715 lines
30 KiB
Python
715 lines
30 KiB
Python
from core.biz.huge_volume import HugeVolume
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from core.biz.huge_volume_chart import HugeVolumeChart
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from core.db.db_market_data import DBMarketData
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from core.db.db_huge_volume_data import DBHugeVolumeData
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from core.db.db_binance_data import DBBinanceData
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from core.db.db_binance_huge_volume_data import DBBinanceHugeVolumeData
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from core.utils import timestamp_to_datetime, transform_date_time_to_timestamp
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from market_data_main import MarketDataMain
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from core.wechat import Wechat
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import core.logger as logging
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from config import (
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OKX_MONITOR_CONFIG,
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US_STOCK_MONITOR_CONFIG,
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MYSQL_CONFIG,
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WINDOW_SIZE,
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BINANCE_MONITOR_CONFIG,
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)
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from datetime import datetime, timedelta
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import pandas as pd
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import os
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import re
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logger = logging.logger
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class HugeVolumeMain:
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def __init__(
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self,
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threshold: float = 2.0,
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is_us_stock: bool = False,
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is_binance: bool = False,
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):
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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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self.db_url = f"mysql+pymysql://{mysql_user}:{mysql_password}@{mysql_host}:{mysql_port}/{mysql_database}"
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self.huge_volume = HugeVolume()
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if is_binance:
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self.db_market_data = DBBinanceData(self.db_url)
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self.db_huge_volume_data = DBBinanceHugeVolumeData(self.db_url)
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else:
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self.db_market_data = DBMarketData(self.db_url)
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self.db_huge_volume_data = DBHugeVolumeData(self.db_url)
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self.market_data_main = MarketDataMain(
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is_us_stock=is_us_stock, is_binance=is_binance
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)
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self.threshold = threshold
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self.is_us_stock = is_us_stock
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self.is_binance = is_binance
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self.output_folder = "./output/huge_volume_statistics/"
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os.makedirs(self.output_folder, exist_ok=True)
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def batch_initial_detect_volume_spike(
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self, window_size: int = 50, start: str = None
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):
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for symbol in self.market_data_main.symbols:
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for bar in self.market_data_main.bars:
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if start is None:
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if self.is_us_stock:
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start = US_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2015-08-30 00:00:00"
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)
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else:
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start = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2025-05-15 00:00:00"
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)
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data = self.detect_volume_spike(
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symbol,
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bar,
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window_size,
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start,
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only_output_huge_volume=False,
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is_update=False,
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)
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if data is not None and len(data) > 0:
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logger.info(f"此次初始化巨量交易数据: {len(data)}条")
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else:
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logger.info(f"此次初始化巨量交易数据为空")
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def detect_volume_spike(
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self,
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symbol: str = "XCH-USDT",
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bar: str = "5m",
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window_size: int = 50,
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start: str = None,
