添加新的周期数据

ChanBIZS.py

@@ -25,7 +25,7 @@ class ChanBIZS():
         self.set_end_time(end_bi.end_klc.end_time)
         self.is_sure = True
         self.sure_time = sure_bi.sure_time
-        print(self.start_time, self.is_sure, len(self.bi_list), self.dir)
+        # print(self.start_time, self.is_sure, len(self.bi_list), self.dir)
     def set_end_time(self, end_time):
         self.end_time = end_time
     def set_zg(self, zg):

ChanLun.py

@@ -18,13 +18,17 @@ from TF_DF import TF_DF
 
 class ChanLun():
 	def __init__(self):
+		self.time2m = 2
 		self.time3m = 3
 		self.time5m = 5
 		self.time10m = 10
-		self.time15m = 15
+		self.time20m = 20
+		self.time_m_intervals = [2, 3, 5, 10, 20]
+		self.time_m_symbols = ['2m', '3m', '5m', '10m', '20m']
 		self.time30m = 30
-		self.time_m_intervals = [2, 3, 5, 10, 15, 20, 30]
+		self.time45m = 45
-		self.time_m_symbols = ['2m', '3m', '5m', '10m', '15m', '20m','30m']
+		self.time_m15_intervals = [30, 45]
+		self.time_m15_symbols = ['30m', '45m']
 		self.time2h = 2*60
 		self.time4h = 4*60
 		self.time6h = 6*60
@@ -35,35 +39,43 @@ class ChanLun():
 		self.time_h_symbols = ['2h', '4h', '6h', '8h', '12h', '16h']
 		self.time2d = 2*24*60
 		self.time3d = 3*24*60
+		self.time_d_intervals = [2*24*60, 3*24*60]
+		self.time_d_symbols	 = ['2d', '3d']
 		self.time1w = 7*24*60
 		self.time2w = 14*24*60
-		self.time_d_intervals = [2*24*60, 3*24*60, 7*24*60, 14*24*60]
+		self.time_w_intervals = [14*24*60]
-		self.time_d_symbols	 = ['2d', '3d', '1w', '2w']
+		self.time_w_symbols = ['2w']
 		self.time2M = 2*30*24*60
 		self.time3M = 3*30*24*60
 		self.time6M = 6*30*24*60
 		self.time1y = 12*30*24*60
 		self.time_M_intervals = [2*30*24*60, 3*30*24*60, 6*30*24*60, 12*30*24*60]
 		self.time_M_symbols	 = ['2M', '3M', '6M', '1y']
-		self.time_symbols = ['1m', '2m', '3m', '5m', '10m', '15m', '20m','30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d', '1w', '2w', '1M', '3M', '6M', '1y']
+		self.time_symbols = ['1m', '2m', '3m', '5m', '10m', '15m', '20m', '30m', '45m','1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d', '1w', '2w', '1M', '3M', '6M', '1y']
 		self.tf_df_dict = {}
-		self.ema_symbols = ['1m', '2m', '3m', '5m', '10m', '15m', '20m','30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d']
+		self.ema_symbols = ['1m', '2m', '3m', '5m', '10m', '15m', '20m', '30m', '45m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d']
 		self.tf_df = TF_DF()
 	def init_data(self, dataframe, intervals, timeframes):
 		for index in range(0, len(intervals)):
 			timeframe = timeframes[index]
 			interval = intervals[index]
 			self.tf_df_dict[timeframe] = TF_DF(dataframe, interval, timeframe)
-	def init_dataframes(self, dataframe_m=None, dataframe_h=None, dataframe_d=None, dataframe_M=None):
+	def init_dataframes(self, dataframe_m=None, dataframe_15m=None, dataframe_h=None, dataframe_d=None, dataframe_w=None, dataframe_M=None):
 		if dataframe_m is not None:
 			self.tf_df_dict['1m'] = TF_DF(dataframe_m, 1, '1m')
 			self.init_data(dataframe_m, self.time_m_intervals, self.time_m_symbols)
+		if dataframe_15m is not None:
+			self.tf_df_dict['15m'] = TF_DF(dataframe_15m, 1, '15m')
+			self.init_data(dataframe_15m, self.time_m15_intervals, self.time_m15_symbols)
 		if dataframe_h is not None:
 			self.tf_df_dict['1h'] = TF_DF(dataframe_h, 1, '1h')
 			self.init_data(dataframe_h, self.time_h_intervals, self.time_h_symbols)
 		if dataframe_d is not None:
 			self.tf_df_dict['1d'] = TF_DF(dataframe_d, 1, '1d')
 			self.init_data(dataframe_d, self.time_d_intervals, self.time_d_symbols)
+		if dataframe_w is not None:
+			self.tf_df_dict['1w'] = TF_DF(dataframe_w, 1, '1w')
+			self.init_data(dataframe_w, self.time_w_intervals, self.time_w_symbols)
 		if dataframe_M is not None:
 			self.tf_df_dict['1M'] = TF_DF(dataframe_M, 1, '1M')
 			self.init_data(dataframe_M, self.time_M_intervals, self.time_M_symbols)
@@ -79,13 +91,18 @@ class ChanLun():
 		if len(self.tf_df_dict) > 0:
 			return {key: self.tf_df_dict[key].get_current_klc() for key in self.ema_symbols}
 		return None
+	def get_tf_df_by_timeframe(self, timeframe):
+		if timeframe in self.tf_df_dict:
+			return self.tf_df_dict[timeframe]
+		return None
 	def check_price_ema52(self, price):
 		key_list = []
 		if len(self.tf_df_dict) > 0:
 			ema52_dict = self.get_ema52_dict()
 			for key in self.ema_symbols:
-				if abs(price - ema52_dict[key]) < 100:
+				if ema52_dict[key] is not None:
-					key_list.append(key)
+					if abs(price - ema52_dict[key]) < 100:
+						key_list.append(key)
 		return key_list
 
