fewfef

2025-12-19 19:16:41 +08:00
parent 060678f203
commit b04a1da4c3
19 changed files with 746788 additions and 192 deletions
--- a/test1.py
+++ b/test1.py
@@ -1,29 +1,92 @@
-import requests
+import csv
+from datetime import datetime, timezone
+import matplotlib.pyplot as plt

-headers = {
-    'accept': 'application/json, text/plain, */*',
-    'accept-language': 'zh-CN,zh;q=0.9',
-    'cache-control': 'no-cache',
-    'origin': 'https://www.websea.com',
-    'pragma': 'no-cache',
-    'priority': 'u=1, i',
-    'referer': 'https://www.websea.com/',
-    'sec-ch-ua': '"Not;A=Brand";v="99", "Google Chrome";v="139", "Chromium";v="139"',
-    '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/139.0.0.0 Safari/537.36',
-}
+# ---------------- 配置 ----------------
+CSV_FILE = "bitmart/kline_3.csv"  # 你的 CSV 文件路径
+LEVERAGE = 100
+CAPITAL = 10000
+POSITION_RATIO = 0.01
+FEE_RATE = 0.00015

-params = {
-    'symbol': 'ETH-USDT',
-    'period': '30min',
-    'start': '1763480074',
-    'end': '1766072134',
-}
+# ---------------- 读取 CSV ----------------
+data = []
+with open(CSV_FILE, 'r') as f:
+    reader = csv.DictReader(f)
+    for row in reader:
+        ts = int(row['id'])
+        dt = datetime.fromtimestamp(ts, tz=timezone.utc)
+        if dt.year == 2025 and dt.month == 1:
+            data.append({
+                'time': dt,
+                'open': float(row['open']),
+                'high': float(row['high']),
+                'low': float(row['low']),
+                'close': float(row['close']),
+            })

-response = requests.get('https://capi.websea.com/webApi/market/getKline', params=params, headers=headers)
+# ---------------- 识别交易信号 ----------------
+trades = []
+position_usdt = CAPITAL * POSITION_RATIO
+leveraged_position = position_usdt * LEVERAGE

-print(response.json())
+for i in range(len(data)-1):
+    k1 = data[i]
+    k2 = data[i+1]
+
+    # 刺透形态（Piercing Line，多头）
+    if k1['close'] < k1['open'] and k2['close'] > k2['open']:
+        midpoint = (k1['open'] + k1['close']) / 2
+        if k2['open'] < k1['close'] and k2['close'] > midpoint:
+            trades.append({
+                '方向': '多',
+                '开仓时间': k2['time'],
+                '开仓价格': k2['open'],
+                '平仓时间': k2['time'],
+                '平仓价格': k2['close']
+            })
+
+    # 乌云盖顶（Dark Cloud Cover，空头）
+    elif k1['close'] > k1['open'] and k2['close'] < k2['open']:
+        midpoint = (k1['open'] + k1['close']) / 2
+        if k2['open'] > k1['close'] and k2['close'] < midpoint:
+            trades.append({
+                '方向': '空',
+                '开仓时间': k2['time'],
+                '开仓价格': k2['open'],
+                '平仓时间': k2['time'],
+                '平仓价格': k2['close']
+            })
+
+# ---------------- 绘制 K 线图 ----------------
+plt.figure(figsize=(16,6))
+
+times = [k['time'] for k in data]
+opens = [k['open'] for k in data]
+closes = [k['close'] for k in data]
+highs = [k['high'] for k in data]
+lows = [k['low'] for k in data]
+
+# 绘制 K 线（用竖线表示最高最低价，用矩形表示开收盘价）
+for i in range(len(data)):
+    color = 'green' if closes[i] >= opens[i] else 'red'
+    plt.plot([times[i], times[i]], [lows[i], highs[i]], color='black')  # 高低价
+    plt.plot([times[i]-0.0005, times[i]+0.0005], [opens[i], opens[i]], color=color, linewidth=5)  # 开盘价
+    plt.plot([times[i]-0.0005, times[i]+0.0005], [closes[i], closes[i]], color=color, linewidth=5)  # 收盘价
+
+# ---------------- 标注交易信号 ----------------
+for t in trades:
+    if t['方向'] == '多':
+        plt.scatter(t['开仓时间'], t['开仓价格'], color='green', marker='^', s=100, label='多开' if '多开' not in plt.gca().get_legend_handles_labels()[1] else "")
+        plt.scatter(t['平仓时间'], t['平仓价格'], color='red', marker='v', s=100, label='多平' if '多平' not in plt.gca().get_legend_handles_labels()[1] else "")
+    else:
+        plt.scatter(t['开仓时间'], t['开仓价格'], color='red', marker='v', s=100, label='空开' if '空开' not in plt.gca().get_legend_handles_labels()[1] else "")
+        plt.scatter(t['平仓时间'], t['平仓价格'], color='green', marker='^', s=100, label='空平' if '空平' not in plt.gca().get_legend_handles_labels()[1] else "")
+
+plt.xlabel('时间')
+plt.ylabel('价格(USDT)')
+plt.title('ETH 永续合约 1 月交易回测（刺透 & 乌云形态）')
+plt.legend()
+plt.grid(True)
+plt.gcf().autofmt_xdate()
+plt.show()