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187
adaptive_third_strategy/trade.py
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187
adaptive_third_strategy/trade.py
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# -*- coding: utf-8 -*-
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"""
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自适应三分位趋势策略 - 实盘交易
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拉取 Bitmart 5/15/60 分钟数据，计算信号，执行开平仓（沿用 交易/bitmart-三分之一策略交易 的浏览器/API 逻辑）
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"""
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import os
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import sys
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import time
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import datetime
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from typing import List, Dict, Optional, Tuple
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try:
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from loguru import logger
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except ImportError:
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import logging
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logger = logging.getLogger(__name__)
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ROOT_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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if ROOT_DIR not in sys.path:
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sys.path.insert(0, ROOT_DIR)
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from bitmart.api_contract import APIContract
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from adaptive_third_strategy.config import (
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STEP_5M,
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STEP_15M,
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STEP_60M,
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ATR_PERIOD,
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EMA_SHORT,
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EMA_MID_FAST,
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EMA_MID_SLOW,
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EMA_LONG_FAST,
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EMA_LONG_SLOW,
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BASE_POSITION_PERCENT,
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MAX_POSITION_PERCENT,
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CONTRACT_SYMBOL,
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)
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from adaptive_third_strategy.indicators import get_ema_atr_from_klines, align_higher_tf_ema
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from adaptive_third_strategy.strategy_core import check_trigger, build_volume_ma
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from adaptive_third_strategy.data_fetcher import fetch_klines, _format_bar
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SCRIPT_DIR = os.path.dirname(os.path.abspath(__file__))
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class AdaptiveThirdStrategyTrader:
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"""实盘：获取多周期K线 -> 策略信号 -> 开平仓（可接浏览器或纯 API）"""
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def __init__(
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self,
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api_key: str,
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secret_key: str,
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memo: str = "合约交易",
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symbol: str = CONTRACT_SYMBOL,
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bit_id: Optional[str] = None,
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):
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self.api_key = api_key
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self.secret_key = secret_key
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self.memo = memo
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self.symbol = symbol
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self.bit_id = bit_id
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self.contractAPI = APIContract(api_key, secret_key, memo, timeout=(5, 15))
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self.check_interval = 3
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self.last_trigger_kline_id: Optional[int] = None
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self.last_trigger_direction: Optional[str] = None
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self.last_trade_kline_id: Optional[int] = None
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self.position_direction: int = 0 # 1 多 -1 空 0 无
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def get_klines_multi(self) -> Tuple[List[Dict], List[Dict], List[Dict]]:
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"""拉取当前 5/15/60 分钟 K 线（最近约 3 小时足够算 EMA/ATR）"""
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end_ts = int(time.time())
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start_ts = end_ts - 3600 * 3
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k5 = fetch_klines(self.contractAPI, STEP_5M, start_ts, end_ts, self.symbol)
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k15 = fetch_klines(self.contractAPI, STEP_15M, start_ts, end_ts, self.symbol)
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k60 = fetch_klines(self.contractAPI, STEP_60M, start_ts, end_ts, self.symbol)
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return k5, k15, k60
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def get_position_status(self) -> bool:
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"""查询当前持仓，更新 self.position_direction"""
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try:
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response = self.contractAPI.get_position(contract_symbol=self.symbol)[0]
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if response.get("code") != 1000:
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return False
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positions = response.get("data", [])
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if not positions:
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self.position_direction = 0
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return True
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self.position_direction = 1 if positions[0].get("position_type") == 1 else -1
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return True
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except Exception as e:
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logger.error(f"持仓查询异常: {e}")
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return False
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def check_realtime_signal(
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self,
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klines_5m: List[Dict],
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klines_15m: List[Dict],
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klines_60m: List[Dict],
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) -> Tuple[Optional[str], Optional[float], Optional[Dict]]:
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"""
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基于当前 K 线（最后一根未收盘）检测实时信号。