 

TF_DF.py

@@ -22,7 +22,17 @@ class TF_DF():
 	def init_TF_DF(self, df, interval, timeframe):
 		self.timeframe = timeframe
 		self.interval = interval
-		self.dataframe = resample_to_interval(df, interval)
+		# 检查 DataFrame 是否为空或没有 date 列
+		if df is None or df.empty:
+			raise ValueError(f"DataFrame for {timeframe} is empty. Please download data first.")
+		if 'date' not in df.columns:
+			raise ValueError(f"DataFrame for {timeframe} missing 'date' column. Columns: {df.columns.tolist()}")
+		# interval=1 时不需要重采样
+		if interval == 1:
+			self.dataframe = df.copy()
+		else:
+			self.dataframe = resample_to_interval(df, interval)
+		#print(self.timeframe, len(self.dataframe))
 		self.dataframe = self.add_indicators(self.dataframe)
 		self.klu_list = []
 		self.klc_list = []

strategies/ChanLun_EMA52.py

@@ -77,7 +77,7 @@ class ChanLun_EMA52(IStrategy):
 	can_short = True
 	lev = 1.0
 	stoploss = -0.3  # 设置为很大的负值，让custom_stoploss来控制
-	use_custom_stoploss = True  # 启用自定义止损
+	use_custom_stoploss = False  # 启用自定义止损
  
 	trailing_stop = False
 	trailing_stop_positive = 0.03
@@ -86,87 +86,35 @@ class ChanLun_EMA52(IStrategy):
 