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end: str = None,
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only_output_huge_volume: bool = False,
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is_update: bool = False,
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):
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if start is None:
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if self.is_us_stock:
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start = US_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2015-08-31 00:00:00"
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)
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else:
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if self.is_binance:
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start = BINANCE_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2017-08-16 00:00:00"
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)
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else:
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start = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2025-05-01 00:00:00"
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)
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if end is None:
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end = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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logger.info(
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f"开始处理巨量交易数据: {symbol} {bar} 窗口大小: {window_size} 从 {start} 到 {end}"
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)
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data = self.db_market_data.query_market_data_by_symbol_bar(
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symbol=symbol, bar=bar, start=start, end=end
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)
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if data is None:
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logger.warning(
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f"获取行情数据失败: {symbol} {bar} 窗口大小: {window_size} 从 {start} 到 {end}"
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)
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return None
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else:
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if len(data) == 0:
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logger.warning(
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f"获取行情数据为空: {symbol} {bar} 窗口大小: {window_size} 从 {start} 到 {end}"
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)
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return None
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else:
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if isinstance(data, list):
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data = pd.DataFrame(data)
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elif isinstance(data, dict):
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data = pd.DataFrame([data])
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data = self.huge_volume.detect_huge_volume(
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data=data,
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window_size=window_size,
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threshold=self.threshold,
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check_price=True,
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only_output_huge_volume=only_output_huge_volume,
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output_excel=False,
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)
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if data is not None and len(data) > 0:
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if is_update and len(data) > window_size:
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min_timestamp = int(data["timestamp"].min())
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max_timestamp = int(data["timestamp"].max())
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exist_data = self.db_huge_volume_data.query_huge_volume_data_by_symbol_bar_window_size(
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symbol, bar, window_size, min_timestamp, max_timestamp
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)
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if exist_data is not None and len(exist_data) > 0:
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exist_data = pd.DataFrame(exist_data)
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data = data[~data["timestamp"].isin(exist_data["timestamp"])]
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if data is not None and len(data) > 0:
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data = data[self.db_huge_volume_data.columns]
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self.db_huge_volume_data.insert_data_to_mysql(data)
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logger.info(f"此次处理巨量交易数据: {len(data)}条")
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else:
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logger.warning(
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f"此次处理巨量交易数据为空: {symbol} {bar} {start} {end}"
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)
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return data
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else:
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return None
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def batch_update_volume_spike(self, window_size: int = 50):
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for symbol in self.market_data_main.symbols:
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for bar in self.market_data_main.bars:
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try:
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self.market_data_main.update_data(symbol, bar)
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self.update_volume_spike(symbol, bar, window_size)
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except Exception as e:
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logger.error(
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f"更新巨量交易数据失败: {symbol} {bar} 窗口大小: {window_size}: {e}"
