694 lines
32 KiB
Python
694 lines
32 KiB
Python
import time
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from tqdm import tqdm
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from loguru import logger
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from bit_tools import openBrowser
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from DrissionPage import ChromiumPage
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from DrissionPage import ChromiumOptions
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from bitmart.api_contract import APIContract
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class BitmartFuturesTransaction:
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def __init__(self, bit_id):
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self.page: ChromiumPage | None = None
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self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
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self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
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self.memo = "合约交易"
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self.contract_symbol = "ETHUSDT"
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self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
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self.start = 0 # 持仓状态: -1 空, 0 无, 1 多
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self.pbar = tqdm(total=30, desc="等待K线", ncols=80) # 可选：用于长时间等待时展示进度
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self.last_kline_time = None # 上一次处理的K线时间戳，用于判断是否是新K线
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self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位）
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self.open_type = "cross" # 全仓模式
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self.risk_percent = 0 # 未使用；若启用则可为每次开仓占可用余额的百分比
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# ATR 移动止损：trailing_stop = 最高价 - ATR*k（多）/ 最低价 + ATR*k（空）
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self.atr_period = 14 # ATR 周期
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self.atr_k = 2.0 # 稳健 2.5~3，激进 1.5~2
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self.max_high_since_open = None # 持多仓期间最高价
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self.min_low_since_open = None # 持空仓期间最低价
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self.open_avg_price = None # 开仓价格
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self.current_amount = None # 持仓量
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self.bit_id = bit_id
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self.default_order_size = 25 # 开仓/反手张数，统一在此修改
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self.last_trade_kline_id = None # 上次新开仓所在K线ID，同一根K线只允许开一笔新仓（反手不受限）
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self.accumulated_loss = 0 # 累计亏损（反手时记录，预留）
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# 策略相关变量
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self.prev_kline = None # 上一根K线
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self.current_kline = None # 当前K线
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self.prev_entity = None # 上一根K线实体大小
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self.current_open = None # 当前K线开盘价
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def get_klines(self):
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"""获取最近多根K线（用于向前回溯查找实体足够大的K线）"""
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try:
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end_time = int(time.time())
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# 获取足够多的条目确保有最新的K线
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=5, # 5分钟
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start_time=end_time - 3600 * 3, # 取最近3小时
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end_time=end_time
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)[0]["data"]
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# 每根: [timestamp, open, high, low, close, volume]
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formatted = []
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for k in response:
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formatted.append({
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'id': int(k["timestamp"]),
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'open': float(k["open_price"]),
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'high': float(k["high_price"]),
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'low': float(k["low_price"]),
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'close': float(k["close_price"])
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})
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formatted.sort(key=lambda x: x['id'])
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# 返回所有K线列表（按时间升序），至少需要2根
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if len(formatted) >= 2:
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return formatted
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return None
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except Exception as e:
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logger.error(f"获取K线异常: {e}")
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self.ding(text="获取K线异常", error=True)
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return None
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def get_current_price(self):
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"""获取当前最新价格"""
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try:
