194 lines
6.7 KiB
Python
194 lines
6.7 KiB
Python
"""
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交易策略模块 - 实现交易逻辑和优化
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"""
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import asyncio
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import logging
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from typing import List, Dict, Optional
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from binance_client import BinanceClient
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from market_scanner import MarketScanner
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from risk_manager import RiskManager
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from position_manager import PositionManager
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import config
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logger = logging.getLogger(__name__)
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class TradingStrategy:
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"""交易策略类"""
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def __init__(
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self,
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client: BinanceClient,
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scanner: MarketScanner,
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risk_manager: RiskManager,
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position_manager: PositionManager
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):
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"""
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初始化交易策略
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Args:
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client: 币安客户端
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scanner: 市场扫描器
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risk_manager: 风险管理器
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position_manager: 仓位管理器
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"""
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self.client = client
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self.scanner = scanner
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self.risk_manager = risk_manager
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self.position_manager = position_manager
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self.running = False
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async def execute_strategy(self):
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"""
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执行交易策略
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"""
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self.running = True
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logger.info("交易策略开始执行...")
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try:
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while self.running:
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# 1. 扫描市场，找出涨跌幅最大的前N个货币对
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top_symbols = await self.scanner.scan_market()
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if not top_symbols:
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logger.warning("未找到符合条件的交易对，等待下次扫描...")
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await asyncio.sleep(config.TRADING_CONFIG['SCAN_INTERVAL'])
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continue
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# 2. 对每个交易对执行交易逻辑
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for symbol_info in top_symbols:
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if not self.running:
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break
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symbol = symbol_info['symbol']
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change_percent = symbol_info['changePercent']
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direction = symbol_info['direction']
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logger.info(
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f"处理交易对: {symbol} "
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f"({direction} {change_percent:.2f}%)"
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)
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# 检查是否应该交易
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if not await self.risk_manager.should_trade(symbol, change_percent):
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continue
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# 优化：结合成交量确认
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if not await self._check_volume_confirmation(symbol_info):
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logger.info(f"{symbol} 成交量确认失败，跳过")
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continue
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# 优化：趋势确认（可选）
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if not await self._check_trend_confirmation(symbol, change_percent):
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logger.info(f"{symbol} 趋势确认失败，跳过")
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continue
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# 开仓
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position = await self.position_manager.open_position(
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symbol=symbol,
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change_percent=change_percent,
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leverage=10 # 默认10倍杠杆
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)
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if position:
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logger.info(f"{symbol} 开仓成功")
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else:
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logger.warning(f"{symbol} 开仓失败")
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# 避免同时处理太多交易对
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await asyncio.sleep(1)
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# 3. 检查止损止盈
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await self.position_manager.check_stop_loss_take_profit()
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# 4. 打印持仓摘要
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summary = await self.position_manager.get_position_summary()
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if summary:
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logger.info(
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f"持仓摘要: {summary['totalPositions']} 个持仓, "
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f"总盈亏: {summary['totalPnL']:.2f} USDT, "
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f"可用余额: {summary['availableBalance']:.2f} USDT"
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)
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# 等待下次扫描
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logger.info(f"等待 {config.TRADING_CONFIG['SCAN_INTERVAL']} 秒后进行下次扫描...")
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await asyncio.sleep(config.TRADING_CONFIG['SCAN_INTERVAL'])
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except Exception as e:
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logger.error(f"策略执行出错: {e}", exc_info=True)
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finally:
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self.running = False
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logger.info("交易策略已停止")
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async def _check_volume_confirmation(self, symbol_info: Dict) -> bool:
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"""
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成交量确认 - 确保有足够的成交量支撑
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Args:
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symbol_info: 交易对信息
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Returns:
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是否通过确认
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"""
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volume_24h = symbol_info.get('volume24h', 0)
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min_volume = config.TRADING_CONFIG['MIN_VOLUME_24H']
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if volume_24h < min_volume:
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return False
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return True
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async def _check_trend_confirmation(
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self,
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symbol: str,
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change_percent: float
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) -> bool:
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"""
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趋势确认 - 结合多时间周期确认趋势
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Args:
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symbol: 交易对
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change_percent: 5分钟涨跌幅
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Returns:
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是否通过确认
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"""
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try:
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# 获取15分钟K线数据，确认更大周期的趋势
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klines_15m = await self.client.get_klines(
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symbol=symbol,
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interval='15m',
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limit=2
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)
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if len(klines_15m) < 2:
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return True # 如果无法获取，默认通过
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# 计算15分钟涨跌幅
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current_price_15m = float(klines_15m[-1][4])
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prev_price_15m = float(klines_15m[-2][4])
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if prev_price_15m == 0:
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return True
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change_15m = ((current_price_15m - prev_price_15m) / prev_price_15m) * 100
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# 5分钟和15分钟趋势一致时，确认通过
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if (change_percent > 0 and change_15m > 0) or (change_percent < 0 and change_15m < 0):
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return True
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# 如果5分钟涨跌幅很大（>5%），即使15分钟不一致也允许
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if abs(change_percent) > 5:
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return True
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return False
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except Exception as e:
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logger.debug(f"趋势确认失败 {symbol}: {e}")
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return True # 出错时默认通过
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def stop(self):
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"""停止策略"""
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self.running = False
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logger.info("正在停止交易策略...")
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