import requests import datetime cookies = { 'bitget_lang': 'zh-CN', '_dx_kvani5r': '24e0dceb12f85d9a1279183ca29c09f772f8c61124e4eca228d8dd909c9b24b0019c2b9a', 'OptanonAlertBoxClosed': 'Wed%20Sep%2024%202025%2017:12:32%20GMT+0800%20(%E4%B8%AD%E5%9B%BD%E6%A0%87%E5%87%86%E6%97%B6%E9%97%B4)', 'OptanonConsent': 'isMarketing=1&isStatistic=1', '_cfuvid': 'IHXjOVVjx5iewfwL1nrgeHsZ6whu9s4iYYYvNvJvOQM-1758867462928-0.0.1.1-604800000', 'dy_token': '68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1', 'g_state': '{"i_l":0}', 'theme': 'white', 'BITGET_LOCAL_COOKIE': '{%22bitget_lang%22:%22zh-CN%22%2C%22bitget_unit%22:%22CNY%22%2C%22bitget_showasset%22:true%2C%22bitget_theme%22:%22white%22%2C%22bitget_layout%22:%22right%22%2C%22bitget_valuationunit%22:0%2C%22bitget_valuationunit_new%22:1%2C%22bitget_valuationunitandfiat%22:1%2C%22bitgt_login%22:false%2C%22theme%22:%22black%22%2C%22brand_simulation_trade%22:false%2C%22bitget_currency%22:%22%22}', 'bt_rtoken': 'upex:session:id:1d00ce6487e37f4d7230a5aafe3ffc82e799156a86e9778bacb2310c7cf39b98', 'bt_uid': '619BB9EC4D4A3F9FC1AC092D38818A00', 'bt_sessonid': '0bf4ef42-798c-4f8d-8fe5-c07364d3b6b5', 'bt_newsessionid': 'eyJhbGciOiJIUzI1NiJ9.eyJqdGkiOiI4ZjJmNDBjYS0zNTkyLTRiNmItOTdiMy01OWQ5MTU5Y2E2YmQ0NzQ5ODIwMTAiLCJ1aWQiOiIxV00rVjRqcTJYSVRQemdJVWhUMnNRPT0iLCJzdWIiOiJsenoqKipvbSIsImlwIjoiM3dNK05yTkxjQXVQTG95dWZkWkI1QT09IiwiZGlkIjoiSjBZZjQ1NkV5RUxaSGhaa2tWYnNQZTVlSFVYYUNKZS9CM21wTHJ5SHJWMTEyUklzWlFLTTVIQmtTNHlUUmhuVyIsInN0cyI6MCwiaWF0IjoxNzU4ODY3NTgxLCJleHAiOjE3NTkyOTk1ODEsInB1c2hpZCI6ImRka1NMR1VDak9Sd1pFdU1rMFlaMWc9PSIsImlzcyI6InVwZXgifQ.Buwhs7UF7dOnOAso8l-RIyc_A47UdWSeVMiwIonOdiY', 'USD': 'CNY', '__cf_bm': '3AMy5P3a.qp5uEqe9d_DonCDcL621CKULNKaUpfn2rE-1758868368-1.0.1.1-JzjFQidqwDxVV3gJH8ls0NeCGe.nsK.SFYP0hPXUcupuLTBpscmBYQRMfAjeOlnaZRBsQROFL2fETfXatDwQwDHU7aHOT4IMwECKB3sTIN4', } headers = { 'accept': 'application/json, text/plain, */*', 'accept-language': 'zh,zh-CN;q=0.9,zh-HK;q=0.8,en;q=0.7', 'baggage': 'sentry-environment=online,sentry-release=905e3a416e2b0ad3c98a82ab9b94dd87f1a5c1fd,sentry-public_key=8aeef93d782e4ef5ae75634bfee9b590,sentry-trace_id=e7afec8af26a4480893c8b58257af49b', 'cache-control': 'no-cache', 'custom-token': '765eb29bf89843258756f8851ed5a48f', 'deviceid': '7c88d47fdc39e5c422eff197b10d3485', 'dy-token': '68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1', 'language': 'zh_CN', 'locale': 'zh_CN', 'pragma': 'no-cache', 'priority': 'u=1, i', 'referer': 'https://www.bitget.com/zh-CN/futures/usdt/ETHUSDT', 'sec-ch-ua': '"Chromium";v="140", "Not=A?Brand";v="24", "Google Chrome";v="140"', 'sec-ch-ua-mobile': '?0', 'sec-ch-ua-platform': '"Windows"', 'sec-fetch-dest': 'empty', 'sec-fetch-mode': 'cors', 'sec-fetch-site': 'same-origin', 'sentry-trace': 'e7afec8af26a4480893c8b58257af49b-8aacec1747b38bd7-0', 'terminalcode': 'cc98a9dd01af7e2d50d9b9858723b25e', 'terminaltype': '1', 'tm': '1758868503025', 'uhti': 'w17588685039139806ab12716', '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', 'website': 'mix', # 'cookie': 