添加 bsp_monitor: BTC/USDT 1m 缠论买卖点实时监控
- 每整分钟拉取 Binance 永续合约 1m K 线 - 运行完整缠论管线检测买卖点 (BSP) - 新 BSP 推送到 Telegram - fix: fetcher 用 limit=1000 替代固定 since，避免 API 500 根限制截断新数据
This commit is contained in:
jackyu66git
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# bsp_monitor 复用 Hermes Agent 的 Telegram bot
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# notify.py 从 ~/.hermes/.env 直接读取 TELEGRAM_BOT_TOKEN
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# 此处无需重复配置
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# bsp_monitor - 缠论买卖点监控 (BTC/USDT 1m)
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"""
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engine.py - 缠论管线封装：DataFrame → KLC → BI → ZS → BSP。
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复用 ~/Project/Chan/ 下的 TF_DF 模块。
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注意：TF_DF.__init__ 有 bug（get_zs_list 不存在），这里手动调用各步骤。
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"""
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import sys
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import os
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from typing import List, Optional
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_PARENT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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if _PARENT not in sys.path:
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sys.path.insert(0, _PARENT)
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import pandas as pd
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import talib.abstract as ta
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from ChanEnum import (
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Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_BI_DIR,
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Chan_FX_TYPE, Chan_KLINE_DIR, Chan_SEG_DIR, Chan_ZS_DIR,
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)
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from ChanBSP import ChanBSP
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from ChanBI import ChanBI
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from ChanZS import ChanZS
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# 仅导入类，不触发 TF_DF.__init__
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from TF_DF import TF_DF as _TF_DF_Class
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class ChanEngine:
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"""手动执行缠论管线，绕过 TF_DF.__init__ 的 bug。"""
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def __init__(self, df: pd.DataFrame):
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if df.empty or len(df) < 50:
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raise ValueError("DataFrame 至少需要 50 根 K 线")
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if "date" not in df.columns and "timestamp" in df.columns:
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df["date"] = df["timestamp"]
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self.df = df
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self._tf = _TF_DF_Class.__new__(_TF_DF_Class) # 不调用 __init__
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# Step 0: 添加 TA 指标
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self._df_with_indicators = self._tf.add_indicators(df.copy())
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# Step 1: KLU (K-line unit)
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self.klu_list = self._tf.cal_kl_data(self._df_with_indicators)
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# Step 1.5: MACD state
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from ChanMACD import ChanMACD
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chanmacd = ChanMACD(self.klu_list)
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self.klu_list = chanmacd.cal_macd_state()
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# Step 2: KLC (combined K-line)
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self.klc_list = self._tf.get_klc_list(self.klu_list)
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# Step 3: BI (stroke)
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self.bi_list = self._tf.cal_bi_list(self.klc_list)
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# Step 4: SEG (segment)
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self.seg_list = self._tf.get_seg_list(self.bi_list)
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# Step 5: ZS (bi-level center) — 供 find_all_bsp 使用
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self.bi_zs_list: List = self._tf.cal_bi_zs_list(self.bi_list)
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# Step 6: BSP (buy/sell points)
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self.bsp_list: List[ChanBSP] = self._tf.find_all_bsp(
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self.bi_list, self.bi_zs_list
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)
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def get_second_last_bi(self) -> Optional[ChanBI]:
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"""获取倒数第二笔（最新确认的笔）。"""
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confirmed = [b for b in self.bi_list if b.is_sure]
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if len(confirmed) >= 2:
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return confirmed[-2]
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elif len(confirmed) == 1:
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return confirmed[-1]
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return None
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def get_bsp_for_bi(self, bi: ChanBI) -> Optional[ChanBSP]:
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"""检查某个 Bi 的 end_klc 是否是买卖点。"""
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if bi is None or not bi.is_sure:
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return None
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klc = bi.end_klc
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if klc is None:
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return None
