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价值平均定投

Author: 小码哥, Date: 2018-01-04 15:00:09
Tags: 辅助交易



/*backtest
  start: 2017-12-01
  end: 2018-01-01
  period: 60
  mode: 2
*/

function dateFormat(date, format) {
   var o = {
       "M+": date.getMonth() + 1, //月份
       "d+": date.getDate(), //日
       "h+": date.getHours(), //小时
       "m+": date.getMinutes(), //分
       "s+": date.getSeconds(), //秒
       "q+": Math.floor((date.getMonth() + 3) / 3), //季度
       "S": date.getMilliseconds() //毫秒
   };
   if (/(y+)/.test(format)) {
       format = format.replace(RegExp.$1, (date.getFullYear() + "").substr(4 - RegExp.$1.length));
   }

   for (var k in o) {
       if (new RegExp("(" + k + ")").test(format)) {
           format = format.replace(RegExp.$1, (RegExp.$1.length == 1) ?
                             (o[k]) : (("00" + o[k]).substr(("" + o[k]).length)));
       }
   }

   return format;
}


function main() {
   Log(exchange.GetAccount());

   //最近一次投资的日期
   var lastInvestDate = '';
   var n = 0;

   while (true) {
       //每次轮询,间隔时间为60秒
       Sleep(60 * 1000);

       //如果当前日期和最近一次投资日期相同,说明当天已经投过了,跳过
       var date = dateFormat(new Date(), "yyyy-MM-dd");
       if (date == lastInvestDate) {
           continue;
       }

       lastInvestDate = date;
       Log("日期: " + date);

       //第N期投入
       n++;
       
       //当前买1和卖1的价格
       var depth = exchange.GetDepth();
       var buy1price = depth.Bids[0].Price;
       var sell1price = depth.Asks[0].Price;
       
       //当前账户中标的价值与期望价值之差,就是当期应购入的价值
       //expectGrowthRate 预期增长率,如果是0.8%(0.008)就是预期每天投资标的价值会自增长0.8%
       //如果没有预期增长率,可能买一段时间之后就再也不买进了,因为自增长就可能已经满足价值增长的预期了
       var account = exchange.GetAccount();
       var expectValue = singleInvestAmount * n * Math.pow(1 + expectGrowthRate, n);
       var currentValue = account.Stocks * buy1price;

       //在单次目标投入的10%以上才操作,不浪费手续费
       if (expectValue - currentValue > singleInvestAmount * 0.1) {
           exchange.Buy(buy1price, (expectValue - currentValue) / buy1price);
       } else if (expectValue - currentValue < - singleInvestAmount * 0.1) {
           exchange.Sell(sell1price, (currentValue - expectValue) / sell1price);
       }
   }
}

template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6