均线策略(python版)教学性质,实盘慎用。
import types import peakutils import os import time import numpy def main(): MA_LINES = ['5_8','5_13','5_21','5_34','8_13','8_21','8_34','13_21','13_34','21_34'] initAccount = ext.GetAccount() reported_price_list = [] while True: lines_up = True for lines in MA_LINES: data = lines.split('_') FastPeriod,SlowPeriod = int(data[0]),int(data[1]) n = ext.Cross(FastPeriod,SlowPeriod) if n <= 0: lines_up = False break if lines_up == True: records = exchange.GetRecords(PERIOD_M15) current_price = records[-1].get("Close", 0) times = [record.get("Time", 0) for record in records] y = [record.get("High", 0) for record in records] x = [i for i in xrange(1,len(y)+1)] x, y = numpy.array(x),numpy.array(y) n_peaks = 2 prepared = y - peakutils.baseline(y, 3) idx = peakutils.indexes(prepared, thres=0.03, min_dist=10) previous_high = y[sorted(idx.tolist()[:10])[-1]] previous_time = int(str(times[idx.tolist()[-1]])[:-3]) previous_time = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(previous_time)) if current_price >= previous_high: if previous_high not in reported_price_list: Log("五线向上,突破前期:",previous_time,"的高点:",previous_high, "当前价格:",current_price) reported_price_list.append(previous_high) Sleep(1000)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6