import types # 导入类型模块
import time # 导入时间模块
import platform # 版本信息
versionMainValue = None
isFirstCheck = True
def typeOfstr(str):
if str == "list":
if versionMainValue == 2:
return types.ListType
elif versionMainValue == 3:
return list
elif str == "int":
if versionMainValue == 2:
return types.IntType
elif versionMainValue == 3:
return int
elif str == "float":
if versionMainValue == 2:
return types.FloatType
elif versionMainValue == 3:
return float
else:
Log("error , typeOfstr used false")
def CheckVersion():
global versionMainValue,isFirstCheck
platformInfo = platform.python_version()
if platformInfo[0] == '2':
Log("您使用的托管者 python编译环境的python版本是",platformInfo)
versionMainValue = 2
elif platformInfo[0] == '3':
Log("您使用的托管者 python编译环境的python版本是",platformInfo)
versionMainValue = 3
else:
Log("其它版本")
isFirstCheck = False
def CancelPendingOrders(e, orderType = "") : # 取消所有未完成挂单
while True: # 循环
orders = e.GetOrders()
LogStatus("orders:",orders,time.time()) # 测试
if(type(orders) != typeOfstr("list")):
Sleep(RetryDelay)
continue
processed = 0
for j in range(len(orders)):
if (type(orderType) == typeOfstr("int") and orders[j].Type != orderType):
continue
e.CancelOrder(orders[j].Id,orders[j])
processed += 1
if (j < (len(orders) - 1)):
Sleep(RetryDelay)
if(processed == 0):
break
def GetAccount(e, waitFrozen = False):
account = null
alreadyAlert = False
while True:
account = _C(e.GetAccount)
if(not waitFrozen or (account.FrozenStocks < _GetMinStocks and account.FrozenBalance < 0.01)):
break
if(not alreadyAlert):
alreadyAlert = True
Log("发现账户有冻结的钱或币",account)
Sleep(RetryDelay)
return account
def StripOrders(e,orderId = null):
order = null
while True:
dropped = 0
orders = _C(e.GetOrders)
for i in range(len(orders)):
if(orders[i].Id == orderId):
order = orders[i]
else:
extra = ""
if(orders[i].DealAmount > 0):
extra = "成交：" + str(orders[i].DealAmount)
else:
extra = "未成交"
e.CancelOrder(orders[i].Id,"买单" if orders[i].Type == ORDER_TYPE_BUY else "卖单",extra)
dropped += 1
if(dropped == 0):
break
Sleep(RetryDelay)
return order
def Trade(e,tradeType,tradeAmount,mode,slidePrice,maxAmount,maxSpace,retryDelay):
initAccount = GetAccount(e,True)
nowAccount = initAccount
orderId = null
prePrice = 0.0
dealAmount = 0.0
diffMoney = 0.0
isFirst = True
tradeFunc = e.Buy if tradeType == ORDER_TYPE_BUY else e.Sell
isBuy = (tradeType == ORDER_TYPE_BUY)
while True:
ticker = _C(e.GetTicker)
tradePrice = 0.0
if(isBuy):
tradePrice = _N((ticker.Sell if mode == 0 else ticker.Buy) + slidePrice,4)
else:
tradePrice = _N((ticker.Buy if mode == 0 else ticker.Sell) - slidePrice,4)
if(not orderId):
if(isFirst):
isFirst = False
else:
nowAccount = GetAccount(e,True)
doAmount = 0.0;
if(isBuy):
diffMoney = _N(initAccount.Balance - nowAccount.Balance,4)
dealAmount = _N(nowAccount.Stocks - initAccount.Stocks,4)
doAmount = min(maxAmount,tradeAmount - dealAmount,_N((nowAccount.Balance - 10) / tradePrice,4))
else:
diffMoney = _N(nowAccount.Balance - initAccount.Balance,4)
dealAmount = _N(initAccount.Stocks - nowAccount.Stocks,4)
doAmount = min(maxAmount,tradeAmount - dealAmount,nowAccount.Stocks)
if(doAmount < _GetMinStocks):
break
prePrice = tradePrice
orderId = tradeFunc(tradePrice,doAmount,ticker)
if(not orderId):
CancelPendingOrders(e,tradeType)
else:
