140 lines
7.6 KiB
Python
140 lines
7.6 KiB
Python
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import requests
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import datetime
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cookies = {
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'bitget_lang': 'zh-CN',
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'_dx_kvani5r': '24e0dceb12f85d9a1279183ca29c09f772f8c61124e4eca228d8dd909c9b24b0019c2b9a',
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'OptanonAlertBoxClosed': 'Wed%20Sep%2024%202025%2017:12:32%20GMT+0800%20(%E4%B8%AD%E5%9B%BD%E6%A0%87%E5%87%86%E6%97%B6%E9%97%B4)',
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'OptanonConsent': 'isMarketing=1&isStatistic=1',
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'_cfuvid': 'IHXjOVVjx5iewfwL1nrgeHsZ6whu9s4iYYYvNvJvOQM-1758867462928-0.0.1.1-604800000',
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'dy_token': '68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1',
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'g_state': '{"i_l":0}',
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'theme': 'white',
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'BITGET_LOCAL_COOKIE': '{%22bitget_lang%22:%22zh-CN%22%2C%22bitget_unit%22:%22CNY%22%2C%22bitget_showasset%22:true%2C%22bitget_theme%22:%22white%22%2C%22bitget_layout%22:%22right%22%2C%22bitget_valuationunit%22:0%2C%22bitget_valuationunit_new%22:1%2C%22bitget_valuationunitandfiat%22:1%2C%22bitgt_login%22:false%2C%22theme%22:%22black%22%2C%22brand_simulation_trade%22:false%2C%22bitget_currency%22:%22%22}',
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'bt_rtoken': 'upex:session:id:1d00ce6487e37f4d7230a5aafe3ffc82e799156a86e9778bacb2310c7cf39b98',
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'bt_uid': '619BB9EC4D4A3F9FC1AC092D38818A00',
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'bt_sessonid': '0bf4ef42-798c-4f8d-8fe5-c07364d3b6b5',
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'bt_newsessionid': 'eyJhbGciOiJIUzI1NiJ9.eyJqdGkiOiI4ZjJmNDBjYS0zNTkyLTRiNmItOTdiMy01OWQ5MTU5Y2E2YmQ0NzQ5ODIwMTAiLCJ1aWQiOiIxV00rVjRqcTJYSVRQemdJVWhUMnNRPT0iLCJzdWIiOiJsenoqKipvbSIsImlwIjoiM3dNK05yTkxjQXVQTG95dWZkWkI1QT09IiwiZGlkIjoiSjBZZjQ1NkV5RUxaSGhaa2tWYnNQZTVlSFVYYUNKZS9CM21wTHJ5SHJWMTEyUklzWlFLTTVIQmtTNHlUUmhuVyIsInN0cyI6MCwiaWF0IjoxNzU4ODY3NTgxLCJleHAiOjE3NTkyOTk1ODEsInB1c2hpZCI6ImRka1NMR1VDak9Sd1pFdU1rMFlaMWc9PSIsImlzcyI6InVwZXgifQ.Buwhs7UF7dOnOAso8l-RIyc_A47UdWSeVMiwIonOdiY',
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'USD': 'CNY',
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'__cf_bm': '3AMy5P3a.qp5uEqe9d_DonCDcL621CKULNKaUpfn2rE-1758868368-1.0.1.1-JzjFQidqwDxVV3gJH8ls0NeCGe.nsK.SFYP0hPXUcupuLTBpscmBYQRMfAjeOlnaZRBsQROFL2fETfXatDwQwDHU7aHOT4IMwECKB3sTIN4',
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}
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headers = {
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'accept': 'application/json, text/plain, */*',
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'accept-language': 'zh,zh-CN;q=0.9,zh-HK;q=0.8,en;q=0.7',
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'baggage': 'sentry-environment=online,sentry-release=905e3a416e2b0ad3c98a82ab9b94dd87f1a5c1fd,sentry-public_key=8aeef93d782e4ef5ae75634bfee9b590,sentry-trace_id=e7afec8af26a4480893c8b58257af49b',
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'cache-control': 'no-cache',
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'custom-token': '765eb29bf89843258756f8851ed5a48f',
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'deviceid': '7c88d47fdc39e5c422eff197b10d3485',
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'dy-token': '68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1',
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'language': 'zh_CN',
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'locale': 'zh_CN',
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'pragma': 'no-cache',
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'priority': 'u=1, i',
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'referer': 'https://www.bitget.com/zh-CN/futures/usdt/ETHUSDT',
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'sec-ch-ua': '"Chromium";v="140", "Not=A?Brand";v="24", "Google Chrome";v="140"',
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'sec-ch-ua-mobile': '?0',
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'sec-ch-ua-platform': '"Windows"',
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'sec-fetch-dest': 'empty',
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'sec-fetch-mode': 'cors',
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'sec-fetch-site': 'same-origin',
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'sentry-trace': 'e7afec8af26a4480893c8b58257af49b-8aacec1747b38bd7-0',
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'terminalcode': 'cc98a9dd01af7e2d50d9b9858723b25e',
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'terminaltype': '1',
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'tm': '1758868503025',
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'uhti': 'w17588685039139806ab12716',
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'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/140.0.0.0 Safari/537.36',
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'website': 'mix',
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# 'cookie': 'bitget_lang=zh-CN; _dx_kvani5r=24e0dceb12f85d9a1279183ca29c09f772f8c61124e4eca228d8dd909c9b24b0019c2b9a; OptanonAlertBoxClosed=Wed%20Sep%2024%202025%2017:12:32%20GMT+0800%20(%E4%B8%AD%E5%9B%BD%E6%A0%87%E5%87%86%E6%97%B6%E9%97%B4); OptanonConsent=isMarketing=1&isStatistic=1; _cfuvid=IHXjOVVjx5iewfwL1nrgeHsZ6whu9s4iYYYvNvJvOQM-1758867462928-0.0.1.1-604800000; dy_token=68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1; g_state={"i_l":0}; theme=white; BITGET_LOCAL_COOKIE={%22bitget_lang%22:%22zh-CN%22%2C%22bitget_unit%22:%22CNY%22%2C%22bitget_showasset%22:true%2C%22bitget_theme%22:%22white%22%2C%22bitget_layout%22:%22right%22%2C%22bitget_valuationunit%22:0%2C%22bitget_valuationunit_new%22:1%2C%22bitget_valuationunitandfiat%22:1%2C%22bitgt_login%22:false%2C%22theme%22:%22black%22%2C%22brand_simulation_trade%22:false%2C%22bitget_currency%22:%22%22}; bt_rtoken=upex:session:id:1d00ce6487e37f4d7230a5aafe3ffc82e799156a86e9778bacb2310c7cf39b98; bt_uid=619BB9EC4D4A3F9FC1AC092D38818A00; bt_sessonid=0bf4ef42-798c-4f8d-8fe5-c07364d3b6b5; bt_newsessionid=eyJhbGciOiJIUzI1NiJ9.eyJqdGkiOiI4ZjJmNDBjYS0zNTkyLTRiNmItOTdiMy01OWQ5MTU5Y2E2YmQ0NzQ5ODIwMTAiLCJ1aWQiOiIxV00rVjRqcTJYSVRQemdJVWhUMnNRPT0iLCJzdWIiOiJsenoqKipvbSIsImlwIjoiM3dNK05yTkxjQXVQTG95dWZkWkI1QT09IiwiZGlkIjoiSjBZZjQ1NkV5RUxaSGhaa2tWYnNQZTVlSFVYYUNKZS9CM21wTHJ5SHJWMTEyUklzWlFLTTVIQmtTNHlUUmhuVyIsInN0cyI6MCwiaWF0IjoxNzU4ODY3NTgxLCJleHAiOjE3NTkyOTk1ODEsInB1c2hpZCI6ImRka1NMR1VDak9Sd1pFdU1rMFlaMWc9PSIsImlzcyI6InVwZXgifQ.Buwhs7UF7dOnOAso8l-RIyc_A47UdWSeVMiwIonOdiY; USD=CNY; __cf_bm=3AMy5P3a.qp5uEqe9d_DonCDcL621CKULNKaUpfn2rE-1758868368-1.0.1.1-JzjFQidqwDxVV3gJH8ls0NeCGe.nsK.SFYP0hPXUcupuLTBpscmBYQRMfAjeOlnaZRBsQROFL2fETfXatDwQwDHU7aHOT4IMwECKB3sTIN4',
