From fb18ccc986fef0e3055664d93e7d47edd257ebcf Mon Sep 17 00:00:00 2001 From: guoyz Date: Tue, 20 May 2025 22:54:54 +0800 Subject: [PATCH] =?UTF-8?q?Ai=E6=9B=B4=E6=96=B0=E6=9E=B6=E6=9E=84?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- TurtleOnTime copy.py | 206 +++++++++++---------- __pycache__/data_fetcher.cpython-310.pyc | Bin 0 -> 1065 bytes __pycache__/turtle_trading.cpython-310.pyc | Bin 0 -> 883 bytes architecture_plan.md | 59 ++++++ config.py | 6 + data_fetcher.py | 23 +++ run.py | 6 + turtle_trading.py | 16 ++ 8 files changed, 220 insertions(+), 96 deletions(-) create mode 100644 __pycache__/data_fetcher.cpython-310.pyc create mode 100644 __pycache__/turtle_trading.cpython-310.pyc create mode 100644 architecture_plan.md create mode 100644 config.py create mode 100644 data_fetcher.py create mode 100644 run.py create mode 100644 turtle_trading.py diff --git a/TurtleOnTime copy.py b/TurtleOnTime copy.py index fa6eda9..a62d116 100644 --- a/TurtleOnTime copy.py +++ b/TurtleOnTime copy.py @@ -11,6 +11,14 @@ import mysql_database from EmailTest import send_email, parse_return_email from dataclasses import dataclass import time + +''' +todo + +1 运行过程框架调整，支持多个turtle同时监测 +2 增加运行状态写入yaml文件，读取文件恢复状态 +''' + @dataclass class BuyState: trigger_time: float # 触发次数 @@ -620,110 +628,88 @@ class TurtleTrading_OnTime(object): Net_return=abs(self.turtle.Capital - available_cash)) self.turtle.tradeslog.append(sale_this_time) - def run_short_trading_loop(self): - while True: - # 获取当前时间 - now = datetime.now().time() + def run_short_trading_loop(self, stock_data, etf_data): - # 判断当前时间是否在交易时段内（9:30-11:30 或 13:00-15:00） - is_trading_time = ( - (now.hour == 9 and now.minute >= 30) or - (now.hour == 10 and 0 <= now.minute <= 59) or - (now.hour == 11 and now.minute <= 30) or - (now.hour == 13 and 0 <= now.minute <= 59) or - (now.hour == 14 and 0 <= now.minute <= 59) or - (now.hour == 15 and now.minute <= 0) - ) + now = datetime.now().time() + # 根据类型获取当前价格 + if self.turtle.type == "stock": + self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) + elif self.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]) + self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) + # # 9点30 判断是否跳空高开 + if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh: + self.turtle.is_gap_up = True + + + # 判断当前仓位状态并执行相应操作 + if self.turtle.TrigerTime == 0: + # 空仓状态 + if self.turtle.system1EnterNormal( + self.turtle.PriceNow, + self.turtle.Donchian_20_up, + self.turtle.BreakOutLog + ): + self.Buy_stock(self.turtle.PriceNow) - # if not is_trading_time: - # # 非交易时间，等待 1 分钟后继续循环 - # time.sleep(60) - # continue + # 突破 记录self.turtle.breakoutlog + today = datetime.now().strftime("%Y-%m-%d") + breakout_this_time = BreakOutLog(today, + self.turtle.Donchian_20_up, + self.turtle.Donchian_20_up - 2 * self.turtle.N, + 'valid', + None) + self.turtle.BreakOutLog.append(breakout_this_time) - # 获取股票和ETF数据 - stock_data, etf_data = self.get_stocks_data() + elif self.turtle.system1EnterSafe( + self.turtle.PriceNow, + self.turtle.Donchian_50_up + ): + self.Buy_stock(self.turtle.PriceNow) - # 根据类型获取当前价格 - if self.turtle.type == "stock": - self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) - - elif self.