crypto_quant/trade_ma_strategy_main.py

import core.logger as logging
from datetime import datetime
from time import sleep
import pandas as pd
from core.biz.market_data import MarketData
from core.trade.ma_break_statistics import MaBreakStatistics
from core.db.db_market_data import DBMarketData
from core.biz.metrics_calculation import MetricsCalculation
from core.utils import (
    datetime_to_timestamp,
    timestamp_to_datetime,
    transform_date_time_to_timestamp,
)
from trade_data_main import TradeDataMain
from config import (
    API_KEY,
    SECRET_KEY,
    PASSPHRASE,
    SANDBOX,
    OKX_MONITOR_CONFIG,
    MYSQL_CONFIG,
    BAR_THRESHOLD,
)

logger = logging.logger

class TradeMaStrategyMain:
    def __init__(self, is_us_stock: bool = False):
        self.ma_break_statistics = MaBreakStatistics(is_us_stock=is_us_stock)
    
    def batch_ma_break_statistics(self):
        """
        批量计算MA突破统计
        """
        logger.info("开始批量计算MA突破统计")
        strategy_dict = self.ma_break_statistics.main_strategy
        pct_chg_df_list = []
        for strategy_name, strategy_info in strategy_dict.items():
            pct_chg_df = self.ma_break_statistics.batch_statistics(strategy_name=strategy_name)
            pct_chg_df_list.append(pct_chg_df)
            
        pct_chg_df = pd.concat(pct_chg_df_list)
    
    def statistics_pct_chg(self, pct_chg_df: pd.DataFrame):
        """
        1. 将各个symbol, 各个bar, 各个策略的pct_chg_total构建为新的数据结构,如：
        symbol, bar, stratege_name_1, stratege_name_2, stratege_name_3, ...
        stratege_name_1的值, 为该策略的pct_chg_total的值
        2. 构建新的数据结构: symbol, bar, max_pct_chg_total_strategy_name, min_pct_chg_total_strategy_name
        如: BCT-USDT, 15m, 均线macd结合策略2, 全均线策略
        3. 构建新的数据结构, bar, max_pct_chg_total_strategy_name, min_pct_chg_total_strategy_name
        如: 15m, 均线macd结合策略2, 全均线策略
        4. 构建新的数据结构, symbol, max_pct_chg_total_strategy_name, min_pct_chg_total_strategy_name
        如: BCT-USDT, 均线macd结合策略2, 全均线策略
        """
        logger.info("开始统计pct_chg")
        
    


if __name__ == "__main__":
    trade_ma_strategy_main = TradeMaStrategyMain(is_us_stock=True)
    trade_ma_strategy_main.batch_ma_break_statistics()