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src/alert_RSI_HA_binance.py

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+from talib import abstract
+import time , ccxt , requests , fake_useragent ,schedule
+import pandas as pd
+import numpy as np
+
+webhool_url=input("請輸入webhook網址:")
+
+binance = ccxt.binance({
+    'enableRateLimit': True,
+    'options': {
+        'defaultType': 'future',
+    },
+})
+
+def timestamp_to_minet(timestamp):
+    return time.strftime("%M", time.localtime(timestamp))
+
+def timestamp_to_datetime(timestamp):
+    return time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(timestamp))
+
+'''
+f_zrsi(_source, _length) =>
+    ta.rsi(_source, _length) - 50
+'''
+
+def f_zrsi(_src,_len0):
+    return abstract.RSI(_src,_len0)-50
+
+'''
+f_zstoch(_source, _length, _smooth, _scale) =>
+    float _zstoch = ta.stoch(_source, _source, _source, _length) - 50
+    float _smoothed = ta.sma(_zstoch, _smooth)
+    float _scaled = _smoothed / 100 * _scale
+    _scaled
+'''
+
+def f_zstoch(_src,_len1,_smooth,_scale):
+    _zstoch = abstract.STOCH(_src,_src,_src,_len1)[0]-50
+    _smoothed = abstract.SMA(_zstoch,_smooth)
+    _scaled = _smoothed/100*_scale
+    return _scaled
+
+'''
+f_rsiHeikinAshi(_length) =>
+    float _closeRSI = f_zrsi(close, _length)
+    float _openRSI = nz(_closeRSI[1], _closeRSI)
+    float _highRSI_raw = f_zrsi(high, _length)
+    float _lowRSI_raw = f_zrsi(low, _length)
+    float _highRSI = math.max(_highRSI_raw, _lowRSI_raw)
+    float _lowRSI = math.min(_highRSI_raw, _lowRSI_raw)
+    float _close = (_openRSI + _highRSI + _lowRSI + _closeRSI) / 4
+    var float _open = na
+    _open := na(_open[i_smoothing]) ? (_openRSI + _closeRSI) / 2 : (_open[1] * i_smoothing + _close[1]) / (i_smoothing + 1)
+    float _high = math.max(_highRSI, math.max(_open, _close))
+    float _low = math.min(_lowRSI, math.min(_open, _close))
+    [_open, _high, _low, _close]
+'''
+def f_rsiHeikinAshi(_legth,close,highs,lows,i_smoothing):
+    _closeRSI = f_zrsi(close,_legth)
+    _openRSI = _closeRSI#problem here 
+    _highRSI_raw = f_zrsi(highs,_legth)
+    _lowRSI_raw = f_zrsi(lows,_legth)#
+    _highRSI = np.maximum(_highRSI_raw,_lowRSI_raw)
+    _lowRSI = np.minimum(_highRSI_raw,_lowRSI_raw)#
+    _close = (_openRSI+_highRSI+_lowRSI+_closeRSI)/4#openRSI is nan , that's why _close is nan
+    _open = np.full(len(_close),np.nan)
+    _open = (_openRSI+_closeRSI)/2 if np.isnan(_open[i_smoothing]) else (_open[1]*i_smoothing+_close[1])/(i_smoothing+1)
+    _high = np.maximum(_highRSI,np.maximum(_open,_close))
+    _low = np.minimum(_lowRSI,np.minimum(_open,_close))
+    return [_open,_high,_low,_close]
+
+
+def send_webhook(message:str,url:str):
+    data = {
+        'msgtype': 'text',
+        'text': {
+            'content': message,
+        },
+    }
+    ua = fake_useragent.UserAgent(verify_ssl=False)
+    headers = {
+        'User-Agent': ua.random,
+        'Content-Type': 'application/json',
+    }
+    result = requests.post(url, json=data , headers=headers)
+    if result.status_code != 200:
+        print("Webhook failed with status code: " + str(result.status_code))
+        print("Message: " + message)
+        print("URL: " + url)
+        print("Response: " + result.text)
+        return False
+    else:
+        print("Webhook sent successfully")
+        return True
+
+'''
+[O, H, L, C] = f_rsiHeikinAshi(i_lenHARSI)
+color bodyColour = C > O ? i_colUp : i_colDown
+color wickColour = i_colWick
+plotcandle(O, H, L, C, '附图蜡烛', bodyColour, wickColour, bordercolor=bodyColour)