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]) - self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) - - # # 9点30 判断是否跳空高开 - if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh: - self.turtle.is_gap_up = True + elif 1 <= self.turtle.TrigerTime <= 3: + # # 突破状态 + # if self.turtle.system1EnterNormal( + # self.turtle.PriceNow, + # self.turtle.Donchian_20_up, + # self.turtle.BreakOutLog + # ): + # self.Buy_stock(self.turtle.PriceNow) + # elif self.turtle.system1EnterSafe( + # self.turtle.PriceNow, + # self.turtle.Donchian_50_up + # ): + # self.Buy_stock(self.turtle.PriceNow) + + # 加仓状态 + if self.turtle.add(self.turtle.PriceNow): + self.add_stock(self.turtle.PriceNow) - - # 判断当前仓位状态并执行相应操作 - if self.turtle.TrigerTime == 0: - # 空仓状态 - if self.turtle.system1EnterNormal( - self.turtle.PriceNow, - self.turtle.Donchian_20_up, - self.turtle.BreakOutLog - ): - self.Buy_stock(self.turtle.PriceNow) - - # 突破 记录self.turtle.breakoutlog - today = datetime.now().strftime("%Y-%m-%d") - breakout_this_time = BreakOutLog(today, - self.turtle.Donchian_20_up, - self.turtle.Donchian_20_up - 2 * self.turtle.N, - 'valid', - None) - self.turtle.BreakOutLog.append(breakout_this_time) + # 止损状态 + elif self.turtle.system_1_stop(self.turtle.PriceNow): + self.stop_sale_stock(self.turtle.PriceNow) + + # 止盈 + elif self.turtle.system_1_Out( + self.turtle.PriceNow, + self.turtle.Donchian_10_down + ): + self.out_sale_stock(self.turtle.PriceNow) - elif self.turtle.system1EnterSafe( - self.turtle.PriceNow, - self.turtle.Donchian_50_up - ): - self.Buy_stock(self.turtle.PriceNow) + elif self.turtle.TrigerTime == 4: + # 满仓 止损 止盈 + if self.turtle.system_1_stop(self.turtle.PriceNow): + self.stop_sale_stock(self.turtle.PriceNow) + elif self.turtle.system_1_Out( + self.turtle.PriceNow, + self.turtle.Donchian_10_down + ): + self.out_sale_stock(self.turtle.PriceNow) - elif 1 <= self.turtle.TrigerTime <= 3: - # # 突破状态 - # if self.turtle.system1EnterNormal( - # self.turtle.PriceNow, - # self.turtle.Donchian_20_up, - # self.turtle.BreakOutLog - # ): - # self.Buy_stock(self.turtle.PriceNow) - # elif self.turtle.system1EnterSafe( - # self.turtle.PriceNow, - # self.turtle.Donchian_50_up - # ): - # self.Buy_stock(self.turtle.PriceNow) - - # 加仓状态 - if self.turtle.add(self.turtle.PriceNow): - self.add_stock(self.turtle.PriceNow) - - # 止损状态 - elif self.turtle.system_1_stop(self.turtle.PriceNow): - self.stop_sale_stock(self.turtle.PriceNow) - - # 止盈 - elif self.turtle.system_1_Out( - self.turtle.PriceNow, - self.turtle.Donchian_10_down - ): - self.out_sale_stock(self.turtle.PriceNow) - - elif self.turtle.TrigerTime == 4: - # 满仓 止损 止盈 - if self.turtle.system_1_stop(self.turtle.PriceNow): - self.stop_sale_stock(self.turtle.PriceNow) - elif self.turtle.system_1_Out( - self.turtle.PriceNow, - self.turtle.Donchian_10_down - ): - self.out_sale_stock(self.turtle.PriceNow) - - # 等待 1 分钟后下一次循环 - time.sleep(60) + # 等待 1 分钟后下一次循环 + time.sleep(60) def Start_short_system(self): """启动short系统 @@ -745,7 +731,34 @@ class TurtleTrading_OnTime(object): self.