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 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) # MACD 上穿和下穿 0 轴的逻辑 macd_bullish_cross = (macd.shift(1) <= 0) & (macd > 0) # 上穿0轴 macd_bearish_cross = (macd.shift(1) >= 0) & (macd < 0) # 下穿0轴 # 生成交易信号 long_condition = macd_bullish_cross & (df['high'] < upperband) short_condition = macd_bearish_cross & (df['low'] > lowerband) # 将信号添加到 DataFrame df['Long_Signal'] = long_condition df['Short_Signal'] = short_condition latest = df.iloc[-1] direction = "" if latest['Short_Signal'] == True: direction = '空' if latest['Long_Signal'] == True: direction = '多' print(df) print(f"【{symbol} - {interval}】 is checked!") if direction != "": message = f"策略:【MACD+BOLL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" 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) print(f"【{symbol} - {interval}】 is singal fired!") else: print(message) 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) time.sleep(1)