+'''
+
+def combine_message(timeframe,over_buy_symbols,over_sell_symbols,keyword):
+    if len(over_buy_symbols) == 0 and len(over_sell_symbols) == 0:
+        return f'''
+        ===== RSI Heikin Ashi 指標信號提醒 =====
+        当前周期 {timeframe}min:
+        📊沒有超買超賣的交易對。
+        🤖以上是机器指标，仅供参考，不作为交易依据。
+        ⏰Time : {time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())}
+        🗝️keyword: {keyword}
+        ==================================='''
+    else:
+        os = '\n\t'.join(over_sell_symbols)
+        ob = '\n\t'.join(over_buy_symbols)
+        message = f'''
+        ===== RSI Heikin Ashi 指標信號提醒 =====
+        來自 Binance 交易所的資料
+        当前周期 {timeframe}min:
+        📉下列品种收线在超卖区:\n{os}\n
+        📈下列品种收线在超买区:\n{ob}\n
+        🤖以上是机器指标，仅供参考，不作为交易依据。
+        ⏰Time : {time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())}
+        🗝️keyword: {keyword}
+        ===================================
+        '''
+    return message
+
+def indicator(value,overbuy,oversell):return (True,'sell') if value > overbuy else (True,'buy') if value < oversell else (False,'hold')
+
+def do(symbol , timeframe , limit , params:dict):
+    over_buy_symbols = []
+    over_sell_symbols = []
+    start = time.time()
+    for t in symbol:
+        ohlcv = binance.fetch_ohlcv(t,timeframe=timeframe,limit=limit*3)
+        df = pd.DataFrame(ohlcv,columns=['time','open','high','low','close','volume'])
+        df['time'] = pd.to_datetime(df['time'],unit='ms')
+        df.set_index('time',inplace=True)
+        df['rsiHA_Open'],df['rsiHA_High'],df['rsiHA_Low'],df['rsiHA_Close'] = f_rsiHeikinAshi(limit,df['close'],df['high'],df['low'],i_smoothing=params['smooth_length'])
+        df = df.iloc[-1:]
+        status, trend = indicator(df['rsiHA_Close'].values[0],overbuy=params['over_buy'],oversell=params['over_sell'])
+        if status:
+            if trend == 'buy':
+                over_buy_symbols.append(t)
+            else:
+                over_sell_symbols.append(t)
+        else:
+            pass
+    end = time.time()
+    send_webhook(message=combine_message(timeframe,over_buy_symbols,over_sell_symbols, keyword=params['keyword']),url=webhool_url)
+    print(f'總共耗时{end-start}秒')
+    return (True,'Done')
+
+def main(symbol_list,timeframe,length,params):
+    try:
+        s = time.time()
+        binance.load_markets()
+        status , message = do(symbol_list,f'{timeframe}m',length,params = params)
+        e = time.time()
+        report = f'''
+        ===== 效能報告 =====
+        總共耗時: {e-s:.3f}秒
+        狀態: {status}
+        訊息: {message}
+        總共檢測交易對: {len(symbol_list)}
+        ==================='''
+        print(report)
+    except Exception as e:
+        print(e)
+
+
+if __name__ == '__main__':
+    symbol_list = input("請輸入幣種代號(以空格分隔)(如要使用全部幣種請輸入ALL):")
+    binance.load_markets()
+    symbol_list = symbol_list.split(' ') if symbol_list != 'ALL' else [t for t in binance.symbols if t.endswith('USDT')]
+    length = int(input("請輸入長度:"))
+    smooth_length = int(input("請輸入平滑長度:"))
+    over_buy = int(input("請輸入超買門檻:"))
+    over_sell = int(input("請輸入超賣門檻:"))
+    timeframe = int(input("請輸入時間框架:"))
+    keyword = input("請輸入關鍵字:")
+    schedule.every(timeframe).minutes.at(":01").do(main,symbol_list=symbol_list,timeframe=timeframe,length=length,params={'smooth_length': smooth_length,'over_buy': over_buy,'over_sell': over_sell,'timeframe': timeframe,'keyword':keyword})
+    while True:
+        schedule.run_pending()
+        time.sleep(1)
+
+
+'''