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 - self.run_short_trading_loop() + while True: + # 获取当前时间 + now = datetime.now().time() + + # 判断当前时间是否在交易时段内（9:30-11:30 或 13:00-15:00） + is_trading_time = ( + (now.hour == 9 and now.minute >= 30) or + (now.hour == 10 and 0 <= now.minute <= 59) or + (now.hour == 11 and now.minute <= 30) or + (now.hour == 13 and 0 <= now.minute <= 59) or + (now.hour == 14 and 0 <= now.minute <= 59) or + (now.hour == 15 and now.minute <= 0) + ) + + + + if not is_trading_time: + # 非交易时间，等待 1 分钟后继续循环 + time.sleep(60) + continue + + is_stop_time = (now.hour > 15 and now.minute > 0) #收盘时间 + if is_stop_time: + break + + # 获取股票和ETF数据 + stock_data, etf_data = self.get_stocks_data() + self.run_short_trading_loop(stock_data, etf_data) # ------------------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 @@ -754,6 +767,7 @@ class TurtleTrading_OnTime(object): time.sleep(16.5*600) if __name__ == '__main__': + user_email = "guoyize2209@163.com" t = TurtleTrading('513870', "etf", 0.0025, 100000, 200000) # t.get_ready(100) diff --git a/__pycache__/data_fetcher.cpython-310.pyc b/__pycache__/data_fetcher.cpython-310.pyc new file mode 100644 index 0000000000000000000000000000000000000000..952cf951305c2542a220992a688e6a6744d4a182 GIT binary patch literal 1065 zcmZ`%PjAyO6t|tUOS`rk6BhH(xf0qUwi&LaK}93%m6;xR!5J13qcEMdcLi<+pz zUK4AO$;sEB`r02z9ZaMOFhMDJ#`OeNg1DD-NjSiQFgongydK2SczV=jxt+*xtPuSL zQ8n1U?e$*9VLFpZZ$FU32fMqw_eZ_wX`%`&y1%jRVB6m2S zMpMnXjg=8XlV;Z|Fn3CafP%3UERQe|@8t_n*}5jjfccmmTY`R|E4rkIfZitBUfiW* z#VE--x+d6?eI%dQ8KvZqyaJ+E>>W^k@bh#^Pl58xEl5h-M90C2i>TePif8WrNiy-3 z+_?ZslEv(G9A-EBO2x`GO--YtO30o&?ACMUpLiQ456>pt=gBPT02E zKoibbrSVSDLFt1Xt81XL?Z4YBo$wi8(jtE*InSG%&tj2=cy4k2CiTO@qL4#nGH(4U t`e%8CBZ||PAUzIosAIJn=C;dBqvl)zZQ{+7IS-4nk8qL`d}D`fu^(oD^?U#T literal 0 HcmV?d00001 diff --git a/__pycache__/turtle_trading.cpython-310.pyc b/__pycache__/turtle_trading.cpython-310.pyc new file mode 100644 index 0000000000000000000000000000000000000000..3fd4d8baf18d056ac5eba8380bf72b042bc68767 GIT binary patch literal 883 zcmZ8f&5G1O5bo;y7-uuM?qT&H7`#PfW?1kdizq7*Jj}(xLoQ8BXLh6cSv#G>4&!O| zEkw|xuhdshzQTfFRmWjQ3#z)htNQDzueu$NM-1h+esVG9jQym|zBssff!aMrBbkJX z)sO;^&nsR#sRQgala6$+nRGWib*1-~#r`kMXEB(ASDDU|LgyES!mWSSHp}unr|7=m z+rv8#&?#67lBHaNg%GLzRZjH)7flxvY5W6_`U++wP2=|T^+PcE-aAVk@eS_p#dd^A3Ua0sj8 z-92n`vQ5hYQ?^1Cx~R6_1Rd)08+>P{SE2~0Ax{WL`|K}K(#ICx9^`wV3L0Aw$ zAjZ2?Wuq;FF;@X4jdo#6>0sz*8b|dFIUSi11aO4x9P`!Pf7!t-8Y7a~WOX5g83|Fh zvaiSwh4|EG)eun!2&C?iq3P`zdO;DJq;?Vk3n29D8KT>U?59vPCi_=xY!Aai+QNg= P;r-_{FN+qk5RUjC5){MF literal 0 HcmV?d00001 diff --git a/architecture_plan.md b/architecture_plan.md new file mode 100644 index 0000000..c87be16 --- /dev/null +++ b/architecture_plan.md @@ -0,0 +1,59 @@ +# Architecture Plan for TurtleOnTime.py + +## Overview + +This document outlines a plan to refactor the `TurtleOnTime.py` file to improve its architecture, maintainability, and testability. + +## Current Issues + +* Single Responsibility Principle violation +* Tight coupling +* Lack of modularity +* Limited testability + +## Proposed Solution + +1. Refactor the `TurtleTrading` class into smaller, more focused classes. +2. Introduce dependency injection to decouple components. +3. Create a configuration class to store configuration parameters. +4. Implement robust error handling. +5. Add logging. +6. Create unit tests. + +## Class Diagram +```mermaid +graph TD + A[Understand Current Architecture] --> B{Read TurtleOnTime.py}; + B --> C[Identify Key Components]; + C --> D[Analyze Data Flow]; + D --> E[Assess Code Structure & Modularity]; + E --> F[Identify Potential Bottlenecks & Areas for Improvement]; + F --> G[Propose Architectural Changes & Refactoring]; + G --> H[Create Detailed