39 +0,0 @@
-
-import requests
-import settings
-from datetime import datetime, timedelta
-import time
-import tg
-import traceback
-import logging
-
-
-def strategy_run():
-    start_time = datetime.now() - timedelta(minutes=settings.whaleAlert_minutes)
-    start_ts = int(start_time.timestamp())
-    
-    url = f'https://api.whale-alert.io/v1/transactions?api_key={settings.whaleAlert_apikey}&start={start_ts}&min_value={settings.whaleAlert_max_limit}'
-    headers = {'Accept': 'application/json'}
-
-    resp = requests.get(url, headers=headers).json()
-    
-    print(resp)
-    if resp['result'] == "success":
-        cursor = resp['cursor']
-        try:
-            if 'transactions' in resp:
-                data = resp['transactions']
-
-                for ts in data:
-                    if ts['to']['owner_type'] == 'exchange':
-                        from_text = 'unknown wallet'
-                        content = f"🚨 {ts['amount']} #{ts['symbol']} ({ts['amount_usd']} USD) 从 {from_text} 转入 #{ts['to']['owner']}"
-
-                        print(content)
-                        tg.send_message(settings.chat_id, content)
-        except Exception as e:
-            logging.error(traceback.format_exc())
-            tg.send_message(settings.chat_id, traceback.format_exc())
-    else:
-        print(resp['message'])
-        tg.send_message(settings.chat_id, traceback.format_exc())

strategy_test.py

@@ -1,3 +0,0 @@
-import strategy.large_trans as lt
-
-lt.strategy_run()

strategy_vol.py

@@ -0,0 +1,6 @@
+import sys
+from monitors import vol_up
+
+if __name__ == "__main__":
+    args = sys.argv
+    vol_up.run_crypto(args[1])

telegram_sender.py

@@ -0,0 +1,13 @@
+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)

test.py

@@ -1,42 +1,54 @@
-import bn
-import pandas as pd
-import mplfinance as mpf
-import datetime as dt
-import strategy.large_trans as lt
-
-# def binanceDataFrame(klines):
-#     df = pd.DataFrame(klines.reshape(-1,12),dtype=float, columns = ('Open Time',
-#                                                                     'Open',
-#                                                                     'High',
-#                                                                     'Low',
-#                                                                     'Close',
-#                                                                     'Volume',
-#                                                                     'Close time',
-#                                                                     'Quote asset volume',
-#                                                                     'Number of trades',
-#                                                                     'Taker buy base asset volume',
-#                                                                     'Taker buy quote asset volume',
-#                                                                     'Ignore'))
-
-#     df['Open Time'] = pd.to_datetime(df['Open Time'], unit='ms')
+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
 
 
-#     return df
+# vol_up.run_crypto('1h')
 
 
-# klines = bn.klines('BTCUSDT', '1h')
+# r = redis.Redis(host='45.76.104.85', port=6379, db=0 ,password="redis_ihkXTj")
+# r.set('r_symbols', "test")
 
-# df = pd.DataFrame(klines,dtype=float)
-# df.columns = ['Open time', 'Open', 'High', 'Low', 'Close', 'Volume', 'ctime', 'Quote asset volume', 'Number of trades', 'Taker buy base asset volume', 'Taker buy quote asset volume', 'Can be ignored']
-# df.index = [dt.datetime.fromtimestamp(x/1000.0) for x in df.ctime]
-# mpf.plot(df, type='line')
+# 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')
 
 
-# lt.strategy_run()
-from datetime import datetime, timedelta
-import time,settings
 
-last_min = datetime.now() - timedelta(minutes=settings.whaleAlert_minutes)
-print(last_min)
-print(time.mktime(last_min.timetuple()))
-print(last_min.timestamp())
+# 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')

tg.py

@@ -1,11 +0,0 @@
-import requests
-import settings
-
-# 发送消息
-def send_message(chat_id, text):
-    url = f'https://api.telegram.org/bot{settings.telegram_bot_key}/sendMessage'
-    formData = {
-        "chat_id" : chat_id,
-        "text" : text
-    }
-    requests.post(url, data= formData)