加入一个回测,
This commit is contained in:
@@ -1,39 +1,39 @@
|
||||
"""
|
||||
布林带延迟反转策略 - 实盘交易
|
||||
基于回测策略 bb_backtest_march_2026.py
|
||||
使用API查询 + 浏览器自动化交易
|
||||
使用框架的API查询 + 浏览器自动化交易
|
||||
"""
|
||||
import time
|
||||
import numpy as np
|
||||
from datetime import datetime, timezone
|
||||
from pathlib import Path
|
||||
from loguru import logger
|
||||
from bitmart.api_contract import APIContract
|
||||
from bit_tools import openBrowser
|
||||
from DrissionPage import ChromiumPage, ChromiumOptions
|
||||
from bitmart.api_contract import APIContract
|
||||
|
||||
|
||||
class BBDelayReversalConfig:
|
||||
"""策略配置"""
|
||||
# API凭证
|
||||
API_KEY = "6104088c65a68d7e53df5d9395b67d78e555293a"
|
||||
SECRET_KEY = "a8b14312330d8e6b9b09acfd972b34e32022fdfa9f2b06f0a0a31723b873fd01"
|
||||
MEMO = "me"
|
||||
# 浏览器ID(从框架获取)
|
||||
BIT_ID = "f2320f57e24c45529a009e1541e25961"
|
||||
|
||||
# API凭证(从框架获取)
|
||||
API_KEY = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
|
||||
SECRET_KEY = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
|
||||
MEMO = "合约交易"
|
||||
|
||||
# 合约
|
||||
CONTRACT_SYMBOL = "ETHUSDT"
|
||||
TRADE_URL = "https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT"
|
||||
|
||||
# 浏览器ID
|
||||
BIT_ID = "62f9107d0c674925972084e282df55b3"
|
||||
|
||||
# 布林带参数
|
||||
BB_PERIOD = 10
|
||||
BB_STD = 2.5
|
||||
|
||||
# 仓位管理
|
||||
LEVERAGE = 50
|
||||
OPEN_TYPE = "isolated"
|
||||
# 仓位管理(从框架获取)
|
||||
LEVERAGE = "50"
|
||||
OPEN_TYPE = "isolated" # 逐仓模式
|
||||
MARGIN_PCT = 0.01 # 首次开仓1%
|
||||
|
||||
# 运行参数
|
||||
@@ -45,10 +45,16 @@ class BBDelayReversalConfig:
|
||||
class BBDelayReversalTrader:
|
||||
"""布林带延迟反转交易器"""
|
||||
|
||||
def __init__(self, cfg: BBDelayReversalConfig = None):
|
||||
self.cfg = cfg or BBDelayReversalConfig()
|
||||
self.api = APIContract(
|
||||
self.cfg.API_KEY, self.cfg.SECRET_KEY, self.cfg.MEMO,
|
||||
def __init__(self, bit_id: str = None):
|
||||
self.cfg = BBDelayReversalConfig()
|
||||
if bit_id:
|
||||
self.cfg.BIT_ID = bit_id
|
||||
|
||||
# API(使用框架配置)
|
||||
self.contractAPI = APIContract(
|
||||
self.cfg.API_KEY,
|
||||
self.cfg.SECRET_KEY,
|
||||
self.cfg.MEMO,
|
||||
timeout=(5, 15)
|
||||
)
|
||||
|
||||
@@ -88,107 +94,104 @@ class BBDelayReversalTrader:
|
||||
# ========== API查询方法 ==========
|
||||
|
||||
def get_klines(self) -> list | None:
|
||||
"""获取5分钟K线"""
|
||||
"""获取5分钟K线(使用框架方法)"""
|
||||
try:
|
||||
end_time = int(time.time())
|
||||
start_time = end_time - 3600 * self.cfg.KLINE_HOURS
|
||||
resp = self.api.get_kline(
|
||||
response = self.contractAPI.get_kline(
|
||||
contract_symbol=self.cfg.CONTRACT_SYMBOL,
|
||||
step=self.cfg.KLINE_STEP,
|
||||
start_time=start_time,
|
||||
end_time=end_time
|
||||
)[0]
|
||||
if resp.get("code") != 1000:
|
||||
logger.error(f"获取K线失败: {resp}")
|
||||
return None
|
||||
data = resp["data"]
|
||||
klines = []
|
||||
for k in data:
|
||||
klines.append({
|
||||
"id": int(k["timestamp"]),
|
||||
"open": float(k["open_price"]),
|
||||
"high": float(k["high_price"]),
|
||||
"low": float(k["low_price"]),
|
||||
"close": float(k["close_price"]),
|
||||
)[0]["data"]
|
||||
|
||||
formatted = []
|
||||
for k in response:
|
||||
formatted.append({
|
||||
'id': int(k["timestamp"]),
|
||||
'open': float(k["open_price"]),
|
||||
'high': float(k["high_price"]),
|
||||
'low': float(k["low_price"]),
|
||||
'close': float(k["close_price"])
|
||||
})
|
||||
klines.sort(key=lambda x: x["id"])
|
||||
return klines
|
||||
formatted.sort(key=lambda x: x['id'])
|
||||