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if klc.bsp and klc.bsp_type != Chan_BSP_TYPE.NONE:
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for bsp in self.bsp_list:
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if bsp.klc is klc:
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return bsp
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return None
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# ── 格式化 ──
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@staticmethod
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def _bsp_type_name(t: Chan_BSP_TYPE) -> str:
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import ChanEnum
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names = {
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Chan_BSP_TYPE.B1: "一类买点(B1)",
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Chan_BSP_TYPE.B2: "二类买点(B2)",
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Chan_BSP_TYPE.B3: "三类买点(B3)",
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Chan_BSP_TYPE.S1: "一类卖点(S1)",
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Chan_BSP_TYPE.S2: "二类卖点(S2)",
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Chan_BSP_TYPE.S3: "三类卖点(S3)",
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}
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return names.get(t, str(t))
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@staticmethod
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def _bi_dir_name(d) -> str:
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return "⬆️ 向上" if d == Chan_BI_DIR.UP else "⬇️ 向下"
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@staticmethod
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def _fx_strength_name(klc_fx_type) -> str:
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import ChanEnum
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names = {
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Chan_KLC_FX.TOP0: "TOP0(弱)", Chan_KLC_FX.TOP1: "TOP1(标准)",
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Chan_KLC_FX.TOP2: "TOP2(强)", Chan_KLC_FX.TOP3: "TOP3(二类)",
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Chan_KLC_FX.TOP4: "TOP4(BB上轨)", Chan_KLC_FX.TOP5: "TOP5",
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Chan_KLC_FX.TOP6: "TOP6(高位空)", Chan_KLC_FX.TOP7: "TOP7(背驰)",
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Chan_KLC_FX.TOP8: "TOP8(信号线)",
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Chan_KLC_FX.BOTTOM0: "BOTTOM0(弱)", Chan_KLC_FX.BOTTOM1: "BOTTOM1(标准)",
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Chan_KLC_FX.BOTTOM2: "BOTTOM2(强)", Chan_KLC_FX.BOTTOM3: "BOTTOM3(二类)",
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Chan_KLC_FX.BOTTOM4: "BOTTOM4(BB下轨)", Chan_KLC_FX.BOTTOM5: "BOTTOM5(零轴下)",
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Chan_KLC_FX.BOTTOM6: "BOTTOM6(高位空)", Chan_KLC_FX.BOTTOM7: "BOTTOM7(背驰)",
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Chan_KLC_FX.BOTTOM8: "BOTTOM8(信号线)",
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}
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return names.get(klc_fx_type, f"UNKNOWN({klc_fx_type})")
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@staticmethod
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def _utc_to_cst(time_str: str) -> str:
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"""UTC 时间字符串 → 东八区 (UTC+8)。"""
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from datetime import datetime, timedelta, timezone
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dt = datetime.fromisoformat(str(time_str))
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=timezone.utc)
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cst = dt.astimezone(timezone(timedelta(hours=8)))
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return cst.strftime("%Y-%m-%d %H:%M:%S CST")
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def format_bsp_detail(self, bsp: ChanBSP) -> str:
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bi = bsp.bi
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klc = bsp.klc
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bsp_type = bsp.type
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bsp_dir = bsp.dir
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emoji = "🟢" if bsp_dir == Chan_BSP_DIR.BUY else "🔴"
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dir_label = "买点" if bsp_dir == Chan_BSP_DIR.BUY else "卖点"
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lines = [
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f"{emoji} [{dir_label}] {self._bsp_type_name(bsp_type)} — <b>BTC/USDT 1m</b>",
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"",
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f"⏰ 确认: <code>{self._utc_to_cst(klc.end_time)}</code>",
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f"💰 价格: <b>{klc.close:.2f}</b>",
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f"📐 笔方向: {self._bi_dir_name(bi.dir)}",
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f"📏 笔高度: ${bi.height:.2f} 宽度: {bi.width}K 斜率: {bi.slop:.2f}",
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f"🔩 分型强度: {self._fx_strength_name(klc.klc_fx_type)}",
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]
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if bsp.zs:
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zs = bsp.zs
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zs_dir = "UP" if hasattr(zs, 'dir') and hasattr(Chan_ZS_DIR, 'UP') and zs.dir == Chan_ZS_DIR.UP else "DOWN"
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lines.append(f"🏠 中枢: {zs.zd:.2f} – {zs.zg:.2f} ({zs_dir}, #{getattr(zs, 'index', 0) + 1})")
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if bsp.type in (Chan_BSP_TYPE.B1, Chan_BSP_TYPE.S1):
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lines.append("📊 MACD背驰: 有 (离开段能量 < 进入段)")
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if hasattr(klc, 'ema_status') and klc.ema_status:
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ema52 = klc.ema_status.get('ema52', {})
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if ema52:
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pos = str(ema52.get('pos', '?'))