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}
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if __name__ == '__main__':
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params = {
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'symbolId': 'ETHUSDT_UMCBL',
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'kLineStep': '1m',
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'kLineType': '1',
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'endTime': '1758864600000',
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}
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response = requests.get(
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'https://www.bitget.com/v1/kline/getMoreKlineDataV2',
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params=params, cookies=cookies, headers=headers
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)
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raw_data = response.json()["data"]
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print(raw_data)
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# 转换成字典格式，方便后续处理
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data = []
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for i in raw_data:
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data.append({
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'id': int(i[0]) // 1000, # 秒级时间戳
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'open': float(i[1]),
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'high': float(i[2]),
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'low': float(i[3]),
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'close': float(i[4]),
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})
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print(i)
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print(data)
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# 按时间排序
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sorted_data = sorted(data, key=lambda x: x['id'])
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print(sorted_data)
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signals = 0
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wins = 0
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lig_price = 0
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low_price = 0
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for idx in range(1, len(sorted_data) - 2): # 至少留两根 K 线验证
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prev = sorted_data[idx - 1]
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curr = sorted_data[idx]
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future = sorted_data[idx + 2]
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prev_open, prev_close = prev['open'], prev['close']
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curr_open, curr_close = curr['open'], curr['close']
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future_close = future['close']
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# 当前为涨
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if curr_close > curr_open:
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# 前一笔涨 + 包裹
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if prev_close > prev_open and curr_open < prev_open and curr_close > prev_close:
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signals += 1
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lig_price += (future_close - curr_close)
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if future_close > curr_close:
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wins += 1
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# 前一笔跌 + 反包
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elif prev_close < prev_open and curr_open < prev_close and curr_close > prev_open:
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signals += 1
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lig_price += (future_close - curr_close)
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if future_close > curr_close:
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wins += 1
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# 当前为跌
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elif curr_close < curr_open:
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# 前一笔跌 + 包裹
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if prev_close < prev_open and curr_open > prev_open and curr_close < prev_close:
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signals += 1
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low_price += (curr_close - future_close)
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if future_close < curr_close:
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wins += 1
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# 前一笔涨 + 反包
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elif prev_close > prev_open and curr_open > prev_close and curr_close < prev_open:
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signals += 1
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low_price += (curr_close - future_close)
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if future_close < curr_close:
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wins += 1
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if signals > 0:
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win_rate = wins / signals * 100
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print(f"信号数={signals}, 胜率={win_rate:.2f}%")
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else:
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print("没有找到符合条件的形态")
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print("上涨盈亏合计:", lig_price)
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print("下跌盈亏合计:", low_price)
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