58 lines
2.2 KiB
Python
58 lines
2.2 KiB
Python
from binance.spot import Spot
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import talib
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import numpy as np
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import pandas as pd
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import datasource.crypto
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import time,setting
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import telegram_sender
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from datasource import crypto
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from datetime import datetime
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import dingding
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# crossover 函数：检测上穿信号
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def crossover(series1, series2):
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return (series1 > series2) & (series1.shift(1) <= series2.shift(1))
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# crossunder 函数：检测下穿信号
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def crossunder(series1, series2):
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return (series1 < series2) & (series1.shift(1) >= series2.shift(1))
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## 检查信号
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def stratergy_run(symbol, interval, df, debug):
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maxDifference = 0.005
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## 计算 ema
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df['ema5'] = talib.EMA(df['close'], timeperiod=5)
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df['ema10'] = talib.EMA(df['close'], timeperiod=10)
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df['ema30'] = talib.EMA(df['close'], timeperiod=30)
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df['ema144'] = talib.EMA(df['close'], timeperiod=144)
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shortDiff = abs(df['ema5'] - df['ema10']) / df['ema10']
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midDiff = abs(df['ema10'] - df['ema30']) / df['ema30']
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longDiff = abs(df['ema30'] - df['ema144']) / df['ema144']
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df['priceCheck'] = (longDiff <= maxDifference) & (midDiff <= maxDifference) & (shortDiff <= maxDifference)
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df['isLongArrangement'] = (df['ema5'] > df['ema10']) & (df['ema10'] > df['ema30']) & (df['ema30'] > df['ema144'])
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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))
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latest = df.iloc[-1]
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isbullish = latest['preLongArrangement'] == False & latest['isLongArrangement'] == True & latest['priceCheck'] ==True
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print(f"{symbol} bullish: {isbullish}")
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if(isbullish):
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message = f"⭐️信号策略⭐️\r\n\r\n"
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message += f"策略:【趋势追踪V1.0】\r\n"
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message += f"品种: {symbol}\r\n"
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message += f"周期: {interval}\r\n\r\n"
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message += f"信号: 【启动】\r\n\r\n"
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dingding.send_message(message)
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def run_crypto(interval, debug=False):
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symbols = ['BTCUSDT',"ETHUSDT",'LTCUSDT','DOGEUSDT','FTMUSDT','FILUSDT','OPUSDT','SOLUSDT','BNBUSDT','BCHUSDT','ETCUSDT','ARUSDT']
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for s in symbols:
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df = crypto.get_klines(s, interval)
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stratergy_run(s,interval, df, debug)
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time.sleep(1) |