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lines.append(f"📈 EMA52: {pos} (值: {klc.ema52:.2f})")
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lines.append(f"📋 KLC状态: {klc.klc_state}")
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if bi.pre:
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prev = bi.pre
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lines.extend([
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"────",
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f"⬅️ 前一笔: {self._bi_dir_name(prev.dir)} "
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f"高度: ${prev.height:.2f} 宽度: {prev.width}K",
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])
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return "\n".join(lines)
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"""
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fetcher.py - CCXT REST 拉取 Binance 永续合约 1m K 线，从固定起点累积。
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"""
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import ccxt
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import pandas as pd
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import logging
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from datetime import datetime, timezone
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logger = logging.getLogger(__name__)
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SYMBOL = "BTC/USDT:USDT"
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TIMEFRAME = "1m"
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# 每次拉取最近 LIMIT 根 K 线（Binance 上限 1500，足够缠论管线用 ~25h 数据）
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_FETCH_LIMIT = 1000
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_exchange = None
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def _get_exchange():
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global _exchange
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if _exchange is None:
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_exchange = ccxt.binance({
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"enableRateLimit": True,
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"options": {"defaultType": "future"},
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})
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_exchange.load_markets()
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logger.info("ccxt binance 已初始化")
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return _exchange
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def fetch_ohlcv() -> pd.DataFrame:
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"""拉取最近 _FETCH_LIMIT 根 1m K 线。
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管线每次重跑最新的 K 线窗口。
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用 limit 而非 since 避免 API 500 根限制截断新数据。
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"""
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exchange = _get_exchange()
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raw = exchange.fetch_ohlcv(SYMBOL, TIMEFRAME, limit=_FETCH_LIMIT)
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df = pd.DataFrame(raw, columns=["timestamp", "open", "high", "low", "close", "volume"])
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
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df["date"] = df["timestamp"]
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df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
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return df
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#!/usr/bin/env python3
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"""
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main.py - 缠论买卖点监控主程序。
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每整分钟：
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1. 从 Binance 拉取最新 1m K 线
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2. 跑完整缠论管线
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3. 检测新出现的买卖点（BSP）
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4. 推送到 Telegram（同一 BSP 只推一次）
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"""
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import asyncio
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import logging
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import sys
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import os
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import time
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from datetime import datetime, timezone, timedelta
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from fetcher import fetch_ohlcv
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from engine import ChanEngine
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from notify import send_bsp_alert, BOT_TOKEN, CHAT_ID
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logging.basicConfig(
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level=logging.INFO,
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format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
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)
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logger = logging.getLogger("bsp_monitor")
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def _bsp_stable_key(bsp) -> str:
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"""生成 BSP 的稳定唯一键（不依赖笔边界的微小变化）。"""
