diff --git a/me/bitmart-三分之一策略交易1111111.py b/me/bitmart-三分之一策略交易1111111.py index bfe82eb..5f70b46 100644 --- a/me/bitmart-三分之一策略交易1111111.py +++ b/me/bitmart-三分之一策略交易1111111.py @@ -1,34 +1,29 @@ """ -BitMart 三分之一回归策略交易（双向触发版） -使用5分钟K线周期，实时监测 +BitMart 五分之一策略交易（3分钟精准版） +使用3分钟K线周期计算触发价格，实时监测；同根K线内多空都触及时用开盘价距离判断先后 + +策略规则（与 bitmart/回测数据-五分之一策略-3分钟精准版.py 完全一致）： +1. 触发价格计算（基于有效的前一根3分钟K线，实体>=0.1）： + - 做多触发价格 = 收盘价 + 实体/5（从收盘价往上涨1/5） + - 做空触发价格 = 收盘价 - 实体/5（从收盘价往下跌1/5） -策略规则： -1. 触发价格计算（基于有效的前一根K线，实体>=0.1）： - - 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3） - - 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3） - 2. 信号触发条件： - - 当前K线最高价 >= 做多触发价格 → 做多信号 - - 当前K线最低价 <= 做空触发价格 → 做空信号 + - 当前3分钟K线最高价 >= 做多触发价格 → 做多信号 + - 当前3分钟K线最低价 <= 做空触发价格 → 做空信号 3. 执行逻辑： - 做多时遇到做空信号 -> 平多并反手开空 - 做空时遇到做多信号 -> 平空并反手开多 - - 同一根K线内只交易一次，防止频繁反手 + - 同一根3分钟K线内只交易一次 -示例1（阳线）： - 前一根K线：开盘3000，收盘3100（阳线，实体=100） - - 做多触发价格 = 3100 + 33 = 3133（继续上涨做多） - - 做空触发价格 = 3100 - 33 = 3067（回调做空）←当前跌到这里就做空 - -示例2（阴线）： - 前一根K线：开盘3100，收盘3000（阴线，实体=100） - - 做多触发价格 = 3000 + 33 = 3033（反弹做多） - - 做空触发价格 = 3000 - 33 = 2967（继续下跌做空） +4. 同根触发判断（无需1分钟K线）： + - 当一根3分钟K线同时触及做多和做空价格时 + - 使用该3分钟K线开盘价与触发价的距离判断先后 """ - +import random import time import datetime +from concurrent.futures import ThreadPoolExecutor from tqdm import tqdm from loguru import logger @@ -39,10 +34,12 @@ from DrissionPage import ChromiumOptions from bitmart.api_contract import APIContract from 交易.tools import send_dingtalk_message +# 创建全局线程池用于异步发送钉钉消息 +ding_executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="dingtalk") -class BitmartOneThirdStrategy: + +class BitmartOneFifthStrategy: def __init__(self, bit_id): - self.page: ChromiumPage | None = None self.api_key = "6104088c65a68d7e53df5d9395b67d78e555293a" @@ -50,187 +47,102 @@ class BitmartOneThirdStrategy: self.memo = "me" 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=5, desc="等待K线", ncols=80) # 5分钟周期 + self.pbar = tqdm(total=3, desc="等待K线", ncols=80) # 3分钟周期 self.last_kline_time = None + self.leverage = "40" + self.open_type = "cross" + self.risk_percent = 0.1 - self.leverage = "40" # 高杠杆（全仓模式下可开更大仓位） - self.open_type = "cross" # 全仓模式 - 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.open_avg_price = None + self.current_amount = None self.bit_id = bit_id - # 三分之一策略参数 - self.min_body_size = 0.1 # 最小实体大小 - self.kline_step = 5 # K线周期（5分钟） - self.kline_count = 20 # 获取的K线数量，用于向前查找有效K线 + # 五分之一策略参数（与回测一致） + self.min_body_size = 0.1 + self.kline_step = 3 # 3分钟K线 + self.kline_count = 20 - # 实时监测参数 - self.check_interval = 3 # 检测间隔（秒） - self.last_trigger_kline_id = None # 记录上次触发信号的K线ID，避免同一K线重复触发 - self.last_trigger_direction = None # 记录上次触发的方向 - self.last_trade_kline_id = None # 记录上次实际交易的K线ID，防止同一K线内频繁反手 + self.check_interval = 3 + self.last_trigger_kline_id = None + self.last_trigger_direction = None + self.last_trade_kline_id = None - # ========================= 三分之一策略核心函数 ========================= + # ========================= 五分之一策略核心 ========================= def is_bullish(self, c): - """判断阳线""" return float(c['close']) > float(c['open']) def is_bearish(self, c): - """判断阴线""" return float(c['close']) < float(c['open']) def get_body_size(self, candle): - """计算K线实体大小（绝对值）""" return abs(float(candle['open']) - float(candle['close'])) def