import json

import requests
import numpy as np
from datetime import datetime, timedelta, timezone


import requests
import pandas as pd
import time
import hmac
import hashlib
import base64
import urllib.parse
import json

from tools.read_write import read_last_status, update_last_status

webhook="https://oapi.dingtalk.com/robot/send?access_token=8a6ddcf98d3b47c63333580bfe9d0bad55b17272eea05cc9c0af7f7be4de070d"
secret=""
last_status_up_down=None #上次趨勢的狀態(tài)


def send_dingtalk_message(webhook, secret, message):
   timestamp = str(round(time.time() * 1000))
   secret_enc = secret.encode('utf-8')
   string_to_sign = '{}\n{}'.format(timestamp, secret)
   string_to_sign_enc = string_to_sign.encode('utf-8')
   hmac_code = hmac.new(secret_enc, string_to_sign_enc, digestmod=hashlib.sha256).digest()
   sign = urllib.parse.quote_plus(base64.b64encode(hmac_code))
   webhook = '{}&timestamp={}&sign={}'.format(webhook, timestamp, sign)
   headers = {'Content-Type': 'application/json'}
   data = {"msgtype": "text", "text": {"content": message}}
   response = requests.post(url=webhook, headers=headers, data=json.dumps(data))
   print(response.text)
def get_klines(symbol, interval, limit=100):
   # url = "https://api.binance.com/api/v3/klines" #現(xiàn)貨的
   url = "https://fapi.binance.com/fapi/v1/klines" #合約的
   params = {'symbol': symbol, 'interval': interval, 'limit': limit}
   print(url)
   print(json.dumps(params, indent=4))
   response = requests.get(url, params=params)
   return response.json()

def calculate_sma(prices, window):
   return np.convolve(prices, np.ones(window)/window, mode='valid')

def calculate_ema(prices, period, smoothing=2):
   ema = [sum(prices[:period]) / period]
   for price in prices[period:]:
       ema.append((price * (smoothing / (1 + period))) + ema[-1] * (1 - (smoothing / (1 + period))))
   return ema

def calculate_macd(prices):
   fast_ema = calculate_ema(prices, 6)
   slow_ema = calculate_ema(prices, 7)
   macd = np.subtract(fast_ema[-len(slow_ema):], slow_ema)
   signal = calculate_ema(macd, 4)
   return macd, signal

def calculate_boll(prices, window=21, num_std=2):
   sma = calculate_sma(prices, window)
   std = np.sqrt(calculate_sma(np.power(np.subtract(prices[window-1:], sma), 2), 1))
   upper_band = sma + (std * num_std)
   lower_band = sma - (std * num_std)
   return upper_band, sma, lower_band


# def find_special_moments(symbol, interval):
#     global last_status_up_down
#     klines = get_klines(symbol, interval, 100)
#     close_prices = np.array([float(kline[4]) for kline in klines], dtype=np.float64)
#     high_prices = np.array([float(kline[2]) for kline in klines], dtype=np.float64)  # 獲取最高價格
#     low_prices = np.array([float(kline[3]) for kline in klines], dtype=np.float64)  # 獲取最低價格
#     dates = [datetime.fromtimestamp(int(kline[0]) / 1000, tz=timezone.utc) for kline in klines]  # 時間戳轉(zhuǎn)換為datetime對象
#
#     upper_band, middle_band, lower_band = calculate_boll(close_prices)
#     macd_line, _ = calculate_macd(close_prices)
#
#
#     boll_reduction = len(close_prices) - len(middle_band)
#     macd_reduction = len(close_prices) - len(macd_line)
#     start_index = max(boll_reduction, macd_reduction) + 2
#
#     for i in range(start_index, len(close_prices)):
#         adjusted_index = i - boll_reduction
#         macd_index = i - macd_reduction
#         prev_kline_time = dates[i - 1].astimezone(timezone(timedelta(hours=8)))  # 前一個K線的時間，轉(zhuǎn)換為UTC+8時區(qū)
#         if close_prices[i] < middle_band[adjusted_index - 2] and macd_line[macd_index] < 0 and macd_line[macd_index] < \
#                 macd_line[macd_index - 1] < macd_line[macd_index - 2]:
#             mess = f"下跌趨勢穿越--中線下方DIF減小: {dates[i].astimezone(timezone(timedelta(hours=8)))}, 前一個K線時間: {prev_kline_time}, 最高價: {high_prices[i - 1]}, 最低價: {low_prices[i - 1]}"
#             print(mess)
#             last_status_up_down = read_last_status()
#             print("1"*88)
#             print(last_status_up_down)
#             if last_status_up_down !="down":
#                 print("發(fā)送釘釘消息拉 down  down down ")
#                 send_dingtalk_message(webhook,secret,message=mess)
#             last_status_up_down="down"
#         elif close_prices[i] > middle_band[adjusted_index - 2] and macd_line[macd_index] > 0 and macd_line[macd_index] > \
#                 macd_line[macd_index - 1] > macd_line[macd_index - 2]:
#             mess = f"上漲趨勢穿越--中線上方DIF增大: {dates[i].astimezone(timezone(timedelta(hours=8)))}, 前一個K線時間: {prev_kline_time}, 最高價: {high_prices[i - 1]}, 最低價: {low_prices[i - 1]}"
#             print(mess)
#             last_status_up_down = read_last_status()
#             print("2"*88)
#             print(last_status_up_down)
#             if last_status_up_down !="up":
#                 print("發(fā)送釘釘消息拉 up  up  up ")
#                 send_dingtalk_message(webhook,secret,message=mess)
#             last_status_up_down="up"