+candel = [ timestamp, open, high, low, close, volume ]
+'''

src/alert_RSI_HA_okex.py

@@ -0,0 +1,191 @@
+from talib import abstract
+import time , ccxt , requests , fake_useragent ,schedule
+import pandas as pd
+import numpy as np
+
+webhool_url=input("請輸入webhook網址:")
+
+binance = ccxt.okex5({
+    'enableRateLimit': True,
+    'options': {
+        'defaultType': 'future',
+    },
+})
+
+def timestamp_to_minet(timestamp):
+    return time.strftime("%M", time.localtime(timestamp))
+
+def timestamp_to_datetime(timestamp):
+    return time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(timestamp))
+
+'''
+f_zrsi(_source, _length) =>
+    ta.rsi(_source, _length) - 50
+'''
+
+def f_zrsi(_src,_len0):
+    return abstract.RSI(_src,_len0)-50
+
+'''
+f_zstoch(_source, _length, _smooth, _scale) =>
+    float _zstoch = ta.stoch(_source, _source, _source, _length) - 50
+    float _smoothed = ta.sma(_zstoch, _smooth)
+    float _scaled = _smoothed / 100 * _scale
+    _scaled
+'''
+
+def f_zstoch(_src,_len1,_smooth,_scale):
+    _zstoch = abstract.STOCH(_src,_src,_src,_len1)[0]-50
+    _smoothed = abstract.SMA(_zstoch,_smooth)
+    _scaled = _smoothed/100*_scale
+    return _scaled
+
+'''
+f_rsiHeikinAshi(_length) =>
+    float _closeRSI = f_zrsi(close, _length)
+    float _openRSI = nz(_closeRSI[1], _closeRSI)
+    float _highRSI_raw = f_zrsi(high, _length)
+    float _lowRSI_raw = f_zrsi(low, _length)
+    float _highRSI = math.max(_highRSI_raw, _lowRSI_raw)
+    float _lowRSI = math.min(_highRSI_raw, _lowRSI_raw)
+    float _close = (_openRSI + _highRSI + _lowRSI + _closeRSI) / 4
+    var float _open = na
+    _open := na(_open[i_smoothing]) ? (_openRSI + _closeRSI) / 2 : (_open[1] * i_smoothing + _close[1]) / (i_smoothing + 1)
+    float _high = math.max(_highRSI, math.max(_open, _close))
+    float _low = math.min(_lowRSI, math.min(_open, _close))
+    [_open, _high, _low, _close]
+'''
+def f_rsiHeikinAshi(_legth,close,highs,lows,i_smoothing):
+    _closeRSI = f_zrsi(close,_legth)
+    _openRSI = _closeRSI#problem here 
+    _highRSI_raw = f_zrsi(highs,_legth)
+    _lowRSI_raw = f_zrsi(lows,_legth)#
+    _highRSI = np.maximum(_highRSI_raw,_lowRSI_raw)
+    _lowRSI = np.minimum(_highRSI_raw,_lowRSI_raw)#
+    _close = (_openRSI+_highRSI+_lowRSI+_closeRSI)/4#openRSI is nan , that's why _close is nan
+    _open = np.full(len(_close),np.nan)
+    _open = (_openRSI+_closeRSI)/2 if np.isnan(_open[i_smoothing]) else (_open[1]*i_smoothing+_close[1])/(i_smoothing+1)
+    _high = np.maximum(_highRSI,np.maximum(_open,_close))
+    _low = np.minimum(_lowRSI,np.minimum(_open,_close))
+    return [_open,_high,_low,_close]
+
+
+def send_webhook(message:str,url:str):
+    data = {
+        'msgtype': 'text',
+        'text': {
+            'content': message,
+        },
+    }
+    ua = fake_useragent.UserAgent(verify_ssl=False)
+    headers = {
+        'User-Agent': ua.random,
+        'Content-Type': 'application/json',
+    }
+    result = requests.post(url, json=data , headers=headers)
+    if result.status_code != 200:
+        print("Webhook failed with status code: " + str(result.status_code))
+        print("Message: " + message)
+        print("URL: " + url)
+        print("Response: " + result.text)
+        return False
+    else:
+        print("Webhook sent successfully")
+        return True
+
+'''
+[O, H, L, C] = f_rsiHeikinAshi(i_lenHARSI)
+color bodyColour = C > O ? i_colUp : i_colDown
+color wickColour = i_colWick
+plotcandle(O, H, L, C, '附图蜡烛', bodyColour, wickColour, bordercolor=bodyColour)
+'''
+
