states尝试

TurtleOnTime copy.py

@@ -5,12 +5,11 @@ import os
 from datetime import datetime, timedelta, date
 import pandas as pd
 import mplfinance as mpf
-import sqlite3
-import stock_database
 import mysql_database
 from EmailTest import send_email, parse_return_email
 from dataclasses import dataclass
 import time
+import threading
 
 '''
 todo
@@ -346,9 +345,10 @@ class TurtleTrading_OnTime(object):
     3、实时监测主流程
     '''
 
-    def __init__(self, turtle: TurtleTrading, user_email):
+    def __init__(self, turtles: list[TurtleTrading], user_email):
-        self.turtle = turtle
+        self.turtles = turtles  # List of TurtleTrading instances
         self.user_email = user_email
+        self.email_events = {}  # Track email response events for each turtle
         
     def get_stocks_data(self):
         """获取实时股票、基金数据，不保存
@@ -717,18 +717,22 @@ class TurtleTrading_OnTime(object):
         
         # ------------------准备阶段--------------------
         # 获取数据或读取数据  -- 计算ATR Donchian 20 50 up, 20 down
-        self.turtle.get_ready(100)
+        # 初始化所有turtle
-        self.turtle.N = float(self.turtle.CurrentData['ATR'].iloc[-1])
+        for turtle in self.turtles:
-        self.turtle.prev_heigh = float(self.turtle.CurrentData['最高价'].iloc[-1])
+            # 准备数据
-        self.turtle.Donchian_20_up = float(self.turtle.CurrentData['Donchian_20_upper'].iloc[-1])
+            turtle.get_ready(100)
-        self.turtle.Donchian_50_up = float(self.turtle.CurrentData['Donchian_50_upper'].iloc[-1])
+            turtle.N = float(turtle.CurrentData['ATR'].iloc[-1])
-        self.turtle.Donchian_10_down = float(self.turtle.CurrentData['Donchian_10_lower'].iloc[-1])
+            turtle.prev_heigh = float(turtle.CurrentData['最高价'].iloc[-1])
-        self.turtle.CalPositionSize()
+            turtle.Donchian_20_up = float(turtle.CurrentData['Donchian_20_upper'].iloc[-1])
+            turtle.Donchian_50_up = float(turtle.CurrentData['Donchian_50_upper'].iloc[-1])
+            turtle.Donchian_10_down = float(turtle.CurrentData['Donchian_10_lower'].iloc[-1])
+            turtle.CalPositionSize()
         # ------------------实时监测阶段--------------------
         # 9:00 1、判断是否是新的一周，是则重新计算Position Size
         # 判断是否是新的一周
         if datetime.now().weekday() == 0:
-            self.turtle.CalPositionSize()
+            for turtle in self.turtles:
+                turtle.CalPositionSize()
             
         # 每分钟获取一次数据，判断是否触发条件 9:30-11:30 13:00-15:00
         while True:
@@ -757,8 +761,9 @@ class TurtleTrading_OnTime(object):
                 break
 
             # 获取股票和ETF数据
-            stock_data, etf_data = self.get_stocks_data()
+            self.monitor_all_turtles()
-            self.run_short_trading_loop(stock_data, etf_data)
+            # 等待一段时间后再次检查
+            time.sleep(60)  # 每分钟检查一次
         # ------------------结束阶段--------------------
         # 数据库更新当天数据，增加ATR、donchian数据
         # 直接做个新表
@@ -766,6 +771,110 @@ class TurtleTrading_OnTime(object):
         self.turtle.get_ready(100)
         time.sleep(16.5*600)
 
