diff --git a/database.db b/database.db deleted file mode 100644 index c0f4d52..0000000 Binary files a/database.db and /dev/null differ diff --git a/models/__init__.py b/models/__init__.py index 7d2c775..557eb45 100644 --- a/models/__init__.py +++ b/models/__init__.py @@ -1,4 +1,4 @@ from peewee import * # 连接到 SQLite 数据库，如果文件不存在会自动创建 -db = SqliteDatabase('database.db') +db = SqliteDatabase(r'C:\Users\27942\Desktop\job\models\database.db') diff --git a/models/database.db b/models/database.db deleted file mode 100644 index 383d339..0000000 Binary files a/models/database.db and /dev/null differ diff --git a/models/weex.py b/models/weex.py index 37b0390..7a9e433 100644 --- a/models/weex.py +++ b/models/weex.py @@ -14,20 +14,9 @@ class Weex(Model): database = db table_name = 'weex' + # 连接到数据库 db.connect() # 创建表（如果表不存在） db.create_tables([Weex]) - -# 示例数据 -data = ['100', '101', '99', '100.5', 1] - -# 使用 get_or_create 方法插入数据 -Weex.get_or_create( - id=data[1], - open=data[0], - high=data[1], - low=data[2], - close=data[3] -) \ No newline at end of file diff --git a/weex/抓取数据.py b/weex/抓取数据.py index 025b4b5..e435107 100644 --- a/weex/抓取数据.py +++ b/weex/抓取数据.py @@ -1,256 +1,79 @@ -import datetime +import time -import pandas as pd -import requests -from loguru import logger +from curl_cffi import requests +from models.weex import Weex -# ================= 辅助函数 ================= +headers = { + 'accept': 'application/json, text/plain, */*', + 'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6', + 'appversion': '2.0.0', + 'bundleid': '', + 'cache-control': 'no-cache', + 'dnt': '1', + 'language': 'zh_CN', + 'origin': 'https://www.weeaxs.site', + 'pragma': 'no-cache', + 'priority': 'u=1, i', + 'referer': 'https://www.weeaxs.site/', + 'sec-ch-ua': '"Chromium";v="140", "Not=A?Brand";v="24", "Microsoft Edge";v="140"', + 'sec-ch-ua-mobile': '?0', + 'sec-ch-ua-platform': '"Windows"', + 'sec-fetch-dest': 'empty', + 'sec-fetch-mode': 'cors', + 'sec-fetch-site': 'cross-site', + 'sidecar': '01bfdfef90d2d6213c86b09f3a00d696d366752996a0b6692a33969a67fcd243df', + 'terminalcode': '89adf61538715df59eb4f6414981484e', + 'terminaltype': '1', + 'traceid': 'mgoh8eoehxp15lxnbv', + 'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/140.0.0.0 Safari/537.36 Edg/140.0.0.0', + 'vs': 'G5h7sX78yNSykC9xtTmA7O2lSKqAk6Sp', + 'x-sig': '74ec6a65f3886f24a8b062e3b41edb1a', + 'x-timestamp': '1760320261454', +} -def is_bullish(candle): - """判断是否是阳线（开盘价 < 收盘价，即涨）""" - return float(candle['open']) < float(candle['close']) +klineId = None +klineTime = None +contractId = None - -def is_bearish(candle): - """判断是否是阴线（开盘价 > 收盘价，即跌）""" - return float(candle['open']) > float(candle['close']) - - -def check_signal(prev, curr): - """ - 判断是否出现包住形态，返回信号类型和方向： - 1. 前跌后涨包住 -> 做多信号 (bear_bull_engulf) - 2. 前涨后跌包住 -> 做空信号 (bull_bear_engulf) - 3. 前涨后涨包住 -> 做多信号 (bull_bull_engulf) - 4. 前跌后跌包住 -> 做空信号 (bear_bear_engulf) - """ - p_open, p_close = float(prev['open']), float(prev['close']) # 前一笔 - c_open, c_close = float(curr['open']), float(curr['close']) # 当前一笔 - - # 情况1：前跌后涨，且涨线包住前跌线 -> 做多信号 - if is_bullish(curr) and is_bearish(prev): - if c_open <= p_close and c_close >= p_open: - return "long", "bear_bull_engulf" - - # 情况2：前涨后跌，且跌线包住前涨线 -> 做空信号 - if is_bearish(curr) and is_bullish(prev): - if c_open >= p_close and c_close <= p_open: - return "short", "bull_bear_engulf" - - # # 情况3：前涨后涨，且后涨线包住前涨线 -> 做多信号 - # if is_bullish(curr) and is_bullish(prev): - # if c_open < p_open