kroutony
d261b36460
- hourly_trend_report.py: standalone cron script (XX:00:30) sends 1h bullish/bearish status - slack_notifier.py: add send_market_trend_report() — simple bullish/bearish only, no entry signals - main.py: log all 15 HOLD reasons (not just first 3) for debugging all-HOLD cycles - backtest/whale_correlation.py: blockchain.com on-chain correlation analysis (result: no signal) - memory/: update project memory with architecture split, cron layout, feedback Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
211 lines
7.1 KiB
Python
211 lines
7.1 KiB
Python
import logging
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import time
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import requests
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import config
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logger = logging.getLogger(__name__)
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def _send(payload: dict):
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"""Send a message to Slack via webhook."""
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url = config.SLACK_WEBHOOK_URL
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if not url:
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logger.debug("Slack webhook not configured, skipping notification")
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return
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try:
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resp = requests.post(url, json=payload, timeout=10)
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if resp.status_code != 200:
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logger.warning("Slack webhook returned %d: %s", resp.status_code, resp.text)
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except Exception as e:
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logger.error("Failed to send Slack notification: %s", e)
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def send_trade_alert(trade: dict):
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"""Send a trade execution notification."""
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sym = trade.get("symbol", "?")
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name = config.SYMBOL_NAMES.get(sym, sym)
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action = trade.get("action", "?")
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emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
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mode = trade.get("mode", "paper").upper()
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text = (
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f"{emoji} *{name}* [{mode}]\n"
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f"Amount: {trade.get('amount', 0):.6f} (~{trade.get('amount_usdt', 0):.2f} USDT)\n"
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f"Price: {trade.get('price', 0):.6g}\n"
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f"Confidence: {trade.get('confidence', 0):.0%}\n"
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f"Reason: {trade.get('reason', 'N/A')}\n"
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f"Status: {trade.get('status', 'unknown')}"
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)
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_send({"text": text})
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def send_status_update(summary: str):
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"""Send periodic portfolio status update."""
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_send({"text": summary})
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def send_error_alert(error_msg: str):
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"""Send an error alert."""
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_send({"text": f"⚠️ *Trading Bot Error*\n```{error_msg}```"})
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def send_cycle_report(
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cycle_number: int,
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signals: list[dict],
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executed: list[dict],
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rejected: list[dict],
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tp_closed: list[dict],
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portfolio_summary: str,
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llm_ok: bool = True,
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):
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"""Send a unified cycle report combining analysis, execution, and portfolio status."""
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lines = [f"📊 *Trading Cycle Report #{cycle_number}*\n"]
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# --- Take-profit / auto actions ---
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if tp_closed:
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lines.append("⚡ *自動操作：*")
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for tp in tp_closed:
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name = config.SYMBOL_NAMES.get(tp["symbol"], tp["symbol"])
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pnl = tp.get("reason", "")
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amount_usdt = tp.get("amount_usdt", 0)
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pnl_str = ""
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if tp.get("realized_pnl") is not None:
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pnl_val = tp["realized_pnl"]
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pnl_pct_val = tp["realized_pnl_pct"]
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sign = "+" if pnl_pct_val > 0 else ""
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pnl_str = f"，收益 {sign}{pnl_val:.2f} USDT ({sign}{pnl_pct_val:.2f}%)"
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lines.append(f" 🔴 SELL {name} — {pnl}，平倉 {amount_usdt:.1f} USDT{pnl_str}")
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lines.append("")
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# --- LLM signals ---
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buys = [s for s in signals if s.get("action") == "BUY"]
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sells = [s for s in signals if s.get("action") == "SELL"]
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holds = [s for s in signals if s.get("action") == "HOLD"]
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lines.append("🤖 *LLM 分析結果：*")
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if buys:
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for s in buys:
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name = config.SYMBOL_NAMES.get(s["symbol"], s["symbol"])
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lines.append(
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f" 🟢 BUY {name} — conf {s.get('confidence', 0):.0%}, {s.get('reason', '')}"
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)
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if sells:
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for s in sells:
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name = config.SYMBOL_NAMES.get(s["symbol"], s["symbol"])
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lines.append(
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f" 🔴 SELL {name} — conf {s.get('confidence', 0):.0%}, {s.get('reason', '')}"
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)
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if holds:
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lines.append(f" ⏸️ 其餘 {len(holds)} 幣種 HOLD")
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if not buys and not sells:
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if not llm_ok:
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lines.append(" ⚠️ LLM 分析失敗，本次跳過。")
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else:
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lines.append(" All symbols → HOLD, no action this cycle.")
