101 lines
4.3 KiB
Python
101 lines
4.3 KiB
Python
import os
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import sqlite3
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import json
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from datetime import datetime
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import pandas as pd
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import pandas_ta as ta
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import ccxt
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from dotenv import load_dotenv
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# [2026-02-13] v1.2.0: BTC BB Strategy with Integrated Analysis Packet
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# .envからAPIキーを読み込み（.envは常に秘匿・ブラックリスト扱い）
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load_dotenv()
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class BtcBbCompoundBot:
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def __init__(self, db_name="strategy_core.db"):
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self.symbol = 'BTC/JPY'
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self.db_name = db_name
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self.exchange = ccxt.bitbank({
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'apiKey': os.getenv('BITBANK_API_KEY'),
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'secret': os.getenv('BITBANK_API_SECRET'),
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})
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self._setup_db()
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self._load_config()
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def _setup_db(self):
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"""DB初期化：設定履歴、稼働状態、資産推移をすべて管理"""
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with sqlite3.connect(self.db_name) as conn:
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c = conn.cursor()
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# 1. 戦略パラメータ履歴 (Git風)
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c.execute('''CREATE TABLE IF NOT EXISTS config_history (
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version_id INTEGER PRIMARY KEY AUTOINCREMENT,
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timestamp DATETIME DEFAULT CURRENT_TIMESTAMP,
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message TEXT,
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length INTEGER, mult REAL, buy_ratio REAL, sell_ratio REAL,
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total_equity_jpy REAL
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)''')
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# 2. 取引履歴
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c.execute('''CREATE TABLE IF NOT EXISTS trade_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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timestamp DATETIME DEFAULT CURRENT_TIMESTAMP,
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side TEXT, price REAL, qty REAL, fee REAL
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)''')
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# 3. ボットステータス (平均取得単価など)
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c.execute('''CREATE TABLE IF NOT EXISTS bot_status (
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id INTEGER PRIMARY KEY,
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avg_price REAL DEFAULT 0,
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total_qty REAL DEFAULT 0,
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is_running INTEGER DEFAULT 1
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)''')
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c.execute("INSERT OR IGNORE INTO bot_status (id, avg_price, total_qty) VALUES (1, 0, 0)")
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conn.commit()
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def _load_config(self):
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"""最新のパラメータをロード"""
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with sqlite3.connect(self.db_name) as conn:
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conn.row_factory = sqlite3.Row
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row = conn.execute('SELECT * FROM config_history ORDER BY version_id DESC LIMIT 1').fetchone()
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if row:
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self.config = dict(row)
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else:
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# 初期設定がない場合はデフォルト値をコミット
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self.commit_config("First Boot", 20, 0.5, 0.5, 0.3)
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def commit_config(self, message, length, mult, buy_ratio, sell_ratio):
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"""パラメータ変更を履歴として保存"""
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equity = self.get_total_equity()
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with sqlite3.connect(self.db_name) as conn:
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conn.execute('''INSERT INTO config_history
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(message, length, mult, buy_ratio, sell_ratio, total_equity_jpy)
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VALUES (?, ?, ?, ?, ?, ?)''', (message, length, mult, buy_ratio, sell_ratio, equity))
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self._load_config()
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def get_total_equity(self):
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"""現在の時価総額資産（JPY換算）を算出"""
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try:
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balance = self.exchange.fetch_balance()
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ticker = self.exchange.fetch_ticker(self.symbol)
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jpy = balance['total'].get('JPY', 0)
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btc = balance['total'].get('BTC', 0)
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return jpy + (btc * ticker['last'])
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except: return 0
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def generate_gemini_packet(self):
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"""Web版Geminiが即座に分析可能なJSON/MD統合レポートを出力"""
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with sqlite3.connect(self.db_name) as conn:
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conn.row_factory = sqlite3.Row
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status = dict(conn.execute('SELECT * FROM bot_status WHERE id=1').fetchone())
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configs = [dict(r) for r in conn.execute('SELECT * FROM config_history ORDER BY version_id DESC LIMIT 10').fetchall()]
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trades = [dict(r) for r in conn.execute('SELECT * FROM trade_log ORDER BY id DESC LIMIT 20').fetchall()]
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analysis_data = {
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"bot_summary": status,
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"strategy_history": configs,
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"recent_trades": trades,
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"current_market": {"symbol": self.symbol, "timestamp": datetime.now().isoformat()}
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}
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report = f"""
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### 📊 STRATEGY_ANALYSIS_PACKET
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```json
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{json.dumps(analysis_data, indent=2, ensure_ascii=False)}
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