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backend/home.py

@@ -7,8 +7,8 @@
 from strategys.position import enter_position, exit_position
 from strategys.function import get_cur_price, get_balance, dataFrame, calAmount, VolatilityBreakout, get_symbol_info
 from strategys.env import profit_percent, loss_percent, purchase_percent, con_diffma40_4, timeframe, symbols, k
-from strategys.strategy import strategy_1
-
+from strategys.strategy import strategy_1, strategy_2, strategy_3
+import subprocess
 import time
 
 app = FastAPI()
@@ -37,29 +37,34 @@
 async def init(request: Request):
     return templates.TemplateResponse("home.html", {"request": request})
 
-@app.post("/home", response_class=HTMLResponse)
-async def home(request: Request, symbol : str = Form(...), perchase_percent : str = Form(...), leverage : str = Form(...)):
-    print(symbol)
-    print(perchase_percent)
-    print(leverage)
-    return templates.TemplateResponse("home.html", {"request": request, "symbol":symbol, "perchase_percent":perchase_percent, "leverage":leverage})
-
-
-@app.get("/ETC")
-def ETC():
-    return {"message":"ETC"}
+@app.get("/home", response_class=HTMLResponse)
+async def home(request: Request):
+    return templates.TemplateResponse("home.html", {"request": request})
 
-@app.get("/symbols")
-def symbols():
-    return {"message":"symbols"}
+@app.post("/enter_position", response_class=HTMLResponse)
+async def enter_position(request: Request, symbol: str = Form(...), purchase_percent: float = Form(...), leverage: int = Form(...), strategys:str = Form(...)):
+    if strategys == "strategy_1":
+        strategy_1(symbol, purchase_percent, leverage)
+    elif strategys == "strategy_2":
+        strategy_2(symbol, purchase_percent, leverage)
+    elif strategys == "strategy_3":
+        strategy_3(symbol, purchase_percent, leverage)
+
+    return templates.TemplateResponse("home.html", {"request": request})
 
-@app.get("/receipt")
-def receipt():
-    return {"message":"receipt"}
+@app.get("/goto", response_class=HTMLResponse)
+async def goto(request: Request):
+    return templates.TemplateResponse("goto.html", {"request": request})
 
-@app.get("/mypage")
-def mypage():
-    return {"message":"mypage"}
+@app.get("/symbols_info", response_class=HTMLResponse)
+async def symbols_info(request: Request):
+    return templates.TemplateResponse("symbols_info.html", {"request": request})
 
+@app.get("/history", response_class=HTMLResponse)
+def history(request: Request):
+    return templates.TemplateResponse("history.html", {"request": request})
 
+@app.get("/mypage", response_class=HTMLResponse)
+def mypage(request: Request):
+    return templates.TemplateResponse("mypage.html", {"request": request})
 

backend/static/goto.css

@@ -9,6 +9,7 @@ header {
     padding-left: 40px;
     padding-bottom: 5px;
 }
+
 #img_setting {
     float: right;
     width: 35px;

backend/static/home.css

@@ -43,7 +43,7 @@ main {
     margin-left: 15px;
 }
 
-#section_input input {
+#section_input .input_info {
     width: 130px;
     height: 30px;
     border-radius: 10px;
@@ -73,8 +73,6 @@ main {
     text-align: center;
 }
 
-
-
 #enter:hover {
     box-shadow: 3px 4px 11px 0px #00000040;
 }
@@ -91,6 +89,7 @@ main {
     overflow: hidden;
     background: rgba(0,0,0,0.5);
 }
+
 .modal #detail_popup {
 /*팝업*/
     position: absolute;
@@ -101,7 +100,7 @@ main {
     background: #ffffff;
     border-radius: 20px;
 }
-.modal_btn_container {
+.modal_btn_container form {
     display: flex;
     flex-direction: row;
     justify-content: space-around;

backend/static/home.js

@@ -7,7 +7,7 @@ document.addEventListener("DOMContentLoaded", function() {
 function update_description() {
     const symbol = document.getElementById('symbol').value;
 
-    const purchase_percent = document.getElementById('perchase_percent').value;
+    const purchase_percent = document.getElementById('purchase_percent').value;
     const leverage = document.getElementById('leverage').value;
     const strategy = document.getElementById('strategy').value;
 
