Repository navigation
Expand file tree
/
Copy pathconfig.py
More file actions
240 lines (213 loc) · 9.72 KB
/
Copy pathconfig.py
File metadata and controls
240 lines (213 loc) · 9.72 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
# config.py
from dataclasses import dataclass, field
import json
from typing import Any, Dict, Optional
import os
from datetime import datetime
@dataclass
class ProxyConfig:
"""代理配置"""
enable_proxy: bool = False
proxy_url: Optional[str] = None
proxy_username: Optional[str] = None
proxy_password: Optional[str] = None
@property
def formatted_proxy_url(self) -> Optional[str]:
"""获取格式化的代理URL"""
if not self.enable_proxy or not self.proxy_url:
return None
if self.proxy_username and self.proxy_password:
# 在URL中添加认证信息
schema = self.proxy_url.split('://')[0]
host = self.proxy_url.split('://')[1]
return f"{schema}://{self.proxy_username}:{self.proxy_password}@{host}"
return self.proxy_url
def get_ccxt_proxy(self) -> dict:
"""获取CCXT格式的代理配置"""
if not self.enable_proxy or not self.proxy_url:
return {}
return {
'http': self.formatted_proxy_url,
'https': self.formatted_proxy_url
}
@dataclass
class ExchangeConfig:
"""交易所配置"""
# Binance配置
binance_api_key: str = ""
binance_api_secret: str = ""
binance_testnet_api_key: str = ""
binance_testnet_api_secret: str = ""
# OKX配置
okx_api_key: str = ""
okx_api_secret: str = ""
okx_passphrase: str = ""
okx_testnet_api_key: str = ""
okx_testnet_api_secret: str = ""
okx_testnet_passphrase: str = ""
@dataclass
class TradingConfig:
"""交易配置"""
auto_trade_enabled: bool = False
use_testnet: bool = True
default_position_size: float = 50.0
default_leverage: int = 50
max_leverage: int = 50
enable_dynamic_sl: bool = True
# 风险控制
max_position_size: float = 1000.0
max_daily_trades: int = 10
max_drawdown_percentage: float = 10.0
risk_warning_margin_ratio: float = 80.0
risk_warning_loss_percentage: float = 20.0
risk_warning_holding_time: int = 48
def get_default_strategy_settings() -> Dict[str, Any]:
"""返回默认策略设置"""
return {
'default_entry_distribution': [
{'position': 'left', 'percentage': 0.3},
{'position': 'middle', 'percentage': 0.5},
{'position': 'right', 'percentage': 0.2}
],
'default_tp_distribution': [
{'level': 1, 'percentage': 0.4},
{'level': 2, 'percentage': 0.3},
{'level': 3, 'percentage': 0.3}
],
'dynamic_sl_settings': {
'enable': True,
'move_to_break_even_at_tp': 1 # 第一个止盈触发后移动止损
}
}
@dataclass
class Config:
"""统一配置管理"""
# Telegram配置
TELEGRAM_TOKEN: str = field(default_factory=lambda: os.getenv("TELEGRAM_TOKEN", "123")) # 保留默认值,方便测试
API_ID: str = field(default_factory=lambda: os.getenv("API_ID", "123")) # 保留默认值,方便测试
API_HASH: str = field(default_factory=lambda: os.getenv("API_HASH", "123")) # 添加API_HASH默认值
PHONE_NUMBER: str = field(default_factory=lambda: os.getenv("PHONE_NUMBER", "123")) # 添加PHONE_NUMBER默认值
SESSION_NAME: str = field(default_factory=lambda: os.getenv("SESSION_NAME", "123"))
OWNER_ID: int = field(default_factory=lambda: int(os.getenv("OWNER_ID", "123")))
# OpenAI配置
OPENAI_API_KEY: str = field(default_factory=lambda: os.getenv("OPENAI_API_KEY", "123")) # 添加OPENAI_API_KEY默认值
OPENAI_API_BASE_URL: str = field(default_factory=lambda: os.getenv("OPENAI_API_BASE_URL", "https://api.openai.com/v1")) # 添加OPENAI_API_BASE_URL默认值
# 数据库配置
DATABASE_NAME: str = field(default_factory=lambda: os.getenv("DATABASE_NAME", ""))
# 代理配置
proxy: ProxyConfig = field(default_factory=lambda: ProxyConfig(
enable_proxy=os.getenv("ENABLE_PROXY", "false").lower() == "true",
proxy_url=os.getenv("PROXY_URL") or os.getenv("HTTP_PROXY") or os.getenv("HTTPS_PROXY"),
proxy_username=os.getenv("PROXY_USERNAME"),
proxy_password=os.getenv("PROXY_PASSWORD")
))
# 交易所配置
exchange: ExchangeConfig = field(default_factory=lambda: ExchangeConfig(
binance_api_key=os.getenv("BINANCE_API_KEY", ""),
binance_api_secret=os.getenv("BINANCE_API_SECRET", ""),
binance_testnet_api_key=os.getenv("BINANCE_TESTNET_API_KEY", ""), # 添加BINANCE_TESTNET默认值
