From 15072ae9e41ad655c08c18b482380a79cda18d32 Mon Sep 17 00:00:00 2001
From: ddrwode <yvvyv@vvyv>
Date: Sun, 1 Feb 2026 23:14:00 +0800
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---
 交易/bitmart-五分之一策略交易.py | 559 +++++++++++++++++++++++++++++++
 1 file changed, 559 insertions(+)
 create mode 100644 交易/bitmart-五分之一策略交易.py

diff --git a/交易/bitmart-五分之一策略交易.py b/交易/bitmart-五分之一策略交易.py
new file mode 100644
index 0000000..f8c5660
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+++ b/交易/bitmart-五分之一策略交易.py
@@ -0,0 +1,559 @@
+"""
+BitMart 五分之一回归策略交易（精准版）
+使用3分钟K线周期计算触发价格，实时监测；同根K线内多空都触及时用1分钟K线判断先后
+
+策略规则（与 bitmart/回测-三分之一策略-精准版.py 一致）：
+1. 触发价格计算（基于有效的前一根K线，实体>=0.1）：
+   - 做多触发价格 = 收盘价 + 实体/5（从收盘价往上涨1/5）
+   - 做空触发价格 = 收盘价 - 实体/5（从收盘价往下跌1/5）
+
+2. 信号触发条件：
+   - 当前K线最高价 >= 做多触发价格 → 做多信号
+   - 当前K线最低价 <= 做空触发价格 → 做空信号
+
+3. 执行逻辑：
+   - 做多时遇到做空信号 -> 平多并反手开空
+   - 做空时遇到做多信号 -> 平空并反手开多
+   - 同一根3分钟K线内只交易一次
+
+4. 精准判断（使用1分钟K线）：
+   - 当当前3分钟K线同时触及做多和做空价格时，拉取该3分钟对应的3根1分钟K线判断哪个方向先被触发
+"""
+
+import time
+import datetime
+
+from tqdm import tqdm
+from loguru import logger
+from bit_tools import openBrowser
+from DrissionPage import ChromiumPage
+from DrissionPage import ChromiumOptions
+
+from bitmart.api_contract import APIContract
+from 交易.tools import send_dingtalk_message
+
+
+class BitmartOneFifthStrategy:
+    def __init__(self, bit_id):
+        self.page: ChromiumPage | None = None
+
+        self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
+        self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
+        self.memo = "合约交易"
+
+        self.contract_symbol = "ETHUSDT"
+        self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
+
+        self.start = 0  # 持仓状态: -1 空, 0 无, 1 多
+        self.direction = None
+
+        self.pbar = tqdm(total=3, desc="等待K线", ncols=80)  # 3分钟周期
+
+        self.last_kline_time = None
+        self.leverage = "100"
+        self.open_type = "cross"
+        self.risk_percent = 0.01
+
+        self.open_avg_price = None
+        self.current_amount = None
+        self.bit_id = bit_id
+
+        # 五分之一策略参数（与回测一致）
+        self.min_body_size = 0.1
+        self.kline_step = 3  # 3分钟K线
+        self.kline_count = 20
+
+        self.check_interval = 3
+        self.last_trigger_kline_id = None
+        self.last_trigger_direction = None
+        self.last_trade_kline_id = None
+
+    # ========================= 五分之一策略核心 =========================
+
+    def is_bullish(self, c):
+        return float(c['close']) > float(c['open'])
+
+    def is_bearish(self, c):
+        return float(c['close']) < float(c['open'])
+
+    def get_body_size(self, candle):
+        return abs(float(candle['open']) - float(candle['close']))
+
+    def find_valid_prev_bar(self, all_data, current_idx, min_body_size=0.1):
+        if current_idx <= 0:
+            return None, None
+        for i in range(current_idx - 1, -1, -1):
+            prev = all_data[i]
+            if self.get_body_size(prev) >= min_body_size:
+                return i, prev
+        return None, None
+
+    def get_one_fifth_levels(self, prev):
+        """
+        计算前一根K线实体的 1/5 双向触发价格
+        做多触发 = 收盘价 + 实体/5，做空触发 = 收盘价 - 实体/5
+        """
+        p_open = float(prev['open'])
+        p_close = float(prev['close'])
+        body = abs(p_open - p_close)
+        if body < 0.001:
+            return None, None
+        long_trigger = p_close + body / 5
+        short_trigger = p_close - body / 5
+        return long_trigger, short_trigger
+
+    def get_1m_bars_for_3m_bar(self, bar_3m):
+        """获取当前3分钟K线对应的3根1分钟K线（用于同根内多空都触发时判断先后）"""
+        try:
+            start_ts = int(bar_3m['id'])
+            end_ts = start_ts + 3 * 60  # 秒
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=1,
+                start_time=start_ts,
+                end_time=end_ts
+            )[0]
+            if response.get('code') != 1000:
+                return []
+            data = response.get('data', [])
+            out = []
+            for k in data:
+                out.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"])
+                })
+            out.sort(key=lambda x: x['id'])
+            return out
+        except Exception as e:
+            logger.warning(f"获取1分钟K线失败: {e}")
+            return []
+
+    def determine_trigger_order_by_1m(self, bars_1m, long_trigger, short_trigger):
+        """
+        用1分钟K线判断在3分钟周期内先触发做多还是做空
+        返回 'long', 'short' 或 None
+        """
+        if not bars_1m:
+            return None
+        for bar in bars_1m:
+            high = float(bar['high'])
+            low = float(bar['low'])
+            open_price = float(bar['open'])
+            long_ok = high >= long_trigger
+            short_ok = low <= short_trigger
+            if long_ok and not short_ok:
