马丁马丁3

发表于 2023-07-30 更新于 2023-07-31 Changyan：

一.流程图

二.补充

1. 加仓的价格依据

流程图第二行的位置，我有添加定时的价格和实时价格的更新

while True:
                now = datetime.datetime.now()
                # if now.minute % 30 == 0 and now.second == 0: #30m
                if now.minute == 0 and now.second < 2 and time.time() - self.last_price_update_time >= 5: #1H
                    if self.last_price is not None:
                        self.update_price_interval(self.last_price)
                        retries=0
                        self.last_price_update_time = time.time()
                last_price = Utils.get_binance_price(self.logger,self.symbol,type='fapi') #1s  
                if last_price is not None:
                        self.update_price_immediately(last_price)
                        retries=0  
                time.sleep(1)

从这个死循环中可以看到，每秒更新的价格我会传入到update_price_immediately，每隔1小时更新的价格我会传到update_price_interval
每个马丁创建的时候都需要设置这个参数

self.use_realtime_price = use_realtime_price
        """
        使用实时价格加仓 ture:根据秒精度的价格去判断是否加仓   false:使用其他精度的价格去判断是否加仓
        """

根据这个参数，马丁判断加仓的价格会切换为传入update_price_immediately的价格或者传入update_price_interval的价格，至于为什么增加这个切换，请自行体会。

2. 满仓止损的条件

马丁设置的参数中，有这样两项

self.max_additional_entry = max_additional_entry
"""
仓位最大加仓次数
"""
self.stop_loss_ratio = stop_loss_ratio
"""
止损比例
"""

设置参数max_additional_entry用于设置马丁最大的加仓次数，stop_loss_ratio为止损比例，当仓位加到了最大次数,相对于最后一次加仓的价格，价格再反向移动达到了止损比,就会强制止损。

3. 满仓的设置规则

根据上篇中的马丁设置模拟文档，例如

第一项即为加仓次数，这是根据品种的价格浮动，再结合自己能承受的风险，例如杠杆，浮亏。
最终设置用最后一次加仓为止损条件也是经过几次更新迭代才定下来，可保证马丁的一些灵活性和稳定性。

4. 获取K线踩的坑

def get_market_klines_info(log,symbol,interval,type):
    """
    获取k线数据
    - symbol 交易对
    - interval 周期
    - type 类型
    """
    if type == 'dapi': #获取有问题
        url_klines = f'https://dapi.binance.com/dapi/v1/klines?symbol={symbol}&interval={interval}&limit=100'
    elif  type == 'fapi': 
        url_klines = f'https://fapi.binance.com/fapi/v1/klines?symbol={symbol}&interval={interval}&limit=100'
    elif  type == 'sapi':
        url_klines = f'https://api.binance.com/api/v3/klines?symbol={symbol}&interval={interval}&limit=100'
    else :
        return None

获取K线不稳定
卡了两天多，整个人都不好，最后才发现是币安官方对ip做了限制，可能是因为刚开始时，同时获取7种K线触发了官方的防火墙。
获取不了最新的数据
比如我12点获取的4H的K线数据，发现数据的时间周期是8小时之前的，经过了一番折腾打印对照后才恍然大悟，是时区导致的时间戳对不上问题。

三.接下来的工作

至此，本次持续一个月的系统升级改造已经全部完成。
接下来主要是测试工作，正在测试的不同设置参数的马丁共计120个，其中使用tradingview策略的20个，自定义策略的100个，也就是开了120个线程，服务器cpu也被我干到一直在50%+运行了。

接下来除了维护和测试外，还在构思下一个大迭代改造，有点想做一个安卓客户端，正在整理相关的技术工作考虑是否有这个必要。

四.有感而发

为什么愿意在业余花这么多的时间和精力去开发这样一套前景并不明朗的交易bot系统，我也很难说清楚。

在物质上
- 代码是以数字化存在的物质，只要你愿意和条件允许，它可以永久地保存并下来;
- 当它越来越优秀的时候，其生命力是可以一直沿用下来的；

在精神上

首先是会有学习感，python并非我的职业编程语言，编程开发长时间地累计学习沉淀才能汇成一条河流，而且学除非脑流干涸了，这条河流都会在脑海里川流不息；
然后就是创造感，当自己想要一个东西，但它并不存在，或者存在并不能被你支配使用时，被你创造出来了，心理会有极大的成就感；
还有期待感，期待它能做到我自己无法做到的事，期待其达到自己设定的任何目标，人嘛，生活在一种期盼和希望之中，会很舒适的。