@@ -59,7 +59,7 @@ document.getElementById('strategy').addEventListener('change', update_descriptio
 document.addEventListener("DOMContentLoaded", function() {
     const modal = document.querySelector('.modal');
     const modalOpen = document.querySelector('#enter');
-    const modalClose = document.querySelector('#close_detail');
+    const modalClose = document.querySelector('#no_detail');
 
     // Open modal when the button is clicked
     modalOpen.addEventListener('click', function(){

backend/strategys/env.py

@@ -9,7 +9,7 @@
 purchase_percent = 0.5 # 50%
 con_diffma40_4 = 7 # 횡보 조건
 timeframe = "15m"
-symbols = ["ETH/USDT"] # 이더리움
+symbols = "ETH/USDT" # 이더리움
 
 k = 0.5 # VB K 값
 ################################

backend/strategys/strategy.py

@@ -4,6 +4,8 @@
 from .function import get_cur_price, get_balance, dataFrame, calAmount, VolatilityBreakout 
 from .env import profit_percent, loss_percent, purchase_percent, con_diffma40_4, timeframe, symbols, k
 
+
+
 def print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price):
     print("=================================ETH/USDT=============================================")
     print("----BASE----")
@@ -25,29 +27,169 @@ def print_info(df, long_target, short_target, cur_price, diffma40_4, position, e
     print(f"short profit end : {entry_price - entry_price * profit_percent} /// {cur_price}    => {entry_price - entry_price * profit_percent > cur_price}")
     print(f"short loss end : {entry_price + entry_price * loss_percent} /// {cur_price}    => {entry_price + entry_price * loss_percent < cur_price}")
 
+def set_leverage(symbol, leverage=1):
+    # leverage 설정
+    markets = binance.load_markets()
+    market = binance.market(symbol)
+    resp = binance.fapiprivate_post_leverage({
+        "symbol":market["id"], 
+        "leverage":leverage
+    })
+
+def strategy_1(symbol = symbols, purchase_percent=purchase_percent, leverage=1):
+    # while(True):
+    entry_price = 0
+    position = {
+        "type":None,
+        "amount":0
+    }
+    set_leverage(symbol, leverage)
+    for _ in range(5):
+        # 현재가
+        cur_price = get_cur_price(symbol)
+
+        # 잔고
+        balance = get_balance()
+
+        # dataFrame 
+        df = dataFrame(symbol)
+
+        # 구매 수량
+        amount = calAmount(balance, cur_price, purchase_percent) # 50% 
+
+        # 변동성 돌파전략 
+        long_target, short_target = VolatilityBreakout(dataFrame(symbol))
+
+        # sma 설정
+        sma4 = df["sma4"].iloc[-1]
+        sma8 = df["sma8"].iloc[-1]
+        sma30 = df["sma30"].iloc[-1]
+        sma40 = df["sma40"].iloc[-1]
+        diffma40_4 = df["diffMa40_4"].iloc[-1]
+
+        # long position 진입 조건
+        is_long = ((sma4 > sma30) & (cur_price > long_target) & (diffma40_4 > con_diffma40_4) & (position["type"] == None)) 
+        # short position 진입 조건
+        is_short = ((sma4 < sma30) & (cur_price < short_target) & (diffma40_4 > con_diffma40_4) & (position["type"] == None)) 
+
+        # long position 청산 조건
+        is_long_end =  (((entry_price + entry_price * profit_percent < cur_price) and position["type"] == "long") or ((entry_price - entry_price * loss_percent > cur_price) and position["type"] == "long") )
+        # short position 청산 조건
+        is_short_end = (((entry_price - entry_price * profit_percent > cur_price) and position["type"] == "short") or ((entry_price + entry_price * loss_percent < cur_price) and position["type"] =="short"))
+        # print(df)
+        # position 진입
+        if is_long:
+            entry_price = cur_price
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=1, position=position)
+
+        if is_long_end:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
+
+
+        if is_short:
+            entry_price = cur_price
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=-1, position=position)
+
+        if is_short_end:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
+
+        else:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+        time.sleep(1)
+
+def strategy_2(symbol = symbols, purchase_percent=purchase_percent, leverage=1):
+    # while(True):
+    entry_price = 0
+    position = {
+        "type":None,
+        "amount":0
+    }
+    set_leverage(symbol, leverage)
+    for _ in range(5):
+        # 현재가
+        cur_price = get_cur_price(symbol)
+
+        # 잔고
+        balance = get_balance()
+
+        # dataFrame 
+        df = dataFrame(symbol)
+
+        # 구매 수량
+        amount = calAmount(balance, cur_price, purchase_percent) # 50% 
+
+        # 변동성 돌파전략 
+        long_target, short_target = VolatilityBreakout(dataFrame(symbol))
+
+        # sma 설정
+        sma4 = df["sma4"].iloc[-1]
+        sma8 = df["sma8"].iloc[-1]
+        sma30 = df["sma30"].iloc[-1]
+        sma40 = df["sma40"].iloc[-1]
+        diffma40_4 = df["diffMa40_4"].iloc[-1]
+
+        # long position 진입 조건
+        is_long = ((sma4 > sma30) & (cur_price > long_target) & (diffma40_4 > con_diffma40_4) & (position["type"] == None)) 
+        # short position 진입 조건
+        is_short = ((sma4 < sma30) & (cur_price < short_target) & (diffma40_4 > con_diffma40_4) & (position["type"] == None)) 
+
+        # long position 청산 조건
+        is_long_end =  (((entry_price + entry_price * profit_percent < cur_price) and position["type"] == "long") or ((entry_price - entry_price * loss_percent > cur_price) and position["type"] == "long") )
+        # short position 청산 조건
+        is_short_end = (((entry_price - entry_price * profit_percent > cur_price) and position["type"] == "short") or ((entry_price + entry_price * loss_percent < cur_price) and position["type"] =="short"))
+        # print(df)
+        # position 진입
+        if is_long:
+            entry_price = cur_price
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=1, position=position)
+
+        if is_long_end:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
+
+
+        if is_short:
+            entry_price = cur_price
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=-1, position=position)
+
+        if is_short_end:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
+
+        else:
+            print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
+        time.sleep(1)
+
 
