diff --git a/me/bitmart-三分之一策略交易.py b/me/bitmart-三分之一策略交易.py new file mode 100644 index 0000000..f44b15d --- /dev/null +++ b/me/bitmart-三分之一策略交易.py @@ -0,0 +1,714 @@ +""" +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 + +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 + +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 + +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) +""" + +import time +import datetime + +from tqdm import tqdm +from loguru import logger +from bit_tools import openBrowser +from DrissionPage import ChromiumPage,ChromiumOptions + +from bitmart.api_contract import APIContract +from 交易.tools import send_dingtalk_message + + +class BitmartOneThirdStrategy: + def __init__(self, bit_id): + + self.page: ChromiumPage | None = None + + self.api_key = "6104088c65a68d7e53df5d9395b67d78e555293a" + self.secret_key = "a8b14312330d8e6b9b09acfd972b34e32022fdfa9f2b06f0a0a31723b873fd01" + 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=15, desc="等待K线", ncols=80) # 5分钟周期 + + self.last_kline_time = None + + 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.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 = 15 # 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 + + # 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 + + # ========================= 三分之一策略核心函数 ========================= + + 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: + return i, prev + + return None, None + + def get_one_third_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) + """ + 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 + 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 + + 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 + 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) + + if prev is None: + return None, None, None, None + + long_trigger, short_trigger = self.get_one_third_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 + + # 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) + 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: + direction = 'short' + trigger_price = short_trigger + else: + direction = 'long' + trigger_price = long_trigger + elif short_triggered: + direction = 'short' + trigger_price = short_trigger + elif long_triggered: + direction = 'long' + trigger_price = long_trigger + + 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 + 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 ========================= + + def get_klines(self): + """获取最近N根5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 + 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 + 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) + else: + logger.error(f"获取K线异常: {e}") + self.ding(msg="获取K线异常", error=True) + 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 + start_time=end_time - 3600 * 3, + 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 + + 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 + self.open_avg_price = None + self.current_amount = None + self.position_cross = None + 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 + + 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 + + # ========================= 浏览器自动化函数 ========================= + + 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 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: + 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(by_js=True) + return True + except: + 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 = 50 + try: + 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"]') + + self.ding(msg=f"执行{direction_str}操作,金额: {size}") + return True + except Exception as e: + logger.error(f"开单异常: {e}") + 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:" + if error: + logger.error(msg) + for i in range(10): + send_dingtalk_message(f"{prefix}{msg}") + else: + logger.info(msg) + send_dingtalk_message(f"{prefix}{msg}") + + # ========================= 时间计算函数 ========================= + + 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 ========================= + + 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"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 + + 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...") + 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 ========== + 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}") + 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 + + executed = False + if direction == "long": + if self.start == -1: # 当前空仓,平空开多 + 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 + logger.info("📈 无仓位,开多") + self.开单(marketPriceLongOrder=1, size=trade_size) + executed = True + + elif direction == "short": + if self.start == 1: # 当前多仓,平多开空 + 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 + logger.info("📉 无仓位,开空") + self.开单(marketPriceLongOrder=-1, size=trade_size) + executed = True + + # 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 self.get_position_status(): + self._send_position_message(kline_data[-1]) + last_report_time = current_time + + # 等待下次检测 + 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(15) + 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 + unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price) + else: # 空头 + 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 + else: + pnl_rate = (open_avg_price - current_price) / open_avg_price * 10000 + 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"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" + f"持仓量(eth):{float(current_amount) / 1000} eth\n" + f"持仓量(usdt):{position_cross} usdt\n" + f"浮动盈亏:{pnl_str}{rate_str}\n" + f"账户可用余额:{self.balance:.2f} usdt" + ) + else: + msg = ( + f"【三分之一策略 {self.contract_symbol} 5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() diff --git a/交易/bitmart-三分之一策略交易.py b/交易/bitmart-三分之一策略交易.py index b986f81..35a3484 100644 --- a/交易/bitmart-三分之一策略交易.py +++ b/交易/bitmart-三分之一策略交易.py @@ -73,7 +73,7 @@ class BitmartOneThirdStrategy: 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 - + # 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 @@ -114,16 +114,16 @@ class BitmartOneThirdStrategy: """ 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) @@ -137,7 +137,7 @@ class BitmartOneThirdStrategy: 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 + 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 return long_trigger, short_trigger @@ -146,7 +146,7 @@ class BitmartOneThirdStrategy: """ 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 @@ -423,6 +423,7 @@ class BitmartOneThirdStrategy: direction_str = "做多" if marketPriceLongOrder == 1 else "做空" logger.info(f"执行{direction_str}操作,金额: {size}") + size = 50 try: if marketPriceLongOrder == -1: self.click_safe('x://button[normalize-space(text()) ="市价"]') @@ -504,12 +505,33 @@ class BitmartOneThirdStrategy: self.click_safe('x://button[normalize-space(text()) ="市价"]') 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 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() @@ -526,13 +548,13 @@ class BitmartOneThirdStrategy: # 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 ========== 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") @@ -541,7 +563,7 @@ class BitmartOneThirdStrategy: 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") @@ -560,10 +582,12 @@ class BitmartOneThirdStrategy: time.sleep(self.check_interval) continue - logger.info(f"{'='*50}") + 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}") + 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}") logger.info(f" 当前持仓: {self.start} (1=多, -1=空, 0=无)") # ========== 执行交易逻辑 ========== @@ -600,7 +624,7 @@ class BitmartOneThirdStrategy: # 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 @@ -609,11 +633,12 @@ class BitmartOneThirdStrategy: self._send_position_message(curr_kline) last_report_time = time.time() - logger.info(f"{'='*50}") + 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}") + 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() @@ -629,6 +654,10 @@ class BitmartOneThirdStrategy: logger.error(f"主循环异常: {e}") time.sleep(self.check_interval) + time.sleep(15) + 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"]) @@ -638,7 +667,8 @@ class BitmartOneThirdStrategy: 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 + 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