 	# 关闭分批止盈/仓位调整
 	position_adjustment_enable = False
-	startup_candle_count = 1600
+	# startup_candle_count = 1600
- 
+	big_tf = '1h'
+	small_tf = '15m'
 	last_time = datetime.now()
 	chan = ChanLun()
 	last_order = None
 	last_trade = None
 	pair = 'BTC/USDT:USDT'
+	def informative_pairs(self):
+		return [(self.pair, "1h"),
+				(self.pair, "1d"),
+				(self.pair, "1M"),
+				(self.pair, "15m"),
+				(self.pair, "1w"),
+				]
 	def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 		self.init_dataframes(dataframe)
+		dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+		last_price = dataframe.iloc[-1]['close']
+		tf_ema52_list = self.chan.check_price_ema52(last_price)
+		print(tf_ema52_list)
 		return dataframe
 	def init_dataframes(self, dataframe_1m):
+		dataframe_15m = self.dp.get_pair_dataframe(pair=self.pair, timeframe='15m')
 		dataframe_1h = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1h')
 		dataframe_1d = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1d')
+		dataframe_1w = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1w')
 		dataframe_1M = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1M')
-		self.chan.init_dataframes(dataframe_1m, dataframe_1h, dataframe_1d, dataframe_1M)
+		self.chan.init_dataframes(dataframe_1m, dataframe_15m,dataframe_1h, dataframe_1d, dataframe_1w, dataframe_1M)
-		current_price = dataframe_1m.iloc[-1]['close']
-		print("Current Price: ", current_price)
-		self.print_all_current_klc()
-	def print_all_ema52(self):
-		for key, value in self.chan.get_ema52_dict().items():
-			print(key, value)
-	def print_all_ema24(self):
-		for key, value in self.chan.get_ema24_dict().items():
-			print(key, value)
-	def print_all_current_klc(self):
-		for key, value in self.chan.get_current_klc_dict().items():
-			print(key, value.to_string())
-	def add_indicators(self, df):
-		fast = 12
-		slow = 26
-		period = 9
-		macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
-		bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
-		bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
-		bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0)
-		bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
-		bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
-		bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
-		# 计算布林带中轨（移动平均线）
-		bb30_middle = ta.SMA(df, timeperiod=90)
-		
-		# 手动计算布林带 %B 指标 (BBP)
-		# %B = (Price - Lower Band) / (Upper Band - Lower Band)
-		bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
-		bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
-		bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
-		bbp302 = (df['close'] - bb302['lowerband']) / (bb302['upperband'] - bb302['lowerband'])
-		df['atr'] = ta.ATR(df, timeperiod=14)
-		df['bbup365'] = bb365['upperband']
-		df['bblow365'] = bb365['lowerband']
-		df['bbp365'] = bbp365
-		df['bbup120'] = bb120['upperband']
-		df['bblow120'] = bb120['lowerband']
-		df['bbp120'] = bbp120
-		df['bbup30'] = bb30['upperband']
-		df['bblow30'] = bb30['lowerband']
-		df['bbmiddle30'] = bb30_middle  # 添加bb30中轨
-		df['bbp30'] = bbp30
-		df['bbup302'] = bb302['upperband']
-		df['bblow302'] = bb302['lowerband']
-		df['bbp302'] = bbp302
-		df['macd'] = macd['macd']
-		df['macdsignal'] = macd['macdsignal']
-		df['macdhist'] = macd['macdhist']
-		df['ema5'] = ta.EMA(df, timeperiod=5)
-		df['ema10'] = ta.EMA(df, timeperiod=10)
-		df['ema24'] = ta.EMA(df, timeperiod=24)
-		df['ema26'] = ta.EMA(df, timeperiod=26)
-		df['ema52'] = ta.EMA(df, timeperiod=52)
-		df['rsi'] = ta.RSI(df, timeperiod=14)
-		df['volume_ratio'] = self.cal_volume_ratio(df)
-		return df
-	def cal_volume_ratio(self, dataframe, window=10):
-		df = dataframe.copy()
-		# 计算过去N根K线的平均成交量
-		df['avg_volume'] = df['volume'].rolling(window=window).mean()
-		# 计算量比
-		df['volume_ratio'] = df['volume'] / df['avg_volume']
-		# 填充缺失值（前N根K线）
-		df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
-		return df['volume_ratio']
 	def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
 													 entry_tag: str | None, side: str, **kwargs) -> float:
 		new_entryprice = proposed_rate
@@ -197,134 +145,20 @@ class ChanLun_EMA52(IStrategy):
 		# 关闭分批止盈，始终不调整仓位
 		return None
 	
-	def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
-						current_rate: float, current_profit: float, after_fill: bool,
-						**kwargs) -> float | None:
-		"""
-		止损 = 开仓价 ± 1 * ATR（开仓时的ATR）。
-		多单: 开仓价 - ATR；空单: 开仓价 + ATR。
-		"""
-		# 保本止损：当浮盈达到或超过 1% 时，将止损提至开仓价
-		#if current_profit is not None and current_profit >= 0.14:
-			#return stoploss_from_absolute(trade.open_rate, current_rate, is_short=trade.is_short)
-
-		entry_atr = trade.get_custom_data(key="entry_atr")
-		if entry_atr is None:
-			# 回退：取当前数据的 ATR 估算
-			dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
-			if dataframe is not None and len(dataframe) > 0 and 'atr' in dataframe.columns:
-				entry_atr = float(dataframe.iloc[-1]['atr'])
-			else:
-				# 最保守的回退：5%
-				return -0.05
-		dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
-		last_candle = dataframe.iloc[-1].squeeze()
-		ema52_str = 'resample_{}_ema52'.format(self.time15m)
-		ema52_val = float(last_candle.get(ema52_str, 0) or 0)
-		close_str = 'resample_{}_close'.format(self.time15m)
-		close_val = float(last_candle.get(close_str, 0) or 0)
-		if close_val < ema52_val:
-			return -0.01
-		if trade.is_short:
-			stop_price = trade.open_rate + float(entry_atr)
-		else:
-			stop_price = trade.open_rate - float(entry_atr)
-		return stoploss_from_absolute(stop_price, current_rate, is_short=trade.is_short)
-	
 	def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
 					current_profit: float, **kwargs):
 		# 不做分批止盈/最终止盈处理，退出由策略信号/ROI/止损决定
 		return None
 