if(mode == 0 or (abs(tradePrice - prePrice) > maxSpace)):
orderId = null
order = StripOrders(e,orderId)
if(not order):
orderId = null
Sleep(retryDelay)
if(dealAmount <= 0):
Log("交易失败--TradeType:","buy" if tradeType == ORDER_TYPE_BUY else "sell"," ,diffMoney:",diffMoney," ,dealAmount",dealAmount," ,doAmount",doAmount)
return null
ret = {'price': _N(diffMoney/dealAmount,4),'amount':dealAmount}
return ret
# 调用时 这样写 ret['price'] 、 ret['amount']
def _Buy(e = exchange,amount = 0):
if isFirstCheck:
CheckVersion()
if (type(e) == typeOfstr("int") or type(e) == typeOfstr("float")):
amount = e
e = exchange
return Trade(e,ORDER_TYPE_BUY,amount,OpMode,SlidePrice,MaxAmount,MaxSpace,RetryDelay)
def _Sell(e = exchange,amount = 0):
if isFirstCheck:
CheckVersion()
if (type(e) == typeOfstr("int") or type(e) == typeOfstr("float")):
amount = e
e = exchange
return Trade(e,ORDER_TYPE_SELL,amount,OpMode,SlidePrice,MaxAmount,MaxSpace,RetryDelay)
def _CancelPendingOrders(e = exchange,orderType = ""):
if isFirstCheck:
CheckVersion()
return CancelPendingOrders(e,orderType)
def _GetAccount(e = exchange):
if isFirstCheck:
CheckVersion()
return _C(e.GetAccount)
_MACalcMethod = [TA.EMA,TA.MA][MAType]
Interval = 200
def Cross(a,b):
if isFirstCheck:
CheckVersion()
crossNum = 0
arr1 = []
arr2 = []
if type(a) == typeOfstr("list") and type(b) == typeOfstr("list"):
arr1 = a
arr2 = b
else:
records = null
while True:
records = exchange.GetRecords()
if records and len(records) > a and len(records) > b:
break
Sleep(Interval)
arr1 = _MACalcMethod(records,a)
arr2 = _MACalcMethod(records,b)
if len(arr1) != len(arr2):
raise Exception("array length not equal")
for i in range(len(arr1) - 1,-1,-1):
if (type(arr1[i]) != typeOfstr("int") and type(arr1[i]) != typeOfstr("float")) or (type(arr2[i]) != typeOfstr("int") and type(arr2[i]) != typeOfstr("float")):
break
if arr1[i] < arr2[i] :
if crossNum > 0 :
break
crossNum -= 1
elif arr1[i] > arr2[i] :
if crossNum < 0 :
break
crossNum += 1
else:
break
return crossNum
# 导出函数
ext.Buy = _Buy
ext.Sell = _Sell
ext.CancelPendingOrders = _CancelPendingOrders
ext.GetAccount = _GetAccount
ext.Cross = Cross
_G("status", 'none')
_G("valueJ", 0)
_G("count", 0)
_G("buy_type","default")
ZERO = 1e-9
# 点
class Point(object):
def __init__(self, x, y):
self.x, self.y = x, y
# 向量
class Vector(object):
def __init__(self, start_point, end_point):
self.start, self.end = start_point, end_point
self.x = end_point.x - start_point.x
self.y = end_point.y - start_point.y
def negative(vector):
"""取反"""
return Vector(vector.end, vector.start)
def vector_product(vectorA, vectorB):
'''计算 x_1 * y_2 - x_2 * y_1'''
return vectorA.x * vectorB.y - vectorB.x * vectorA.y
def is_intersected(A, B, C, D):
'''A, B, C, D 为 Point 类型'''
AC = Vector(A, C)
AD = Vector(A, D)
BC = Vector(B, C)
BD = Vector(B, D)
CA = negative(AC)
CB = negative(BC)
DA = negative(AD)
DB = negative(BD)
return (vector_product(AC, AD) * vector_product(BC, BD) <= ZERO) \
and (vector_product(CA, CB) * vector_product(DA, DB) <= ZERO)
# 测试
def onTick2():
records = exchange.GetRecords(PERIOD_H1)
#Log("第一根k线数据为，Time:", records[0].Time, "Open:", records[0].Open, "High:", records[0].High,"Low:", records[0].Close, "Volume:", records[0].Volume);
#Log("第二根k线数据为，Time:", records[len(records)-1].Time, "Open:", records[1].Open, "High:", records[1].High,"Low:", records[1].Close, "Volume:", records[1].Volume);