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end_time = int(time.time())
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=1, # 1分钟
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start_time=end_time - 3600 * 1, # 取最近1小时
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end_time=end_time
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)[0]
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if response['code'] == 1000:
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return float(response['data'][-1]["close_price"])
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return None
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except Exception as e:
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logger.error(f"获取价格异常: {e}")
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return None
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def get_available_balance(self):
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"""获取合约账户可用USDT余额"""
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try:
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response = self.contractAPI.get_assets_detail()[0]
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if response['code'] == 1000:
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data = response['data']
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if isinstance(data, dict):
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return float(data.get('available_balance', 0))
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elif isinstance(data, list):
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for asset in data:
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if asset.get('currency') == 'USDT':
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return float(asset.get('available_balance', 0))
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return None
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except Exception as e:
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logger.error(f"余额查询异常: {e}")
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return None
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def get_position_status(self):
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"""获取当前持仓方向"""
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try:
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response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
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if response['code'] == 1000:
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positions = response['data']
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if not positions:
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self.start = 0
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self.open_avg_price = None
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self.current_amount = None
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self.unrealized_pnl = None
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return True
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pos = positions[0]
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self.start = 1 if pos['position_type'] == 1 else -1
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self.open_avg_price = float(pos['open_avg_price'])
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self.current_amount = float(pos['current_amount'])
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self.position_cross = pos["position_cross"]
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# 直接从API获取未实现盈亏（Bitmart返回的是 unrealized_value 字段）
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self.unrealized_pnl = float(pos.get('unrealized_value', 0))
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logger.debug(f"持仓详情: 方向={self.start}, 开仓均价={self.open_avg_price}, "
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f"持仓量={self.current_amount}, 未实现盈亏={self.unrealized_pnl:.2f}")
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return True
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else:
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return False
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except Exception as e:
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logger.error(f"持仓查询异常: {e}")
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return False
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def get_unrealized_pnl_usd(self):
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"""
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获取当前持仓未实现盈亏（美元），直接使用API返回值
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"""
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if self.start == 0 or self.unrealized_pnl is None:
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return None
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return self.unrealized_pnl
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def set_leverage(self):
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"""程序启动时设置全仓 + 高杠杆"""
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try:
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response = self.contractAPI.post_submit_leverage(
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contract_symbol=self.contract_symbol,
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leverage=self.leverage,
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open_type=self.open_type
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)[0]
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if response['code'] == 1000:
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logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