return formatted
|
||||
except Exception as e:
|
||||
logger.error(f"获取K线异常: {e}")
|
||||
return None
|
||||
|
||||
def get_current_price(self) -> float | None:
|
||||
"""获取当前价格"""
|
||||
"""获取当前价格(使用框架方法)"""
|
||||
try:
|
||||
end_time = int(time.time())
|
||||
resp = self.api.get_kline(
|
||||
response = self.contractAPI.get_kline(
|
||||
contract_symbol=self.cfg.CONTRACT_SYMBOL,
|
||||
step=1,
|
||||
start_time=end_time - 300,
|
||||
start_time=end_time - 3600 * 3,
|
||||
end_time=end_time
|
||||
)[0]
|
||||
if resp.get("code") == 1000 and resp["data"]:
|
||||
return float(resp["data"][-1]["close_price"])
|
||||
if response['code'] == 1000:
|
||||
return float(response['data'][-1]["close_price"])
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"获取价格异常: {e}")
|
||||
return None
|
||||
|
||||
def get_balance(self) -> float | None:
|
||||
"""获取可用余额"""
|
||||
"""获取可用余额(使用框架方法)"""
|
||||
try:
|
||||
resp = self.api.get_assets_detail()[0]
|
||||
if resp.get("code") == 1000:
|
||||
data = resp["data"]
|
||||
response = self.contractAPI.get_assets_detail()[0]
|
||||
if response['code'] == 1000:
|
||||
data = response['data']
|
||||
if isinstance(data, dict):
|
||||
return float(data.get("available_balance", 0))
|
||||
return float(data.get('available_balance', 0))
|
||||
elif isinstance(data, list):
|
||||
for asset in data:
|
||||
if asset.get("currency") == "USDT":
|
||||
return float(asset.get("available_balance", 0))
|
||||
if asset.get('currency') == 'USDT':
|
||||
return float(asset.get('available_balance', 0))
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"查询余额异常: {e}")
|
||||
logger.error(f"余额查询异常: {e}")
|
||||
return None
|
||||
|
||||
def get_position_status(self) -> bool:
|
||||
"""查询持仓状态"""
|
||||
"""查询持仓状态(使用框架方法)"""
|
||||
try:
|
||||
resp = self.api.get_position(contract_symbol=self.cfg.CONTRACT_SYMBOL)[0]
|
||||
if resp.get("code") != 1000:
|
||||
logger.error(f"查询持仓失败: {resp}")
|
||||
return False
|
||||
positions = resp["data"]
|
||||
if not positions:
|
||||
self.position = 0
|
||||
self.position_count = 0
|
||||
self.entry_price = 0
|
||||
self.current_amount = 0
|
||||
response = self.contractAPI.get_position(contract_symbol=self.cfg.CONTRACT_SYMBOL)[0]
|
||||
if response['code'] == 1000:
|
||||
positions = response['data']
|
||||
if not positions:
|
||||
self.position = 0
|
||||
self.position_count = 0
|
||||
self.entry_price = 0
|
||||
self.current_amount = 0
|
||||
return True
|
||||
pos = positions[0]
|
||||
self.position = 1 if pos['position_type'] == 1 else -1
|
||||
self.entry_price = float(pos['open_avg_price'])
|
||||
self.current_amount = float(pos['current_amount'])
|
||||
logger.debug(f"持仓: {'多' if self.position > 0 else '空'} | "
|
||||
f"价格={self.entry_price:.2f} | 数量={self.current_amount:.4f}")
|
||||
return True
|
||||
pos = positions[0]
|
||||
self.position = 1 if pos["position_type"] == 1 else -1
|
||||
self.entry_price = float(pos["open_avg_price"])
|
||||
self.current_amount = float(pos["current_amount"])
|
||||
logger.debug(f"持仓: {'多' if self.position > 0 else '空'} | "
|
||||
f"价格={self.entry_price:.2f} | 数量={self.current_amount:.4f}")
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"查询持仓异常: {e}")
|
||||
logger.error(f"持仓查询异常: {e}")
|
||||
return False
|
||||
|
||||
def set_leverage(self) -> bool:
|
||||
"""设置杠杆"""
|
||||
"""设置杠杆(使用框架方法)"""
|
||||
try:
|
||||
resp = self.api.post_submit_leverage(
|
||||
response = self.contractAPI.post_submit_leverage(
|
||||
contract_symbol=self.cfg.CONTRACT_SYMBOL,
|