find_valid_prev_bar(self, all_data, current_idx, min_body_size=0.1): - """ - 从当前索引往前查找，直到找到实体>=min_body_size的K线 - 返回：(有效K线的索引, K线数据) 或 (None, None) - """ if current_idx <= 0: return None, None - for i in range(current_idx - 1, -1, -1): prev = all_data[i] - body_size = self.get_body_size(prev) - if body_size >= min_body_size: + if self.get_body_size(prev) >= min_body_size: return i, prev - return None, None - def get_one_third_levels(self, prev): + def get_one_fifth_levels(self, prev): """ - 计算前一根K线实体的 1/3 双向触发价格 - 返回：(做多触发价格, 做空触发价格) - - 基于收盘价计算（无论阴线阳线）： - - 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3实体） - - 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3实体） - - 示例： - 阳线 open=3000, close=3100, 实体=100 - - 做多触发 = 3100 + 33 = 3133（继续涨） - - 做空触发 = 3100 - 33 = 3067（回调） - - 阴线 open=3100, close=3000, 实体=100 - - 做多触发 = 3000 + 33 = 3033（反弹） - - 做空触发 = 3000 - 33 = 2967（继续跌） + 计算前一根K线实体的 1/5 双向触发价格 + 做多触发 = 收盘价 + 实体/5，做空触发 = 收盘价 - 实体/5 """ p_open = float(prev['open']) p_close = float(prev['close']) - body = abs(p_open - p_close) - - if body < 0.001: # 十字星，忽略 + if body < 0.001: return None, None - - # 基于收盘价的双向触发价格 - long_trigger = p_close + body / 3 # 从收盘价往上涨1/3触发做多 - short_trigger = p_close - body / 3 # 从收盘价往下跌1/3触发做空 - + long_trigger = p_close + body / 5 + short_trigger = p_close - body / 5 return long_trigger, short_trigger - def check_trigger(self, all_data, current_idx): - """ - 检查当前K线是否触发了交易信号（双向检测） - 返回：(方向, 触发价格, 有效前一根K线索引) 或 (None, None, None) - - 规则： - - 当前K线高点 >= 做多触发价格 → 做多信号 - - 当前K线低点 <= 做空触发价格 → 做空信号 - """ - if current_idx <= 0: - return None, None, None - - curr = all_data[current_idx] - - # 查找实体>=min_body_size的前一根K线 - valid_prev_idx, prev = self.find_valid_prev_bar(all_data, current_idx, self.min_body_size) - - if prev is None: - return None, None, None - - long_trigger, short_trigger = self.get_one_third_levels(prev) - - if long_trigger is None: - return None, None, None - - # 使用影线部分（high/low）来判断 - c_high = float(curr['high']) - c_low = float(curr['low']) - - # 检测是否触发 - long_triggered = c_high >= long_trigger - short_triggered = c_low <= short_trigger - - # 如果两个方向都触发，判断哪个先触发 - if long_triggered and short_triggered: - c_open = float(curr['open']) - dist_to_long = abs(long_trigger - c_open) - dist_to_short = abs(short_trigger - c_open) - if dist_to_short <= dist_to_long: - return 'short', short_trigger, valid_prev_idx - else: - return 'long', long_trigger, valid_prev_idx - - if short_triggered: - return 'short', short_trigger, valid_prev_idx - - if long_triggered: - return 'long', long_trigger, valid_prev_idx - - return None, None, None - def check_realtime_trigger(self, kline_data): """ - 实时检测当前K线是否触发信号（双向检测） - 基于已收盘的K线计算触发价格，用当前正在形成的K线判断 + 检查当前3分钟K线是否触发交易信号（与回测逻辑完全一致） + 若同时触发多空，则用开盘价距离判断先后顺序（不请求1分钟K线）。 + + 参数: + kline_data: K线数据列表 + 返回：(方向, 触发价格, 有效前一根K线, 当前K线) 或 (None, None, None, None) """ if len(kline_data) < 2: return None, None, None, None - # 当前正在形成的K线（最后一根，未收盘） curr = kline_data[-1] curr_kline_id = curr['id'] - - # 从倒数第二根开始往前找有效K线（已收盘的K线） - valid_prev_idx, prev = self.find_valid_prev_bar(kline_data, len(kline_data) - 1, self.min_body_size) - + valid_prev_idx, prev = self.find_valid_prev_bar( + kline_data, len(kline_data) - 1, self.min_body_size + ) if prev is None: return None, None, None, None - long_trigger, short_trigger = self.get_one_third_levels(prev) - + long_trigger, short_trigger = self.get_one_fifth_levels(prev) if long_trigger is None: return None, None, None, None - # 使用当前K线的实时高低点来判断 c_high = float(curr['high']) c_low = float(curr['low']) - - # 检测是否触发 long_triggered = c_high >= long_trigger short_triggered = c_low <= short_trigger + both_triggered = long_triggered and short_triggered - # 确定触发方向 direction = None trigger_price = None - if long_triggered and short_triggered: - # 两个方向都触发，判断哪个先（距离开盘价更近的先触发） + # 如果同时触发多空，用开盘价距离判断先后顺序（避免请求1分钟K线） + if both_triggered: c_open = float(curr['open']) dist_to_long = abs(long_trigger - c_open) dist_to_short = abs(short_trigger - c_open) @@ -250,27 +162,24 @@ class BitmartOneThirdStrategy: if direction is None: return None, None, None, None - # 检查是否在同一根K线内已经触发过相同方向 + # 避免同一根K线内重复触发相同信号 if self.last_trigger_kline_id == curr_kline_id and self.last_trigger_direction == direction: return None, None, None, None return direction, trigger_price, prev, curr - # ========================= BitMart API 函数 ========================= + # ========================= BitMart API ========================= def get_klines(self): - """获取最近N根5分钟K线""" + """获取最近3分钟K线""" try: end_time = int(time.time()) - # 获取足够多的K线用于向前查找有效K线 response = self.contractAPI.get_kline( contract_symbol=self.contract_symbol, - step=self.kline_step, # 5分钟 - start_time=end_time - 3600 * 3, # 取最近3小时 + step=self.kline_step, + start_time=end_time - 3600 * 3, end_time=end_time )[0]["data"] - - # 每根: [timestamp, open, high, low, close, volume] formatted = [] for k in response: formatted.append({ @@ -284,7 +193,6 @@ class BitmartOneThirdStrategy: return formatted except Exception as e: error_msg = str(e) - # 检查是否是429限流错误 if "429" in error_msg or "too many requests" in error_msg.lower(): logger.warning(f"API限流，等待60秒后重试: {e}") time.sleep(60) @@ -294,12 +202,11 @@ class BitmartOneThirdStrategy: return None def get_current_price(self): - """获取当前最新价格""" try: end_time = int(time.time()) response = self.contractAPI.get_kline( contract_symbol=self.contract_symbol, - step=1, # 1分钟 + step=1, start_time=end_time - 3600 * 3, end_time=end_time )[0] @@ -311,14 +218,13 @@ class BitmartOneThirdStrategy: 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): + if isinstance(data, list): for asset in data: if asset.get('currency') == 'USDT': return float(asset.get('available_balance', 0)) @@ -328,7 +234,6 @@ class BitmartOneThirdStrategy: return None 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: @@ -344,14 +249,12 @@ class BitmartOneThirdStrategy: self.current_amount = positions[0]['current_amount'] self.position_cross = positions[0]["position_cross"] return True - else: - return False + return False except Exception as e: logger.error(f"持仓查询异常: {e}") return False 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, @@ -361,38 +264,34 @@ class BitmartOneThirdStrategy: 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 + 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 - # ========================= 浏览器自动化函数 ========================= + # ========================= 浏览器 ========================= 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: + except Exception: return False def close_extra_tabs_in_browser(self): - """关闭多余 