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352 lines
8.4 KiB
352 lines
8.4 KiB
import ccxt
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import time
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import sys
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import json
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import os
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import glob
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import threading
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import pandas as pd
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from decimal import Decimal
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from pprint import pprint
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from datetime import datetime
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# print(os.getcwd())
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sys.path.append(os.getcwd() + "/class/core")
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import mw
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exchange = ccxt.poloniex()
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def calc_ClosingPriceWithOutStopLossPrice(open_price, stype='buy', profit=0.5):
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# profit 百分比 %
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v = 0
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vf_len = len(str(open_price).split('.')[1])
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if stype == 'buy':
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v = open_price * (100 + profit) / 100
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else:
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v = open_price * (100 - profit) / 100
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return round(v, vf_len)
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def roundVal(price, compare_price):
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price = float(price)
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csplite = str(compare_price).split('.')
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clen = len(csplite)
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if clen == 2:
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vf_len = len(csplite[1])
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return round(price, vf_len)
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return price
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def roundValCeil(price, compare_price):
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price = float(price)
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csplite = str(compare_price).split('.')
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clen = len(csplite)
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if clen == 2:
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vf_len = len(csplite[1]) - 1
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return round(price, vf_len)
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return price
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def multiply(a1, a2):
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v = Decimal(str(a1)) * Decimal(str(a2))
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return v
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def addition(a1, a2):
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v = Decimal(str(a1)) + Decimal(str(a2))
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return v
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def subtract(a1, a2):
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v = Decimal(str(a1)) - Decimal(str(a2))
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return v
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def divided(a1, a2):
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v = Decimal(str(a1)) / Decimal(str(a2))
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return v
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def calc_ClosingPrice(open_price, stop_loss_price, stype='buy', profit=0.5):
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# profit 百分比 %
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v = 0
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vf_len = len(str(open_price).split('.')[1])
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if stype == 'buy':
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v = open_price * (100 + profit) / 100
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diff = open_price - stop_loss_price
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profit_price = open_price + diff * 1.5
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if profit_price > v:
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return round(profit_price, vf_len)
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else:
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v = open_price * (100 - profit) / 100
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diff = stop_loss_price - open_price
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profit_price = open_price - diff * 1.5
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if profit_price < v:
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return round(profit_price, vf_len)
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return round(v, vf_len)
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def toDateFromInt(time_unix, tf_format="%Y-%m-%d %H:%M:%S", time_zone="Asia/Shanghai"):
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# 取格式时间
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import time
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os.environ['TZ'] = time_zone
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time_str = time.localtime(time_unix)
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time.tzset()
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return time.strftime(tf_format, time_str)
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def getPluginName():
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return 'cryptocurrency_trade'
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def getPluginDir():
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return mw.getPluginDir() + '/' + getPluginName()
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def getServerDir():
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return mw.getServerDir() + '/' + getPluginName()
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def getConfigData():
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cfg_path = getServerDir() + "/data.cfg"
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if not os.path.exists(cfg_path):
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mw.writeFile(cfg_path, '{}')
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t = mw.readFile(cfg_path)
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return json.loads(t)
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def getUserCfgData():
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data = getConfigData()
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if 'user' in data:
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try:
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udata = mw.deDoubleCrypt('mw', data['user'])
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udata = json.loads(udata)
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return udata
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except Exception as e:
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pass
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return []
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def initEx():
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data = getUserCfgData()
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# print(data)
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if (len(data) > 0):
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exchange = ccxt.okex({
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"apiKey": data['app_key'],
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"secret": data['secret'],
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"password": data['password'],
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})
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return exchange
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else:
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print("初始化失败，检查原因!")