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return True
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else:
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logger.error(f"杠杆设置失败: {response}")
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return False
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except Exception as e:
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logger.error(f"设置杠杆异常: {e}")
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return False
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def openBrowser(self):
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"""打开 TGE 对应浏览器实例"""
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try:
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bit_port = openBrowser(id=self.bit_id)
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co = ChromiumOptions()
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co.set_local_port(port=bit_port)
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self.page = ChromiumPage(addr_or_opts=co)
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return True
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except:
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return False
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def click_safe(self, xpath, sleep=0.5):
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"""安全点击"""
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try:
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ele = self.page.ele(xpath)
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if not ele:
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return False
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# ele.scroll.to_see(center=True)
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# time.sleep(sleep)
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ele.click(by_js=True)
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return True
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except:
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return False
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def 平仓(self):
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"""平仓操作"""
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self.click_safe('x://span[normalize-space(text()) ="市价"]')
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def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
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"""
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marketPriceLongOrder 市价做多或者做空，1是做多，-1是做空
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limitPriceShortOrder 限价做多或者做空
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"""
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if marketPriceLongOrder == -1:
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# self.click_safe('x://button[normalize-space(text()) ="市价"]')
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# self.page.ele('x://*[@id="size_0"]').input(vals=size, clear=True)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif marketPriceLongOrder == 1:
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# self.click_safe('x://button[normalize-space(text()) ="市价"]')
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# self.page.ele('x://*[@id="size_0"]').input(vals=size, clear=True)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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if limitPriceShortOrder == -1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif limitPriceShortOrder == 1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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def ding(self, text, error=False):
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"""日志通知"""
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if error:
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logger.error(text)
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else:
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logger.info(text)
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def calculate_entity(self, kline):
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"""计算K线实体大小（绝对值）"""
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return abs(kline['close'] - kline['open'])
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def calculate_upper_shadow(self, kline):
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"""计算上阴线（上影线）涨幅百分比"""
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# 上阴线 = (最高价 - max(开盘价, 收盘价)) / max(开盘价, 收盘价)
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body_top = max(kline['open'], kline['close'])
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if body_top == 0:
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return 0
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return (kline['high'] - body_top) / body_top * 100
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def calculate_lower_shadow(self, kline):
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"""计算下阴线（下影线）跌幅百分比"""
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# 下阴线 = (min(开盘价, 收盘价) - 最低价) / min(开盘价, 收盘价)
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body_bottom = min(kline['open'], kline['close'])
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if body_bottom == 0:
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return 0
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return (body_bottom - kline['low']) / body_bottom * 100
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def get_entity_edge(self, kline):
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"""获取K线实体边（收盘价或开盘价，取决于是阳线还是阴线）"""
