gfrdegdergr

2025-09-25 18:32:16 +08:00
parent 0cdb915939
commit 38c5714591
1 changed files with 95 additions and 0 deletions
--- a/回测数据/test1.py
+++ b/回测数据/test1.py
@@ -0,0 +1,95 @@
+import datetime
+import requests
+import plotly.graph_objects as go
+
+headers = {
+    'accept': 'application/json, text/plain, */*',
+    'accept-language': 'zh,zh-CN;q=0.9,zh-HK;q=0.8,en;q=0.7',
+    'cache-control': 'no-cache',
+    'origin': 'https://www.websea.com',
+    'pragma': 'no-cache',
+    'priority': 'u=1, i',
+    'referer': 'https://www.websea.com/',
+    'sec-ch-ua': '"Chromium";v="140", "Not=A?Brand";v="24", "Google Chrome";v="140"',
+    'sec-ch-ua-mobile': '?0',
+    'sec-ch-ua-platform': '"Windows"',
+    'sec-fetch-dest': 'empty',
+    'sec-fetch-mode': 'cors',
+    'sec-fetch-site': 'same-site',
+    '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',
+}
+
+if __name__ == '__main__':
+    time_ser = datetime.datetime(2025, 9, 25)
+    start_of_day = time_ser.replace(hour=0, minute=0, second=0, microsecond=0)
+    end_of_day = time_ser.replace(hour=23, minute=59, second=59, microsecond=0)
+
+    start_timestamp = start_of_day.timestamp()
+    end_timestamp = end_of_day.timestamp()
+
+    params = {
+        'symbol': 'ETH-USDT',
+        'period': '1min',
+        'start': int(start_timestamp),
+        'end': int(end_timestamp),
+    }
+
+    response = requests.get('https://capi.websea.com/webApi/market/getKline', params=params, headers=headers)
+    data = response.json()['result']['data']
+    sorted_data = sorted(data, key=lambda x: x['id'])
+
+    # 处理成列表
+    times = [datetime.datetime.fromtimestamp(d['id']) for d in sorted_data]
+    opens = [float(d['open']) for d in sorted_data]
+    highs = [float(d['high']) for d in sorted_data]
+    lows = [float(d['low']) for d in sorted_data]
+    closes = [float(d['close']) for d in sorted_data]
+
+    # 找到策略点位
+    signal_times = []
+    signal_prices = []
+
+    for i in range(1, len(sorted_data)):
+        current_data = sorted_data[i]
+        prev_data = sorted_data[i - 1]
+
+        if float(current_data['open']) < float(current_data['close']):  # 当前上涨
+            if float(prev_data['open']) < float(prev_data['close']):  # 前一笔上涨
+                if float(current_data['open']) < float(prev_data['open']) and float(current_data['close']) > float(prev_data['close']):
+                    signal_times.append(datetime.datetime.fromtimestamp(current_data['id']))
+                    signal_prices.append(float(current_data['close']))
+            else:  # 前一笔下跌
+                if float(current_data['open']) < float(prev_data['close']) and float(current_data['close']) > float(prev_data['open']):
+                    signal_times.append(datetime.datetime.fromtimestamp(current_data['id']))
+                    signal_prices.append(float(current_data['close']))
+
+    # 绘制K线图
+    fig = go.Figure(data=[
+        go.Candlestick(
+            x=times,
+            open=opens,
+            high=highs,
+            low=lows,
+            close=closes,
+            name="K线"
+        )
+    ])
+
+    # 添加信号点
+    fig.add_trace(go.Scatter(
+        x=signal_times,
+        y=signal_prices,
+        mode="markers",
+        marker=dict(color="red", size=10, symbol="triangle-up"),
+        name="做多信号"
+    ))
+
+    fig.update_layout(
+        title="ETH-USDT 1分钟K线图 (含做多信号)",
+        xaxis_title="时间",
+        yaxis_title="价格",
+        xaxis_rangeslider_visible=False,
+        template="plotly_dark"
+    )
+
+    fig.show()