'bitget_lang=zh-CN; _dx_kvani5r=24e0dceb12f85d9a1279183ca29c09f772f8c61124e4eca228d8dd909c9b24b0019c2b9a; OptanonAlertBoxClosed=Wed%20Sep%2024%202025%2017:12:32%20GMT+0800%20(%E4%B8%AD%E5%9B%BD%E6%A0%87%E5%87%86%E6%97%B6%E9%97%B4); OptanonConsent=isMarketing=1&isStatistic=1; _cfuvid=IHXjOVVjx5iewfwL1nrgeHsZ6whu9s4iYYYvNvJvOQM-1758867462928-0.0.1.1-604800000; dy_token=68d630093VQFDNL1nUkv46lfDdhjHGYpoz9dddX1; g_state={"i_l":0}; theme=white; BITGET_LOCAL_COOKIE={%22bitget_lang%22:%22zh-CN%22%2C%22bitget_unit%22:%22CNY%22%2C%22bitget_showasset%22:true%2C%22bitget_theme%22:%22white%22%2C%22bitget_layout%22:%22right%22%2C%22bitget_valuationunit%22:0%2C%22bitget_valuationunit_new%22:1%2C%22bitget_valuationunitandfiat%22:1%2C%22bitgt_login%22:false%2C%22theme%22:%22black%22%2C%22brand_simulation_trade%22:false%2C%22bitget_currency%22:%22%22}; bt_rtoken=upex:session:id:1d00ce6487e37f4d7230a5aafe3ffc82e799156a86e9778bacb2310c7cf39b98; bt_uid=619BB9EC4D4A3F9FC1AC092D38818A00; bt_sessonid=0bf4ef42-798c-4f8d-8fe5-c07364d3b6b5; bt_newsessionid=eyJhbGciOiJIUzI1NiJ9.eyJqdGkiOiI4ZjJmNDBjYS0zNTkyLTRiNmItOTdiMy01OWQ5MTU5Y2E2YmQ0NzQ5ODIwMTAiLCJ1aWQiOiIxV00rVjRqcTJYSVRQemdJVWhUMnNRPT0iLCJzdWIiOiJsenoqKipvbSIsImlwIjoiM3dNK05yTkxjQXVQTG95dWZkWkI1QT09IiwiZGlkIjoiSjBZZjQ1NkV5RUxaSGhaa2tWYnNQZTVlSFVYYUNKZS9CM21wTHJ5SHJWMTEyUklzWlFLTTVIQmtTNHlUUmhuVyIsInN0cyI6MCwiaWF0IjoxNzU4ODY3NTgxLCJleHAiOjE3NTkyOTk1ODEsInB1c2hpZCI6ImRka1NMR1VDak9Sd1pFdU1rMFlaMWc9PSIsImlzcyI6InVwZXgifQ.Buwhs7UF7dOnOAso8l-RIyc_A47UdWSeVMiwIonOdiY; USD=CNY; __cf_bm=3AMy5P3a.qp5uEqe9d_DonCDcL621CKULNKaUpfn2rE-1758868368-1.0.1.1-JzjFQidqwDxVV3gJH8ls0NeCGe.nsK.SFYP0hPXUcupuLTBpscmBYQRMfAjeOlnaZRBsQROFL2fETfXatDwQwDHU7aHOT4IMwECKB3sTIN4', } if __name__ == '__main__': params = { 'symbolId': 'ETHUSDT_UMCBL', 'kLineStep': '1m', 'kLineType': '1', 'endTime': '1758864600000', } response = requests.get( 'https://www.bitget.com/v1/kline/getMoreKlineDataV2', params=params, cookies=cookies, headers=headers ) raw_data = response.json()["data"] print(raw_data) # 转换成字典格式，方便后续处理 data = [] for i in raw_data: data.append({ 'id': int(i[0]) // 1000, # 秒级时间戳 'open': float(i[1]), 'high': float(i[2]), 'low': float(i[3]), 'close': float(i[4]), }) print(i) print(data) # 按时间排序 sorted_data = sorted(data, key=lambda x: x['id']) print(sorted_data) signals = 0 wins = 0 lig_price = 0 low_price = 0 for idx in range(1, len(sorted_data) - 2): # 至少留两根 K 线验证 prev = sorted_data[idx - 1] curr = sorted_data[idx] future = sorted_data[idx + 2] prev_open, prev_close = prev['open'], prev['close'] curr_open, curr_close = curr['open'], curr['close'] future_close = future['close'] # 当前为涨 if curr_close > curr_open: # 前一笔涨 + 包裹 if prev_close > prev_open and curr_open < prev_open and curr_close > prev_close: signals += 1 lig_price += (future_close - curr_close) if future_close > curr_close: wins += 1 # 前一笔跌 + 反包 elif prev_close < prev_open and curr_open < prev_close and curr_close > prev_open: signals += 1 lig_price += (future_close - curr_close) if future_close > curr_close: wins += 1 # 当前为跌 elif curr_close < curr_open: # 前一笔跌 + 包裹 if prev_close < prev_open and curr_open > prev_open and curr_close < prev_close: signals += 1 low_price += (curr_close - future_close) if future_close < curr_close: wins += 1 # 前一笔涨 + 反包 elif prev_close > prev_open and curr_open > prev_close and curr_close < prev_open: signals += 1 low_price += (curr_close - future_close) if future_close < curr_close: wins += 1 if signals > 0: win_rate = wins / signals * 100 print(f"信号数={signals}, 胜率={win_rate:.2f}%") else: print("没有找到符合条件的形态") print("上涨盈亏合计:", lig_price) print("下跌盈亏合计:", low_price)