ddrwode/lm_code
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

加入 weex

Browse Source
This commit is contained in:
ddrwode
2026-02-03 17:28:53 +08:00
parent fdcec74585
commit a7c6b4e1fc
1 changed files with 29 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

45
交易/weex-三分之一策略-5分钟交易.py
View File

@@ -9,6 +9,7 @@ WEEX ETH-USDT 永续合约 — 三分之一策略（5分钟K线）
4. 反手二：持多且上根上影线>0.01%且当前跌到上根开盘→反手空；持空且上根下影线>0.01%且当前涨到上根开盘→反手多
5. 同一根5分钟K线内只交易一次
"""
import random
import time
import datetime
from typing import Optional, Dict, List, Tuple
@@ -27,7 +28,7 @@ class Config:
CONTRACT_ID = "10000002"
PRODUCT_CODE = "cmt_ethusdt"
KLINE_TYPE = "MINUTE_5" # 5分钟K线（三分之一策略）
KLINE_TYPE = "MINUTE_5" # 5分钟K线（三分之一策略）
KLINE_LIMIT = 100
TRADING_URL = "https://www.weex.com/zh-CN/futures/ETH-USDT"
@@ -50,7 +51,8 @@ class OneThirdStrategyAnalyzer:
return abs(float(candle['open']) - float(candle['close']))
@staticmethod
def find_valid_prev_bar(all_data: List[Dict], current_idx: int, min_body_size: float = 0.1) -> Tuple[Optional[int], Optional[Dict]]:
def find_valid_prev_bar(all_data: List[Dict], current_idx: int, min_body_size: float = 0.1) -> Tuple[
Optional[int], Optional[Dict]]:
if current_idx <= 0:
return None, None
for i in range(current_idx - 1, -1, -1):
@@ -96,9 +98,11 @@ class OneThirdStrategyAnalyzer:
curr_low = float(curr['low'])
prev_high = float(prev['high'])
prev_low = float(prev['low'])
if start == -1 and curr_high >= prev_high and OneThirdStrategyAnalyzer.upper_shadow_pct(prev) > Config.MIN_SHADOW_PCT:
if start == -1 and curr_high >= prev_high and OneThirdStrategyAnalyzer.upper_shadow_pct(
prev) > Config.MIN_SHADOW_PCT:
return 'long', prev
if start == 1 and curr_low <= prev_low and OneThirdStrategyAnalyzer.lower_shadow_pct(prev) > Config.MIN_SHADOW_PCT:
if start == 1 and curr_low <= prev_low and OneThirdStrategyAnalyzer.lower_shadow_pct(
prev) > Config.MIN_SHADOW_PCT:
return 'short', prev
return None, None
@@ -110,17 +114,19 @@ class OneThirdStrategyAnalyzer:
curr_high = float(curr['high'])
curr_low = float(curr['low'])
prev_open = float(prev['open'])
if start == 1 and OneThirdStrategyAnalyzer.upper_shadow_pct(prev) > Config.MIN_SHADOW_PCT and curr_low <= prev_open:
if start == 1 and OneThirdStrategyAnalyzer.upper_shadow_pct(
prev) > Config.MIN_SHADOW_PCT and curr_low <= prev_open:
return 'short', prev
if start == -1 and OneThirdStrategyAnalyzer.lower_shadow_pct(prev) > Config.MIN_SHADOW_PCT and curr_high >= prev_open:
if start == -1 and OneThirdStrategyAnalyzer.lower_shadow_pct(
prev) > Config.MIN_SHADOW_PCT and curr_high >= prev_open:
return 'long', prev
return None, None
@staticmethod
def check_realtime_trigger(
kline_data: List[Dict],
last_trigger_kline_id: Optional[int],
last_trigger_direction: Optional[str],
kline_data: List[Dict],
last_trigger_kline_id: Optional[int],
last_trigger_direction: Optional[str],
) -> Tuple[Optional[str], Optional[float], Optional[Dict], Optional[Dict]]:
if len(kline_data) < 2:
return None, None, None, None
@@ -223,11 +229,11 @@ class WEEXApiClient:
self.headers = headers
def get_kline_data(
self,
contract_id: str = Config.CONTRACT_ID,
product_code: str = Config.PRODUCT_CODE,
kline_type: str = Config.KLINE_TYPE,
limit: int = Config.KLINE_LIMIT,
self,
contract_id: str = Config.CONTRACT_ID,
product_code: str = Config.PRODUCT_CODE,
kline_type: str = Config.KLINE_TYPE,
limit: int = Config.KLINE_LIMIT,
) -> List[Dict]:
params = {
'contractId': contract_id,
@@ -487,9 +493,12 @@ class WeexOneThirdTransaction:
self.last_trade_kline_id: Optional[int] = None
def initialize(self) -> bool:
if not self.browser_manager.openBrowser():
for i in range(3):
if self.browser_manager.openBrowser():
break
else:
MessageSender.send("打开浏览器失败", is_error=True)
return False
if not self.browser_manager.take_over_browser():
MessageSender.send("接管浏览器失败", is_error=True)
return False
@@ -619,6 +628,10 @@ class WeexOneThirdTransaction:
MessageSender.send(f"运行出错: {e}", is_error=True)
time.sleep(10)
if random.randint(1, 10) > 7:
self.browser_manager.page.close()
time.sleep(5)
def action(self) -> None:
self.run()