and c_close > p_close: - # return "long", "bull_bull_engulf" - - # # 情况4：前跌后跌，且后跌线包住前跌线 -> 做空信号 - # if is_bearish(curr) and is_bearish(prev): - # if c_open > p_open and c_close < p_close: - # return "short", "bear_bear_engulf" - - return None, None - - -def simulate_trade(direction, entry_price, future_candles, take_profit_diff=30, stop_loss_diff=-10): - """ - 模拟交易（逐根K线回测） - 使用价差来控制止盈止损： - - 盈利达到 take_profit_diff 就止盈 - - 亏损达到 stop_loss_diff 就止损 - - direction：信号类型 - entry_price：开盘价格 - future_candles：未来的行情数据 - - """ - - for candle in future_candles: - high, low, close = float(candle['high']), float(candle['low']), float(candle['close']) - - if direction == "long": - # 做多：检查最高价是否达到止盈，最低价是否触及止损 - if high >= entry_price + take_profit_diff: - return entry_price + take_profit_diff, take_profit_diff, candle['id'] # 止盈 - if low <= entry_price + stop_loss_diff: - return entry_price + stop_loss_diff, stop_loss_diff, candle['id'] # 止损 - - elif direction == "short": - # 做空：检查最低价是否达到止盈，最高价是否触及止损 - if low <= entry_price - take_profit_diff: - return entry_price - take_profit_diff, take_profit_diff, candle['id'] # 止盈 - if high >= entry_price - stop_loss_diff: - return entry_price - stop_loss_diff, stop_loss_diff, candle['id'] # 止损 - - # 如果未来都没触发，最后一根收盘平仓 - final_price = float(future_candles[-1]['close']) - if direction == "long": - diff_money = final_price - entry_price - else: - diff_money = entry_price - final_price - - return final_price, diff_money, future_candles[-1]['id'] - - -if __name__ == '__main__': - - # zh_project = 0 # 累计盈亏 - # all_trades = [] # 保存所有交易明细 - # - # # 四种信号类型的统计 - # signal_stats = { - # "bear_bull_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "涨包跌"}, - # "bull_bear_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "跌包涨"}, - # # "bull_bull_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "涨包涨"}, - # # "bear_bear_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "跌包跌"} - # } - - headers = { - 'accept': 'application/json, text/plain, */*', - 'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6', - 'appversion': '2.0.0', - 'bundleid': '', - 'cache-control': 'no-cache', - 'dnt': '1', - 'language': 'zh_CN', - 'origin': 'https://www.weeaxs.site', - 'pragma': 'no-cache', - 'priority': 'u=1, i', - 'referer': 'https://www.weeaxs.site/', - 'sec-ch-ua': '"Chromium";v="140", "Not=A?Brand";v="24", "Microsoft Edge";v="140"', - 'sec-ch-ua-mobile': '?0', - 'sec-ch-ua-platform': '"Windows"', - 'sec-fetch-dest': 'empty', - 'sec-fetch-mode': 'cors', - 'sec-fetch-site': 'cross-site', - 'sidecar': '01bfdfef90d2d6213c86b09f3a00d696d366752996a0b6692a33969a67fcd243df', - 'terminalcode': '89adf61538715df59eb4f6414981484e', - 'terminaltype': '1', - 'traceid': 'mgoh8eoehxp15lxnbv', - 'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/140.0.0.0 Safari/537.36 Edg/140.0.0.0', - 'vs': 'G5h7sX78yNSykC9xtTmA7O2lSKqAk6Sp', - 'x-sig': '74ec6a65f3886f24a8b062e3b41edb1a', - 'x-timestamp': '1760320261454', +for i in range(500): + print(i) + params = { + 'languageType': '1', + 'sign': 'SIGN', + 'timeZone': 'string', + 'contractId': '10000002', + 'productCode': 'ethusdt', + 'priceType': 'LAST_PRICE', + 'klineType': 'MINUTE_15', + 'limit': '329', } - datas = [] + if klineId: + params['nextKey.klineId'] = klineId + params['nextKey.contractId'] = contractId - klineId = None - klineTime = None - for i in range(500): + if klineTime: + params['nextKey.klineTime'] = klineTime - params = { - 'languageType': '1', - 'sign': 