我想，若干年后老了，教孙子孙女编程时，在他面前展示这个从22年1月开始更新的开发记录时，他一定会吹捧我几句，“爷爷你牛逼”。

Revision: 0000000000000000000000000000000000000000
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Date: 1970/1/1 8:00:00
Message:
Working tree changes

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Revision: 834a77a6cb190a5238ceaf4c58c5a3b4744085d1
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/31 10:01:15
Message:
优化走开仓、加仓、止盈、止损的判断

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Modified: StrategyMartin.py

Revision: b5726f060b2d723792f416928cb94c5383bba767
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/29 15:17:20
Message:
大体完成，可以模拟测试了

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Modified: Utils.py

Revision: b8277b301b311b7ccf1b21ccd17c64f3ee6575f5
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/29 14:59:40
Message:
优化获取价格和K线代码，经确认获取的K线是没问题的，时间对不上是因为有时差...

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Modified: Main_DIYMD.py
Modified: StrategyMartin.py
Modified: Utils.py

Revision: 581e52735891cec3f7e32190447f4dc473f1c64e
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/29 11:36:46
Message:
增加获取币和U本位价格方法，整理log工具类，增加路径

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Modified: HandleTVSignal.py
Rename: IndicatorGroup.py (from CustomIndicator.py)
Rename: Main_DIYMD.py (from MainCustom.py)
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Modified: QueryAccount.py
Modified: StrategyMartin.py
Modified: Utils.py
Modified: common.txt

Revision: b48bf9d93a20ae76ff778b1fd17fb3d2f49601a2
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/29 10:30:47
Message:
1.重命名一些类 2.完善查询K线的方法 3.增加自定义策略的主类以及对应的方法

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Added: CustomIndicator.py
Rename: HandleMDSignal.py (from ParsingMDSignal.py)
Rename: HandleOrder.py (from StandardOrder.py)
Rename: HandleTVSignal.py (from ParsingTVSignal.py)
Added: MainCustom.py
Rename: MainTV.py (from Main.py)
Rename: QueryAccount.py (from QueryAssets.py)
Rename: StrategyMartin.py (from MartinStrategy.py)
Modified: Utils.py
Modified: common.txt

Revision: 487ab7bb18d27420faef04b0065467ee54be16e5
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/26 10:09:50
Message:
重命名

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Deleted: utils.py

Revision: bc5b8cfea2843b68805ddb2e7a20b3f545d00edc
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/26 10:06:25
Message:
1.修复间隔获取价格的方法，有几率获取不到的问题 2.修正初始化策略数据

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Modified: Main.py
Modified: MartinStrategy.py

Revision: abb9850354c5505a937c3d050c6714e7822759b9
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/25 10:34:12
Message:
调整一下马丁接收信息的判断

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Modified: Main.py
Modified: MartinStrategy.py
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Modified: ParsingTVSignal.py
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Revision: 5b6c1807914c5d624d4fdd9140cca1241e479c35
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/24 19:18:45
Message:
修正下单错误

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Modified: ParsingTVSignal.py
Modified: StandardOrder.py
Modified: Utils.py

Revision: 086aebcd93db4e850e70c58e03d985c881e78d77
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/24 10:41:16
Message:
1.增加以间隔时间价格为基准的加仓方式 2.移除最大杠杆设置项 3.止损方法改为以最大加仓次数为基准，以满仓时价格为基准止损

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Modified: Main.py
Modified: MartinStrategy.py

Revision: 49065a6e3f37c57b40f2ec74e7e27ab875d606ce
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/21 17:31:30
Message:
增加马丁策略的下单工具栏，至此代码算开发完毕！！1
接下来：
 1.平替旧的策略接收代码代码
 2.马丁模拟数据测试一段时间，精选出最佳参数
 3.放开马丁下单代码实盘测试
 4.实盘测试没问题后，视情况策略并行还是单独运行
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Modified: MartinStrategy.py
Added: ParsingMDSignal.py
Modified: ParsingTVSignal.py

