From ceb6cc2c012465cd35ce8f68d951c2a2f3faca21 Mon Sep 17 00:00:00 2001 From: 27942 Date: Mon, 5 Jan 2026 10:24:45 +0800 Subject: [PATCH] fewfef --- 交易/趋势策略交易.py | 382 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 382 insertions(+) create mode 100644 交易/趋势策略交易.py diff --git a/交易/趋势策略交易.py b/交易/趋势策略交易.py new file mode 100644 index 0000000..15e2cca --- /dev/null +++ b/交易/趋势策略交易.py @@ -0,0 +1,382 @@ +import time +import datetime +import openBrowser + +from tqdm import tqdm +from loguru import logger +from bit_tools import openBrowser +from DrissionPage import ChromiumPage +from DrissionPage import ChromiumOptions + +from bitmart.api_contract import APIContract + + +class BitmartFuturesTransaction: + def __init__(self, bit_id): + + self.page: ChromiumPage | None = None + + self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8" + self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5" + self.memo = "合约交易" + + self.contract_symbol = "ETHUSDT" + + self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15)) + + self.start = 0 # 持仓状态: -1 空, 0 无, 1 多 + self.direction = None + + self.pbar = tqdm(total=30, desc="等待K线", ncols=80) + + self.last_kline_time = None + + self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位） + self.open_type = "cross" # 全仓模式（你的“成本开仓”需求） + self.risk_percent = 0.01 # 每次开仓使用可用余额的 1% + + self.open_avg_price = None # 开仓价格 + self.current_amount = None # 持仓量 + + self.bit_id = bit_id + + def get_klines(self): + """获取最近3根30分钟K线（step=30）""" + try: + end_time = int(time.time()) + # 获取足够多的条目确保有最新3根 + response = self.contractAPI.get_kline( + contract_symbol=self.contract_symbol, + step=30, # 30分钟 + start_time=end_time - 3600 * 10, # 取最近10小时 + end_time=end_time + )[0]["data"] + + # 每根: [timestamp, open, high, low, close, volume] + formatted = [] + for k in response: + formatted.append({ + 'id': int(k["timestamp"]), + 'open': float(k["open_price"]), + 'high': float(k["high_price"]), + 'low': float(k["low_price"]), + 'close': float(k["close_price"]) + }) + formatted.sort(key=lambda x: x['id']) + return formatted # 最近3根: kline_1 (最老), kline_2, kline_3 (最新) + except Exception as e: + logger.error(f"获取K线异常: {e}") + self.ding(error=True, msg="获取K线异常") + return None + + def get_current_price(self): + """获取当前最新价格，用于计算张数""" + try: + end_time = int(time.time()) + response = self.contractAPI.get_kline( + contract_symbol=self.contract_symbol, + step=1, # 1分钟 + start_time=end_time - 3600 * 3, # 取最近10小时 + end_time=end_time + )[0] + if response['code'] == 1000: + return float(response['data'][-1]["close_price"]) + return None + except Exception as e: + logger.error(f"获取价格异常: {e}") + return None + + def get_available_balance(self): + """获取合约账户可用USDT余额""" + try: + response = self.contractAPI.get_assets_detail()[0] + if response['code'] == 1000: + data = response['data'] + if isinstance(data, dict): + return float(data.get('available_balance', 0)) + elif isinstance(data, list): + for asset in data: + if asset.get('currency') == 'USDT': + return float(asset.get('available_balance', 0)) + return None + except Exception as e: + logger.error(f"余额查询异常: {e}") + return None + + # 获取当前持仓方向 + def get_position_status(self): + """获取当前持仓方向""" + try: + response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0] + if response['code'] == 1000: + positions = response['data'] + if not positions: + self.start = 0 + return True + self.start = 1 if positions[0]['position_type'] == 1 else -1 + self.open_avg_price = positions[0]['open_avg_price'] + self.current_amount = positions[0]['current_amount'] + self.position_cross = positions[0]["position_cross"] + return True + + else: + return False + + except Exception as e: + logger.error(f"持仓查询异常: {e}") + return False + + # 设置杠杆和全仓 + def set_leverage(self): + """程序启动时设置全仓 + 高杠杆""" + try: + response = self.contractAPI.post_submit_leverage( + contract_symbol=self.contract_symbol, + leverage=self.leverage, + open_type=self.open_type + )[0] + if response['code'] == 1000: + logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功") + return True + else: + logger.error(f"杠杆设置失败: {response}") + return False + except Exception as e: + logger.error(f"设置杠杆异常: {e}") + return False + + def openBrowser(self): + """打开 TGE 对应浏览器实例""" + try: + bit_port = openBrowser(id=self.bit_id) + co = ChromiumOptions() + co.set_local_port(port=bit_port) + self.page = ChromiumPage(addr_or_opts=co) + return True + except: + return False + + def take_over_browser(self): + """接管浏览器""" + try: + co = ChromiumOptions() + co.set_local_port(self.tge_port) + self.page = ChromiumPage(addr_or_opts=co) + self.page.set.window.max() + return True + except: + return False + + def close_extra_tabs(self): + """关闭多余 tab""" + try: + for idx, tab in enumerate(self.page.get_tabs()): + if idx > 0: + tab.close() + return True + except: + return False + + def click_safe(self, xpath, sleep=0.5): + """安全点击""" + try: + ele = self.page.ele(xpath) + if not ele: + return False + ele.scroll.to_see(center=True) + time.sleep(sleep) + ele.click() + return True + except: + return False + + def 平仓(self): + self.click_safe('x://span[normalize-space(text()) ="市价"]') + + def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None): + """ + marketPriceLongOrder 市价最多或者做空，1是做多，-1是做空 + limitPriceShortOrder 限价最多或者做空 + """ + + if marketPriceLongOrder == -1: + self.click_safe('x://button[normalize-space(text()) ="市价"]') + self.page.ele('x://*[@id="size_0"]').input(size) + self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]') + elif marketPriceLongOrder == 1: + self.click_safe('x://button[normalize-space(text()) ="市价"]') + self.page.ele('x://*[@id="size_0"]').input(size) + self.click_safe('x://span[normalize-space(text()) ="买入/做多"]') + + if limitPriceShortOrder == -1: + self.click_safe('x://button[normalize-space(text()) ="限价"]') + self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True) + time.sleep(1) + self.page.ele('x://*[@id="size_0"]').input(1) + self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]') + elif limitPriceShortOrder == 1: + self.click_safe('x://button[normalize-space(text()) ="限价"]') + self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True) + time.sleep(1) + self.page.ele('x://*[@id="size_0"]').input(1) + self.click_safe('x://span[normalize-space(text()) ="买入/做多"]') + + def ding(self, text, error=False): + logger.info(text) + + def close_extra_tabs_in_browser(self): + + try: + for _, i in enumerate(self.page.get_tabs()): + if _ == 0: + continue + + i.close() + + return True + except: + pass + + return False + + def get_now_time(self): + # 获取当前时间戳 + current_timestamp = time.time() + # 将当前时间戳转换为 datetime 对象 + current_datetime = datetime.datetime.fromtimestamp(current_timestamp) + + # 计算距离当前时间最近的整点或 30 分时刻 + if current_datetime.minute < 30: + target_datetime = current_datetime.replace(minute=0, second=0, microsecond=0) + else: + target_datetime = current_datetime.replace(minute=30, second=0, microsecond=0) + + # 将目标 datetime 对象转换为时间戳 + target_timestamp = target_datetime.timestamp() + + return int(target_timestamp) + + def is_bullish(self, c): # 阳线 + return float(c['close']) > float(c['open']) + + def is_bearish(self, c): # 阴线 + return float(c['close']) < float(c['open']) + + def check_signal(self, prev, curr): + """ + 包住形态信号判定（优化版）： + 只看两种信号，严格按照收盘价与开盘价的比较： + + 1. 