+                return 'long'
+            if short_ok and not long_ok:
+                return 'short'
+            if long_ok and short_ok:
+                d_long = abs(long_trigger - open_price)
+                d_short = abs(short_trigger - open_price)
+                return 'short' if d_short < d_long else 'long'
+        return None
+
+    def check_realtime_trigger(self, kline_data):
+        """
+        实时检测当前3分钟K线是否触发信号
+        若多空都触发，优先用1分钟K线判断先后，否则用开盘价距离
+        返回：(方向, 触发价格, 有效前一根K线, 当前K线) 或 (None, None, None, None)
+        """
+        if len(kline_data) < 2:
+            return None, None, None, None
+
+        curr = kline_data[-1]
+        curr_kline_id = curr['id']
+        valid_prev_idx, prev = self.find_valid_prev_bar(
+            kline_data, len(kline_data) - 1, self.min_body_size
+        )
+        if prev is None:
+            return None, None, None, None
+
+        long_trigger, short_trigger = self.get_one_fifth_levels(prev)
+        if long_trigger is None:
+            return None, None, None, None
+
+        c_high = float(curr['high'])
+        c_low = float(curr['low'])
+        long_triggered = c_high >= long_trigger
+        short_triggered = c_low <= short_trigger
+
+        direction = None
+        trigger_price = None
+
+        if long_triggered and short_triggered:
+            bars_1m = self.get_1m_bars_for_3m_bar(curr)
+            if bars_1m:
+                direction = self.determine_trigger_order_by_1m(
+                    bars_1m, long_trigger, short_trigger
+                )
+                trigger_price = long_trigger if direction == 'long' else short_trigger
+            if direction is None:
+                c_open = float(curr['open'])
+                d_long = abs(long_trigger - c_open)
+                d_short = abs(short_trigger - c_open)
+                direction = 'short' if d_short <= d_long else 'long'
+                trigger_price = long_trigger if direction == 'long' else short_trigger
+        elif short_triggered:
+            direction = 'short'
+            trigger_price = short_trigger
+        elif long_triggered:
+            direction = 'long'
+            trigger_price = long_trigger
+
+        if direction is None:
+            return None, None, None, None
+        if self.last_trigger_kline_id == curr_kline_id and self.last_trigger_direction == direction:
+            return None, None, None, None
+
+        return direction, trigger_price, prev, curr
+
+    # ========================= BitMart API =========================
+
+    def get_klines(self):
+        """获取最近3分钟K线"""
+        try:
+            end_time = int(time.time())
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=self.kline_step,
+                start_time=end_time - 3600 * 3,
+                end_time=end_time
+            )[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"])
+                })
+            formatted.sort(key=lambda x: x['id'])
+            return formatted
+        except Exception as e:
+            error_msg = str(e)
+            if "429" in error_msg or "too many requests" in error_msg.lower():
+                logger.warning(f"API限流，等待60秒后重试: {e}")
+                time.sleep(60)
+            else:
+                logger.error(f"获取K线异常: {e}")
+                self.ding(msg="获取K线异常", error=True)
+            return None
+
+    def get_current_price(self):
+        try:
+            end_time = int(time.time())
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=1,
+                start_time=end_time - 3600 * 3,
+                end_time=end_time
+            )[0]
+            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_available_balance(self):
+        try:
+            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))
+                if isinstance(data, list):
+                    for asset in data:
+                        if asset.get('currency') == 'USDT':
+                            return float(asset.get('available_balance', 0))
+            return None
+        except Exception as e:
+            logger.error(f"余额查询异常: {e}")
+            return None
+
+    def get_position_status(self):
+        try:
+            response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
+            if response['code'] == 1000:
+                positions = response['data']
+                if not positions:
+                    self.start = 0
+                    self.open_avg_price = None
+                    self.current_amount = None
+                    self.position_cross = None
+                    return True
+                self.start = 1 if positions[0]['position_type'] == 1 else -1
+                self.open_avg_price = positions[0]['open_avg_price']