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exchange = ccxt.poloniex()
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return exchange
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def toUnixTimeSecond(tf="1m"):
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if tf.find("m") > -1:
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v = int(tf.replace("m", ''))
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return v * 60
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if tf.find("h") > -1:
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v = int(tf.replace("h", ''))
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return v * 3600
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if tf.find("d") > -1:
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v = int(tf.replace("d", ''))
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return v * 86400
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return 0
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def notifyMsg(msg, tf='15m', tag='btc'):
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trigger_time = toUnixTimeSecond(tf)
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return mw.notifyMessage(msg, '量化交易/' + tag, trigger_time)
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def makeTableName(input_type="btc", input_tf="1m"):
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table_name = "ct_%s_%s" % (input_type, input_tf,)
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return table_name
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def writeLog(log_str):
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if __name__ == "__main__":
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print(log_str)
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log_file = getServerDir() + '/logs/strategy.log'
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mw.writeFileLog(log_str, log_file)
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return True
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def writeLogEx(log_str, tag='btc'):
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tag = tag.replace('/', '_')
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# 各种币的详细API日志
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if __name__ == "__main__":
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print(log_str)
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log_file = getServerDir() + '/logs/strategy_' + tag + '.log'
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mw.writeFileLog(log_str, log_file)
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return True
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def writeLogErrorEx(log_str, tag='btc'):
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tag = tag.replace('/', '_')
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# 各种币的详细API日志
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if __name__ == "__main__":
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print(log_str)
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log_file = getServerDir() + '/logs/strategy_' + tag + '.err.log'
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mw.writeFileLog(log_str, log_file)
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return True
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def pMysqlDb():
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# pymysql
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db = mw.getMyORM()
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data = getConfigData()
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db_data = data['db']
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# print(db_data)
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db.setHost(db_data['db_host'])
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db.setPort(db_data['db_port'])
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db.setUser(db_data['db_user'])
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db.setPwd(db_data['db_pass'])
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db.setDbName(db_data['db_name'])
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return db
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def getOnlineData(symbol, input_tf="15m", limit=200):
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bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
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df = pd.DataFrame(bars[:], columns=['timestamp',
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'open', 'high', 'low', 'close', 'volume'])
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df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
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return df
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def toDataFrame(data):
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# print(data)
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data = sorted(data, key=lambda x: x["addtime"], reverse=False)
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dfield = ['addtime', 'open', 'high', 'low', 'close']
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v = {}
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for dx in dfield:
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v[dx] = []
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for x in data:
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for i in range(len(x)):
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field = dfield[i]
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# print(i, field)
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v[field].append(x[field])
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# pprint(data)
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frame = pd.DataFrame(v)
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# frame = frame.sort_values(by=['addtime'])
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frame['dt'] = pd.to_datetime(frame['addtime'], unit='s')
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frame.set_index('dt', inplace=True)
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frame.index = frame.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
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return frame
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def getDataFromDb(tf="1m", tag='btc', limit=1000):
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tn = makeTableName(tag, tf)
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sql = 'select addtime,open,high,low,close from ' + \
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tn + ' order by addtime desc limit ' + str(limit)
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pdb = pMysqlDb()
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fdata = pdb.query(sql)
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# print(fdata)
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return fdata
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def getDataFromDb_DF(tf="5m", tag='btc', limit=1000):
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data = getDataFromDb(tf, tag, limit)
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rdata = toDataFrame(data)
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return rdata
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# 消息模板类
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class MsgTpl():
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__name = ''
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__strategy_name = ''
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__time_frame = ''
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__content = ''
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__open_time = ''
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__strategy_dt = ''
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__stop_loss_price = ''
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__closing_price = ''
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__open_price = ''
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__msg = ''
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def setName(self, name):
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self.__name = name
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def setStrategyName(self, name):
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self.__strategy_name = name
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def setTimeFrame(self, tf):
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self.__time_frame = tf
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def setContent(self, content):
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self.__content = content
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def setOpenTime(self, time):
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self.__open_time = toDateFromInt(time)
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def setStrategicDt(self, stype='buy'):
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if stype == 'buy':
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self.__strategy_dt = '做多'
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else:
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self.__strategy_dt = '做空'
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def setStopLossPrice(self, price):
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self.__stop_loss_price = price
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def setClosingPrice(self, price):
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self.__closing_price = price
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def setOpenPrice(self, price):
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self.__open_price = price
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def setMsg(self, msg):
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self.__msg = msg
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def toText(self):
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msg = ''
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msg += '名称:' + self.__name + "\n"
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if self.__strategy_name != '':
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msg += '策略名称:' + self.__strategy_name + "\n"
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if self.__time_frame != '':
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msg += '时间周期:' + self.__time_frame + "\n"
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if self.__content != '':
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msg += '策略描述:' + self.__content + "\n"
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if self.__open_time != '':
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msg += '开盘时间:' + self.__open_time + "\n"
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if self.__strategy_dt != '':
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msg += '开仓方向:' + self.__strategy_dt + "\n"
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if self.__open_price != '':
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msg += '开仓价:' + str(self.__open_price) + "\n"
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if self.__stop_loss_price != '':
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msg += '止损价:' + str(self.__stop_loss_price) + "\n"
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if self.__closing_price != '':
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msg += '止盈价:' + str(self.__closing_price) + "\n"
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msg += '发送时间:' + mw.getDateFromNow() + "\n"
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if self.__msg != '':
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msg += __msg
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return msg
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