tab""" try: for idx, tab in enumerate(self.page.get_tabs()): if idx > 0: tab.close() return True - except: + except Exception: return False def click_safe(self, xpath, sleep=0.5): - """安全点击""" try: ele = self.page.ele(xpath) if not ele: @@ -401,29 +300,21 @@ class BitmartOneThirdStrategy: time.sleep(sleep) ele.click(by_js=True) return True - except: + except Exception: return False def 平仓(self): - """市价平仓""" logger.info("执行平仓操作...") self.click_safe('x://span[normalize-space(text()) ="市价"]') time.sleep(0.5) self.ding(msg="执行平仓操作") def 开单(self, marketPriceLongOrder=0, size=None): - """ - 市价开单 - marketPriceLongOrder: 1 做多, -1 做空 - """ if size is None or size <= 0: logger.warning("开单金额无效") return False - direction_str = "做多" if marketPriceLongOrder == 1 else "做空" logger.info(f"执行{direction_str}操作，金额: {size}") - - size = 40 try: if marketPriceLongOrder == -1: self.click_safe('x://button[normalize-space(text()) ="市价"]') @@ -433,7 +324,6 @@ class BitmartOneThirdStrategy: 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"]') - self.ding(msg=f"执行{direction_str}操作，金额: {size}") return True except Exception as e: @@ -441,242 +331,182 @@ class BitmartOneThirdStrategy: return False def ding(self, msg, error=False): - """统一消息格式""" - prefix = "❌三分之一策略：" if error else "🔔三分之一策略：" + """ + 异步发送钉钉消息，不阻塞主程序的K线获取和交易操作 + """ + prefix = "❌五分之一策略：" if error else "🔔五分之一策略：" + full_msg = f"{prefix}{msg}" + if error: logger.error(msg) + # 异步发送多条错误消息 for i in range(10): - send_dingtalk_message(f"{prefix}{msg}") + ding_executor.submit(self._send_ding_safe, full_msg) else: logger.info(msg) - send_dingtalk_message(f"{prefix}{msg}") + # 异步发送单条消息 + ding_executor.submit(self._send_ding_safe, full_msg) - # ========================= 时间计算函数 ========================= + def _send_ding_safe(self, msg): + """ + 安全发送钉钉消息，捕获异常防止线程崩溃 + """ + try: + send_dingtalk_message(msg) + except Exception as e: + logger.warning(f"钉钉消息发送失败: {e}") - def get_now_time(self): - """获取当前5分钟整点时间戳""" - current_timestamp = time.time() - current_datetime = datetime.datetime.fromtimestamp(current_timestamp) - - # 计算距离当前时间最近的5分钟整点 - minute = current_datetime.minute - target_minute = (minute // 5) * 5 # 向下取整到5分钟 - target_datetime = current_datetime.replace(minute=target_minute, second=0, microsecond=0) - - return int(target_datetime.timestamp()) - - def get_time_to_next_5min(self): - """获取距离下一个5分钟的秒数""" - current_timestamp = time.time() - current_datetime = datetime.datetime.fromtimestamp(current_timestamp) - - minute = current_datetime.minute - next_5min = ((minute // 5) + 1) * 5 - if next_5min >= 60: - next_datetime = current_datetime.replace(minute=0, second=0, microsecond=0) + datetime.timedelta(hours=1) - else: - next_datetime = current_datetime.replace(minute=next_5min, second=0, microsecond=0) - - return (next_datetime - current_datetime).total_seconds() - - # ========================= 主运行函数 ========================= + # ========================= 主循环 ========================= def action(self): - """主运行逻辑 - 实时监测版本""" - # 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("打开浏览器失败！", error=True) return logger.info("浏览器打开成功") - 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") time.sleep(2) - self.click_safe('x://button[normalize-space(text()) ="市价"]') + logger.info(f"五分之一策略（3分钟K线）开始实时监测，检测间隔: {self.check_interval}秒") - logger.info(f"开始实时监测，检测间隔: {self.check_interval}秒") - - # 用于定时发送持仓信息（每5分钟发一次） last_report_time = 0 - report_interval = 300 # 5分钟报告一次持仓 + report_interval = 300 while True: - # 1. 