||||
leverage=str(self.cfg.LEVERAGE),
|
||||
leverage=self.cfg.LEVERAGE,
|
||||
open_type=self.cfg.OPEN_TYPE
|
||||
)[0]
|
||||
if resp.get("code") == 1000:
|
||||
logger.success(f"杠杆设置成功: {self.cfg.LEVERAGE}x {self.cfg.OPEN_TYPE}")
|
||||
if response['code'] == 1000:
|
||||
logger.success(f"{self.cfg.OPEN_TYPE}模式 + {self.cfg.LEVERAGE}x 杠杆设置成功")
|
||||
return True
|
||||
else:
|
||||
logger.error(f"杠杆设置失败: {resp}")
|
||||
logger.error(f"杠杆设置失败: {response}")
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"设置杠杆异常: {e}")
|
||||
@@ -210,7 +213,7 @@ class BBDelayReversalTrader:
|
||||
# ========== 浏览器自动化 ==========
|
||||
|
||||
def open_browser(self) -> bool:
|
||||
"""打开浏览器"""
|
||||
"""打开浏览器(使用框架方法)"""
|
||||
try:
|
||||
bit_port = openBrowser(id=self.cfg.BIT_ID)
|
||||
co = ChromiumOptions()
|
||||
@@ -218,39 +221,37 @@ class BBDelayReversalTrader:
|
||||
self.page = ChromiumPage(addr_or_opts=co)
|
||||
self.last_page_open_time = time.time()
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"打开浏览器失败: {e}")
|
||||
except:
|
||||
return False
|
||||
|
||||
def click_safe(self, xpath, sleep=0.5) -> bool:
|
||||
"""安全点击"""
|
||||
"""安全点击(使用框架方法)"""
|
||||
try:
|
||||
ele = self.page.ele(xpath)
|
||||
if not ele:
|
||||
return False
|
||||
ele.click(by_js=True)
|
||||
ele.scroll.to_see(center=True)
|
||||
time.sleep(sleep)
|
||||
ele.click()
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.warning(f"点击失败: {e}")
|
||||
except:
|
||||
return False
|
||||
|
||||
def browser_open_position(self, direction: str, usdt_amount: float) -> bool:
|
||||
"""浏览器开仓"""
|
||||
"""浏览器开仓(使用框架的开单方法)"""
|
||||
try:
|
||||
logger.info(f"浏览器操作: 开{'多' if direction == 'long' else '空'} {usdt_amount}U")
|
||||
|
||||
# 点击市价
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
|
||||
# 输入金额
|
||||
self.page.ele('x://*[@id="size_0"]').input(vals=usdt_amount, clear=True)
|
||||
time.sleep(0.5)
|
||||
|
||||
# 点击开仓按钮
|
||||
# 使用框架的开单方法
|
||||
if direction == 'long':
|
||||
# 市价做多
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(usdt_amount)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
else:
|
||||
# 市价做空
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(usdt_amount)
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
|
||||
time.sleep(2)
|
||||
@@ -260,22 +261,23 @@ class BBDelayReversalTrader:
|
||||
return False
|
||||
|
||||
def browser_close_position(self, ratio: float = 1.0) -> bool:
|
||||
"""浏览器平仓"""
|
||||
"""浏览器平仓(使用框架方法)"""
|
||||
try:
|
||||
logger.info(f"浏览器操作: 平仓{int(ratio*100)}%")
|
||||
|
||||
if ratio >= 0.99:
|
||||
# 全平
|
||||
# 全平(使用框架的全平仓方法)
|
||||
self.click_safe('x://span[normalize-space(text()) ="市价"]')
|
||||
else:
|
||||
# 平半
|
||||
# 平半(使用框架的平一半方法)
|
||||
self.click_safe('x://button[normalize-space(text()) ="平仓"]')
|
||||
if ratio == 0.5:
|
||||
self.click_safe('x://*[@id="futureTradeForm"]/div[5]/div[3]/div[3]/span[3]')
|
||||
self.click_safe('x://*[@id="futureTradeForm"]/div[5]/div[3]/div[3]/span[3]')
|
||||
|
||||
if self.position > 0:
|
||||
# 平一半多仓
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/平多"]')
|
||||
else:
|
||||
# 平一半空仓
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/平空"]')
|
||||
|
||||
time.sleep(2)
|
||||
@@ -597,5 +599,6 @@ class BBDelayReversalTrader:
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
trader = BBDelayReversalTrader()
|
||||
# 使用框架的浏览器ID
|
||||
trader = BBDelayReversalTrader(bit_id="f2320f57e24c45529a009e1541e25961")
|
||||
trader.run()
|
||||
|
||||
Reference in New Issue
Block a user