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lines.append("")
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# --- Executed trades ---
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has_trades = bool(executed)
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if executed:
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lines.append("✅ *實際執行：*")
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for t in executed:
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name = config.SYMBOL_NAMES.get(t["symbol"], t["symbol"])
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action = t.get("action", "?")
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emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
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amount = t.get("amount", 0)
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price = t.get("price", 0)
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amount_usdt = t.get("amount_usdt", 0)
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detail = f"{amount:.4f} @ {price:.6g} ({amount_usdt:.1f} USDT)"
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extra = ""
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if action == "BUY" and t.get("stop_price"):
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extra = f" — 止損掛 {t['stop_price']:.6g}"
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elif action == "SELL" and t.get("realized_pnl") is not None:
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pnl = t["realized_pnl"]
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pnl_pct = t["realized_pnl_pct"]
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sign = "+" if pnl_pct > 0 else ""
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extra = f" — 收益 {sign}{pnl:.2f} USDT ({sign}{pnl_pct:.2f}%)"
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tag = " [止損觸發]" if t.get("is_stop_loss") else ""
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lines.append(f" {emoji} {name} — {detail}{extra}{tag}")
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lines.append("")
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# --- Rejected signals ---
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if rejected:
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lines.append("❌ *未執行：*")
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for r in rejected:
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name = config.SYMBOL_NAMES.get(r["symbol"], r["symbol"])
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action = r.get("action", "?")
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emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
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lines.append(f" {emoji} {name} — {r.get('reject_reason', '未知原因')}")
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lines.append("")
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# --- Portfolio summary ---
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lines.append(f"💰 {portfolio_summary}")
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text = "\n".join(lines)
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# @channel when actual trades were executed
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if has_trades:
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text = f"<!channel>\n{text}"
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_send({"text": text})
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def send_market_trend_report(htf_by_symbol: dict, current_prices: dict,
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indicators_5m: dict | None = None):
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"""Send hourly market trend summary to Slack."""
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import pandas as pd
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lines = ["📈 *每小時 1h 趨勢報告*\n"]
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bullish = []
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bearish = []
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for sym in sorted(htf_by_symbol):
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df = htf_by_symbol[sym]
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if df.empty or len(df) < 2:
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continue
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last = df.iloc[-1]
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name = config.SYMBOL_NAMES.get(sym, sym)
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price = current_prices.get(sym, 0)
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ema9 = last.get("ema9", 0)
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ema21 = last.get("ema21", 0)
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adx_val = last.get("adx", 0)
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rsi_1h = last.get("rsi", 50)
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is_bullish = ema9 > ema21 if pd.notna(ema9) and pd.notna(ema21) else False
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adx_val = adx_val if pd.notna(adx_val) else 0
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rsi_1h = rsi_1h if pd.notna(rsi_1h) else 50
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price_str = f"{price:.6g}" if price > 0 else "N/A"
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info = f"{name}: ADX={adx_val:.0f} | RSI={rsi_1h:.0f} | ${price_str}"
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if is_bullish:
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bullish.append(f"🟢 {info}")
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else:
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bearish.append(f"🔴 {info}")
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if bullish:
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lines.append(f"*多頭 ({len(bullish)}):*")
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lines.extend(f" {s}" for s in bullish)
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lines.append("")
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if bearish:
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lines.append(f"*空頭 ({len(bearish)}):*")
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lines.extend(f" {s}" for s in bearish)
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_send({"text": "\n".join(lines)})
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def send_startup_message():
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"""Notify that the bot has started."""
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mode = "PAPER" if config.PAPER_TRADING else "LIVE"
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_send({
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"text": (
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f"🚀 *Trading Bot Started* [{mode} mode]\n"
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f"Monitoring {len(config.TOP_15_SYMBOLS)} symbols\n"
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f"Interval: {config.RUN_INTERVAL_MINUTES}min"
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)
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})
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