初始

2026-08-26 12:25:21 +08:00
commit a431c4bcb6
10 changed files with 606 additions and 0 deletions
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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+STX 模拟操作 (DRY-RUN, 绝不下真实单)
+- 用 OKX 实时行情驱动一套简单趋势+支撑压力策略
+- 模拟开仓/止损/止盈, 输出虚拟盈亏与信号
+- 默认杠杆 5x (仅模拟计算, 不影响真实账户)
+"""
+import subprocess, json, datetime, sys, os
+
+HERE = os.path.dirname(os.path.abspath(__file__))
+
+# ===== 策略参数 (基于之前分析) =====
+INST = "STX-USDT-SWAP"
+LEVER = 5                       # 模拟杠杆
+SUPPORT = 0.23                  # 第一支撑(突破回踩买点)
+STRONG_SUPPORT = 0.19          # 强支撑(止损参考)
+PRESSURE = 0.2895              # 压力(前高, 止盈区)
+STOP_LOSS = 0.205              # 模拟止损价(跌破强支撑上方一点)
+TAKE_PROFIT = 0.285            # 模拟止盈价(接近前高)
+SIM_QTY = 1000                 # 模拟持仓张数(对应约 260 USDT 保证金 @5x)
+
+_state_file = os.path.join(HERE, "stx_sim_state.json")
+
+
+def get_ticker():
+    out = subprocess.run(
+        ["curl", "-s", "--max-time", "10",
+         f"https://www.okx.com/api/v5/market/ticker?instId={INST}"],
+        capture_output=True, text=True, timeout=15).stdout
+    return json.loads(out)["data"][0]
+
+
+def load_state():
+    try:
+        with open(_state_file) as f:
+            return json.load(f)
+    except Exception:
+        return {"position": "flat", "entry": 0.0, "side": ""}
+
+
+def save_state(s):
+    with open(_state_file, "w") as f:
+        json.dump(s, f, indent=2)
+
+
+def pnl(entry, last, qty, lever):
+    # 永续合约 U 本位, 多单盈亏 = (last-entry)/entry * 保证金 * lever
+    margin = (last * qty) / lever
+    return (last - entry) / entry * margin
+
+
+def main():
+    tk = get_ticker()
+    last = float(tk["last"])
+    ts = datetime.datetime.now().strftime("%H:%M:%S")
+    st = load_state()
+
+    print(f"[{ts}] STX 现价 {last:.4f} | 状态: {st['position']}")
+
+    if st["position"] == "flat":
+        # 策略: 价格回踩第一支撑(0.23)附近且未破 -> 模拟开多
+        # 简化: 现价 <= 支撑*1.03 且 >= 强支撑 -> 开多
+        if STRONG_SUPPORT <= last <= SUPPORT * 1.03:
+            st = {"position": "long", "entry": last, "side": "long",
+                  "time": ts, "qty": SIM_QTY, "lever": LEVER}
+            save_state(st)
+            print(f"  >> 模拟开多 @ {last:.4f}  杠杆{LEVER}x 量{SIM_QTY} (虚拟)")
+        else:
+            print(f"  -- 观望 (现价 {last:.4f} 未到买区 {STRONG_SUPPORT}~{SUPPORT*1.03:.4f})")
+
+    elif st["position"] == "long":
+        entry = st["entry"]
+        # 止损
+        if last <= STOP_LOSS:
+            p = pnl(entry, last, SIM_QTY, LEVER)
+            print(f"  >> 模拟止损 @ {last:.4f}  虚拟盈亏 {p:+.2f} USDT")
+            save_state({"position": "flat", "entry": 0.0, "side": ""})
+        # 止盈
+        elif last >= TAKE_PROFIT:
+            p = pnl(entry, last, SIM_QTY, LEVER)
+            print(f"  >> 模拟止盈 @ {last:.4f}  虚拟盈亏 {p:+.2f} USDT")
+            save_state({"position": "flat", "entry": 0.0, "side": ""})
+        else:
+            p = pnl(entry, last, SIM_QTY, LEVER)
+            print(f"  -- 持仓中 开仓{entry:.4f} 虚拟浮动 {p:+.2f} USDT")
+
+    print(f"  关键位: 支撑{SUPPORT} 强支撑{STRONG_SUPPORT} 压力{PRESSURE} 止损{STOP_LOSS} 止盈{TAKE_PROFIT}")
+
+
+if __name__ == "__main__":
+    main()