-	def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-							time_in_force: str, current_time: datetime, entry_tag: str | None,
-							side: str, **kwargs) -> bool:
-		"""
-		ATR 过滤：atr < 100 不开单。
-		"""
-		try:
-			dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-			if dataframe is None or len(dataframe) == 0:
-				return False
-			last = dataframe.iloc[-1]
-			atr_str = 'resample_{}_atr'.format(self.time1h)
-			atr_val = float(last.get(atr_str, 0) or 0)
-			if atr_val < 0.001:
-				#logger.info(f"ATR过滤：atr={atr_val:.2f} < 100, 拒绝进场 {pair}")
-				return False
-			return True
-		except Exception as e:
-			logger.warning(f"confirm_trade_entry 异常: {e}")
-			return True
-
-	def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
-		"""
-		Called right after an order fills. 
-		Will be called for all order types (entry, exit, stoploss, position adjustment).
-		:param pair: Pair for trade
-		:param trade: trade object.
-		:param order: Order object.
-		:param current_time: datetime object, containing the current datetime
-		:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-		"""
-		# Obtain pair dataframe (just to show how to access it)
-		dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
-		last_candle = dataframe.iloc[-1].squeeze()
-		atr_str = 'resample_{}_atr'.format(elf.time15)
-		# 保存开仓时的ATR值用于止损计算
-		if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
-			entry_atr = last_candle[atr_str] * 4
-			trade.set_custom_data(key="entry_atr", value=entry_atr)
-			#logger.info(f"保存开仓时ATR值: {entry_atr}")
-		return None
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-		shift15 = self.time15m
+		dataframe.loc[
-		shift60 = self.time1h
+            (dataframe['rsi'] < 30),
-		bsp_col = 'resample_{}_bsp_mtf'.format(shift15)
+            'enter_long'] = 1
-		score_col = 'resample_{}_mtf_score'.format(shift15)
-		macdh_col = 'resample_{}_macdhist'.format(shift15)
-		c60_col = 'resample_{}_close'.format(shift60)
-		e60_col = 'resample_{}_ema52'.format(shift60)
-		# 强化过滤：15m BSP + 分数阈值 + 60m 趋势同向 + 15m MACD柱同向
-		if all(col in dataframe.columns for col in [bsp_col, score_col, macdh_col, c60_col, e60_col]):
-			dataframe.loc[
-				(
-					(dataframe[bsp_col].shift(shift15) == 1) &
-					(dataframe[score_col].shift(shift15) >= 1.2) &
-					(dataframe[c60_col].shift(shift60) >= dataframe[e60_col].shift(shift60)) &
-					(dataframe[macdh_col].shift(shift15) > 0)
-				),
-				['enter_long', 'enter_tag']] = (1, 'long_bsp15_v2')
-			dataframe.loc[
-				(
-					(dataframe[bsp_col].shift(shift15) == -1) &
-					(dataframe[score_col].shift(shift15) <= -1.2) &
-					(dataframe[c60_col].shift(shift60) <= dataframe[e60_col].shift(shift60)) &
-					(dataframe[macdh_col].shift(shift15) < 0)
-				),
-				['enter_short', 'enter_tag']] = (1, 'short_bsp15_v2')
 		return dataframe
 	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-		shift15 = self.time15m
+		dataframe.loc[
-		shift60 = self.time1h
+            (dataframe['rsi'] > 70),
-		bsp_col = 'resample_{}_bsp_mtf'.format(shift15)
+            'exit_long'] = 1
-		score_col = 'resample_{}_mtf_score'.format(shift15)
-		c60_col = 'resample_{}_close'.format(shift60)
-		e60_col = 'resample_{}_ema52'.format(shift60)
-		# 反向强信号或60m趋势反向时平仓
-		if all(col in dataframe.columns for col in [bsp_col, score_col, c60_col, e60_col]):
-			dataframe.loc[
-				(
-					((dataframe[bsp_col].shift(shift15) == -1) & (dataframe[score_col].shift(shift15) <= -0.8)) |
-					(dataframe[c60_col].shift(shift60) < dataframe[e60_col].shift(shift60))
-				),
-				['exit_long', 'exit_tag']] = (1, 'long_close_bsp15')
-			dataframe.loc[
-				(
-					((dataframe[bsp_col].shift(shift15) == 1) & (dataframe[score_col].shift(shift15) >= 0.8)) |
-					(dataframe[c60_col].shift(shift60) > dataframe[e60_col].shift(shift60))
-				),
-				['exit_short', 'exit_tag']] = (1, 'short_close_bsp15')
 		return dataframe
 	def leverage(self, pair: str, current_time: datetime, current_rate: float,
 				 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,

web/app.py

@@ -45,7 +45,7 @@ china_stock = ChinaStockData()
 logger = logging.getLogger(__name__)
 
 DATA_SERVICE_URL = os.environ.get("DATA_SERVICE_URL", os.environ.get("DATASVC_URL", "http://127.0.0.1:9009"))
-
+DATA_SERVICE_URL = os.environ.get("DATA_SERVICE_URL", os.environ.get("DATASVC_URL", "http://192.168.1.9:9009"))
 DEFAULT_TIMEFRAME_LABELS = OrderedDict([
     ("1m", "1分钟"),
     ("3m", "3分钟"),