添加策略

user_data/strategies/cci_multi_tf_strategy.py

@@ -2,6 +2,7 @@
 # flake8: noqa: F401
 # isort: skip_file
 # --- Do not remove these imports ---
+from dingtalk import DingTalkBot
 import numpy as np
 import pandas as pd
 from datetime import datetime, timedelta, timezone
@@ -37,12 +38,22 @@ import talib.abstract as ta
 from technical import qtpylib
 
 
+webhook = "https://oapi.dingtalk.com/robot/send?access_token=21de667159edadd33172c6ec414a2addf9c6359189350ffd36819d2a20e8a0f4"  # 填写你的webhook
+secret = "SEC43a0fa0b29717f98637a119b92a0bd5f7b2b6da671bdd2bd1279ed8323454d5e"  # 填写你的加签token（如果有），否则留空
+
+# CTA 群机器人
+# webhook = "https://oapi.dingtalk.com/robot/send?access_token=87c7abfcdd69b699c32da4e4f5981cd2ca6b0445474fc6ffb36f2ed0f6262fbb"
+# secret = "SECf3d6b43f2f8a87ab91feffd052e71ec314fbf57a1842e483fe07af3c0a0e5aa6"
+dingtalk = DingTalkBot(webhook, secret)
+
+
 class CCIMultiTimeframeSpotStrategy(IStrategy):
     # 策略参数
     INTERFACE_VERSION = 3
 
     minimal_roi = {"0": 100}
     stoploss = -1
+    use_custom_stoploss = False
     trailing_stop = False
     timeframe = '4h'
 
@@ -50,6 +61,37 @@ class CCIMultiTimeframeSpotStrategy(IStrategy):
     exit_profit_only = False
     ignore_roi_if_entry_signal = False
 
+    def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:  
+        # 交易对  
+        trading_pair = pair  
+        
+        # 时间  
+        fill_time = order.order_filled_date or current_time  
+        
+        # 价格  
+        fill_price = order.average or order.price  
+        
+        # 买入还是卖出  
+        side = order.ft_order_side  # 'buy' 或 'sell'  
+        
+        # 仓位(当前持仓数量)  
+        position = trade.amount  
+        
+        # 或者使用日志  
+        logger.info(  
+            f"订单成交 - 交易对: {trading_pair}, "  
+            f"时间: {fill_time}, "  
+            f"价格: {fill_price}, "  
+            f"方向: {side}, "  
+            f"仓位: {position}"  
+        )  
+        # if self.config["runmode"].value in ("live", "dry_run"):
+        logger.info(f"11111111{self.config['runmode']}")
+        # dingtalk.send_text(
+        #     content=f"订单成交 - 交易对: {trading_pair}, 时间: {fill_time}, 价格: {fill_price}, 方向: {side}, 仓位: {position}")
+        
+        return None
+
     def TD(self, dataframe:DataFrame):
         close = dataframe['close'].to_list()
         td = [0,0,0,0]
@@ -98,6 +140,7 @@ class CCIMultiTimeframeSpotStrategy(IStrategy):
 
         # dataframe['adx_hist_4h'] = ta.ADX(dataframe['macdhist_4h'])
         dataframe['TD'] = self.TD(dataframe)
+        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)  
         
         logger.info(dataframe.tail())
         return dataframe
@@ -132,3 +175,14 @@ class CCIMultiTimeframeSpotStrategy(IStrategy):
 
         return dataframe
 
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,  
+                    current_rate: float, current_profit: float, after_fill: bool,  
+                    **kwargs) -> float | None:  
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)  
+        candle = dataframe.iloc[-1].squeeze()  
+        side = 1 if trade.is_short else -1  
+        return stoploss_from_absolute(current_rate + (side * candle["atr"] * 3),   
+                                    current_rate=current_rate,   
+                                    is_short=trade.is_short,  
+                                    leverage=trade.leverage)
+