from binance.spot import Spot import talib import numpy as np import pandas as pd import datasource.crypto import time,setting import telegram_sender from datasource import crypto from datetime import datetime import dingding # 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): 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) shortDiff = abs(df['ema5'] - df['ema10']) / df['ema10'] midDiff = abs(df['ema10'] - df['ema30']) / df['ema30'] longDiff = abs(df['ema30'] - df['ema144']) / df['ema144'] df['priceCheck'] = (longDiff <= maxDifference) & (midDiff <= maxDifference) & (shortDiff <= maxDifference) df['isLongArrangement'] = (df['ema5'] > df['ema10']) & (df['ema10'] > df['ema30']) & (df['ema30'] > df['ema144']) df['preLongArrangement'] = (df['ema5'].shift(1) > df['ema10'].shift(1)) & (df['ema10'].shift(1) > df['ema30'].shift(1)) & (df['ema30'].shift(1) > df['ema144'].shift(1)) latest = df.iloc[-1] isbullish = latest['preLongArrangement'] == False & latest['isLongArrangement'] == True & latest['priceCheck'] ==True print(f"{symbol} bullish: {isbullish}") if(isbullish): message = f"⭐️信号策略⭐️\r\n\r\n" message += f"策略:【趋势追踪V1.0】\r\n" message += f"品种: {symbol}\r\n" message += f"周期: {interval}\r\n\r\n" message += f"信号: 【启动】\r\n\r\n" dingding.send_message(message) def run_crypto(interval, debug=False): symbols = ['BTCUSDT',"ETHUSDT",'LTCUSDT','DOGEUSDT','FTMUSDT','FILUSDT','OPUSDT','SOLUSDT','BNBUSDT','BCHUSDT','ETCUSDT','ARUSDT'] for s in symbols: df = crypto.get_klines(s, interval) stratergy_run(s,interval, df, debug) time.sleep(1)