Revision: 849a0ac79354a72647c4698003e7902b804aaa31
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/21 16:29:54
Message:
重新整理，修正加仓的加仓条件判断,修正止损的条件判断

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Modified: Main.py
Modified: MartinStrategy.py

Revision: 62214f4c6718bd2dd4197eb8bd0ecdaf76fca7e6
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/17 16:16:01
Message:
修改一下数据存储位置

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Modified: MartinStrategy.py
Modified: ParsingTVSignal.py
Modified: QueryAssets.py
Modified: StandardOrder.py
Added: Utils.py
Rename: common.txt (from binance_allapi.txt)
Modified: utils.py

Revision: 4150a218c22bdadda97f1b77d151621ae4a05397
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/17 14:29:35
Message:
测试更新修复

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Modified: Main.py
Modified: MartinStrategy.py

Revision: 90dc1cc700199f8302d892a3e16fc274f8acbe52
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/17 11:47:51
Message:
考虑到马丁需要兼容所有币种，把获取币种的循环放到对应的bean中

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Modified: Main.py
Modified: MartinStrategy.py
Modified: QueryAssets.py
Modified: binance_allapi.txt

Revision: dc791845124a8b58d65301772d08716296a13426
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/7/17 10:59:37
Message:
1.升级代码逻辑，2.增加马丁相关内容

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Added: Main.py
Added: MartinStrategy.py
Added: ParsingTVSignal.py
Added: QueryAssets.py
Added: StandardOrder.py
Modified: binance_allapi.txt
Deleted: binance_main.py
Deleted: dapi_order.py
Deleted: fapi_balance.py
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Deleted: trading.log
Modified: utils.py

Revision: 02190faf82051c067a5133ffe31ec7057d059897
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/6/26 9:36:07
Message:
update

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Modified: binance_main.py
Modified: config.ini
Modified: dapi_order.py
Modified: utils.py

Revision: cbc0fbbebd13c5b1ecaea3d698b59852df668cc4
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/4/29 13:12:29
Message:
简化表格

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Modified: binance_main.py
Modified: utils.py

Revision: 130a2ddd7d17fa6a43da6d24af8b7e834290a0cf
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/4/25 16:01:49
Message:
更新

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Modified: 48M01.log
Added: __pycache__/fapi_order.cpython-311.pyc
Modified: __pycache__/utils.cpython-311.pyc
Modified: binance_allapi.txt
Added: binance_main.py
Added: dapi_order.py
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Revision: 15a5f0789303f8a4b4edb9d5f75e70827d59a9f3
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/2/23 14:16:37
Message:
update code

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Added: 48M01.csv
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Deleted: Trade_Account.py
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Added: __pycache__/binance_api.cpython-311.pyc
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Added: __pycache__/utils.cpython-311.pyc
Modified: binance_allapi.txt
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Revision: 803a24cfb740d446552e1552659183c0c18e107c
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/2/4 17:48:38
Message:
分散打印

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Added: binance_main.py
Modified: config.ini
Added: test.py
Modified: trade_account.py
Modified: utils.py

Revision: 208ebb59fb378e555a8924500eda46eeb67c00da
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/2/4 11:24:46
Message:
增加表格信息，打印时间精确到毫秒

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Revision: e7a089d49ba8b5490bdff64823f9f352170fd493
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/1/14 18:05:21
Message:
优化一下

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Modified: Trade_Order.py
Modified: main.py
Modified: trade_order.py

Revision: bdde439ec37ff7f4721d08ef95e61242ead75259
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/1/14 11:20:15
Message:
订单未成交情况下 再次下单

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Modified: main.py

Revision: 48337c75014338fe8be63c5315fd2265e2d9c3cc
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/1/11 14:33:20
Message:
增加03账号信息

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Modified: config.ini
Modified: main.py

Revision: ba3c12e548372d6f156876948af391af639c209a
Author: xiangy <xiangy@topwayandroid.com>
Date: 2023/1/11 14:22:10
Message:
更新02账号

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Modified: config.ini
Modified: main.py

Revision: 55f0fd6419317e956361f8f3ff6c949cdc0c4440
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/11/8 11:19:58
Message:
梳理一下

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Modified: config.ini
Modified: main.py