阳包阴（涨包跌，前跌后涨）-> 做多： + - 前一根是跌（阴线：close < open） + - 后一根是涨（阳线：close > open） + - 且：涨的收盘价 > 跌的开盘价（curr['close'] > prev['open']） + + 2. 阴包阳（跌包涨，前涨后跌）-> 做空： + - 前一根是涨（阳线：close > open） + - 后一根是跌（阴线：close < open） + - 且：跌的收盘价 < 涨的开盘价（curr['close'] < prev['open']） + """ + p_open = float(prev['open']) + c_close = float(curr['close']) + + # 阳包阴（涨包跌，前跌后涨） -> 做多：涨的收盘价 > 跌的开盘价 + if self.is_bearish(prev) and self.is_bullish(curr) and c_close > p_open: + return "long", "bear_bull_engulf" + + # 阴包阳（跌包涨，前涨后跌） -> 做空：跌的收盘价 < 涨的开盘价 + if self.is_bullish(prev) and self.is_bearish(curr) and c_close < p_open: + return "short", "bull_bear_engulf" + + return None, None + + def action(self): + # 启动时设置全仓高杠杆 + if not self.set_leverage(): + logger.error("杠杆设置失败，程序继续运行但可能下单失败") + return + + # 1. 打开浏览器 + if not self.openBrowser(): + self.ding("打开 TGE 失败！", error=True) + return + logger.info("TGE 端口获取成功") + + if self.close_extra_tabs_in_browser(): + logger.info('关闭多余标签页成功!!!') + else: + logger.info('关闭多余标签页失败!!!') + + self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT") + + self.click_safe('x://button[normalize-space(text()) ="市价"]') + + self.pbar = tqdm(total=30, desc="等待时间中", ncols=80) # desc：进度条说明，ncols：长度 + + self.time_start = None # 时间状态 避免同一个时段，发生太多消息 + while True: + + # 获取当前时间 + current_time = time.localtime() + current_minute = current_time.tm_min + + if current_minute < 30: + self.pbar.n = current_minute + self.pbar.refresh() + else: + self.pbar.n = current_minute - 30 + self.pbar.refresh() + + if self.time_start == self.get_now_time(): + time.sleep(5) + continue + + new_price_datas = self.get_klines() + if not new_price_datas: + logger.info("获取最新价格有问题！！！") + + new_price_datas1 = sorted(new_price_datas, key=lambda x: x["id"]) + self.kline_1, self.kline_2, self.kline_3 = new_price_datas1[-3:] + + # 判断抓取的数据是否正确 + if self.get_now_time() != self.kline_3["id"]: + continue + + self.time_start = self.get_now_time() + + if self.get_position_status(): + logger.info("获取仓位信息成功!!!") + else: + logger.info("获取仓位信息失败！！！") + + self.send_dingtalk_message(message_content=f"获取仓位信息失败！！！", type=0) + continue + + if self.start == 1: + if self.is_bearish(self.kline_1) and self.is_bearish(self.kline_2): + self.平仓() + elif self.start == -1: + if self.is_bullish(self.kline_1) and self.is_bullish(self.kline_2): + self.平仓() + + self.direction, signal_key = self.check_signal(prev=self.kline_1, curr=self.kline_2) # 判断信号 + + if self.direction == "long": + if self.start == -1: + self.平仓() + self.开单(marketPriceLongOrder=1, size=self.get_available_balance() * self.risk_percent) + elif self.start == 0: + self.开单(marketPriceLongOrder=1, size=self.get_available_balance() * self.risk_percent) + + if self.direction == "short": + if self.start == 1: + self.平仓() + self.开单(marketPriceLongOrder=-1, size=self.get_available_balance() * self.risk_percent) + elif self.start == 0: + self.开单(marketPriceLongOrder=-1, size=self.get_available_balance() * self.risk_percent) + + self.pbar.reset() # 重置进度条 + + +if __name__ == '__main__': + BitmartFuturesTransaction(bit_id="f2320f57e24c45529a009e1541e25961").action()