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return f"{bsp.type}_{bsp.klc.end_time}"
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class BSPMonitor:
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def __init__(self):
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self._first_run = True
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self._last_df_ts = None
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self._known_bsp_keys: set = set() # 已见过的 BSP 键（含已推送和历史的）
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async def tick(self):
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"""单次 tick。"""
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tick_start = time.monotonic()
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logger.info("── tick 开始 ──")
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# 1. 拉取 K 线
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try:
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df = fetch_ohlcv()
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except Exception as e:
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logger.error(f"拉取 K 线失败: {e}")
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return
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if df.empty:
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logger.warning("DataFrame 为空，跳过")
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return
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latest_ts = df.iloc[-1]["timestamp"]
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if self._last_df_ts and latest_ts <= self._last_df_ts:
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logger.info("无新 K 线，跳过")
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return
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self._last_df_ts = latest_ts
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# 2. 运行缠论管线
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try:
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engine = ChanEngine(df)
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except Exception as e:
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logger.error(f"缠论计算失败: {e}", exc_info=True)
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return
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# 3. 检测新 BSP（用 stable key 去重）
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current_bsps = engine.bsp_list
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current_keys = {_bsp_stable_key(b) for b in current_bsps}
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if self._first_run:
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self._first_run = False
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self._known_bsp_keys = current_keys
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confirmed = [b for b in engine.bi_list if b.is_sure]
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logger.info(
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f"首次运行完成 — {len(confirmed)} 笔已确认, "
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f"{len(current_bsps)} 个买卖点 (不推送历史)"
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)
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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return
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new_keys = current_keys - self._known_bsp_keys
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self._known_bsp_keys |= current_keys # 永增，BSP 一旦见过就不会再"新"
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if not new_keys:
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logger.debug("无新买卖点")
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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return
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logger.info(f"检测到 {len(new_keys)} 个新买卖点")
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# 4. 推送新 BSP
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for bsp in current_bsps:
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key = _bsp_stable_key(bsp)
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if key not in new_keys:
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continue
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msg = engine.format_bsp_detail(bsp)
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# HTML 转义（Telegram parse_mode=HTML 要求）
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msg = msg.replace("&", "&")
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msg = msg.replace("<b>", "\x00B\x00").replace("</b>", "\x00/B\x00")
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msg = msg.replace("<code>", "\x00C\x00").replace("</code>", "\x00/C\x00")
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msg = msg.replace("<", "<").replace(">", ">")
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msg = msg.replace("\x00B\x00", "<b>").replace("\x00/B\x00", "</b>")
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msg = msg.replace("\x00C\x00", "<code>").replace("\x00/C\x00", "</code>")
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ok = send_bsp_alert(msg, bsp_key=key)
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if ok:
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logger.info(f"✅ 推送: {key}")
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else:
