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mdserver-web/plugins/cryptocurrency_trade/ccxt/strategy/online_macd_trade.py

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# cd /www/server/mdserver-web && source bin/activate
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_macd_trade.py run
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_macd_trade.py long
import ccxt
import talib
import sys
import os
import time
import json
import pandas as pd
# import pandas_ta as ta
from pprint import pprint
import numpy as np
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
import common
sys.path.append(os.getcwd() + "/class/core")
import mw
exchange = common.initEx()
exchange.load_markets()
# 默认开仓数据
# default_open_num = 10
default_open = {
'ETH/USDT': 30,
'DOT/USDT': 30,
'CEL/USDT': 30,
}
default_sell = {
'ETH/USDT': 0.02,
'DOT/USDT': 5,
'CEL/USDT': 85,
}
# 做多开仓
def onBuyOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
# 信号只在一个周期内执行一次|start
lock_file = common.getServerDir() + '/signal.json'
if not os.path.exists(lock_file):
mw.writeFile(lock_file, '{}')
stype = symbol.replace('/', '_') + '_' + timeframe
trigger_time = common.toUnixTimeSecond(timeframe)
lock_data = json.loads(mw.readFile(lock_file))
if stype in lock_data:
diff_time = time.time() - lock_data[stype]['do_time']
if diff_time >= trigger_time:
lock_data[stype]['do_time'] = time.time()
else:
return False, 0, 0
else:
lock_data[stype] = {'do_time': time.time()}
mw.writeFile(lock_file, json.dumps(lock_data))
# 信号只在一个周期内执行一次|end
common.writeLogEx('------做多----------------------------------', symbol)
default_open_num = default_open[symbol]
# 做多开仓 | 市价
data = exchange.createMarketBuyOrder(
symbol, default_open_num, {"tdMode": "cross"})
common.writeLogEx('开仓数据:', symbol)
common.writeLogEx(json.dumps(data), symbol)
order_id = data['info']['ordId']
order_data = exchange.fetchOrder(order_id, symbol)
common.writeLogEx('订单数据:', symbol)
common.writeLogEx(json.dumps(order_data), symbol)
# 实际开场平均价
open_price = order_data['info']['avgPx']
# 做多-止损价大于开仓价,重设止损价
if float(stop_loss_price) <= float(open_price):
stop_loss_price = float(open_price) * float((1 - 0.003))
# property_val = float(order_data['info']['accFillSz']) + float(order_data['info']['fee'])
property_val = common.addition(
order_data['info']['accFillSz'], order_data['info']['fee'])
property_val = float(property_val)
# 可平仓的数量
property_val = common.roundValCeil(
property_val, order_data['info']['accFillSz'])
common.writeLogEx('可平仓资产:' + str(property_val), symbol)
# 止盈价
diff = float(open_price) - float(stop_loss_price)
closing_price_c = float(open_price) + (diff * 2)
closing_price = float(open_price) * float((1 + profit))
# 选择盈利多的
if closing_price_c > closing_price:
closing_price = closing_price_c
closing_price = common.roundVal(closing_price, stop_loss_price)
# stop_loss_price = common.roundVal(stop_loss_price, open_price)
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
common.writeLogEx('止盈价:' + str(closing_price), symbol)
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
# 设置 - 止损价/止盈价
sl_exchange_params = {
'ccy': "USDT",
'reduceOnly': True,
'tdMode': "cross",
'slOrdPx': "-1",
'slTriggerPx': stop_loss_price,
}
# 止损条件单
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'sell',
property_val, stop_loss_price, sl_exchange_params]), symbol)
sl_cond_data = exchange.create_order(
symbol, 'limit', 'sell', property_val, stop_loss_price, sl_exchange_params)
common.writeLogEx('止损价数据:', symbol)
common.writeLogEx(json.dumps(sl_cond_data), symbol)
# 止赢条件单
tp_exchange_params = {
'ccy': "USDT",
'reduceOnly': True,
'tdMode': "cross",
'tpOrdPx': "-1",
'tpTriggerPx': closing_price,
}
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'sell',
