dededdew

weex/自动化抓取数据.py

@@ -1,16 +1,23 @@
 from DrissionPage import ChromiumPage, ChromiumOptions
 
+from bit_tools import openBrowser
 from models.weex import Weex1
 
 if __name__ == '__main__':
+
+    bit_port = openBrowser(id="8dcb4f744cf64ab190e465e153088515")
+
     co = ChromiumOptions()
-    co.set_local_port(1001)
+    co.set_local_port(port=bit_port)
+
+    co = ChromiumOptions()
+    co.set_local_port(bit_port)
 
     page = ChromiumPage(addr_or_opts=co)
 
     page.set.window.max()
 
-    page.listen.start("gateway1.janapw.com/api/v1/public/quote/v1/getKlineV2")
+    page.listen.start("https://http-gateway2.janapw.com/api/v1/public/quote/v1/getKlineV2")
 
     page.get(url="https://www.weeaxs.site/zh-CN/futures/ETH-USDT")
 

weex/读取数据库分析数据2.0.py

@@ -1,9 +1,82 @@
+"""
+量化交易回测系统 - 优化版
+功能：基于包住形态的交易信号识别和回测分析
+作者：量化交易团队
+版本：2.0
+"""
+
 import datetime
+from typing import List, Dict, Tuple, Optional, Any
+from dataclasses import dataclass
 from loguru import logger
 from peewee import fn
 from models.weex import Weex15, Weex1
 
 
+# ===============================================================
+# 📊 配置管理类
+# ===============================================================
+
+@dataclass
+class BacktestConfig:
+    """回测配置类"""
+    # 交易参数
+    take_profit: float = 8.0      # 止盈点数
+    stop_loss: float = -1.0       # 止损点数
+    contract_size: float = 10000  # 合约规模
+    open_fee: float = 5.0         # 开仓手续费
+    close_fee_rate: float = 0.0005  # 平仓手续费率
+    
+    # 回测日期范围
+    start_date: str = "2025-7-1"
+    end_date: str = "2025-7-31"
+    
+    # 信号参数
+    enable_bear_bull_engulf: bool = True  # 涨包跌信号
+    enable_bull_bear_engulf: bool = True  # 跌包涨信号
+    
+    def __post_init__(self):
+        """验证配置参数"""
+        if self.take_profit <= 0:
+            raise ValueError("止盈点数必须大于0")
+        if self.stop_loss >= 0:
+            raise ValueError("止损点数必须小于0")
+
+
+@dataclass
+class TradeRecord:
+    """交易记录类"""
+    entry_time: datetime.datetime
+    exit_time: datetime.datetime
+    signal_type: str
+    direction: str
+    entry_price: float
+    exit_price: float
+    profit_loss: float
+    profit_amount: float
+    total_fee: float
+    net_profit: float
+
+
+@dataclass
+class SignalStats:
+    """信号统计类"""
+    signal_name: str
+    count: int = 0
+    wins: int = 0
+    total_profit: float = 0.0
+    
+    @property
+    def win_rate(self) -> float:
+        """胜率计算"""
+        return (self.wins / self.count * 100) if self.count > 0 else 0.0
+    
+    @property
+    def avg_profit(self) -> float:
+        """平均盈利"""
+        return self.total_profit / self.count if self.count > 0 else 0.0
+
+
 # ===============================================================
 # 📊 数据获取模块
 # ===============================================================
@@ -58,9 +131,9 @@ def check_signal(prev, curr):
     if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
         return "long", "bear_bull_engulf"
 
-    # 前涨后跌包住 -> 做空
-    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
-        return "short", "bull_bear_engulf"
+    # # 前涨后跌包住 -> 做空
+    # if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+    #     return "short", "bull_bear_engulf"
 
     return None, None
 
@@ -180,17 +253,17 @@ if __name__ == '__main__':
             total_profit = sum(t['diff'] / t['entry'] * 10000 for t in trades)
             total_fee = sum(5 + 10000 / t['entry'] * t['exit'] * 0.0005 for t in trades)
 
-            logger.info("===== 每笔交易详情 =====")
-            for t in trades:
-                logger.info(f"{t['entry_time']} {t['direction']}({t['signal']}) "
-                            f"入场={t['entry']:.2f} 出场={t['exit']:.2f} 出场时间={t['exit_time']} "
-                            f"差价={t['diff']:.2f}")
-
-            print(i1, i)
-            print(f"\n一共交易笔数：{len(trades)}")
-            print(f"一共盈利：{total_profit:.2f}")
-            print(f"一共手续费：{total_fee:.2f}")
-            print(f"净利润：{total_profit - total_fee:.2f}")
+            # logger.info("===== 每笔交易详情 =====")
+            # for t in trades:
+            #     logger.info(f"{t['entry_time']} {t['direction']}({t['signal']}) "
+            #                 f"入场={t['entry']:.2f} 出场={t['exit']:.2f} 出场时间={t['exit_time']} "
+            #                 f"差价={t['diff']:.2f}")
+            #
+            # print(i1, i)
+            # print(f"\n一共交易笔数：{len(trades)}")
+            # print(f"一共盈利：{total_profit:.2f}")
+            # print(f"一共手续费：{total_fee:.2f}")
+            # print(f"净利润：{total_profit - total_fee:.2f}")
 
             if total_profit > total_fee * 0.1:
                 print(i1, i)
@@ -201,7 +274,7 @@ if __name__ == '__main__':
 
                 print("\n===== 信号统计 =====")
 
-            for k, v in stats.items():
-                win_rate = (v['wins'] / v['count'] * 100) if v['count'] > 0 else 0
-                print(
-                    f"{v['name']} ({k}) - 信号数: {v['count']} | 胜率: {win_rate:.2f}% | 总盈利: {v['total_profit']:.2f}")
+            # for k, v in stats.items():
+            #     win_rate = (v['wins'] / v['count'] * 100) if v['count'] > 0 else 0
+            #     print(
+            #         f"{v['name']} ({k}) - 信号数: {v['count']} | 胜率: {win_rate:.2f}% | 总盈利: {v['total_profit']:.2f}")