# 調(diào)用函數(shù)


def find_special_moments(symbol, interval):
   global last_status_up_down
   klines = get_klines(symbol, interval, 100)  # 獲取最新的100條K線數(shù)據(jù)
   close_prices = np.array([float(kline[4]) for kline in klines], dtype=np.float64)
   high_prices = np.array([float(kline[2]) for kline in klines], dtype=np.float64)  # 獲取最高價格
   low_prices = np.array([float(kline[3]) for kline in klines], dtype=np.float64)  # 獲取最低價格
   dates = [datetime.fromtimestamp(int(kline[0]) / 1000, tz=timezone.utc) for kline in klines]  # 時間戳轉(zhuǎn)換為datetime對象

   upper_band, middle_band, lower_band = calculate_boll(close_prices)
   macd_line, _ = calculate_macd(close_prices)

   # 開始處理最后3條數(shù)據(jù)
   for i in range(len(close_prices) - 1, len(close_prices)):
       boll_reduction = len(close_prices) - len(middle_band)
       macd_reduction = len(close_prices) - len(macd_line)
       adjusted_index = i - boll_reduction
       macd_index = i - macd_reduction
       if i > 0:  # 確保有前一個K線的時間可以引用
           prev_kline_time = dates[i - 1].astimezone(timezone(timedelta(hours=8)))  # 前一個K線的時間，轉(zhuǎn)換為UTC+8時區(qū)

       if close_prices[i] < middle_band[adjusted_index - 2] and macd_line[macd_index] < 0 and macd_line[macd_index] < \
               macd_line[macd_index - 1] < macd_line[macd_index - 2]:
           mess = f"下跌趨勢穿越--中線下方DIF減小: {dates[i].astimezone(timezone(timedelta(hours=8)))}, 前一個K線時間: {prev_kline_time}, 最高價: {high_prices[i - 1]}, 最低價: {low_prices[i - 1]}"
           print(mess)
           last_status_up_down = read_last_status()
           if last_status_up_down != "down":
               print("發(fā)送釘釘消息拉 down down down ")
               send_dingtalk_message(webhook, secret, message=mess)

           last_status_up_down = "down"
           update_last_status(last_status_up_down)
       elif close_prices[i] > middle_band[adjusted_index - 2] and macd_line[macd_index] > 0 and macd_line[macd_index] > \
               macd_line[macd_index - 1] > macd_line[macd_index - 2]:
           mess = f"上漲趨勢穿越--中線上方DIF增大: {dates[i].astimezone(timezone(timedelta(hours=8)))}, 前一個K線時間: {prev_kline_time}, 最高價: {high_prices[i - 1]}, 最低價: {low_prices[i - 1]}"
           print(mess)
           last_status_up_down = read_last_status()
           if last_status_up_down != "up":
               print("發(fā)送釘釘消息拉 up up up ")
               send_dingtalk_message(webhook, secret, message=mess)
           last_status_up_down = "up"
           update_last_status(last_status_up_down)

symbol = 'BTCUSDT'
interval = '5m'

while True:  # 開始一個無限循環(huán)
   find_special_moments(symbol, interval)  # 調(diào)用原有的查詢和分析函數(shù)
   time.sleep(10)  # 暫停5秒鐘再次執(zhí)行