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)
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def batch_import_binance_data_by_csv(self, root_path: str):
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"""
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批量从binance csv文件导入数据
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文件名示例：BTC-USDT_5m.csv，BTC-USDT_30m.csv，BTC-USDT_1h.csv
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:param root_path: 根路径
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"""
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if root_path is None:
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logger.error("root_path is None")
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return
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if not os.path.exists(root_path):
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logger.error(f"root_path: {root_path} 不存在")
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return
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window_sizes = WINDOW_SIZE.get("window_sizes", None)
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if (
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window_sizes is None
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or not isinstance(window_sizes, list)
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or len(window_sizes) == 0
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):
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window_sizes = [50, 80, 100, 120]
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folders = os.listdir(root_path)
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logger.info(f"共有{len(folders)}个文件夹")
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symbols = self.market_data_main.symbols
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bars = self.market_data_main.bars
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output_folder = r"./data/binance/"
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os.makedirs(output_folder, exist_ok=True)
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success_folder_file = os.path.join(output_folder, "success_folder.txt")
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success_folder_list = []
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with open(success_folder_file, "r", encoding="utf-8") as f:
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for line in f:
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if line.strip() == "":
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continue
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success_folder_list.append(line.strip())
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for folder in folders:
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if not os.path.isdir(os.path.join(root_path, folder)):
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continue
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logger.info(f"开始处理文件夹: {folder}")
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if folder in success_folder_list:
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logger.info(f"文件夹: {folder} 已处理")
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continue
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files = os.listdir(os.path.join(root_path, folder))
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all_success = True
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for file in files:
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if not os.path.isfile(os.path.join(root_path, folder, file)):
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continue
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if not file.endswith(".csv"):
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continue
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full_file_path = os.path.join(root_path, folder, file)
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file_pure_name = file.split(".")[0]
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symbol = file_pure_name.split("_")[0]
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bar = file_pure_name.split("_")[1]
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if bar == "1h":
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bar = "1H"
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if symbol not in symbols or bar not in bars:
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continue
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success = self.import_binance_data_by_csv(
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full_file_path, symbol, bar, window_sizes
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)
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if not success:
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all_success = False
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if all_success:
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try:
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with open(success_folder_file, "a", encoding="utf-8") as f:
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f.write(folder + "\n")
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except Exception as e:
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logger.error(f"写入记录失败: {folder} {e}")
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def import_binance_data_by_csv(
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self, full_file_path: str, symbol: str, bar: str, window_sizes: list
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):
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"""
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从binance csv文件导入数据
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:param full_file_path: 文件路径
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:param symbol: 虚拟货币名称
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:param bar: 时间周期
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"""
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try:
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logger.info(f"开始处理文件: {full_file_path} {symbol} {bar}")