-def strategy_1():
+def strategy_3(symbol = symbols, purchase_percent=purchase_percent, leverage=1):
     # while(True):
     entry_price = 0
     position = {
         "type":None,
         "amount":0
     }
+    set_leverage(symbol, leverage)
     for _ in range(5):
         # 현재가
-        cur_price = get_cur_price(symbols[0])
+        cur_price = get_cur_price(symbol)
 
         # 잔고
         balance = get_balance()
 
         # dataFrame 
-        df = dataFrame(symbols[0])
+        df = dataFrame(symbol)
 
         # 구매 수량
         amount = calAmount(balance, cur_price, purchase_percent) # 50% 
 
         # 변동성 돌파전략 
-        long_target, short_target = VolatilityBreakout(dataFrame(symbols[0]))
+        long_target, short_target = VolatilityBreakout(dataFrame(symbol))
 
         # sma 설정
         sma4 = df["sma4"].iloc[-1]
@@ -70,22 +212,22 @@ def strategy_1():
         if is_long:
             entry_price = cur_price
             print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
-            enter_position(binance, symbol=symbols[0], cur_price = cur_price, amount=amount, target=1, position=position)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=1, position=position)
 
         if is_long_end:
             print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
-            exit_position(binance, symbol=symbols[0], cur_price=cur_price, amount = position["amount"], position=position)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
 
 
         if is_short:
             entry_price = cur_price
             print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
-            enter_position(binance, symbol=symbols[0], cur_price = cur_price, amount=amount, target=-1, position=position)
+            enter_position(binance, symbol=symbol, cur_price = cur_price, amount=amount, target=-1, position=position)
 
         if is_short_end:
             print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
-            exit_position(binance, symbol=symbols[0], cur_price=cur_price, amount = position["amount"], position=position)
+            exit_position(binance, symbol=symbol, cur_price=cur_price, amount = position["amount"], position=position)
 
         else:
             print_info(df, long_target, short_target, cur_price, diffma40_4, position, entry_price)
-        time.sleep(1)
+        time.sleep(1)