+                self.current_amount = positions[0]['current_amount']
+                self.position_cross = positions[0]["position_cross"]
+                return True
+            return False
+        except Exception as e:
+            logger.error(f"持仓查询异常: {e}")
+            return False
+
+    def set_leverage(self):
+        try:
+            response = self.contractAPI.post_submit_leverage(
+                contract_symbol=self.contract_symbol,
+                leverage=self.leverage,
+                open_type=self.open_type
+            )[0]
+            if response['code'] == 1000:
+                logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
+                return True
+            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}")
+            return False
+
+    # ========================= 浏览器 =========================
+
+    def openBrowser(self):
+        try:
+            bit_port = openBrowser(id=self.bit_id)
+            co = ChromiumOptions()
+            co.set_local_port(port=bit_port)
+            self.page = ChromiumPage(addr_or_opts=co)
+            return True
+        except Exception:
+            return False
+
+    def close_extra_tabs_in_browser(self):
+        try:
+            for idx, tab in enumerate(self.page.get_tabs()):
+                if idx > 0:
+                    tab.close()
+            return True
+        except Exception:
+            return False
+
+    def click_safe(self, xpath, sleep=0.5):
+        try:
+            ele = self.page.ele(xpath)
+            if not ele:
+                return False
+            ele.scroll.to_see(center=True)
+            time.sleep(sleep)
+            ele.click(by_js=True)
+            return True
+        except Exception:
+            return False
+
+    def 平仓(self):
+        logger.info("执行平仓操作...")
+        self.click_safe('x://span[normalize-space(text()) ="市价"]')
+        time.sleep(0.5)
+        self.ding(msg="执行平仓操作")
+
+    def 开单(self, marketPriceLongOrder=0, size=None):
+        if size is None or size <= 0:
+            logger.warning("开单金额无效")
+            return False
+        direction_str = "做多" if marketPriceLongOrder == 1 else "做空"
+        logger.info(f"执行{direction_str}操作，金额: {size}")
+        size = 25
+        try:
+            if marketPriceLongOrder == -1:
+                self.click_safe('x://button[normalize-space(text()) ="市价"]')
+                self.page.ele('x://*[@id="size_0"]').input(size)
+                self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
+            elif marketPriceLongOrder == 1:
+                self.click_safe('x://button[normalize-space(text()) ="市价"]')
+                self.page.ele('x://*[@id="size_0"]').input(size)
+                self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
+            self.ding(msg=f"执行{direction_str}操作，金额: {size}")
+            return True
+        except Exception as e:
+            logger.error(f"开单异常: {e}")
+            return False
+
+    def ding(self, msg, error=False):
+        prefix = "❌五分之一策略：" if error else "🔔五分之一策略："
+        if error:
+            logger.error(msg)
+            for i in range(10):
+                send_dingtalk_message(f"{prefix}{msg}")
+        else:
+            logger.info(msg)
+            send_dingtalk_message(f"{prefix}{msg}")
+
+    # ========================= 主循环 =========================
+
+    def action(self):
+        if not self.set_leverage():
+            logger.error("杠杆设置失败，程序继续运行但可能下单失败")
+            return
+        if not self.openBrowser():
+            self.ding("打开浏览器失败！", error=True)
+            return
+        logger.info("浏览器打开成功")
+        if self.close_extra_tabs_in_browser():
+            logger.info('关闭多余标签页成功')
+        else:
+            logger.info('关闭多余标签页失败')
+        self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+        time.sleep(2)
+        self.click_safe('x://button[normalize-space(text()) ="市价"]')
+        logger.info(f"五分之一策略（3分钟K线）开始实时监测，检测间隔: {self.check_interval}秒")
+
+        last_report_time = 0
+        report_interval = 300
+
+        while True:
+            for i in range(5):
+                if self.openBrowser():
+                    break
+                time.sleep(5)
+            else:
+                self.ding("打开浏览器失败！", error=True)
+                return
+            logger.info("浏览器打开成功")
+            if self.close_extra_tabs_in_browser():
+                logger.info('关闭多余标签页成功')
+            self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+            time.sleep(2)
+            self.click_safe('x://button[normalize-space(text()) ="市价"]')
+
+            try:
+                kline_data = self.get_klines()
+                if not kline_data or len(kline_data) < 3:
+                    logger.warning("K线数据不足，等待重试...")