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if full_file_path is None or symbol is None or bar is None:
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logger.error("信息不完整")
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return
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if not os.path.exists(full_file_path):
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logger.error(f"文件不存在: {full_file_path}")
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return
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df = pd.read_csv(full_file_path, encoding="GBK")
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if df is None or len(df) == 0:
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raise Exception(f"文件为空: {full_file_path}")
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columns = list(df)
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if len(columns) == 0:
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raise Exception(f"文件为空: {full_file_path}")
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elif len(columns) == 1 and "邢不行" in columns[0]:
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df.reset_index(inplace=True)
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df.columns = df.iloc[0]
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df = df.iloc[1:]
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elif "邢不行" in columns[0] or "Unnamed" in columns[1]:
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# 将第一行作为列名
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df.columns = df.iloc[0]
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df = df.iloc[1:]
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else:
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pass
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df.reset_index(drop=True, inplace=True)
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df = self.market_data_main.adjust_binance_csv_data(symbol, bar, df)
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df = self.market_data_main.post_save_data(df)
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min_start_time_ts = int(df["timestamp"].min())
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max_start_time_ts = int(df["timestamp"].max())
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df = self.market_data_main.post_calculate_metrics(
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symbol, bar, min_start_time_ts, max_start_time_ts
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)
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df = df.sort_values(by="timestamp", ascending=True)
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df = df.reset_index(drop=True)
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earliest_date_time = str(df.iloc[0]["date_time"])
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earliest_timestamp = int(df.iloc[0]["timestamp"])
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end_date_time = str(df.iloc[-1]["date_time"])
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for window_size in window_sizes:
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self.update_volume_spike(symbol, bar, window_size, earliest_date_time, earliest_timestamp, end_date_time)
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return True
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except Exception as e:
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logger.error(f"导入binance数据失败: {e}")
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output_folder = r"./data/binance/"
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os.makedirs(output_folder, exist_ok=True)
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error_record_file = os.path.join(output_folder, "error_record.txt")
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with open(error_record_file, "a", encoding="utf-8") as f:
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f.write(full_file_path + "\n")
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return False
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def update_volume_spike(
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self,
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symbol: str,
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bar: str,
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window_size: int = 50,
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earliest_date_time: str = None,
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earliest_timestamp: int = None,
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end_date_time: str = None,
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):
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try:
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if earliest_date_time is None or earliest_timestamp is None:
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latest_huge_volume_data = self.db_huge_volume_data.query_latest_data(
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symbol, bar, window_size
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)
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if latest_huge_volume_data is None or len(latest_huge_volume_data) == 0:
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self.detect_volume_spike(
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symbol=symbol,
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bar=bar,
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window_size=window_size,
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only_output_huge_volume=False,
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)
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return
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else:
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earliest_date_time = latest_huge_volume_data["date_time"]
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earliest_timestamp = latest_huge_volume_data["timestamp"]
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seconds = self.get_seconds_by_bar(bar)
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earliest_timestamp = earliest_timestamp - (
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(window_size - 1) * seconds * 1000
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)