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# 阳线（收盘>开盘）：实体上边=收盘价，实体下边=开盘价
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# 阴线（收盘<开盘）：实体上边=开盘价，实体下边=收盘价
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return {
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'upper': max(kline['open'], kline['close']), # 实体上边
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'lower': min(kline['open'], kline['close']) # 实体下边
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}
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def calc_atr(self, klines, period=14):
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"""
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计算 ATR（Average True Range）
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klines: 按时间升序的K线列表，至少需要 period+1 根（第一根无 prev_close 用 high-low）
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返回: 最新一根K线对应的 ATR 值，不足数据时返回 None
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"""
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if not klines or len(klines) < period + 1:
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return None
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tr_list = []
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for i, k in enumerate(klines):
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high, low = k['high'], k['low']
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if i == 0:
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tr = high - low
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else:
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prev_close = klines[i - 1]['close']
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tr = max(high - low, abs(high - prev_close), abs(low - prev_close))
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tr_list.append(tr)
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# 取最近 period 根 K 线的 TR 的简单平均
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atr = sum(tr_list[-period:]) / period
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return atr
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def check_signal(self, current_price, klines):
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"""
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检查交易信号
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klines: K线列表（按时间升序），最后一根为当前K线
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返回: ('long', trigger_price) / ('short', trigger_price) / None
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"""
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current_kline = klines[-1]
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# 从上一根K线开始往前回溯，找到实体足够大的K线（实体 >= 0.1）
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prev_kline = None
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for i in range(len(klines) - 2, -1, -1): # 从倒数第二根开始往前找
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candidate = klines[i]
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entity = self.calculate_entity(candidate)
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if entity >= 0.1:
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prev_kline = candidate
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if i < len(klines) - 2:
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logger.info(f"上一根K线实体过小，回溯到第 {len(klines) - 1 - i} 根前的K线（实体: {entity:.4f}）")
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break
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else:
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logger.debug(f"回溯K线 {candidate['id']} 实体过小: {entity:.4f}，继续往前")
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if prev_kline is None:
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logger.info("所有历史K线实体均过小，跳过信号检测")
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return None
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# 计算上一根K线实体
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prev_entity = self.calculate_entity(prev_kline)
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# 获取上一根K线的实体上下边
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prev_entity_edge = self.get_entity_edge(prev_kline)
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prev_entity_upper = prev_entity_edge['upper'] # 实体上边
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prev_entity_lower = prev_entity_edge['lower'] # 实体下边
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# 优化：以下两种情况以当前这根的开盘价作为计算基准
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# 1) 上一根阳线 且 当前开盘价 > 上一根收盘价（跳空高开）
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# 2) 上一根阴线 且 当前开盘价 < 上一根收盘价（跳空低开）
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prev_is_bullish_for_calc = prev_kline['close'] > prev_kline['open']
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prev_is_bearish_for_calc = prev_kline['close'] < prev_kline['open']
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current_open_above_prev_close = current_kline['open'] > prev_kline['close']
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current_open_below_prev_close = current_kline['open'] < prev_kline['close']
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use_current_open_as_base = (prev_is_bullish_for_calc and current_open_above_prev_close) or (prev_is_bearish_for_calc and current_open_below_prev_close)
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if use_current_open_as_base:
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# 以当前K线开盘价为基准计算（跳空时用当前开盘价参与计算）
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calc_lower = current_kline['open']