+                    time.sleep(self.check_interval)
+                    continue
+
+                curr = kline_data[-1]
+                curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S')
+                direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data)
+
+                if direction:
+                    curr_kline_id = curr_kline['id']
+                    if self.last_trade_kline_id == curr_kline_id:
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+                    if not self.get_position_status():
+                        logger.warning("获取仓位信息失败")
+                        time.sleep(self.check_interval)
+                        continue
+
+                    prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M')
+                    prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线"
+                    prev_body = self.get_body_size(valid_prev)
+
+                    if (direction == "long" and self.start == 1) or (direction == "short" and self.start == -1):
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+
+                    logger.info(f"{'=' * 50}")
+                    logger.info(f"🚨 检测到{direction}信号！触发价格: {trigger_price:.2f}")
+                    logger.info(
+                        f"  有效前一根[{prev_time}]: {prev_type} 实体={prev_body:.2f} O={valid_prev['open']:.2f} C={valid_prev['close']:.2f}")
+                    logger.info(
+                        f"  当前3分钟K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}")
+                    logger.info(f"  当前持仓: {self.start} (1=多, -1=空, 0=无)")
+
+                    balance = self.get_available_balance()
+                    trade_size = (balance or 0) * self.risk_percent
+                    executed = False
+
+                    if direction == "long":
+                        if self.start == -1:
+                            logger.info("📈 平空仓，反手开多")
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:
+                            logger.info("📈 无仓位，开多")
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+                    elif direction == "short":
+                        if self.start == 1:
+                            logger.info("📉 平多仓，反手开空")
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:
+                            logger.info("📉 无仓位，开空")
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+
+                    self.last_trigger_kline_id = curr_kline_id
+                    self.last_trigger_direction = direction
+                    if executed:
+                        self.last_trade_kline_id = curr_kline_id
+                        self.get_position_status()
+                        self._send_position_message(curr_kline)
+                        last_report_time = time.time()
+                    logger.info(f"{'=' * 50}")
+                else:
+                    logger.debug(
+                        f"[{curr_time_str}] 现价: {curr['close']:.2f} H={curr['high']:.2f} L={curr['low']:.2f}")
+
+                if time.time() - last_report_time >= report_interval:
+                    if self.get_position_status():
+                        self._send_position_message(kline_data[-1])
+                    last_report_time = time.time()
+                time.sleep(self.check_interval)
+
+            except Exception as e:
+                logger.error(f"主循环异常: {e}")
+                time.sleep(self.check_interval)
+            time.sleep(15)
+            self.page.close()
+            time.sleep(15)
+
+    def _send_position_message(self, latest_kline):
+        current_price = float(latest_kline["close"])
+        balance = self.get_available_balance()
+        self.balance = balance if balance is not None else 0.0
+        if self.start != 0:
+            open_avg_price = float(self.open_avg_price) if self.open_avg_price else 0.0
+            current_amount = float(self.current_amount) if self.current_amount else 0.0
+            position_cross = float(self.position_cross) if getattr(self, 'position_cross', None) else 0.0
+            if self.start == 1:
+                unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price)
+            else:
+                unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price)
+            if open_avg_price > 0:
+                if self.start == 1:
+                    pnl_rate = (current_price - open_avg_price) / open_avg_price * 10000
+                else:
+                    pnl_rate = (open_avg_price - current_price) / open_avg_price * 10000
+                rate_str = f" ({pnl_rate:+.2f}%)"
+            else:
+                rate_str = ""
+            direction_str = "空" if self.start == -1 else "多"
+            pnl_str = f"{unrealized_pnl:+.2f} USDT"
+            msg = (
+                f"【五分之一策略 {self.contract_symbol} 3分钟】\n"
+                f"当前方向：{direction_str}\n"
+                f"当前现价：{current_price:.2f} USDT\n"
+                f"开仓均价：{open_avg_price:.2f} USDT\n"
+                f"持仓量(eth)：{float(current_amount) / 1000} eth\n"
+                f"持仓量(usdt)：{position_cross} usdt\n"
+                f"浮动盈亏：{pnl_str}{rate_str}\n"
+                f"账户可用余额：{self.balance:.2f} usdt"
+            )
+        else:
+            msg = (
+                f"【五分之一策略 {self.contract_symbol} 3分钟】\n"
+                f"当前方向：无\n"
+                f"当前现价：{current_price:.2f} USDT\n"
+                f"账户可用余额：{self.balance:.2f} usdt"
+            )
+        self.ding(msg=msg)
+
+
+if __name__ == '__main__':
+    BitmartOneFifthStrategy(bit_id="f2320f57e24c45529a009e1541e25961").action()