'''backtest
start: 2018-09-30 00:00:00
end: 2018-10-11 19:00:00
period: 15m
exchanges: [{"eid":"OKCoin_EN","currency":"ETC_USD"}]
'''
def main():
first()
while True:
get_information = _C(exchange.GetTicker)
#get_order = exchange.GetOrder()
btc_price_last = get_information.Last
#account = exchange.GetAccount()
for j in range(0,len(Grid_price_list)):
if(Grid_price_list[j-1] < btc_price_last < Grid_price_list[j]): # 判断价格所在的网格区间
if(btc_price_last < exchange.GetOrder(buy_id).AvgPrice and btc_price_last <= Grid_price_list[j-1]): # !!!需要进一步完善针对卖单情况的逻辑!!!,现价小于买入价,且现价小于等于网格下值,继续买入。
buy()
else:
main()
if(btc_price_last > exchange.GetOrder(buy_id).AvgPrice and btc_price_last >= Grid_price_list[j]): # !!!需要进一步完善针对卖单情况的逻辑!!!,现价大于买入价,且现价大于等于网格上值,继续卖出。
sell()
else:
main()
order_stock_rate = 0.05 * j # 仓位比例
Sleep(300 * 1000)
def buy():
buy_price = Grid_price_list[j-1]
buy_id = exchange.Buy(buy_price, 500 * (j - 1) / buy_price)
def sell():
sell_price = Grid_price_list[j]
sell_id = exchange.Sell(sell_price, 500 * j / sell_price)
def first():
get_information = _C(exchange.GetTicker)
#get_order = exchange.GetOrder()
btc_price_last = get_information.Last
global account
account = _C(exchange.GetAccount)
global Grid_price_list
Grid_price_list = [] # 给最低网格价格赋值,算出每个价格
btc_price_bottom = 7
for i in range(1,20):
btc_price_bottom = btc_price_bottom * 1.05
Grid_price_list.append(btc_price_bottom)
Log(Grid_price_list)
global j
for j in range(0,len(Grid_price_list)):
if(Grid_price_list[j-1] < btc_price_last < Grid_price_list[j]): # 判断价格所在的网格区间
buy()
Log("初始买入",exchange.GetOrder(buy_id)
#order_stock_rate = 0.05 * j # 仓位比例
The Gospel for Small-Fund UsersPlease blind me.
The Gospel for Small-Fund UsersTraceback (most recent call last): File "
Inventors quantify - small dreams\>_<, this mistake is normal, don't bother.
Inventors quantify - small dreamsYou can see that the order information Status is 0 and is still in the pending order state, i.e. the order has not been settled, so the number of coins has not changed.
The Gospel for Small-Fund UsersIf you look at the code and the log below, the information in exchange.GetOrder ((buy_id) is amount is 368.3512, and the information in Stocks is the same as the value I set back to 20. Log (("Initial purchase", exchange.GetOrder ((buy_id), account.Stocks) is the name of the log file. 2018-09-30 00:00:00 Information Initial purchase {'Status': 0L, 'Price': 10.8592, 'AvgPrice': 0.0, 'Amount: 368.3512, 'DealAmount': 0.0, 'ContractType': 'ETC_USDT_Huobi', 'Type': 0L, 'Id: 1L} 20.0 This is the first time that a contract has been entered into with a customer. 2018-09-30 00:00:00 Information 1 20.0 This is a list of all the different ways I've written this column in the past. 2018-09-30 00:00:00 Huobi has purchased 10.8592 368.351259761308
Inventors quantify - small dreamsYou should pay with Balance and sell with Stocks.
The Gospel for Small-Fund Users 还请教一下,回测系统里面account.Stocks的值不会变吗?怎么下了买入单,Balance减小了,Stocks没变呢?
Inventors quantify - small dreams### Please call me DEBUG Master~
What's up?
global j
for j in range ((0, len ((Grid_price_list)):
if ((Grid_price_list[j-1] < btc_price_last < Grid_price_list[j]: # Determines the grid range in which the price is located
Buy this.
Log (("Initial purchase", exchange.GetOrder ((buy_id) # This place is a little less written