+def combine_message(timeframe,over_buy_symbols,over_sell_symbols,keyword):
+    if len(over_buy_symbols) == 0 and len(over_sell_symbols) == 0:
+        return f'''
+        ===== RSI Heikin Ashi 指標信號提醒 =====
+        当前周期 {timeframe}min:
+        📊沒有超買超賣的交易對。
+        🤖以上是机器指标，仅供参考，不作为交易依据。
+        ⏰Time : {time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())}
+        🗝️keyword: {keyword}
+        ==================================='''
+    else:
+        os = '\n\t'.join(over_sell_symbols)
+        ob = '\n\t'.join(over_buy_symbols)
+        message = f'''
+        ===== RSI Heikin Ashi 指標信號提醒 =====
+        來自 Okex(歐易) 交易所的資料
+        当前周期 {timeframe}min:
+        📉下列品种收线在超卖区:\n{os}\n
+        📈下列品种收线在超买区:\n{ob}\n
+        🤖以上是机器指标，仅供参考，不作为交易依据。
+        ⏰Time : {time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())}
+        🗝️keyword: {keyword}
+        ===================================
+        '''
+    return message
+
+def indicator(value,overbuy,oversell):return (True,'sell') if value > overbuy else (True,'buy') if value < oversell else (False,'hold')
+
+def do(symbol , timeframe , limit , params:dict):
+    over_buy_symbols = []
+    over_sell_symbols = []
+    start = time.time()
+    for t in symbol:
+        ohlcv = binance.fetch_ohlcv(t,timeframe=timeframe,limit=limit*3)
+        df = pd.DataFrame(ohlcv,columns=['time','open','high','low','close','volume'])
+        df['time'] = pd.to_datetime(df['time'],unit='ms')
+        df.set_index('time',inplace=True)
+        df['rsiHA_Open'],df['rsiHA_High'],df['rsiHA_Low'],df['rsiHA_Close'] = f_rsiHeikinAshi(limit,df['close'],df['high'],df['low'],i_smoothing=params['smooth_length'])
+        df = df.iloc[-1:]
+        status, trend = indicator(df['rsiHA_Close'].values[0],overbuy=params['over_buy'],oversell=params['over_sell'])
+        if status:
+            if trend == 'buy':
+                over_buy_symbols.append(t)
+            else:
+                over_sell_symbols.append(t)
+        else:
+            pass
+    end = time.time()
+    send_webhook(message=combine_message(timeframe,over_buy_symbols,over_sell_symbols, keyword=params['keyword']),url=webhool_url)
+    print(f'總共耗时{end-start}秒')
+    return (True,'Done')
+
+def main(symbol_list,timeframe,length,params):
+    try:
+        s = time.time()
+        binance.load_markets()
+        status , message = do(symbol_list,f'{timeframe}m',length,params = params)
+        e = time.time()
+        report = f'''
+        ===== 效能報告 =====
+        總共耗時: {e-s:.3f}秒
+        狀態: {status}
+        訊息: {message}
+        總共檢測交易對: {len(symbol_list)}
+        ==================='''
+        print(report)
+    except Exception as e:
+        print(e)
+
+
+if __name__ == '__main__':
+    symbol_list = input("請輸入幣種代號(以空格分隔)(如要使用全部幣種請輸入ALL):")
+    binance.load_markets()
+    symbol_list = symbol_list.split(' ') if symbol_list != 'ALL' else [t for t in binance.symbols if t.endswith('USDT')]
+    length = int(input("請輸入長度:"))
+    smooth_length = int(input("請輸入平滑長度:"))
+    over_buy = int(input("請輸入超買門檻:"))
+    over_sell = int(input("請輸入超賣門檻:"))
+    timeframe = int(input("請輸入時間框架:"))
+    keyword = input("請輸入關鍵字:")
+    schedule.every(timeframe).minutes.at(":01").do(main,symbol_list=symbol_list,timeframe=timeframe,length=length,params={'smooth_length': smooth_length,'over_buy': over_buy,'over_sell': over_sell,'timeframe': timeframe,'keyword':keyword})
+    while True:
+        schedule.run_pending()
+        time.sleep(1)
+
+
+'''
+candel = [ timestamp, open, high, low, close, volume ]
+'''