Revision: eb3ac32f1eeeb0e7ffc400da0adc1baa940584e5
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/11/8 11:10:11
Message:
解决bug

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Modified: Trade_Order.py
Modified: main.py
Modified: trade_order.py

Revision: e016bd4cf7b8872970fa8759883b57f661d2948d
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/11/7 9:59:51
Message:
修复bug

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Modified: Trade_Order.py
Modified: config.ini
Modified: main.py
Modified: trade_order.py

Revision: 3520d1eab8a11ad12a95918f83d6049ef2a620db
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/11/5 18:19:24
Message:
调整一下

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Modified: Trade_Account.py
Modified: config.ini
Modified: main.py
Modified: trade_account.py
Modified: trade_symbol.py
Modified: trading.log

Revision: 7c4d2b08bc242d3e11f7cdb6f5bfeab8df781a21
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/6/21 15:02:45
Message:
1.增加交易回执 2.增加交易延迟

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Modified: Trade_Account.py
Modified: Trade_Order.py
Modified: binance_api.py
Modified: main.py
Added: run.log
Modified: trade_account.py
Modified: trade_order.py
Added: trading.log

Revision: 6104082bdb02283e33841c599307480387801bd1
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/4/27 15:36:21
Message:
Merge branch 'master' of github.com:itemuse/Trade

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Modified: trade_symbol.py
Modified: main.py
Modified: telegraph_json.txt
Modified: trade_account.py

Revision: bc959526f88ee606cc4fe7acb2013d01218592a2
Author: xiangy <xiang@email.com>
Date: 2022/3/13 21:23:38
Message:
修改交易对名称方法

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Modified: trade_symbol.py

Revision: 1f8184f90fc6346fdd2f5995b0dfe1687b4282f1
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/4/27 15:34:23
Message:
增加打印信息

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Modified: main.py
Modified: telegraph_json.txt
Modified: trade_account.py

Revision: 8a381cb663b1ff7c93dd7c7f6d787f9db9f971d1
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/3/12 14:45:11
Message:
增加接收指令的时间打印

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Modified: main.py
Modified: telegraph_json.txt

Revision: e2398115630665ee2184931c59656169fe523b7a
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/3/7 15:45:00
Message:
修改文件大小写

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Modified: Trade_Account.py
Modified: Trade_Config_Def.py
Modified: Trade_Order.py
Modified: binance_api.py
Modified: main.py
Deleted: run.log
Modified: telegraph_json.txt
Added: trade_account.py
Added: trade_config_def.py
Added: trade_order.py
Modified: trade_symbol.py

Revision: 124a61e4357ddd03372e163bbfb420bea89a4b5c
Author: xiangy <xiang@email.com>
Date: 2022/3/6 14:36:12
Message:
更新配置信息

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Added: __pycache__/binance_api.cpython-310.pyc
Added: __pycache__/binance_api.cpython-38.pyc
Added: __pycache__/trade_account.cpython-310.pyc
Added: __pycache__/trade_account.cpython-38.pyc
Added: __pycache__/trade_config_def.cpython-310.pyc
Added: __pycache__/trade_config_def.cpython-38.pyc
Added: __pycache__/trade_order.cpython-310.pyc
Added: __pycache__/trade_order.cpython-38.pyc
Added: __pycache__/trade_symbol.cpython-310.pyc
Added: __pycache__/trade_symbol.cpython-38.pyc
Modified: main.py
Added: run.log
Added: telegraph_json.txt

Revision: 9c9a3713c1b568c5b5bae3738e141ee7a5ef71cf
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/3/3 19:29:04
Message:
修改一些设置信息

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Deleted: telegraph_json.txt

Revision: 2d4cb615e3cf7a751b9e78eebbe4b4c148a6087f
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/23 19:54:13
Message:
账户配置信息整合到一个文件里

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Modified: Trade_Config_Def.py
Added: config.ini
Deleted: config_master.ini
Deleted: config_x.ini
Modified: main.py
Modified: telegraph_json.txt

Revision: bab8086b20dc80e6766952df5970cbae459028e0
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/22 19:53:21
Message:
近期优化代码 完善多账号运行情况下的一些安全操作等