binance_testnet_api_secret=os.getenv("BINANCE_TESTNET_API_SECRET", ""), # 添加BINANCE_TESTNET默认值
okx_api_key=os.getenv("OKX_API_KEY", ""),
okx_api_secret=os.getenv("OKX_API_SECRET", ""),
okx_passphrase=os.getenv("OKX_PASSPHRASE", ""),
okx_testnet_api_key=os.getenv("OKX_TESTNET_API_KEY", ""), # 添加OKX_TESTNET默认值
okx_testnet_api_secret=os.getenv("OKX_TESTNET_API_SECRET", ""), # 添加OKX_TESTNET默认值
okx_testnet_passphrase=os.getenv("OKX_TESTNET_PASSPHRASE", "") # 添加OKX_TESTNET默认值
))
# 交易配置
trading: TradingConfig = field(default_factory=lambda: TradingConfig(
auto_trade_enabled=os.getenv("AUTO_TRADE_ENABLED", "true").lower() == "true",
use_testnet=os.getenv("USE_TESTNET", "true").lower() == "true",
default_position_size=float(os.getenv("DEFAULT_POSITION_SIZE", "50.0")),
default_leverage=int(os.getenv("DEFAULT_LEVERAGE", "50")),
max_leverage=int(os.getenv("MAX_LEVERAGE", "50")),
enable_dynamic_sl=os.getenv("ENABLE_DYNAMIC_SL", "true").lower() == "true",
max_position_size=float(os.getenv("MAX_POSITION_SIZE", "1000.0")),
max_daily_trades=int(os.getenv("MAX_DAILY_TRADES", "10")),
max_drawdown_percentage=float(os.getenv("MAX_DRAWDOWN_PERCENTAGE", "10.0")),
risk_warning_margin_ratio=float(os.getenv("RISK_WARNING_MARGIN_RATIO", "80.0")),
risk_warning_loss_percentage=float(os.getenv("RISK_WARNING_LOSS_PERCENTAGE", "20.0")),
risk_warning_holding_time=int(os.getenv("RISK_WARNING_HOLDING_TIME", "48"))
))
# 策略配置
STRATEGY_SETTINGS: Dict[str, Any] = field(default_factory=get_default_strategy_settings)
def __post_init__(self):
"""验证配置"""
self._validate_config()
self._load_custom_strategy()
def _validate_config(self):
"""验证必要的配置项"""
if not self.TELEGRAM_TOKEN:
raise ValueError("Telegram token is required")
if not self.OWNER_ID:
raise ValueError("Owner ID is required")
if not self.OPENAI_API_KEY:
raise ValueError("OpenAI API key is required")
def _load_custom_strategy(self):
"""加载自定义策略配置"""
custom_strategy_file = "strategy_settings.json"
if os.path.exists(custom_strategy_file):
try:
with open(custom_strategy_file, 'r') as f:
custom_settings = json.load(f)
self.STRATEGY_SETTINGS.update(custom_settings)
except Exception as e:
print(f"Error loading custom strategy settings: {e}")
def get_exchange_config(self, exchange: str) -> Dict[str, str]:
"""获取特定交易所的配置"""
exchange = exchange.upper()
if exchange == "BINANCE":
if self.trading.use_testnet:
return {
"api_key": self.exchange.binance_testnet_api_key,
"api_secret": self.exchange.binance_testnet_api_secret,
"testnet": True,
"proxies": self.proxy.get_ccxt_proxy()
}
return {
"api_key": self.exchange.binance_api_key,
"api_secret": self.exchange.binance_api_secret,
"testnet": False,
"proxies": self.proxy.get_ccxt_proxy()
}
elif exchange == "OKX":
if self.trading.use_testnet:
return {
"api_key": self.exchange.okx_testnet_api_key,
"api_secret": self.exchange.okx_testnet_api_secret,
"passphrase": self.exchange.okx_testnet_passphrase,
"testnet": True,
"proxies": self.proxy.get_ccxt_proxy()
}
return {
"api_key": self.exchange.okx_api_key,
"api_secret": self.exchange.okx_api_secret,
"passphrase": self.exchange.okx_passphrase,
"testnet": False,
"proxies": self.proxy.get_ccxt_proxy()
}
return {}
def save_strategy_settings(self, settings: Dict[str, Any]):
"""保存自定义策略设置"""
with open("strategy_settings.json", 'w') as f:
json.dump(settings, f, indent=4)
self.STRATEGY_SETTINGS.update(settings)
def _validate_config(self):
"""验证必要的配置项"""
if not self.TELEGRAM_TOKEN:
raise ValueError("Telegram token is required")
if not self.OWNER_ID:
raise ValueError("Owner ID is required")
if not self.OPENAI_API_KEY:
raise ValueError("OpenAI API key is required")
def _load_custom_strategy(self):
"""加载自定义策略配置"""
custom_strategy_file = "strategy_settings.json"
if os.path.exists(custom_strategy_file):
try:
with open(custom_strategy_file, 'r') as f:
import json
custom_settings = json.load(f)
self.STRATEGY_SETTINGS.update(custom_settings)
except Exception as e:
print(f"Error loading custom strategy settings: {e}")