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earliest_date_time = timestamp_to_datetime(earliest_timestamp)
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data = self.detect_volume_spike(
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symbol=symbol,
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bar=bar,
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window_size=window_size,
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start=earliest_date_time,
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end=end_date_time,
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only_output_huge_volume=False,
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is_update=True,
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)
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logger.info(
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f"更新巨量交易数据: {symbol} {bar} 窗口大小: {window_size} 从 {earliest_date_time} 到 {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
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)
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if data is not None and len(data) > 0:
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logger.info(f"此次更新巨量交易数据: {len(data)}条")
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else:
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logger.info(f"此次更新巨量交易数据为空")
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except Exception as e:
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logger.error(
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f"更新巨量交易数据失败: {symbol} {bar} 窗口大小: {window_size} 到 {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}: {e}"
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)
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def get_seconds_by_bar(self, bar: str):
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"""
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根据bar获取秒数
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bar: 1s/1m/3m/5m/15m/30m/1H/2H/4H/6H/12H/1D/2D/3D/1W/1M/3M
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:param bar: 时间周期
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:return: 秒数
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"""
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if bar == "1s":
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return 1
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elif bar == "1m":
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return 60
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elif bar == "3m":
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return 180
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elif bar == "5m":
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return 300
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elif bar == "15m":
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return 900
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elif bar == "30m":
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return 1800
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elif bar == "1H":
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return 3600
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elif bar == "2H":
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return 7200
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elif bar == "4H":
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return 14400
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elif bar == "6H":
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return 21600
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elif bar == "12H":
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return 43200
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elif bar == "1D":
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return 86400
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elif bar == "2D":
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return 172800
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elif bar == "3D":
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return 259200
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elif bar == "1W":
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return 604800
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elif bar == "1M":
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return 2592000
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elif bar == "3M":
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return 7776000
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else:
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raise ValueError(f"不支持的bar: {bar}")
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def next_periods_rise_or_fall(
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self,
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symbol: str,
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bar: str,
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window_size: int = 50,
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start: str = None,
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end: str = None,
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periods: list = [3, 5],
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):
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if start is None:
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start = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2025-05-01 00:00:00"
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)
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if end is None:
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end = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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periods_text = ", ".join([str(period) for period in periods])
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logger.info(
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f"开始计算巨量出现后，之后{periods_text}个周期，上涨或下跌的比例: {symbol} {bar} 窗口大小: {window_size} 从 {start} 到 {end}"
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)
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volume_statistics_data = (