property_val, closing_price, tp_exchange_params]), symbol)
tp_cond_data = exchange.create_order(
symbol, 'limit', 'sell', property_val, closing_price, tp_exchange_params)
common.writeLogEx('止赢数据:', symbol)
common.writeLogEx(json.dumps(tp_cond_data), symbol)
common.writeLogEx('------做多 end----------------------------------', symbol)
return True, open_price, closing_price
def onBuyOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
# 做多开仓
# profit 百分比
try:
return onBuyOrderTry(symbol, stop_loss_price, profit, timeframe)
except Exception as e:
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
return False, 0, 0
def onSellOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
# 信号只在一个周期内执行一次|start
lock_file = common.getServerDir() + '/signal.json'
if not os.path.exists(lock_file):
mw.writeFile(lock_file, '{}')
stype = symbol.replace('/', '_') + '_' + timeframe
trigger_time = common.toUnixTimeSecond(timeframe)
lock_data = json.loads(mw.readFile(lock_file))
if stype in lock_data:
diff_time = time.time() - lock_data[stype]['do_time']
if diff_time >= trigger_time:
lock_data[stype]['do_time'] = time.time()
else:
return False, 0, 0
else:
lock_data[stype] = {'do_time': time.time()}
mw.writeFile(lock_file, json.dumps(lock_data))
# 信号只在一个周期内执行一次|end
common.writeLogEx('------做空----------------------------------', symbol)
# 计算借币卖币多多少,以USDT为基准
# sell_num = float(default_open_num) / float(stop_loss_price)
# sell_num = round(sell_num, 8)
sell_num = default_sell[symbol]
# 做空开仓 | 市价
data = exchange.createMarketSellOrder(
symbol, sell_num, {"tdMode": "cross", 'ccy': "USDT"})
common.writeLogEx('开仓数据:', symbol)
common.writeLogEx(json.dumps(data), symbol)
order_id = data['info']['ordId']
order_data = exchange.fetchOrder(order_id, symbol)
common.writeLogEx('订单数据:', symbol)
common.writeLogEx(json.dumps(order_data), symbol)
# 实际开场平均价
open_price = order_data['info']['avgPx']
common.writeLogEx('可平仓资产:' + str(sell_num), symbol)
# 做空-止损价小于开仓价,重设止损价
if float(stop_loss_price) <= float(open_price):
stop_loss_price = float(open_price) * float((1 + 0.003))
# 止盈价
diff = float(stop_loss_price) - float(open_price)
closing_price_c = float(open_price) - (diff * 2)
closing_price = float(open_price) * float((1 - profit))
# 选择盈利多的
if closing_price_c < closing_price:
closing_price = closing_price_c
closing_price = common.roundVal(closing_price, open_price)
stop_loss_price = common.roundVal(stop_loss_price, open_price)
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
common.writeLogEx('止盈价:' + str(closing_price), symbol)
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
# 设置 - 止损价
sl_exchange_params = {
'ccy': "USDT",
'reduceOnly': True,
'tdMode': "cross",
'slOrdPx': "-1",
'slTriggerPx': stop_loss_price,
}
sl_amount = common.multiply(stop_loss_price, sell_num)
# 解决平仓时,未全部平仓
sl_amount = common.addition(sl_amount, 0.1)
common.writeLogEx('止损总价值:' + str(sl_amount), symbol)
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'buy', float(
sl_amount), stop_loss_price, sl_exchange_params]), symbol)
sl_cond_data = exchange.create_order(
symbol, 'limit', 'buy', sl_amount, stop_loss_price, sl_exchange_params)
common.writeLogEx('止损价数据:', symbol)
common.writeLogEx(json.dumps(sl_cond_data), symbol)
tp_exchange_params = {
'ccy': "USDT",
'reduceOnly': True,
'tdMode': "cross",
'tpOrdPx': "-1",
'tpTriggerPx': closing_price,
}
# 设置 -止盈价
tp_amount = common.multiply(closing_price, sell_num)
# 解决平仓时,未全部平仓
tp_amount = common.addition(tp_amount, 0.1)
common.writeLogEx('止盈总价值:' + str(tp_amount), symbol)
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'buy', float(
tp_amount), closing_price, tp_exchange_params]), symbol)
tp_cond_data = exchange.create_order(