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Modified: Trade_Account.py
Modified: Trade_Config_Def.py
Modified: Trade_Order.py
Modified: binance_api.py
Modified: config_master.ini
Added: config_x.ini
Modified: main.py
Modified: telegraph_json.txt
Modified: trade_symbol.py

Revision: b5519af90c1668104716e33841a53a3ea8fa4207
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/15 10:52:01
Message:
重新命名

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Rename: config_master.ini (from Trade_Config_master.ini)
Rename: main.py (from Trade.py)
Rename: telegraph_json.txt (from tradingjson.txt)

Revision: a1de5faa24f387109d3c222988ce6e407dd95cb5
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/15 10:48:33
Message:
重新命名各个模块
增加多账户设置提示
增加币种代码的转化
----
Modified: Trade.py
Modified: Trade_Account.py
Modified: Trade_Order.py
Rename: binance_allapi.txt (from binance所有api.txt)
Added: trade_symbol.py

Revision: e264032714f19f92b5747c81fa88e90601a04ac6
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/15 10:13:20
Message:
Merge branch 'master' of github.com:itemuse/Trade

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Added: Trade.py
Added: Trade_Account.py
Added: Trade_Config_Def.py
Added: Trade_Config_master.ini
Added: Trade_Order.py
Deleted: binance.py
Modified: binance_api.py
Deleted: binance_config.ini
Rename: tradingjson.txt (from tradingview警报.txt)
Deleted: 命令.txt

Revision: 633bbf4a39c65acb578685d402a43e16ecd8a49a
Author: xiangy <xiang@email.com>
Date: 2022/2/10 22:58:47
Message:
增加http格式

----
Modified: tradingview警报.txt

Revision: 866c2e20520947831b961f894117d0c5461d55fb
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/14 20:22:55
Message:
第二版，拓展多账户以及多币种策略交易

----
Added: Trade.py
Added: Trade_Account.py
Added: Trade_Config_Def.py
Added: Trade_Config_master.ini
Added: Trade_Order.py
Deleted: binance.py
Modified: binance_api.py
Deleted: binance_config.ini
Rename: tradingjson.txt (from tradingview警报.txt)
Deleted: 命令.txt

Revision: ae4b7f1144193b41c8fde1add9d1aabb18930eb3
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/2/10 18:26:02
Message:
命令备注

----
Modified: binance_api.py
Added: 命令.txt

Revision: c5c3b155f3f27b816dcc5d1733fcf3540a2a76aa
Author: xiangy <xiang@email.com>
Date: 2022/1/28 22:34:01
Message:
1.启动服务时增加先决条件的判断
2.添加警报json模板
----
Modified: binance.py
Modified: binance_api.py
Added: tradingview警报.txt

Revision: 0ecc72752bf24dab7b1da582939676b4c20dc2af
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/21 15:54:44
Message:
添加币安api文档

----
Added: binance所有api.txt

Revision: 6d8f42ee809eff3fac18544cb7e4883c9d9fa23a
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/21 15:36:18
Message:
将api内容分割出来

----
Modified: binance.py
Added: binance_api.py

Revision: f4d6f85cfd243e97397a6f486d106d871b007607
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/21 9:50:12
Message:
增加持仓模式方式查询

----
Modified: binance.py

Revision: fbd7afd66db916e6826ec1b42b6dbc3913557d45
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/14 19:22:12
Message:
限制计算后的开单数量的精度

----
Modified: binance.py

Revision: cf81d9e5942f1e6ab670b4c4aa1ce6ed5f5a9637
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/14 18:31:31
Message:
1.根据仓位数来下单 提高数据准确性
2.下单类型替换为市价单
----
Modified: binance.py
Modified: binance_config.ini

Revision: ccc63da10052055ef96885cc92d3ae4a8eae2449
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/14 9:34:06
Message:
调整代码

----
Modified: binance.py
Modified: binance_config.ini

Revision: 65b924d9b329c422ef89dcd1ff31aa4973c1b40b
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/13 18:39:08
Message:
增加配置模块，开关键配置与代码耦合

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Modified: binance.py
Added: binance_config.ini

Revision: 638ffbd5c5fecd80aa41f5609b5f622832ef9548
Author: xiangyong <xiangy@topwayandroid.com>
Date: 2022/1/12 18:11:55
Message:
第一次提交，打通交易通道

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Added: binance.py