如何实现仅在新K线开盘时触发交易及相关Python编码问题求助

Hey there, let's tackle your three main issues one by one with practical, actionable fixes:

1. Fixing the "'DataFrame' object has no attribute 'Time'" Error #

Looking at your getdata function, you’re setting the Time column as the DataFrame index with frame.set_index('Time', inplace=True). That means Time is no longer a regular column—you can’t access it with df.Time anymore.

If you want to keep Time as a column while still using it as the index, adjust your function like this:

def getdata(symbol):
    frame = pd.DataFrame(client.get_historical_klines(symbol, '1m', '100 minutes UTC'))
    frame = frame.iloc[:,:6]
    frame.columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Price']
    # Convert timestamp to datetime first
    frame['Time'] = pd.to_datetime(frame['Time'], unit='ms')
    # Keep Time as a column while setting it as index
    frame.set_index('Time', inplace=True, drop=False)
    frame.Price = frame.Price.astype(float)
    frame = frame.astype(float)
    return frame

Or if you just need to access time values, use the index directly:

# Get the latest kline's timestamp
latest_kline_time = df.index[-1]

2. Tracking Kline Time to Limit Trades to New Candles #

To only execute trades when a new 1-minute Kline arrives, you need to track the last processed Kline time. Here’s how to implement this logic:

First, initialize a variable outside your main loop to store the last handled Kline time:

last_processed_time = None

Then, in your data fetching/trading loop:

import time

while True:
    df = getdata('BTCBUSD')
    # Grab the timestamp of the most recent Kline
    current_latest_time = df.index[-1]
    
    # Check if this is a brand new Kline we haven't processed yet
    if current_latest_time != last_processed_time:
        print(f"New 1m Kline detected at {current_latest_time}")
        
        # Run your trading logic here
        # (See section 3 for using the Open price instead of real-time)
        execute_trade_strategy(df)
        
        # Update the last processed time to avoid re-running on the same Kline
        last_processed_time = current_latest_time
    
    # Add a delay to respect Binance API rate limits (adjust as needed)
    time.sleep(30)

This ensures your trading code only triggers when a fresh Kline is available.

3. Trading at the Kline's Open Price Instead of Real-Time Price #

Instead of fetching live market prices, pull the Open value directly from the latest Kline in your DataFrame:

def execute_trade_strategy(df):
    # Get the open price of the most recent Kline
    entry_price = df['Open'].iloc[-1]
    print(f"Placing order at Kline open price: {entry_price}")
    
    # Use this entry_price in your Binance order API call
    # Example: client.create_order(..., price=str(entry_price), ...)

Replace your real-time price fetch with this value to ensure you’re using the Kline’s opening price for trades.

Quick Pro Tips: #

• Wrap your API calls in try/except blocks to handle network glitches or Binance error responses.
• Adjust the loop delay based on Binance’s rate limits—avoid spamming get_historical_klines too frequently.

内容的提问来源于stack exchange，提问作者B0R