symbol, 'limit', 'buy', tp_amount, closing_price, tp_exchange_params)
common.writeLogEx('止盈价数据:', symbol)
common.writeLogEx(json.dumps(tp_cond_data), symbol)
common.writeLogEx('------做空 end----------------------------------', symbol)
return True, open_price, closing_price
def onSellOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
# 做空开仓
# profit 百分比
try:
return onSellOrderTry(symbol, stop_loss_price, profit, timeframe)
except Exception as e:
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
return False, 0, 0
def getOnlineData(symbol, input_tf="15m", limit=230):
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
df = pd.DataFrame(bars[:], columns=['timestamp',
'open', 'high', 'low', 'close', 'volume'])
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
df.set_index('dt', inplace=True)
df.index = df.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
return df
def isKdj(last, last_pre):
# 判断是否是金叉
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
return True
return False
def isDeadFork(last, last_pre):
# 判断是否是死叉
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
return True
return False
def getMACD(df, lenght=-60):
if len(df['close'].values) < 100:
return False, None
close_p = df['close'].values
df['dif'], df['dea'], df['macd'] = talib.MACD(close_p,
fastperiod=12,
slowperiod=26,
signalperiod=9)
return df[lenght:]
def getEMA(df):
close_p = df['close'].values
df['ema'] = talib.EMA(np.array(close_p), timeperiod=200)
return df
def doneMacd(data, tag, timeframe):
data = getEMA(data)
ma_data = getMACD(data)
# alen = len(data)
# print(ma_data)
t_data = ma_data.tail(3)
# print(t_data)
last_pre = t_data.iloc[0]
last = t_data.iloc[1]
# print(last)
# print(last.index)
# print('close:', last['close'], 'ema:', last['ema'])
obj = common.MsgTpl()
symbol = tag.upper() + '/USDT'
obj.setName(symbol)
obj.setStrategyName("MACD检查")
obj.setTimeFrame(timeframe)
obj.setOpenTime(last['timestamp'] / 1000)
now_data = t_data.iloc[2]
# print('now_data:', now_data)
# msg = obj.toText()
# print(msg)
if isKdj(last, last_pre) and last['close'] > last['ema']:
# if isKdj(last, last_pre):
# closing_price = common.calc_ClosingPrice(
# now_data['close'], last_pre['low'], 'buy')
# # print('closing_price:', closing_price)
# 做多止损点
stop_loss_price = last_pre['low']
buy_status, open_price, closing_price = onBuyOrder(
symbol, stop_loss_price, 0.005, timeframe)
if buy_status:
obj.setStrategicDt('buy')
# 做多止损点
obj.setStopLossPrice(str(stop_loss_price))
obj.setOpenPrice(str(open_price))
obj.setClosingPrice(str(closing_price))
obj.setContent("检查到金叉状态")
msg = obj.toText()
print(msg)
common.notifyMsg(msg, timeframe, tag)
common.writeLog(msg)
if isDeadFork(last, last_pre) and last['close'] < last['ema']:
# if isDeadFork(last, last_pre):
# closing_price = common.calc_ClosingPrice(
# now_data['close'], last_pre['high'], 'sell')
# 做空止损点
stop_loss_price = last_pre['high']
sell_status, open_price, closing_price = onSellOrder(
symbol, stop_loss_price, 0.005, timeframe)
if sell_status:
obj.setStopLossPrice(str(stop_loss_price))
obj.setOpenPrice(str(open_price))
obj.setClosingPrice(str(closing_price))
obj.setStrategicDt('sell')
obj.setContent("检查到死叉状态")
msg = obj.toText()
print(msg)
common.notifyMsg(msg, timeframe, tag)
common.writeLog(msg)
def mainProcess(tag, timeframe='15m'):
symbol = tag.upper() + '/USDT'
data = getOnlineData(symbol, timeframe)
doneMacd(data, tag, timeframe)
def foreachList():
tag_list = [
'eth', 'dot'
]
for tag in tag_list:
mainProcess(tag, '15m')
time.sleep(1)
def longRun():
while True:
foreachList()
time.sleep(3)
def debug():
while True:
mainProcess('xrp', '1m')
time.sleep(3)
if __name__ == "__main__":
func = sys.argv[1]
if func == 'long':
longRun()
elif func == 'run':
debug()
else:
print('error')