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self.db_huge_volume_data.query_huge_volume_data_by_symbol_bar_window_size(
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symbol, bar, window_size, start, end
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)
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)
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if volume_statistics_data is None or len(volume_statistics_data) == 0:
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logger.warning(
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f"获取巨量交易数据为空: {symbol} {bar} 窗口大小: {window_size} 从 {start} 到 {end}"
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)
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return None
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else:
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if isinstance(volume_statistics_data, list):
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volume_statistics_data = pd.DataFrame(volume_statistics_data)
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elif isinstance(volume_statistics_data, dict):
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volume_statistics_data = pd.DataFrame([volume_statistics_data])
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if volume_statistics_data is not None and len(volume_statistics_data) > 0:
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# 根据timestamp排序
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volume_statistics_data = volume_statistics_data.sort_values(
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by="timestamp", ascending=True
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)
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volume_statistics_data["window_size"] = window_size
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volume_statistics_data = volume_statistics_data[
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[
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"symbol",
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"bar",
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"window_size",
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"timestamp",
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"date_time",
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"open",
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"high",
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"low",
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"close",
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"volume",
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"huge_volume",
|
||
"volume_ratio",
|
||
"volume_80_20_price_spike",
|
||
"price_80_high",
|
||
"price_20_low",
|
||
"volume_90_10_price_spike",
|
||
"price_90_high",
|
||
"price_10_low",
|
||
]
|
||
]
|
||
volume_statistics_data = volume_statistics_data.reset_index(drop=True)
|
||
huge_volume_data, result_data = self.huge_volume.next_periods_rise_or_fall(
|
||
data=volume_statistics_data, window_size=window_size, periods=periods
|
||
)
|
||
return huge_volume_data, result_data
|
||
|
||
def send_huge_volume_data_to_wechat(self, start: str = None, end: str = None):
|
||
if start is None:
|
||
start = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
|
||
"initial_date", "2025-05-01 00:00:00"
|
||
)
|
||
if end is None:
|
||
end = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||
|
||
start_timestamp = transform_date_time_to_timestamp(start)
|
||
end_timestamp = transform_date_time_to_timestamp(end)
|
||
|
||
start_date_time = timestamp_to_datetime(start_timestamp)
|
||
end_date_time = timestamp_to_datetime(end_timestamp)
|
||
logger.info(f"开始获取巨量交易数据: {start} 到 {end}")
|
||
huge_volume_data = self.db_huge_volume_data.query_huge_volume_records(
|
||
start=start_timestamp, end=end_timestamp
|
||
)
|
||
if huge_volume_data is None or len(huge_volume_data) == 0:
|
||
logger.warning(f"获取巨量交易数据为空: {start} 到 {end}")
|
||
return
|
||
else:
|
||
if isinstance(huge_volume_data, list):
|
||
huge_volume_data = pd.DataFrame(huge_volume_data)
|
||
else:
|
||
huge_volume_data = pd.DataFrame([huge_volume_data])
|
||
# 过滤huge_volume_data，要求huge_volume为1，且(price_80_high == 1 or price_90_high == 1 or price_20_low == 1 or price_10_low == 1)
|
||
huge_volume_data = huge_volume_data[huge_volume_data["huge_volume"] == 1]
|
||
# 过滤huge_volume_data，要求(price_80_high == 1 or price_90_high == 1 or price_20_low == 1 or price_10_low == 1)
|
||
huge_volume_data = huge_volume_data[
|
||
(huge_volume_data["price_90_high"] == 1)
|
||
| (huge_volume_data["price_10_low"] == 1)
|
||
]
|
||
# 过滤huge_volume_data，要求volume_ratio > 10
|
||
huge_volume_data = huge_volume_data[huge_volume_data["volume_ratio"] > 10]
|
||
# 根据symbol, bar, window_size, timestamp排序
|
||
huge_volume_data = huge_volume_data.sort_values(
|
||
by=["symbol", "bar", "window_size", "timestamp"], ascending=True
|
||
)
|
||
huge_volume_data = huge_volume_data.reset_index(drop=True)
|
||
logger.info(f"获取巨量交易数据: {len(huge_volume_data)}条")
|
||
contents = []
|
||
contents.append(f"# 放量交易数据: {start_date_time} 到 {end_date_time}")
|
||
symbol_list = huge_volume_data["symbol"].unique()
|
||
# 根据symbol_list排序
|
||
symbol_list.sort()
|
||
for symbol in symbol_list:
|
||
contents = []
|
||
contents.append(f"# 放量交易数据: {start_date_time} 到 {end_date_time}")
|
||
contents.append(f"## 币种: {symbol}")
|
||
symbol_data = huge_volume_data[huge_volume_data["symbol"] == symbol]
|
||
symbol_data = symbol_data.sort_values(
|
||
by=["bar", "window_size", "timestamp"], ascending=True
|
||
)
|
||
symbol_data = symbol_data.reset_index(drop=True)
|
||
for index, row in symbol_data.iterrows():
|
||
if row["huge_volume"] == 1 and (
|
||
row["price_80_high"] == 1
|
||
or row["price_90_high"] == 1
|
||
or row["price_20_low"] == 1
|
||
or row["price_10_low"] == 1
|
||
):
|
||
if row["price_90_high"] == 1:
|
||
price_position_text = "90%分位数高点"
|
||
elif row["price_80_high"] == 1:
|
||
price_position_text = "80%分位数高点"
|
||
else:
|
||
price_position_text = ""
|
||
|
||
if price_position_text == "":
|
||
if row["price_10_low"] == 1:
|
||
price_position_text = "10%分位数低点"
|
||
elif row["price_20_low"] == 1:
|
||
price_position_text = "20%分位数低点"
|
||
else:
|
||
price_position_text = ""
|
||
open_price = str(round(row["open"], 6))
|
||
high = str(round(row["high"], 6))