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返回 (方向, 触发价, 当前K线) 或 (None, None, None)。
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"""
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if len(klines_5m) < ATR_PERIOD + 2:
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return None, None, None
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from adaptive_third_strategy.indicators import get_ema_atr_from_klines
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from adaptive_third_strategy.strategy_core import check_trigger
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ema_5m, atr_5m = get_ema_atr_from_klines(klines_5m, EMA_SHORT, ATR_PERIOD)
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ema_15m_align = align_higher_tf_ema(klines_5m, klines_15m, EMA_MID_FAST, EMA_MID_SLOW)
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ema_60m_align = align_higher_tf_ema(klines_5m, klines_60m, EMA_LONG_FAST, EMA_LONG_SLOW)
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volume_ma = build_volume_ma(klines_5m)
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curr_idx = len(klines_5m) - 1
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direction, trigger_price, _, _ = check_trigger(
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klines_5m, curr_idx, atr_5m, ema_5m, ema_15m_align, ema_60m_align, volume_ma, use_confirm=True
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)
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curr = klines_5m[curr_idx]
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curr_id = curr["id"]
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if direction is None:
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return None, None, None
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if self.last_trigger_kline_id == curr_id and self.last_trigger_direction == direction:
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return None, None, None
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if self.last_trade_kline_id == curr_id:
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return None, None, None
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if (direction == "long" and self.position_direction == 1) or (direction == "short" and self.position_direction == -1):
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return None, None, None
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return direction, trigger_price, curr
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def run_loop(self, ding_callback=None):
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"""
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主循环：拉数据 -> 检测信号 -> 若需交易则调用开平仓（需外部实现或注入）。
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ding_callback(msg, error=False) 可选，用于钉钉通知。
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"""
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def ding(msg: str, error: bool = False):
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if ding_callback:
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ding_callback(msg, error)
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else:
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if error:
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logger.error(msg)
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else:
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logger.info(msg)
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logger.info("自适应三分位趋势策略实盘启动，按 Bitmart 方式拉取 5/15/60 分钟数据")
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while True:
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try:
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k5, k15, k60 = self.get_klines_multi()
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if len(k5) < ATR_PERIOD + 2:
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time.sleep(self.check_interval)
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continue
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if not self.get_position_status():
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time.sleep(self.check_interval)
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continue
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direction, trigger_price, curr = self.check_realtime_signal(k5, k15, k60)
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if direction and trigger_price is not None and curr is not None:
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curr_id = curr["id"]
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ding(f"信号: {direction} @ {trigger_price:.2f} 当前K线 id={curr_id}")
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# 这里接入你的开平仓实现：平仓 + 开单（可调用 交易/bitmart-三分之一策略交易 的 平仓/开单 或 API 下单）
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# 示例：仅记录，不实际下单
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self.last_trigger_kline_id = curr_id
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self.last_trigger_direction = direction
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self.last_trade_kline_id = curr_id
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time.sleep(self.check_interval)
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except Exception as e:
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logger.exception(e)
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time.sleep(60)
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def main():
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import argparse
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parser = argparse.ArgumentParser(description="自适应三分位趋势策略实盘")
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parser.add_argument("--api-key", default="", help="Bitmart API Key")
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parser.add_argument("--secret-key", default="", help="Bitmart Secret Key")
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parser.add_argument("--bit-id", default="", help="比特浏览器 ID（若用浏览器下单）")
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args = parser.parse_args()
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api_key = args.api_key or os.environ.get("BITMART_API_KEY", "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8")
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secret_key = args.secret_key or os.environ.get("BITMART_SECRET_KEY", "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5")
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trader = AdaptiveThirdStrategyTrader(api_key, secret_key, bit_id=args.bit_id or None)
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try:
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from 交易.tools import send_dingtalk_message
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def ding(msg, error=False):
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prefix = "❌自适应三分位：" if error else "🔔自适应三分位："
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send_dingtalk_message(f"{prefix}{msg}")
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except Exception:
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def ding(msg, error=False):
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logger.info(msg)
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trader.run_loop(ding_callback=ding)
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if __name__ == "__main__":
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main()
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