diff --git a/test.py b/test.py index fcd3603..4fd853b 100644 --- a/test.py +++ b/test.py @@ -1,9 +1,38 @@ -import json +import requests -# 定义一个 Python 字典 -data = {"relationship":"111","name":"1111","phone":"11111111111","workPlace":"11111111","address":"1111"} +headers = { + 'Accept': '*/*', + 'Accept-Language': 'zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6', + 'Authorization': 'Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJkYXRhIjp7InVpZCI6IjY0MzNiMDMyNTBmYTQ5YTI1ZWNlYmQzMCIsInZlcnNpb24iOjAsImJyYW5jaCI6InpoIiwicGhvbmUiOiIxNzE2ODM2MDQwOCJ9LCJpYXQiOjE3NjExMDMyNzcsImV4cCI6MTc2MTI3NjA3N30.k_R1gSUW9XpE6uRiCdHrEA8MXGjGpGoWVTrhSGz-0Cc', + 'Cache-Control': 'no-cache', + 'Connection': 'keep-alive', + 'DNT': '1', + 'Pragma': 'no-cache', + 'Sec-Fetch-Dest': 'empty', + 'Sec-Fetch-Mode': 'cors', + 'Sec-Fetch-Site': 'none', + 'Sec-Fetch-Storage-Access': 'active', + 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/141.0.0.0 Safari/537.36 Edg/141.0.0.0', + 'i-app': 'hitab', + 'i-branch': 'zh', + 'i-lang': 'zh-CN', + 'i-platform': 'edge', + 'i-version': '2.2.16', + 'sec-ch-ua': '"Microsoft Edge";v="141", "Not?A_Brand";v="8", "Chromium";v="141"', + 'sec-ch-ua-mobile': '?0', + 'sec-ch-ua-platform': '"Windows"', +} -# 使用 json.dumps() 方法将字典转换为 JSON 字符串 -json_string = json.dumps(data) +response = requests.get('https://api.wetab.link/api/chat-v3/chat/history', headers=headers) -print(json_string) \ No newline at end of file +for i in response.json()["data"]['list']: + print(i) + + json_data = { + 'clId': i["id"], + 'source': 'chat', + } + + response = requests.post('https://api.wetab.link/api/chat-v3/conversation/delete', headers=headers, json=json_data) + + print(response.json()) diff --git a/weex/长期持有信号/读取数据库数据-30分钟版-不看开仓k线.py b/weex/长期持有信号/读取数据库数据-30分钟版-不看开仓k线.py new file mode 100644 index 0000000..4586b02 --- /dev/null +++ b/weex/长期持有信号/读取数据库数据-30分钟版-不看开仓k线.py @@ -0,0 +1,275 @@ +""" +量化交易回测系统 - 仅15分钟K线 & 信号续持/反手/单根反色平仓逻辑（完整版） +""" + +import datetime +from dataclasses import dataclass +from typing import List, Dict, Optional +from loguru import logger +from models.weex import Weex30 # 替换为你的15分钟K线模型 + + +# ========================= 工具函数 ========================= + +def is_bullish(c): # 阳线 + return float(c['close']) > float(c['open']) + + +def is_bearish(c): # 阴线 + return float(c['close']) < float(c['open']) + + +def check_signal(prev, curr): + """ + 包住形态信号判定（仅15分钟K线）： + - 前跌后涨包住 -> 做多 + - 前涨后跌包住 -> 做空 + """ + p_open, p_close = float(prev['open']), float(prev['close']) + c_open, c_close = float(curr['open']), float(curr['close']) + + # 前跌后涨包住 -> 做多 + 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" + + return None, None + + +def get_data_by_date(model, date_str: str): + """按天获取指定表的数据（15分钟）""" + try: + target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d') + except ValueError: + logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。") + return [] + + start_ts = int(target_date.timestamp() * 1000) + end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1 + + query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc()) + return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query] + + +# ========================= 回测逻辑 ========================= + +def backtest_15m_trend_optimized(dates: List[str]): + all_data: List[Dict] = [] + for d in dates: + all_data.extend(get_data_by_date(Weex30, d)) + if not all_data: + return [], { + 'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'}, + 'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'}, + } + + all_data.sort(key=lambda x: x['id']) + + stats = { + 'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'}, + 'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'}, + } + + trades: List[Dict] = [] + current_position: Optional[Dict] = None + + last_signal_second_bar_id = None # ✅ 记录上一个信号的第二根K线id + idx = 1 + + while idx < len(all_data) - 1: + prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1] + + # 🚫 如果当前信号的 prev 是上一个信号的第2根K线，则跳过 + if prev['id'] == last_signal_second_bar_id: + direction, signal_key = None, None + else: + direction, signal_key = check_signal(prev, curr) + + # ✅ 若发现新信号，记录当前信号的第二根K线id + if direction: + last_signal_second_bar_id = curr['id'] + + # ========== 空仓 → 开仓 ========== + if current_position is None and direction: + entry_price = float(next_bar['open']) + current_position = { + 'direction': direction, + 'signal': stats[signal_key]['name'], + 'signal_key': signal_key, + 'entry_price': entry_price, + 'entry_time': next_bar['id'], + } + stats[signal_key]['count'] += 1 + idx += 1 + continue + + # ========== 有持仓的情况 ========== + if current_position: + pos_dir = current_position['direction'] + pos_sig_key = current_position['signal_key'] + + # ---------- 反向信号 ---------- + if direction and direction != pos_dir: + exit_price = float(next_bar['open']) + diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else ( + current_position['entry_price'] - exit_price) + + trades.append({ + 'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000), + 'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000), + 'signal': current_position['signal'], + 'direction': '做多' if pos_dir == 'long' else '做空', + 'entry': current_position['entry_price'], + 'exit': exit_price, + 'diff': diff + }) + stats[pos_sig_key]['total_profit'] += diff + if diff > 0: + stats[pos_sig_key]['wins'] += 1 + + # ⚙️ 正常反手（此信号不是被忽略的） + current_position = { + 'direction': direction, + 'signal': stats[signal_key]['name'], + 'signal_key': signal_key, + 'entry_price': exit_price, + 'entry_time': next_bar['id'], + } + stats[signal_key]['count'] += 1 + idx += 1 + continue + + # ---------- 同向信号 → 续持 ---------- + if direction and direction == pos_dir: + idx += 1 + continue + + # ---------- 单根反色平仓 ---------- + curr_is_opposite = (pos_dir == 'long' and is_bearish(curr)) or (pos_dir == 'short' and is_bullish(curr)) + if curr_is_opposite: + can_peek = idx + 1 < len(all_data) + if can_peek: + lookahead_dir, _ = check_signal(curr, all_data[idx + 1]) + if lookahead_dir is not None: + idx += 1 + continue + + exit_price = float(next_bar['close']) + diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else ( + current_position['entry_price'] - exit_price) + trades.append({ + 'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000), + 'exit_time': datetime.datetime.fromtimestamp(all_data[idx + 1]['id'] / 1000), + 'signal': current_position['signal'], + 'direction': '做多' if pos_dir == 'long' else '做空', + 'entry': current_position['entry_price'], + 'exit': exit_price, + 'diff': diff + }) + stats[pos_sig_key]['total_profit'] += diff + if diff > 0: + stats[pos_sig_key]['wins'] += 1 + current_position = None + + idx += 1 + + # ========== 尾仓收盘平仓 ========== + if current_position: + last = all_data[-1] + exit_price = float(last['close']) + pos_dir = current_position['direction'] + diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else ( + current_position['entry_price'] - exit_price) + trades.append({ + 'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000), + 'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000), + 'signal': current_position['signal'], + 'direction': '做多' if pos_dir == 'long' else '做空', + 'entry': current_position['entry_price'], + 'exit': exit_price, + 'diff': diff + }) + stats[current_position['signal_key']]['total_profit'] += diff + if diff > 0: + stats[current_position['signal_key']]['wins'] += 1 + + return trades, stats + + +# ========================= 运行示例（优化版盈利计算） ========================= +if __name__ == '__main__': + dates = [] + for i in range(1, 11): + for i1 in range(1, 31): + dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}") + + # print(dates) + + # dates = [f"2025-10-{i}" for i in range(1, 31)] + trades, stats = backtest_15m_trend_optimized(dates) + + logger.info("===== 每笔交易详情 =====") + + # === 参数设定 === + contract_size = 10000 # 合约规模（1手对应多少基础货币） + open_fee_fixed = 5 # 固定开仓手续费 + close_fee_rate = 0.0005 # 按成交额比例的平仓手续费率 + + total_points_profit = 0 # 累计点差 + total_money_profit = 0 # 累计金额盈利 + total_fee = 0 # 累计手续费 + + for t in trades: + entry = t['entry'] + exit = t['exit'] + direction = t['direction'] + + # === 1️⃣ 原始价差（点差） === + point_diff = (exit - entry) if direction == '做多' else (entry - exit) + + # === 2️⃣ 金额盈利（考虑合约规模） === + money_profit = point_diff / entry * contract_size # 利润以基础货币计（例如USD） + + # === 3️⃣ 手续费计算 === + # 开仓 + 平仓手续费（按比例计算 + 固定） + fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate) + + # === 4️⃣ 净利润 === + net_profit = money_profit - fee + + # 保存计算结果 + t.update({ + 'point_diff': point_diff, + 'raw_profit': money_profit, + 'fee': fee, + 'net_profit': net_profit + }) + + total_points_profit += point_diff + total_money_profit += money_profit + total_fee += fee + + # if net_profit > 500 or net_profit < -500: + logger.info( + f"{t['entry_time']} {direction}({t['signal']}) " + f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} " + f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}" + ) + + # === 汇总统计 === + total_net_profit = total_money_profit - total_fee + print(f"\n一共交易笔数：{len(trades)}") + print(f"总点差：{total_points_profit:.2f}") + print(f"总原始盈利（未扣费）：{total_money_profit:.2f}") + print(f"总手续费：{total_fee:.2f}") + print(f"总净利润：{total_net_profit:.2f}\n") + + print("===== 信号统计 =====") + for k, v in stats.items(): + name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit'] + win_rate = (wins / count * 100) if count > 0 else 0.0 + avg_p = (total_p / count) if count > 0 else 0.0 + print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}") diff --git a/weex/长期持有信号/读取数据库数据-30分钟版.py b/weex/长期持有信号/读取数据库数据-30分钟版.py index 4f101f4..109eb63 100644 --- a/weex/长期持有信号/读取数据库数据-30分钟版.py +++ b/weex/长期持有信号/读取数据库数据-30分钟版.py @@ -185,14 +185,14 @@ def backtest_15m_trend_optimized(dates: List[str]): # ========================= 运行示例（优化版盈利计算） ========================= if __name__ == '__main__': - # dates = [] - # for i in range(1, 11): - # for i1 in range(1, 31): - # dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}") - # - # print(dates) + dates = [] + for i in range(1, 11): + for i1 in range(1, 31): + dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}") - dates = [f"2025-10-{i}" for i in range(1, 31)] + print(dates) + + # dates = [f"2025-10-{i}" for i in range(1, 31)] trades, stats = backtest_15m_trend_optimized(dates) logger.info("===== 每笔交易详情 =====")