176 lines
7.2 KiB
Python
176 lines
7.2 KiB
Python
import logging
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from core.biz.quant_trader import QuantTrader
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from core.biz.strategy import QuantStrategy
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from config import MYSQL_CONFIG
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from sqlalchemy import create_engine, exc, text
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import pandas as pd
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logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s: %(message)s')
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def main() -> None:
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"""主函数"""
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logging.info("=== 比特币量化交易系统 ===")
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# 导入配置
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try:
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from config import API_KEY, SECRET_KEY, PASSPHRASE, SANDBOX, TRADING_CONFIG, TIME_CONFIG
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except ImportError:
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logging.error("找不到config.py文件，请确保配置文件存在")
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return
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# 检查是否配置了API密钥
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if API_KEY == "your_api_key_here":
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logging.error("请先在config.py中配置你的OKX API密钥！\n1. 登录OKX官网\n2. 进入API管理页面\n3. 创建API Key、Secret Key和Passphrase\n4. 将密钥填入config.py文件中的相应位置")
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return
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# 创建交易器实例
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# sandbox = TRADING_CONFIG.get("sandbox", True)
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symbol = TRADING_CONFIG.get("symbol", "BTC-USDT")
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position_size = TRADING_CONFIG.get("position_size", 0.001)
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trader = QuantTrader(
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API_KEY, SECRET_KEY, PASSPHRASE,
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sandbox=SANDBOX,
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symbol=symbol,
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position_size=position_size
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)
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strategy = QuantStrategy(
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API_KEY, SECRET_KEY, PASSPHRASE,
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sandbox=SANDBOX,
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symbol=symbol,
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position_size=position_size
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)
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# 显示菜单
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while True:
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logging.info("\n请选择操作:\n1. 查看账户余额\n2. 查看当前价格\n3. 执行移动平均线策略\n4. 执行RSI策略\n5. 执行网格交易策略\n6. 运行策略循环\n7. 买入测试\n8. 卖出测试\n9. 获取最小交易量\n0. 退出")
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choice = input("请输入选择 (0-9): ").strip()
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if choice == '0':
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logging.info("退出程序")
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break
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elif choice == '1':
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trader.get_account_balance()
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elif choice == '2':
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trader.get_current_price()
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elif choice == '3':
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sma_short_period = TRADING_CONFIG.get("sma_short_period", 5)
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sma_long_period = TRADING_CONFIG.get("sma_long_period", 20)
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strategy.simple_moving_average_strategy(sma_short_period, sma_long_period)
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elif choice == '4':
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period = TRADING_CONFIG.get("rsi_period", 14)
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rsi_oversold = TRADING_CONFIG.get("rsi_oversold", 30)
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rsi_overbought = TRADING_CONFIG.get("rsi_overbought", 70)
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strategy.rsi_strategy(period, rsi_oversold, rsi_overbought)
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elif choice == '5':
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grid_levels = TRADING_CONFIG.get("grid_levels", 5)
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grid_range = TRADING_CONFIG.get("grid_range", 0.02)
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strategy.grid_trading_strategy(grid_levels, grid_range)
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elif choice == '6':
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strategy_name = input("选择策略 (sma/rsi/grid): ").strip()
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interval = TIME_CONFIG.get("strategy_interval", 30)
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strategy.run_strategy_loop(strategy_name, interval, TRADING_CONFIG)
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elif choice == '7':
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defalt_position_size = 0.01
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input_size = input("请输入买入数量: ")
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if input_size:
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try:
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position_size = float(input_size)
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logging.info(f"买入{position_size}BTC")
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trader.place_market_order('buy', position_size)
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except ValueError:
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logging.warning(f"输入无效，默认买入{defalt_position_size}BTC")
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trader.place_market_order('buy', defalt_position_size)
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else:
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logging.info(f"默认买入{defalt_position_size}BTC")
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trader.place_market_order('buy', defalt_position_size)
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elif choice == '8':
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defalt_position_size = 0.01
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input_size = input("请输入卖出数量: ")
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if input_size:
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try:
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position_size = float(input_size)
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logging.info(f"卖出{position_size}BTC")
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trader.place_market_order('sell', position_size)
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except ValueError:
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logging.warning(f"输入无效，默认卖出{defalt_position_size}BTC")
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trader.place_market_order('sell', defalt_position_size)
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else:
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logging.info(f"默认卖出{defalt_position_size}BTC")
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trader.place_market_order('sell', defalt_position_size)
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elif choice == '9':
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trader.get_minimun_order_size()
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else:
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logging.warning("无效选择，请重新输入")
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def test_query():
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mysql_user = MYSQL_CONFIG.get("user", "xch")
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mysql_password = MYSQL_CONFIG.get("password", "")
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if not mysql_password:
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raise ValueError("MySQL password is not set")
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mysql_host = MYSQL_CONFIG.get("host", "localhost")
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mysql_port = MYSQL_CONFIG.get("port", 3306)
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mysql_database = MYSQL_CONFIG.get("database", "okx")
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db_url = f"mysql+pymysql://{mysql_user}:{mysql_password}@{mysql_host}:{mysql_port}/{mysql_database}"
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db_engine = create_engine(
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db_url,
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pool_size=25, # 连接池大小
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max_overflow=10, # 允许的最大溢出连接
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pool_timeout=30, # 连接超时时间（秒）
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pool_recycle=60, # 连接回收时间（秒），避免长时间闲置
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)
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sql = "SELECT symbol, min(date_time), max(date_time) FROM okx.crypto_binance_data where bar='5m' group by symbol;"
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condition_dict = {}
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return_multi = True
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try:
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result = query_data(db_engine, sql, condition_dict, return_multi)
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if result is not None and len(result) > 0:
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data = pd.DataFrame(result)
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data.columns = ["symbol", "min_date_time", "max_date_time"]
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print(data)
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# output to excel
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data.to_excel("./data/binance/crypto_binance_data_5m.xlsx", index=False)
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except Exception as e:
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print(f"查询数据出错: {e}")
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return None
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def transform_data_type(data: dict):
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"""
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遍历字典，将所有Decimal类型的值转换为float类型
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"""
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from decimal import Decimal
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for key, value in data.items():
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if isinstance(value, Decimal):
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data[key] = float(value)
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return data
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def query_data(db_engine, sql: str, condition_dict: dict, return_multi: bool = True):
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"""
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查询数据
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:param sql: 查询SQL
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:param db_url: 数据库连接URL
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"""
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try:
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with db_engine.connect() as conn:
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result = conn.execute(text(sql), condition_dict)
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if return_multi:
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result = result.fetchall()
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if result:
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result_list = [
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transform_data_type(dict(row._mapping)) for row in result
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]
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return result_list
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else:
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return None
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else:
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result = result.fetchone()
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if result:
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result_dict = transform_data_type(dict(result._mapping))
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return result_dict
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else:
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return None
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except Exception as e:
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print(f"查询数据出错: {e}")
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return None
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if __name__ == "__main__":
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# main()
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test_query()
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