打开浏览器 for i in range(5): if self.openBrowser(): break - time.sleep(5) else: self.ding("打开浏览器失败！", error=True) return logger.info("浏览器打开成功") - 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") time.sleep(2) - self.click_safe('x://button[normalize-space(text()) ="市价"]') try: - # 获取K线数据 kline_data = self.get_klines() - if not kline_data: - logger.warning("获取K线数据失败，等待重试...") + if not kline_data or len(kline_data) < 3: + logger.warning("K线数据不足，等待重试...") time.sleep(self.check_interval) continue - if len(kline_data) < 3: - logger.warning("K线数据不足") - time.sleep(self.check_interval) - continue - - # 获取当前K线信息用于日志 curr = kline_data[-1] curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S') - # ========== 实时信号检测 ========== + # 获取持仓状态 + if not self.get_position_status(): + logger.warning("获取仓位信息失败，使用缓存的持仓状态") + + # 检测五分之一策略信号（与回测逻辑完全一致） direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data) if direction: curr_kline_id = curr_kline['id'] - - # 检查是否在同一K线内已经交易过（防止频繁反手） if self.last_trade_kline_id == curr_kline_id: - logger.debug(f"同一K线内已交易，跳过本次{direction}信号") - # 更新触发记录，避免重复日志 self.last_trigger_kline_id = curr_kline_id self.last_trigger_direction = direction time.sleep(self.check_interval) continue - # 获取持仓状态 - if not self.get_position_status(): - logger.warning("获取仓位信息失败") - time.sleep(self.check_interval) - continue - prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M') prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线" prev_body = self.get_body_size(valid_prev) - # 检查信号与持仓是否同向（避免重复日志） - if (direction == "long" and self.start == 1) or (direction == "short" and self.start == -1): - # 信号与持仓同向，静默忽略 - self.last_trigger_kline_id = curr_kline_id - self.last_trigger_direction = direction - time.sleep(self.check_interval) - continue - logger.info(f"{'=' * 50}") logger.info(f"🚨 检测到{direction}信号！触发价格: {trigger_price:.2f}") logger.info( f" 有效前一根[{prev_time}]: {prev_type} 实体={prev_body:.2f} O={valid_prev['open']:.2f} C={valid_prev['close']:.2f}") logger.info( - f" 当前K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}") + f" 当前3分钟K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}") logger.info(f" 当前持仓: {self.start} (1=多, -1=空, 0=无)") - # ========== 执行交易逻辑 ========== balance = self.get_available_balance() - if balance is None: - balance = 0 - trade_size = balance * self.risk_percent - + trade_size = (balance or 0) * self.risk_percent executed = False + + # 执行交易逻辑（与回测一致） if direction == "long": - if self.start == -1: # 当前空仓，平空开多 + if self.start == -1: + # 持空仓遇到做多信号 -> 平空并反手开多 logger.info("📈 平空仓，反手开多") self.平仓() time.sleep(1) self.开单(marketPriceLongOrder=1, size=trade_size) executed = True - elif self.start == 0: # 当前无仓，直接开多 + elif self.start == 0: + # 无仓位遇到做多信号 -> 开多 logger.info("📈 无仓位，开多") self.开单(marketPriceLongOrder=1, size=trade_size) executed = True - + elif self.start == 1: + # 持多仓遇到做多信号 -> 不操作 + logger.debug("已持有多仓，忽略做多信号") elif direction == "short": - if self.start == 1: # 当前多仓，平多开空 + if self.start == 1: + # 持多仓遇到做空信号 -> 平多并反手开空 logger.info("📉 平多仓，反手开空") self.平仓() time.sleep(1) self.