+
+    def monitor_all_turtles(self):
+        """主监控循环"""
+        # 获取实时数据
+        stock_data, etf_data = self.get_stocks_data()
+        
+        # 遍历所有turtle进行监控
+        for turtle in self.turtles:
+            self.monitor_single_turtle(turtle, stock_data, etf_data)
+        
+
+    
+    def monitor_single_turtle(self, turtle: TurtleTrading, stock_data, etf_data):
+        """监控单个turtle的交易条件"""
+
+        now = datetime.now().time()
+        if turtle.type == "stock":
+            turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
+
+        elif turtle.type == "etf":
+            # self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
+            turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
+        
+        if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
+            turtle.is_gap_up = True
+            
+        # 判断当前仓位状态并执行相应操作
+        if turtle.TrigerTime == 0:
+            if turtle.system1EnterNormal(
+                turtle.PriceNow,
+                turtle.Donchian_20_up,
+                turtle.BreakOutLog
+            ):
+                
+                self.start_email_thread(turtle, "买入", turtle.PriceNow)
+                
+                # 突破 记录self.turtle.breakoutlog
+                today = datetime.now().strftime("%Y-%m-%d")
+                breakout_this_time = BreakOutLog(today,
+                                                turtle.Donchian_20_up, 
+                                                turtle.Donchian_20_up - 2 * turtle.N,
+                                                'valid',
+                                                None)
+                turtle.BreakOutLog.append(breakout_this_time)
+
+            elif turtle.system1EnterSafe(
+                turtle.PriceNow,
+                turtle.Donchian_50_up
+            ):
+                self.start_email_thread(turtle, "买入", turtle.PriceNow)
+                
+        elif 1 <= turtle.TrigerTime <= 3:
+            
+            # 加仓状态
+            if turtle.add(turtle.PriceNow):
+                self.start_email_thread(turtle, "加仓", turtle.PriceNow)
+                
+            # 止损状态
+            elif turtle.system_1_stop(turtle.PriceNow):
+                self.start_email_thread(turtle, "止损", turtle.PriceNow)
+            
+            # 止盈
+            elif turtle.system_1_Out(
+                turtle.PriceNow,
+                turtle.Donchian_10_down
+            ):
+                self.start_email_thread(turtle, "止盈", turtle.PriceNow)
+            
+        elif turtle.TrigerTime == 4:
+            # 满仓  止损 止盈
+            if turtle.system_1_stop(turtle.PriceNow):
+                self.start_email_thread(turtle, "止损", turtle.PriceNow)
+            elif turtle.system_1_Out(
+                turtle.PriceNow,
+                turtle.Donchian_10_down
+            ):
+                self.start_email_thread(turtle, "止盈", turtle.PriceNow)
+
+    def start_email_thread(self, turtle, action, price_now):
+        """启动邮件处理线程"""
+        event = threading.Event()
+        self.email_events[turtle.TradeCode] = event
+        
+        thread = threading.Thread(
+            target=self.handle_email_response,
+            args=(turtle, action, price_now, event)
+        )
+        thread.start()
+    
+    def handle_email_response(self, turtle, action, price_now, event):
+        """处理邮件响应的线程"""
+        # 发送邮件
+        if action == "买入":
+            self.Buy_stock(price_now)
+        elif action == "加仓":
+            self.add_stock(price_now)
+        elif action == "止损":
+            self.stop_sale_stock(price_now)
+        elif action == "止盈":
+            self.out_sale_stock(price_now)
+        
+        # 等待邮件响应
+        event.wait()
+
 if __name__ == '__main__':
     
     user_email = "guoyize2209@163.com"

TurtleOnTime.py

@@ -10,6 +10,7 @@ from EmailTest import send_email, parse_return_email
 from dataclasses import dataclass
 import time
 import threading
+import yaml  # 添加YAML支持
 
 '''
 todo
@@ -90,6 +91,7 @@ class TurtleTrading(object):
         self.cash = cash
         self.TrigerTime = 0
         self.BuyStates = list[BuyState]
+        self.state_file = f"state_{self.TradeCode}.yaml"  # 状态文件名
         
         self.tradeslog = list[TradeLog]
         self.BreakOutLog = list[BreakOutLog]
@@ -335,7 +337,40 @@ class TurtleTrading(object):
             return False 
         
     def day_end(self):
-        pass
+        self.save_state()  # 每日结束保存状态
+
+    def save_state(self):
+        """保存当前状态到YAML文件"""
+        state_data = {
+            'TrigerTime': self.TrigerTime,
+            'BuyStates': [vars(bs) for bs in self.BuyStates],
+            'tradeslog': [vars(tl) for tl in self.tradeslog],
+            'BreakOutLog': [vars(bol) for bol in self.BreakOutLog],
+            'PriceNow': self.PriceNow,
+            'Donchian_20_up': self.Donchian_20_up,
+            'Donchian_10_down': self.Donchian_10_down,
+            'Donchian_50_up': self.Donchian_50_up,
+            'is_gap_up': self.is_gap_up,
+            'prev_heigh': self.prev_heigh
+        }
+        with open(self.state_file, 'w') as file:
+            yaml.dump(state_data, file)
+
+    def load_state(self):
+        """从YAML文件加载状态"""
+        if os.path.exists(self.state_file):
+            with open(self.state_file, 'r') as file:
+                state_data = yaml.safe_load(file)
+                self.TrigerTime = state_data['TrigerTime']
+                self.BuyStates = [BuyState(**bs) for bs in state_data['BuyStates']]
+                self.tradeslog = [TradeLog(**tl) for tl in state_data['tradeslog']]
+                self.BreakOutLog = [BreakOutLog(**bol) for bol in state_data['BreakOutLog']]
+                self.PriceNow = state_data['PriceNow']
+                self.Donchian_20_up = state_data['Donchian_20_up']
+                self.Donchian_10_down = state_data['Donchian_10_down']
+                self.Donchian_50_up = state_data['Donchian_50_up']
+                self.is_gap_up = state_data['is_gap_up']
+                self.prev_heigh = state_data['prev_heigh']
         
 class TurtleTrading_OnTime(object):
     ''' 实时监测主程序，可以处理多个turtle