kdj = TA.KDJ(records, 9, 3, 3)
k = kdj[0]
d = kdj[1]
j = kdj[2]
if len(k) == len(d) == len(j):
length = len(k)
if k[length-1] is None or d[length-1] is None or j[length-1] is None:
return
if _G("buy_type") == "block" and j[length-1] > 0:
_G("buy_type", "default")
if _G("status") != 'buy' and j[length-1] < 0:
if j[length-1] < -100:
_G("buy_type", "black")
if _G("buy_type") == "default":
#buy
ext.Buy(0.1)
_G("status", "buy")
Log("buy:k,d,j", k[length-1], d[length-1], j[length-1])
if _G("status") == 'buy' and j[length-1] > 100:
#sell
ext.Sell(0.1)
_G("status", "sell")
Log("sell:k,d,j", k[length-1], d[length-1], j[length-1])
def onTick1():
status = 'none'
Log(exchange.GetAccount())
records = exchange.GetRecords(PERIOD_D1)
kdj = TA.KDJ(records, 9, 3, 3)
k = kdj[0]
d = kdj[1]
j = kdj[2]
Log("kdj:", k, d, j)
if len(k) == len(d) == len(j):
length = len(k)
Log("length:", length)
if k[length-1] is None or d[length-1] is None or j[length-1] is None:
return
if k[length-2] is None or d[length-2] is None or j[length-2] is None:
return
if k[length-3] is None or d[length-3] is None or j[length-3] is None:
return
valueJ = _G("valueJ")
if valueJ > 0 and j[length-1] > 0 or valueJ < 0 and j[length-1] < 0:
count = _G("count")
count = count + 1
_G("count", count)
else:
_G("count", 0)
_G("valueJ", j[length-1])
k1 = Point(length-2, k[length-2])
d1 = Point(length-2, d[length-2])
j1 = Point(length-2, j[length-2])
k2 = Point(length-1, k[length-1])
d2 = Point(length-1, d[length-1])
j2 = Point(length-1, j[length-1])
k3 = Point(length-3, k[length-3])
d3 = Point(length-3, d[length-3])
j3 = Point(length-3, j[length-3])
resultJ = (j2.y-j3.y) / (j2.x - j3.x)
resultJ2 = (j1.y-j3.y) / (j1.x - j3.x)
if (_G("status") != 'buy' and resultJ > 0 and resultJ2 > 0
and j[length-1] > k[length-1] and j[length-1] > d[length-1]
and j[length-2] > k[length-2] and j[length-2] > d[length-2]
and j[length-3] > k[length-3] and j[length-3] > d[length-3]):
# 买点
ext.Buy(0.1)
_G("status", "buy")
Log("buy:k,d,j", k[length-1], d[length-1], j[length-1])
if _G("status") == 'buy' and resultJ < 0 and resultJ2 < 0:
# 卖点
ext.Sell(0.1)
_G("status", "sell")
Log("sell:k,d,j", k[length-1], d[length-1], j[length-1])
def onTick():
Log(exchange.GetAccount())
records = exchange.GetRecords(PERIOD_D1)
kdj = TA.KDJ(records, 9, 3, 3)
k = kdj[0]
d = kdj[1]
j = kdj[2]
Log("kdj:", k, d, j)
if len(k) == len(d) == len(j):
k1 = Point(0, 0)
d1 = Point(0, 0)
j1 = Point(0, 0)
for i in range(0, len(k)):
if k[i] is None or d[i] is None or j[i] is None:
continue
if i > 0:
if k[i-1] is None or d[i-1] is None or j[i-1] is None:
continue
k1 = Point(i-1, k[i-1])
d1 = Point(i-1, d[i-1])
j1 = Point(i-1, j[i-1])
k2 = Point(i, k[i])
d2 = Point(i, d[i])
j2 = Point(i, j[i])
if is_intersected(k1,k2,d1,d2) and is_intersected(d1,d2,j1,j2) and is_intersected(j1,j2,k1,k2):
# k,d,j三线相交
resultJ = (j2.y-j1.y) / (j2.x - j1.x)
if resultJ > 0 and j[i] > k[i] and j[i] > k[i]:
# 买点
ext.Buy(0.1)
status = 'buy'
Log("buy:k,d,j", k[i], d[i], j[i])
if resultJ < 0 and j[i] < k[i] and j[i] < k[i]:
# 卖点
ext.Sell(0.1)
status = 'sell'
Log("sell:k,d,j", k[i], d[i], j[i])
else:
Log("kdj not len equal")
def main():
while True:
onTick2()
Sleep(15*60*1000)
1725664 是在tick上的KDJ？楼主能交流吗