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logger.warning(f"❌ 推送失败: {key}")
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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async def run(self):
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logger.info("=" * 50)
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logger.info("bsp_monitor 启动 — BTC/USDT 1m 缠论买卖点监控")
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logger.info(f"Telegram: {'已配置' if BOT_TOKEN and CHAT_ID else '⚠️ 未配置'}")
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logger.info("=" * 50)
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logger.info("首次运行（初始化，不推送）...")
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await self.tick()
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while True:
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now = datetime.now(timezone.utc)
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next_minute = now.replace(second=0, microsecond=0) + timedelta(minutes=1)
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wait_seconds = max(0.1, (next_minute - now).total_seconds())
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logger.info(f"等待 {wait_seconds:.0f}s 到 {next_minute.strftime('%H:%M:%S')}UTC")
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await asyncio.sleep(wait_seconds)
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try:
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await self.tick()
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except Exception as e:
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logger.error(f"tick 异常: {e}", exc_info=True)
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await asyncio.sleep(5)
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if __name__ == "__main__":
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monitor = BSPMonitor()
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try:
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asyncio.run(monitor.run())
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except KeyboardInterrupt:
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logger.info("收到中断信号，退出")
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@@ -0,0 +1,96 @@
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"""
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notify.py - Telegram 推送，复用 Hermes Agent 的 bot token。
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直接从 ~/.hermes/.env 读取 token（独立进程不受 Hermes 遮罩影响）。
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||||
支持持久化去重：已推送的 bsp_key 保存到文件，重启不重复推送。
|
||||
"""
|
||||
import os
|
||||
import json
|
||||
import logging
|
||||
import requests
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
_HERMES_ENV = os.path.expanduser("~/.hermes/.env")
|
||||
BOT_TOKEN = ""
|
||||
CHAT_ID = ""
|
||||
|
||||
if os.path.exists(_HERMES_ENV):
|
||||
with open(_HERMES_ENV) as f:
|
||||
for line in f:
|
||||
line = line.strip()
|
||||
if line.startswith("TELEGRAM_BOT_TOKEN="):
|
||||
BOT_TOKEN = line.split("=", 1)[1]
|
||||
elif line.startswith("TELEGRAM_ALLOWED_USERS="):
|
||||
CHAT_ID = line.split("=", 1)[1]
|
||||
|
||||
# 持久化去重文件
|
||||
_PUSHED_FILE = os.path.expanduser("~/.hermes/bsp_pushed.json")
|
||||
_pushed_bsp_keys: set = set()
|
||||
|
||||
|
||||
def _load_pushed():
|
||||
"""从文件加载已推送的 bsp_key 集合。"""
|
||||
global _pushed_bsp_keys
|
||||
if os.path.exists(_PUSHED_FILE):
|
||||
try:
|
||||
with open(_PUSHED_FILE) as f:
|
||||
data = json.load(f)
|
||||
_pushed_bsp_keys = set(data.get("keys", []))
|
||||
logger.info(f"加载已推送记录: {len(_pushed_bsp_keys)} 条")
|
||||
except Exception:
|
||||
_pushed_bsp_keys = set()
|
||||
|
||||
|
||||
def _save_pushed():
|
||||
"""持久化已推送的 bsp_key。"""
|
||||
try:
|
||||
with open(_PUSHED_FILE, "w") as f:
|
||||
json.dump({"keys": list(_pushed_bsp_keys)}, f)
|
||||
except Exception as e:
|
||||
logger.error(f"保存去重记录失败: {e}")
|
||||
|
||||
|
||||
# 启动时加载
|
||||
_load_pushed()
|
||||
|
||||
|
||||
def send_bsp_alert(text: str, bsp_key: str = "") -> bool:
|
||||
"""通过 Telegram Bot API 推送买卖点消息（自动去重）。
|
||||
|
||||
Args:
|
||||
text: HTML 格式的消息文本
|
||||
bsp_key: 唯一标识，用于持久化去重
|
||||
|
||||
Returns:
|
||||
True 如果发送成功
|
||||
"""
|
||||
if not BOT_TOKEN or not CHAT_ID:
|
||||
logger.warning("Telegram 未配置，跳过推送")
|
||||
return False
|
||||
|
||||
if bsp_key:
|
||||
if bsp_key in _pushed_bsp_keys:
|
||||
logger.info(f"已推送过，跳过: {bsp_key}")
|
||||
return False
|
||||
|
||||
url = f"https://api.telegram.org/bot{BOT_TOKEN}/sendMessage"
|
||||
try:
|
||||
resp = requests.post(
|
||||
url,
|
||||
json={
|
||||
"chat_id": CHAT_ID,
|
||||
"text": text,
|
||||
"parse_mode": "HTML",
|
||||
"disable_web_page_preview": True,
|
||||
},
|
||||
timeout=10,
|
||||
)
|
||||
resp.raise_for_status()
|
||||
if bsp_key:
|
||||
_pushed_bsp_keys.add(bsp_key)
|
||||
_save_pushed() # 立即持久化
|
||||
logger.info(f"Telegram 推送成功: {bsp_key or 'no-key'}")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"Telegram 推送失败: {e}")
|
||||
return False
|
||||
Executable
+11
@@ -0,0 +1,11 @@
|
||||
#!/bin/bash
|
||||
# bsp_monitor 启动脚本
|
||||
# 用法: bash run.sh
|
||||
|
||||
cd "$(dirname "$0")"
|
||||
echo "=== bsp_monitor ==="
|
||||
echo "启动时间: $(date -u '+%Y-%m-%d %H:%M:%S UTC')"
|
||||
echo "监控: BTC/USDT:USDT 1m 缠论买卖点"
|
||||
echo "推送: Telegram (复用 Hermes bot)"
|
||||
echo "==================="
|
||||
exec /usr/bin/python3 -u main.py
|
||||
Reference in New Issue
Block a user