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calc_upper = current_kline['open'] # 同一基准，上下四分之一对称
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long_trigger = calc_lower + prev_entity / 4
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short_trigger = calc_upper - prev_entity / 4
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long_breakout = calc_upper + prev_entity / 4
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short_breakout = calc_lower - prev_entity / 4
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else:
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# 原有计算方式
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long_trigger = prev_entity_lower + prev_entity / 4 # 做多触发价 = 实体下边 + 实体/4（下四分之一处）
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short_trigger = prev_entity_upper - prev_entity / 4 # 做空触发价 = 实体上边 - 实体/4（上四分之一处）
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long_breakout = prev_entity_upper + prev_entity / 4 # 做多突破价 = 实体上边 + 实体/4
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short_breakout = prev_entity_lower - prev_entity / 4 # 做空突破价 = 实体下边 - 实体/4
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# 上一根阴线 + 当前阳线：做多形态，不按上一根K线上三分之一做空
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prev_is_bearish = prev_kline['close'] < prev_kline['open']
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current_is_bullish = current_kline['close'] > current_kline['open']
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skip_short_by_upper_third = prev_is_bearish and current_is_bullish
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# 上一根阳线 + 当前阴线：做空形态，不按上一根K线下三分之一做多
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prev_is_bullish = prev_kline['close'] > prev_kline['open']
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current_is_bearish = current_kline['close'] < current_kline['open']
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skip_long_by_lower_third = prev_is_bullish and current_is_bearish
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if use_current_open_as_base:
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if prev_is_bullish_for_calc and current_open_above_prev_close:
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logger.info(f"上一根阳线且当前开盘价({current_kline['open']:.2f})>上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
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else:
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logger.info(f"上一根阴线且当前开盘价({current_kline['open']:.2f})<上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
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logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}")
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logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}")
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logger.info(f"做多触发价(下1/4): {long_trigger:.2f}, 做空触发价(上1/4): {short_trigger:.2f}")
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logger.info(f"突破做多价(上1/4外): {long_breakout:.2f}, 突破做空价(下1/4外): {short_breakout:.2f}")
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if skip_short_by_upper_third:
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logger.info("上一根阴线+当前阳线(做多形态)，不按上四分之一做空")
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if skip_long_by_lower_third:
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logger.info("上一根阳线+当前阴线(做空形态)，不按下四分之一做多")
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# 无持仓时检查开仓信号
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if self.start == 0:
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if current_price >= long_breakout and not skip_long_by_lower_third:
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logger.info(f"触发做多信号！价格 {current_price:.2f} >= 突破价(上1/4外) {long_breakout:.2f}")
|
||
return ('long', long_breakout)
|
||
elif current_price <= short_breakout and not skip_short_by_upper_third:
|
||
logger.info(f"触发做空信号！价格 {current_price:.2f} <= 突破价(下1/4外) {short_breakout:.2f}")
|
||
return ('short', short_breakout)
|
||
|
||
# 持仓时检查反手信号
|
||
elif self.start == 1: # 持多仓
|
||
# 反手条件1: 价格跌到上一根K线的上三分之一处（做空触发价）；上一根阴线+当前阳线做多时跳过
|
||
if current_price <= short_trigger and not skip_short_by_upper_third:
|
||
logger.info(f"持多反手做空！价格 {current_price:.2f} <= 触发价(上1/4) {short_trigger:.2f}")
|
||
return ('reverse_short', short_trigger)
|
||
|
||
# 反手条件2: 上一根K线上阴线涨幅>0.01%，当前跌到上一根实体下边
|
||
upper_shadow_pct = self.calculate_upper_shadow(prev_kline)
|
||
if upper_shadow_pct > 0.01 and current_price <= prev_entity_lower:
|
||
logger.info(f"持多反手做空！上阴线涨幅 {upper_shadow_pct:.4f}% > 0.01%，"
|
||
f"价格 {current_price:.2f} <= 实体下边 {prev_entity_lower:.2f}")
|
||
return ('reverse_short', prev_entity_lower)
|
||
|
||
elif self.start == -1: # 持空仓
|
||
# 反手条件1: 价格涨到上一根K线的下三分之一处（做多触发价）；上一根阳线+当前阴线做空时跳过
|
||
if current_price >= long_trigger and not skip_long_by_lower_third:
|
||
logger.info(f"持空反手做多！价格 {current_price:.2f} >= 触发价(下1/4) {long_trigger:.2f}")
|
||
return ('reverse_long', long_trigger)
|
||
|
||
# 反手条件2: 上一根K线下阴线跌幅>0.01%，当前涨到上一根实体上边
|
||
lower_shadow_pct = self.calculate_lower_shadow(prev_kline)
|
||
if lower_shadow_pct > 0.01 and current_price >= prev_entity_upper:
|
||
logger.info(f"持空反手做多！下阴线跌幅 {lower_shadow_pct:.4f}% > 0.01%，"
|
||
f"价格 {current_price:.2f} >= 实体上边 {prev_entity_upper:.2f}")
|
||
return ('reverse_long', prev_entity_upper)
|
||
|
||
return None
|
||
|
||
def verify_no_position(self, max_retries=5, retry_interval=3):
|
||
"""
|
||
验证当前无持仓
|
||
返回: True 表示无持仓可以开仓，False 表示有持仓不能开仓
|
||
"""
|
||
for i in range(max_retries):
|
||
if self.get_position_status():
|
||
if self.start == 0:
|
||
logger.info(f"确认无持仓，可以开仓")
|
||
return True
|
||
else:
|
||
logger.warning(
|
||