Improvement Plan]; + H --> I[Present Improvement Plan (Mermaid Diagram)]; + I --> J[Seek User Approval]; + J -- Approved --> K[Write to File (if approved)]; + J -- Rejected --> L[Revise Plan]; + L --> I; +``` + +```mermaid +graph TD + A[TurtleTrading Class] --> B(DataFetcher Class) + A --> C(DonchianChannelCalculator Class) + A --> D(PositionSizer Class) + A --> E(TradingStrategy Class) + F[Config Class] --> A + G[Unit Tests] --> A +``` + +## Detailed Steps + +* **DataFetcher Class:** Responsible for fetching data from various sources (e.g., Akshare). Should be configurable to support different data sources. +* **DonchianChannelCalculator Class:** Calculates Donchian channels. Should be reusable for different timeframes. +* **PositionSizer Class:** Determines the size of positions based on risk tolerance and other factors. +* **TradingStrategy Class:** Encapsulates the trading logic. Should be easily swappable to test different strategies. +* **Config Class:** Stores configuration parameters, such as data source URLs and trading strategy parameters. +* **Error Handling:** Implement try-except blocks to catch and handle exceptions gracefully. Log errors to a file for debugging. +* **Logging:** Use a logging library to track important events and debug issues. +* **Unit Tests:** Create unit tests to verify the correctness of individual components. \ No newline at end of file diff --git a/config.py b/config.py new file mode 100644 index 0000000..2bf7dc7 --- /dev/null +++ b/config.py @@ -0,0 +1,6 @@ +class Config: + def __init__(self, symbol): + self.symbol = symbol + + def get_symbol(self): + return self.symbol \ No newline at end of file diff --git a/data_fetcher.py b/data_fetcher.py new file mode 100644 index 0000000..b2a667d --- /dev/null +++ b/data_fetcher.py @@ -0,0 +1,23 @@ +import ak + +class DataFetcher: + def __init__(self, config): + self.config = config + + def fetch_stock_data(self): + """Fetches stock data from Akshare.""" + try: + stock_data = ak.stock_zh_a_spot(symbol=self.config.symbol) + return stock_data + except Exception as e: + print(f"Error fetching stock data: {e}") + return None + + def fetch_etf_data(self): + """Fetches ETF data from Akshare.""" + try: + etf_data = ak.fund_etf_spot(symbol=self.config.symbol) + return etf_data + except Exception as e: + print(f"Error fetching ETF data: {e}") + return None \ No newline at end of file diff --git a/run.py b/run.py new file mode 100644 index 0000000..5a8dc38 --- /dev/null +++ b/run.py @@ -0,0 +1,6 @@ +from turtle_trading import TurtleTrading + +if __name__ == "__main__": + symbol = "000001" # Example symbol + turtle = TurtleTrading(symbol) + turtle.run() \ No newline at end of file diff --git a/turtle_trading.py b/turtle_trading.py new file mode 100644 index 0000000..d24799e --- /dev/null +++ b/turtle_trading.py @@ -0,0 +1,16 @@ +from data_fetcher import DataFetcher +from config import Config + +class TurtleTrading: + def __init__(self, symbol): + self.symbol = symbol + self.config = Config(self.symbol) + self.data_fetcher = DataFetcher(self.config) + + def run(self): + stock_data = self.data_fetcher.fetch_stock_data() + if stock_data is not None: + print(f"Fetched stock data for {self.symbol}:") + print(stock_data) + else: + print(f"Failed to fetch stock data for {self.symbol}.") \ No newline at end of file