开单(marketPriceLongOrder=-1, size=trade_size) executed = True - elif self.start == 0: # 当前无仓，直接开空 + elif self.start == 0: + # 无仓位遇到做空信号 -> 开空 logger.info("📉 无仓位，开空") self.开单(marketPriceLongOrder=-1, size=trade_size) executed = True + elif self.start == -1: + # 持空仓遇到做空信号 -> 不操作 + logger.debug("已持有空仓，忽略做空信号") - # 记录本次触发 self.last_trigger_kline_id = curr_kline_id self.last_trigger_direction = direction - if executed: - # 记录交易K线，防止同一K线内频繁反手 self.last_trade_kline_id = curr_kline_id - # 交易后立即发送持仓信息 self.get_position_status() self._send_position_message(curr_kline) last_report_time = time.time() - logger.info(f"{'=' * 50}") - else: - # 没有信号时，显示实时价格 logger.debug( f"[{curr_time_str}] 现价: {curr['close']:.2f} H={curr['high']:.2f} L={curr['low']:.2f}") - # ========== 定时发送持仓信息 ========== - current_time = time.time() - if current_time - last_report_time >= report_interval: + if time.time() - last_report_time >= report_interval: if self.get_position_status(): self._send_position_message(kline_data[-1]) - last_report_time = current_time - - # 等待下次检测 + last_report_time = time.time() time.sleep(self.check_interval) except Exception as e: logger.error(f"主循环异常: {e}") time.sleep(self.check_interval) + time.sleep(3) - time.sleep(15) - self.page.close() - time.sleep(15) + if random.randint(1,10)>7: + self.page.close() + time.sleep(15) def _send_position_message(self, latest_kline): - """发送持仓信息到钉钉""" current_price = float(latest_kline["close"]) balance = self.get_available_balance() self.balance = balance if balance is not None else 0.0 - if self.start != 0: open_avg_price = float(self.open_avg_price) if self.open_avg_price else 0.0 current_amount = float(self.current_amount) if self.current_amount else 0.0 - position_cross = float(self.position_cross) if hasattr(self, - 'position_cross') and self.position_cross else 0.0 - - # 计算浮动盈亏 - if self.start == 1: # 多头 + position_cross = float(self.position_cross) if getattr(self, 'position_cross', None) else 0.0 + if self.start == 1: unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price) - else: # 空头 + else: unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price) - - # 计算收益率 if open_avg_price > 0: if self.start == 1: pnl_rate = (current_price - open_avg_price) / open_avg_price * 10000 @@ -685,12 +515,10 @@ class BitmartOneThirdStrategy: rate_str = f" ({pnl_rate:+.2f}%)" else: rate_str = "" - direction_str = "空" if self.start == -1 else "多" pnl_str = f"{unrealized_pnl:+.2f} USDT" - msg = ( - f"【三分之一策略 {self.contract_symbol} 5分钟】\n" + f"【五分之一策略 {self.contract_symbol} 3分钟】\n" f"当前方向：{direction_str}\n" f"当前现价：{current_price:.2f} USDT\n" f"开仓均价：{open_avg_price:.2f} USDT\n" @@ -701,15 +529,21 @@ class BitmartOneThirdStrategy: ) else: msg = ( - f"【三分之一策略 {self.contract_symbol} 5分钟】\n" + f"【五分之一策略 {self.contract_symbol} 3分钟】\n" f"当前方向：无\n" f"当前现价：{current_price:.2f} USDT\n" f"账户可用余额：{self.balance:.2f} usdt" ) - self.ding(msg=msg) if __name__ == '__main__': - # 启动三分之一策略交易 - BitmartOneThirdStrategy(bit_id="62f9107d0c674925972084e282df55b3").action() + try: + BitmartOneFifthStrategy(bit_id="62f9107d0c674925972084e282df55b3").action() + except KeyboardInterrupt: + logger.info("程序被用户中断") + finally: + # 关闭线程池，等待所有钉钉消息发送完成 + logger.info("正在关闭钉钉消息线程池...") + ding_executor.shutdown(wait=True) + logger.info("线程池已关闭")