f"仍有持仓 (方向: {self.start})，等待 {retry_interval} 秒后重试 ({i + 1}/{max_retries})")
|
||
time.sleep(retry_interval)
|
||
else:
|
||
logger.warning(f"查询持仓状态失败，等待 {retry_interval} 秒后重试 ({i + 1}/{max_retries})")
|
||
time.sleep(retry_interval)
|
||
|
||
logger.error(f"经过 {max_retries} 次重试仍有持仓或查询失败，放弃开仓")
|
||
return False
|
||
|
||
def verify_position_direction(self, expected_direction):
|
||
"""
|
||
验证当前持仓方向是否与预期一致
|
||
expected_direction: 1 多仓, -1 空仓
|
||
返回: True 表示持仓方向正确，False 表示不正确
|
||
"""
|
||
if self.get_position_status():
|
||
if self.start == expected_direction:
|
||
logger.info(f"持仓方向验证成功: {self.start}")
|
||
return True
|
||
else:
|
||
logger.warning(f"持仓方向不符: 期望 {expected_direction}, 实际 {self.start}")
|
||
return False
|
||
else:
|
||
logger.error("查询持仓状态失败")
|
||
return False
|
||
|
||
def execute_trade(self, signal, size=None):
|
||
"""执行交易。size 不传或为 None 时使用 default_order_size。"""
|
||
signal_type, trigger_price = signal
|
||
size = self.default_order_size if size is None else size
|
||
|
||
if signal_type == 'long':
|
||
# 开多前先确认无持仓
|
||
logger.info(f"准备开多，触发价: {trigger_price:.2f}")
|
||
if not self.get_position_status():
|
||
logger.error("开仓前查询持仓状态失败，放弃开仓")
|
||
return False
|
||
if self.start != 0:
|
||
logger.warning(f"开多前发现已有持仓 (方向: {self.start})，放弃开仓避免双向持仓")
|
||
return False
|
||
|
||
logger.info(f"确认无持仓，执行开多")
|
||
self.开单(marketPriceLongOrder=1, size=size)
|
||
time.sleep(3) # 等待订单执行
|
||
|
||
# 验证开仓是否成功
|
||
if self.verify_position_direction(1):
|
||
self.max_high_since_open = None
|
||
self.min_low_since_open = None # ATR 移动止损重置
|
||
self.accumulated_loss = 0 # 新开仓重置累计亏损
|
||
logger.success("开多成功")
|
||
return True
|
||
else:
|
||
logger.error("开多后持仓验证失败")
|
||
return False
|
||
|
||
elif signal_type == 'short':
|
||
# 开空前先确认无持仓
|
||
logger.info(f"准备开空，触发价: {trigger_price:.2f}")
|
||
if not self.get_position_status():
|
||
logger.error("开仓前查询持仓状态失败，放弃开仓")
|
||
return False
|
||
if self.start != 0:
|
||
logger.warning(f"开空前发现已有持仓 (方向: {self.start})，放弃开仓避免双向持仓")
|
||
return False
|
||
|
||
logger.info(f"确认无持仓，执行开空")
|
||
self.开单(marketPriceLongOrder=-1, size=size)
|
||
time.sleep(3) # 等待订单执行
|
||
|
||
# 验证开仓是否成功
|
||
if self.verify_position_direction(-1):
|
||
self.min_low_since_open = None
|
||
self.max_high_since_open = None # ATR 移动止损重置
|
||
self.accumulated_loss = 0 # 新开仓重置累计亏损
|
||
logger.success("开空成功")
|
||
return True
|
||
else:
|
||
logger.error("开空后持仓验证失败")
|
||
return False
|
||
|
||
elif signal_type == 'reverse_long':
|
||
# 平空 + 开多（反手做多）：先平仓，确认无仓后再开多，避免双向持仓
|
||
logger.info(f"执行反手做多，触发价: {trigger_price:.2f}")
|
||
# 反手前记录当前仓位的未实现盈亏，亏损则累加到 accumulated_loss
|
||
pre_reverse_pnl = self.get_unrealized_pnl_usd()
|
||
if pre_reverse_pnl is not None and pre_reverse_pnl < 0:
|
||
self.accumulated_loss += abs(pre_reverse_pnl)
|
||
logger.info(f"反手前亏损 {pre_reverse_pnl:.2f} 美元，累计亏损更新为 {self.accumulated_loss:.2f} 美元")
|
||
self.平仓()
|
||
time.sleep(1) # 给交易所处理平仓的时间
|
||
# 轮询确认已无持仓再开多（最多等约 10 秒）
|
||
for _ in range(10):
|
||
if self.get_position_status() and self.start == 0:
|
||
break
|
||
time.sleep(1)
|
||
if self.start != 0:
|
||
logger.warning("反手做多：平仓后仍有持仓，放弃本次开多")
|
||
return False
|
||
logger.info("已确认无持仓，执行开多")
|
||
self.开单(marketPriceLongOrder=1, size=size)
|
||
time.sleep(3)
|
||
|
||
if self.verify_position_direction(1):
|
||
self.max_high_since_open = None
|
||
self.min_low_since_open = None # ATR 移动止损重置
|
||
logger.success("反手做多成功")
|
||
time.sleep(20)
|
||
return True
|
||
else:
|
||
logger.error("反手做多后持仓验证失败")
|
||
return False
|
||
|
||
elif signal_type == 'reverse_short':
|
||
# 平多 + 开空（反手做空）：先平仓，确认无仓后再开空
|
||
logger.info(f"执行反手做空，触发价: {trigger_price:.2f}")
|
||
# 反手前记录当前仓位的未实现盈亏，亏损则累加到 accumulated_loss
|
||
pre_reverse_pnl = self.get_unrealized_pnl_usd()
|
||
if pre_reverse_pnl is not None and pre_reverse_pnl < 0:
|
||
self.accumulated_loss += abs(pre_reverse_pnl)
|
||
logger.info(f"反手前亏损 {pre_reverse_pnl:.2f} 美元，累计亏损更新为 {self.accumulated_loss:.2f} 美元")
|
||
self.平仓()
|
||
time.sleep(1)
|
||
for _ in range(10):
|
||
if self.get_position_status() and self.start == 0:
|
||
break
|
||
time.sleep(1)
|
||
if self.start != 0:
|
||
logger.warning("反手做空：平仓后仍有持仓，放弃本次开空")
|
||
return False
|
||
logger.info("已确认无持仓，执行开空")
|
||
self.开单(marketPriceLongOrder=-1, size=size)
|
||
time.sleep(3)
|
||
|
||
if self.verify_position_direction(-1):
|
||
self.min_low_since_open = None
|
||
self.max_high_since_open = None # ATR 移动止损重置
|
||
logger.success("反手做空成功")
|
||
time.sleep(20)
|
||
return True
|
||
else:
|
||
logger.error("反手做空后持仓验证失败")
|
||
return False
|
||
|
||
return False
|
||
|
||
def action(self):
|
||
"""主循环"""
|
||
|
||
logger.info("开始运行四分之一策略交易...")
|
||
|
||
# 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
|
||
|
||
page_start = True
|
||
|
||
while True:
|
||
|
||
if page_start:
|
||
# 打开浏览器
|
||
for i in range(5):
|
||
if self.openBrowser():
|
||
logger.info("浏览器打开成功")
|
||
break
|
||
else:
|
||
self.ding("打开浏览器失败！", error=True)
|
||
return
|
||
|
||
# 进入交易页面
|
||
self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
|
||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||
|
||
self.page.ele('x://*[@id="size_0"]').input(vals=25, clear=True)
|
||
|
||
page_start = False
|
||
|
||
try:
|
||
# 1. 获取K线数据
|
||
klines = self.get_klines()
|
||
if not klines:
|
||
logger.warning("获取K线失败，等待重试...")
|
||
time.sleep(5)
|
||
continue
|
||
|
||
current_kline = klines[-1]
|
||
|
||
# 记录进入新的K线
|
||
current_kline_time = current_kline['id']
|
||
if self.last_kline_time != current_kline_time:
|
||
self.last_kline_time = current_kline_time
|
||
logger.info(f"进入新K线: {current_kline_time}")
|
||
|
||
# 2. 获取当前价格
|
||
current_price = self.get_current_price()
|
||
if not current_price:
|
||
logger.warning("获取价格失败，等待重试...")
