from numpy import real from market_data_main import MarketDataMain from huge_volume_main import HugeVolumeMain from core.biz.market_monitor import create_metrics_report from core.db.db_market_monitor import DBMarketMonitor from core.wechat import Wechat from config import MONITOR_CONFIG, MYSQL_CONFIG from core.utils import timestamp_to_datetime, transform_date_time_to_timestamp import logging import os import pandas as pd from datetime import datetime, timedelta import json import re logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s: %(message)s") class MarketMonitorMain: def __init__(self): self.market_data_main = MarketDataMain() self.huge_volume_main = HugeVolumeMain() self.wechat = Wechat() self.monitor_config = MONITOR_CONFIG self.window_size = 100 self.start_date = MONITOR_CONFIG.get("volume_monitor", {}).get( "initial_date", "2025-05-01 00:00:00" ) self.latest_record_file_path = "./output/latest_record.json" self.latest_record = self.get_latest_record() self.output_folder = "./output/report/market_monitor/" os.makedirs(self.output_folder, exist_ok=True) mysql_user = MYSQL_CONFIG.get("user", "xch") mysql_password = MYSQL_CONFIG.get("password", "") if not mysql_password: raise ValueError("MySQL password is not set") mysql_host = MYSQL_CONFIG.get("host", "localhost") mysql_port = MYSQL_CONFIG.get("port", 3306) mysql_database = MYSQL_CONFIG.get("database", "okx") self.db_url = f"mysql+pymysql://{mysql_user}:{mysql_password}@{mysql_host}:{mysql_port}/{mysql_database}" self.db_market_monitor = DBMarketMonitor(self.db_url) def get_latest_record(self): """ 获取最新记录 """ if os.path.exists(self.latest_record_file_path): with open(self.latest_record_file_path, "r", encoding="utf-8") as f: return json.load(f) else: with open(self.latest_record_file_path, "w", encoding="utf-8") as f: json.dump({}, f, ensure_ascii=False, indent=4) return {} def monitor_realtime_market( self, symbol: str, bar: str, only_output_huge_volume: bool = False, only_output_rise: bool = False, ): """ 监控最新市场数据 考虑到速度,暂不与数据库交互,直接从api获取数据 """ real_time_data = self.market_data_main.market_data.get_realtime_kline_data( symbol=symbol, bar=bar, end_time=None, limit=50, ) if real_time_data is None or len(real_time_data) == 0: logging.error(f"获取最新市场数据失败: {symbol}, {bar}") return latest_realtime_timestamp = real_time_data["timestamp"].iloc[-1] latest_record_timestamp = ( self.latest_record.get(symbol, {}).get(bar, {}).get("timestamp", 0) ) latest_reatime_datetime = timestamp_to_datetime(latest_realtime_timestamp) latest_record_datetime = timestamp_to_datetime(latest_record_timestamp) if ( latest_record_timestamp is not None and latest_realtime_timestamp <= latest_record_timestamp ): logging.info( f"最新市场数据时间戳 {latest_reatime_datetime} 小于等于最新记录时间戳 {latest_record_datetime}, 不进行监控" ) return else: self.latest_record[symbol] = {bar: {"timestamp": latest_realtime_timestamp}} with open(self.latest_record_file_path, "w", encoding="utf-8") as f: json.dump(self.latest_record, f, ensure_ascii=False, indent=4) logging.info( f"最新市场数据时间 {latest_reatime_datetime}, 上一次记录时间 {latest_record_datetime}" ) real_time_data = self.market_data_main.add_new_columns(real_time_data) logging.info(f"开始计算技术指标: {symbol} {bar}") real_time_data = self.market_data_main.calculate_metrics(real_time_data) logging.info(f"开始计算大成交量: {symbol} {bar} 窗口大小: {self.window_size}") real_time_data = self.huge_volume_main.huge_volume.detect_huge_volume( data=real_time_data, window_size=self.window_size, threshold=self.huge_volume_main.threshold, check_price=True, only_output_huge_volume=only_output_huge_volume, output_excel=False, ) if real_time_data is None or len(real_time_data) == 0: logging.error( f"计算大成交量失败: {symbol} {bar} 窗口大小: {self.window_size}" ) return report = create_metrics_report(real_time_data, only_output_rise) text_length = len(report.encode("utf-8")) logging.info(f"发送报告到企业微信,字节数: {text_length}") self.wechat.send_markdown(report) self.latest_record[symbol][bar]["timestamp"] = latest_realtime_timestamp with open(self.latest_record_file_path, "w", encoding="utf-8") as f: json.dump(self.latest_record, f, ensure_ascii=False, indent=4) # remove punction in latest_reatime_datetime latest_reatime_datetime = re.sub(r"[\:\-\s]", "", latest_reatime_datetime) report_file_name = f"{symbol}_{bar}_{self.window_size}_{latest_reatime_datetime}.md" report_file_path = os.path.join(self.output_folder, report_file_name) with open(report_file_path, "w", encoding="utf-8") as f: f.write(report.replace(":", "_")) report_file_byte_size = os.path.getsize(report_file_path) report_data = { "symbol": symbol, "bar": bar, "window_size": self.window_size, "timestamp": latest_realtime_timestamp, "date_time": latest_reatime_datetime, "report": report, "report_file_path": report_file_path, "report_file_name": report_file_name, "report_file_byte_size": report_file_byte_size } report_data = pd.DataFrame([report_data]) logging.info(f"插入数据到数据库") self.db_market_monitor.insert_data_to_mysql(report_data) def batch_monitor_realtime_market( self, only_output_huge_volume: bool = True, only_output_rise: bool = False, ): for symbol in self.market_data_main.symbols: for bar in self.market_data_main.bars: self.monitor_realtime_market( symbol, bar, only_output_huge_volume, only_output_rise, )