aszerW
1fca536c95
归档内容： - core/ (数据源、因子计算、通用工具) → archive/legacy_core/ - strategies/rotation/engine.py, portfolio.py, report.py → archive/legacy_core/ - scripts/ (run_rotation, daily_scheduler) → archive/legacy_scripts/ - examples/ → archive/legacy_examples/ - tests/ (实验、对比测试) → archive/legacy_tests/ - 单独文件 (fetch_*.py, 动量.py, 全球市场.py等) → archive/single_files/ 保留新结构： - framework/ (抽象接口) - strategies/shared/ (定制组件) - strategies/rotation/strategy.py (新策略) - 外层配置: .env, .dockerignore, build-and-push.sh, hk_ecs.pem, README.md, requirements.txt - Docker相关: Dockerfile, Dockerfile_base, docker-compose.yml 更新README反映新框架架构
110 lines
3.4 KiB
Python
110 lines
3.4 KiB
Python
"""
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从 OKX 获取 BTC 日线数据
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使用 CCXT 库，支持本地 Clash HTTP 代理
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"""
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import ccxt
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import pandas as pd
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from datetime import datetime, timedelta
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from typing import Optional
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import os
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def fetch_btc_okx(days: int = 10, http_proxy: str = "http://127.0.0.1:7890") -> Optional[pd.DataFrame]:
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"""
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从 OKX 获取 BTC/USDT 日线数据
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Args:
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days: 获取最近多少天的数据，默认10天
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http_proxy: HTTP 代理地址，默认使用本地 Clash 代理 http://127.0.0.1:7890
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Returns:
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DataFrame with columns: date, open, high, low, close, volume
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"""
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try:
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# 配置 CCXT
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config = {'enableRateLimit': True}
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# 设置 HTTP 代理
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if http_proxy:
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config['proxies'] = {'http': http_proxy, 'https': http_proxy}
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print(f"使用 HTTP 代理: {http_proxy}")
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# 创建 OKX 交易所实例
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exchange = ccxt.okx(config)
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# 计算时间范围
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end_date = datetime.now()
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start_date = end_date - timedelta(days=days + 5) # 多取几天确保有足够数据
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since = int(start_date.timestamp() * 1000)
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print(f"从 OKX 获取 BTC/USDT 最近{days}天数据...")
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print(f"时间范围: {start_date.strftime('%Y-%m-%d')} ~ {end_date.strftime('%Y-%m-%d')}")
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# 获取日线数据
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ohlcv = exchange.fetch_ohlcv('ETH/USDT', '1d', since, limit=100)
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if not ohlcv:
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print("未获取到数据")
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return None
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# 转换为 DataFrame
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df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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# 转换时间戳为日期索引（UTC -> 北京时间）
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df['date'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
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df = df.set_index('date')
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df = df[['open', 'high', 'low', 'close', 'volume']]
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# 过滤最近N天
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df = df.tail(days)
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print(f"✓ 获取成功: {len(df)} 条数据")
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print(f"时间范围: {df.index[0].strftime('%Y-%m-%d %H:%M')} ~ {df.index[-1].strftime('%Y-%m-%d %H:%M')}")
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return df
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except Exception as e:
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print(f"获取数据失败: {e}")
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return None
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def print_btc_data(df: pd.DataFrame):
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"""打印 BTC 数据"""
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print("\n" + "="*80)
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print("BTC/USDT 日线数据 (OKX)")
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print("="*80)
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print(f"{'日期':<20} {'开盘价':>12} {'最高价':>12} {'最低价':>12} {'收盘价':>12} {'成交量':>12}")
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print("-"*80)
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for date, row in df.iterrows():
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date_str = date.strftime('%Y-%m-%d %H:%M')
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print(f"{date_str:<20} {row['open']:>12.2f} {row['high']:>12.2f} {row['low']:>12.2f} {row['close']:>12.2f} {row['volume']:>12.4f}")
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print("="*80)
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def main():
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"""主函数"""
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# 使用本地 Clash HTTP 代理（默认端口 7890）
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# 如果 Clash 使用其他端口，请修改此处
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http_proxy = "http://127.0.0.1:7890"
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# 获取数据
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df = fetch_btc_okx(days=10, http_proxy=http_proxy)
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if df is not None:
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print_btc_data(df)
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# 保存到CSV
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output_file = "btc_okx_1d.csv"
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df.to_csv(output_file)
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print(f"\n数据已保存: {output_file}")
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else:
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print("获取数据失败")
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if __name__ == "__main__":
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main()
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