|
||
low = str(round(row["low"], 6))
|
||
close = str(round(row["close"], 6))
|
||
volume = str(round(row["volume"], 6))
|
||
volCCyQuote = str(round(row["volCCyQuote"], 6))
|
||
volume_ratio = str(round(row["volume_ratio"], 6))
|
||
contents.append(
|
||
f"交易周期: {row['bar']}, 滑动窗口: {row['window_size']} , 发生时间: {row['date_time']}"
|
||
)
|
||
contents.append(
|
||
f"开盘价: {open_price}, 最高价: {high}, 最低价: {low}, 收盘价: {close}"
|
||
)
|
||
contents.append(
|
||
f"成交量: {volume}, 成交量USDT: {volCCyQuote}, 交易量比率: {volume_ratio}"
|
||
)
|
||
contents.append(f"价格分位: {price_position_text}")
|
||
contents.append(f"--------------------------------")
|
||
text = "\n\n".join(contents)
|
||
# 获得text的字节数
|
||
text_length = len(text.encode("utf-8"))
|
||
|
||
logger.info(f"发送巨量交易数据到微信，字节数: {text_length}")
|
||
# with open(os.path.join(self.output_folder, "huge_volume_data.md"), "w", encoding="utf-8") as f:
|
||
# f.write(text)
|
||
wechat = Wechat()
|
||
wechat.send_markdown(text)
|
||
|
||
def batch_next_periods_rise_or_fall(
|
||
self,
|
||
start: str = None,
|
||
end: str = None,
|
||
next_periods: list = [1, 2, 3, 5, 10],
|
||
output_excel: bool = False,
|
||
):
|
||
if start is None:
|
||
start = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
|
||
"initial_date", "2025-05-01 00:00:00"
|
||
)
|
||
if end is None:
|
||
end = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||
huge_volume_data_list = []
|
||
result_data_list = []
|
||
window_size_list = WINDOW_SIZE.get("window_sizes", None)
|
||
if (
|
||
window_size_list is None
|
||
or not isinstance(window_size_list, list)
|
||
or len(window_size_list) == 0
|
||
):
|
||
window_size_list = [50, 80, 100, 120]
|
||
|
||
for symbol in self.market_data_main.symbols:
|
||
for bar in self.market_data_main.bars:
|
||
for window_size in window_size_list:
|
||
huge_volume_data, result_data = self.next_periods_rise_or_fall(
|
||
symbol, bar, window_size, start, end, next_periods
|
||
)
|
||
huge_volume_data_list.append(huge_volume_data)
|
||
result_data_list.append(result_data)
|
||
total_huge_volume_data = pd.concat(huge_volume_data_list)
|
||
total_result_data = pd.concat(result_data_list)
|
||
if output_excel:
|
||
total_huge_volume_data = total_huge_volume_data.reset_index(drop=True)
|
||
total_result_data = total_result_data.reset_index(drop=True)
|
||
current_date = datetime.now().strftime("%Y%m%d%H%M%S")
|
||
file_name = f"next_periods_rise_or_fall_{current_date}.xlsx"
|
||
try:
|
||
with pd.ExcelWriter(
|
||
os.path.join(self.output_folder, file_name)
|
||
) as writer:
|
||
total_huge_volume_data.to_excel(
|
||
writer, sheet_name="details", index=False
|
||
)
|
||
total_result_data.to_excel(
|
||
writer, sheet_name="next_periods_statistics", index=False
|
||
)
|
||
except Exception as e:
|
||
logger.error(f"导出Excel文件失败: {e}")
|
||
return total_huge_volume_data, total_result_data
|
||
|
||
def plot_huge_volume_data(
|
||
self,
|
||
data_file_path: str,
|
||
sheet_name: str = "next_periods_statistics",
|
||
output_folder: str = "./output/huge_volume_statistics/",
|
||
):
|
||
os.makedirs(output_folder, exist_ok=True)
|
||
huge_volume_data = pd.read_excel(data_file_path, sheet_name=sheet_name)
|
||
huge_volume_chart = HugeVolumeChart(huge_volume_data)
|
||
include_heatmap = True
|
||
include_line = False
|
||
huge_volume_chart.plot_entrance(
|
||
include_heatmap=include_heatmap, include_line=include_line
|
||
)
|
||
|
||
|
||
def batch_initial_detect_volume_spike(threshold: float = 2.0):
|
||
window_sizes = WINDOW_SIZE.get("window_sizes", None)
|
||
if (
|
||
window_sizes is None
|
||
or not isinstance(window_sizes, list)
|
||
or len(window_sizes) == 0
|
||
):
|
||
window_sizes = [50, 80, 100, 120]
|
||
huge_volume_main = HugeVolumeMain(threshold)
|
||
start_date = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get(
|
||
"initial_date", "2025-05-15 00:00:00"
|
||
)
|
||
for window_size in window_sizes:
|
||
huge_volume_main.batch_initial_detect_volume_spike(
|
||
window_size=window_size,
|
||
start=start_date,
|
||
)
|
||
|
||
|
||
def batch_update_volume_spike(threshold: float = 2.0, is_us_stock: bool = False):
|
||
window_sizes = WINDOW_SIZE.get("window_sizes", None)
|
||
if (
|
||
window_sizes is None
|
||
or not isinstance(window_sizes, list)
|
||
or len(window_sizes) == 0
|
||
):
|
||
window_sizes = [50, 80, 100, 120]
|
||
huge_volume_main = HugeVolumeMain(threshold, is_us_stock, is_binance=False)
|
||
for window_size in window_sizes:
|
||
huge_volume_main.batch_update_volume_spike(window_size=window_size)
|
||
|
||
|
||
def batch_import_binance_data_by_csv():
|
||
huge_volume_main = HugeVolumeMain(threshold=2.0, is_us_stock=False, is_binance=True)
|
||
root_path = "./data/binance/spot/"
|
||
huge_volume_main.batch_import_binance_data_by_csv(root_path)
|
||
|
||
|
||
def test_import_binance_data_by_csv():
|
||
huge_volume_main = HugeVolumeMain(threshold=2.0, is_us_stock=False, is_binance=True)
|
||
file_path = "./data/binance/spot/2020-08-12/XRP-USDT_1h.csv"
|
||
huge_volume_main.import_binance_data_by_csv(
|
||
file_path, "XRP-USDT", "1H", [50, 80, 100, 120]
|
||
)
|
||
|
||
|
||
def test_send_huge_volume_data_to_wechat():
|
||
huge_volume_main = HugeVolumeMain(threshold=2.0)
|
||
# 获得昨天日期
|
||
yesterday = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d")
|
||
logger.info(f"昨天日期: {yesterday}")
|
||
# 获得今天日期
|
||
today = datetime.now().strftime("%Y-%m-%d")
|
||
logger.info(f"今天日期: {today}")
|
||
huge_volume_main.send_huge_volume_data_to_wechat(start=yesterday, end=today)
|
||
|
||
|
||
if __name__ == "__main__":
|
||
# test_import_binance_data_by_csv()
|
||
# batch_import_binance_data_by_csv()
|
||
batch_update_volume_spike(threshold=2.0, is_us_stock=False)
|
||
# test_send_huge_volume_data_to_wechat()
|
||
# batch_initial_detect_volume_spike(threshold=2.0)
|
||
|
||
# huge_volume_main = HugeVolumeMain(threshold=2.0)
|
||
# huge_volume_main.batch_next_periods_rise_or_fall(output_excel=True)
|
||
# data_file_path = "./output/huge_volume_statistics/next_periods_rise_or_fall_stat_20250731200304.xlsx"
|
||
# sheet_name = "next_periods_statistics"
|
||
# output_folder = "./output/huge_volume_statistics/"
|
||
# huge_volume_main.plot_huge_volume_data(
|
||
# data_file_path=data_file_path,
|
||
# sheet_name=sheet_name,
|
||
# output_folder=output_folder,
|
||
# )
|