'SIGN', - 'timeZone': 'string', - 'contractId': '10000002', - 'productCode': 'ethusdt', - 'priceType': 'LAST_PRICE', - 'klineType': 'MINUTE_15', - 'limit': '329', - } - print(params) + response = requests.get('https://http-gateway1.janapw.com/api/v1/public/quote/v1/getKlineV2', params=params, + headers=headers) - # if klineId: - # params['nextKey.klineId'] = klineId - # params['nextKey.contractId'] = '10000002' - # - # if klineTime: - # params['nextKey.klineTime'] = klineTime + klineId = response.json()["data"]["nextKey"]["klineId"] + klineTime = response.json()["data"]["nextKey"]["klineTime"] + contractId = response.json()["data"]["nextKey"]["contractId"] - response = requests.get( - 'https://http-gateway2.janapw.com/api/v1/public/quote/v1/getKlineV2', - params=params, - headers=headers + for data in response.json()["data"]["dataList"]: + # print(data) + + Weex.get_or_create( + id=int(data[4]), + defaults={ + 'open': float(data[3]), + 'high': float(data[1]), + 'low': float(data[2]), + 'close': float(data[0]), + } ) - klineId = response.json()["data"]["nextKey"]["klineId"] - klineTime = response.json()["data"]["nextKey"]["klineTime"] - - for data in response.json()["data"]["dataList"]: - # print(data) - - datas.append( - { - "open": data[3], - "high": data[1], - "low": data[2], - "close": data[0], - "id": data[4], - } - ) - - datas = sorted(datas, key=lambda x: x["id"]) - for data in datas: - print(data) - - # 将列表转换为 DataFrame - df = pd.DataFrame(datas) - - # 将 DataFrame 保存为 Excel 文件 - df.to_excel('stock_data.xlsx', index=False) - - print("数据已成功保存到 stock_data.xlsx 文件中。") - - # daily_signals = 0 # 信号总数 - # daily_wins = 0 - # daily_profit = 0 # 价差总和 - # - # # 遍历每根K线，寻找信号 - # for idx in range(1, len(datas) - 2): # 留出未来K线 - # prev, curr = datas[idx - 1], datas[idx] # 前一笔，当前一笔 - # entry_candle = datas[idx + 1] # 下一根开盘价作为入场价 - # future_candles = datas[idx + 2:] # 未来行情 - # - # entry_open = float(entry_candle['open']) # 开仓价格 - # direction, signal_type = check_signal(prev, curr) # 判断开仓方向和信号类型 - # - # if direction and signal_type: - # daily_signals += 1 - # - # exit_price, diff, exit_time = simulate_trade(direction, entry_open, future_candles, take_profit_diff=30, - # stop_loss_diff=-2) - # - # # 统计该信号类型的表现 - # signal_stats[signal_type]["count"] += 1 - # signal_stats[signal_type]["total_profit"] += diff - # if diff > 0: - # signal_stats[signal_type]["wins"] += 1 - # daily_wins += 1 - # - # daily_profit += diff - # - # # 将时间戳转换为本地时间 - # local_time = datetime.datetime.fromtimestamp(int(entry_candle['id']) / 1000) - # formatted_time = local_time.strftime("%Y-%m-%d %H:%M:%S") - # - # # 保存交易详情 - # all_trades.append( - # ( - # f"{formatted_time}号", - # "做多" if direction == "long" else "做空", - # signal_stats[signal_type]["name"], - # entry_open, - # exit_price, - # diff, - # exit_time - # ) - # ) - # - # # ===== 输出每笔交易详情 ===== - # logger.info("===== 每笔交易详情 =====") - # n = n1 = 0 # n = 总盈利，n1 = 总手续费 - # for date, direction, signal_name, entry, exit, diff, end_time in all_trades: - # profit_amount = diff / entry * 10000 # 计算盈利金额 - # close_fee = 10000 / entry * exit * 0.0005 # 平仓手续费 - # - # logger.info( - # f"{date} {direction}({signal_name}) 入场={entry:.2f} 出场={exit:.2f} 出场时间={end_time} " - # f"差价={diff:.2f} 盈利={profit_amount:.2f} " - # f"开仓手续费=5u 平仓手续费={close_fee:.2f}" - # ) - # n1 += 5 + close_fee - # n += profit_amount - # - # print(f'一共笔数：{len(all_trades)}') - # print(f"一共盈利：{n:.2f}") - # print(f'一共手续费：{n1:.2f}') + # time.sleep(1)