|
||
time.sleep(2)
|
||
continue
|
||
|
||
# 3. 每次循环都通过SDK获取真实持仓状态（避免状态不同步导致双向持仓）
|
||
if not self.get_position_status():
|
||
logger.warning("获取持仓状态失败，等待重试...")
|
||
time.sleep(2)
|
||
continue
|
||
|
||
logger.debug(f"当前持仓状态: {self.start} (0=无, 1=多, -1=空)")
|
||
|
||
# 3.5 ATR 移动止损：每根 K 线 trailing_stop = 最高价 - ATR*k（多）/ 最低价 + ATR*k（空）
|
||
if self.start != 0:
|
||
# 更新持仓以来的最高/最低价（当前K线 high/low + 当前价）
|
||
if self.start == 1: # 持多
|
||
cand_high = max(current_kline['high'], current_price)
|
||
self.max_high_since_open = cand_high if self.max_high_since_open is None else max(self.max_high_since_open, cand_high)
|
||
else: # 持空
|
||
cand_low = min(current_kline['low'], current_price)
|
||
self.min_low_since_open = cand_low if self.min_low_since_open is None else min(self.min_low_since_open, cand_low)
|
||
|
||
atr = self.calc_atr(klines, self.atr_period)
|
||
if atr is not None:
|
||
if self.start == 1: # 持多：价格跌破 trailing_stop 平仓
|
||
trailing_stop = self.max_high_since_open - atr * self.atr_k
|
||
if current_price < trailing_stop:
|
||
logger.info(f"ATR移动止损(多)：当前价 {current_price:.2f} < 跟踪止盈 {trailing_stop:.2f} (最高{self.max_high_since_open:.2f} - ATR{atr:.4f}*{self.atr_k})，平仓")
|
||
self.平仓()
|
||
self.max_high_since_open = None
|
||
self.last_trade_kline_id = current_kline_time
|
||
time.sleep(3)
|
||
continue
|
||
else: # 持空：价格升破 trailing_stop 平仓
|
||
trailing_stop = self.min_low_since_open + atr * self.atr_k
|
||
if current_price > trailing_stop:
|
||
logger.info(f"ATR移动止损(空)：当前价 {current_price:.2f} > 跟踪止盈 {trailing_stop:.2f} (最低{self.min_low_since_open:.2f} + ATR{atr:.4f}*{self.atr_k})，平仓")
|
||
self.平仓()
|
||
self.min_low_since_open = None
|
||
self.last_trade_kline_id = current_kline_time
|
||
time.sleep(3)
|
||
continue
|
||
|
||
# 4. 检查信号
|
||
signal = self.check_signal(current_price, klines)
|
||
|
||
# 5. 同一根K线只允许开一笔新仓位（反手不受限制）
|
||
if signal and signal[0] in ('long', 'short') and self.last_trade_kline_id == current_kline_time:
|
||
logger.info(f"同一根K线({current_kline_time})已开过新仓，等待下一根K线（反手不受此限制）")
|
||
signal = None
|
||
|
||
# 6. 有信号则执行交易
|
||
if signal:
|
||
trade_success = self.execute_trade(signal)
|
||
if trade_success:
|
||
self.last_trade_kline_id = current_kline_time # 记录开仓所在K线
|
||
logger.success(f"交易执行完成: {signal[0]}, 当前持仓状态: {self.start}")
|
||
page_start = True
|
||
else:
|
||
logger.warning(f"交易执行失败或被阻止: {signal[0]}")
|
||
|
||
# 短暂等待后继续循环（同一根K线遇到信号就操作）
|
||
time.sleep(0.1)
|
||
|
||
if page_start:
|
||
self.page.close()
|
||
time.sleep(5)
|
||
|
||
except KeyboardInterrupt:
|
||
logger.info("用户中断，程序退出")
|
||
break
|
||
except Exception as e:
|
||
logger.error(f"主循环异常: {e}")
|
||
time.sleep(5)
|
||
|
||
|
||
if __name__ == '__main__':
|
||
BitmartFuturesTransaction(bit_id="f2320f57e24c45529a009e1541e25961").action()
|