The new strategic framework In addition to the above, there are also a number of other factors that can affect the price of a stock. - What's up? /* var TASK_IDLE = 0; var TASK_OPEN_LONG = 1; and var TASK_OPEN_SHORT = 2, and var TASK_ADD = 3; and var TASK_ST = 4; This is a list of all the different ways TASK_COVER is credited in the database. */
How to use:https://www.fmz.com/bbs-topic/634
// 模板全局变量 // - 状态 var TASK_IDLE = 0; var TASK_OPEN_LONG = 1; var TASK_OPEN_SHORT = 2; var TASK_ADD = 3; var TASK_ST = 4; var TASK_COVER = 5; // - 变量 var Tasks = []; var IDLE = 11; var LONG = 22; var SHORT = 33; var cmdList = [TASK_IDLE, TASK_OPEN_LONG, TASK_OPEN_SHORT, TASK_ADD, TASK_ST, TASK_COVER]; // 计算盈亏 var SumProfit = 0; // 现货买卖功能函数 function CancelPendingOrders(e, orderType) { while (true) { var orders = e.GetOrders(); if (!orders) { Sleep(RetryDelay); continue; } var processed = 0; for (var j = 0; j < orders.length; j++) { if (typeof(orderType) === 'number' && orders[j].Type !== orderType) { continue; } e.CancelOrder(orders[j].Id, orders[j]); processed++; if (j < (orders.length - 1)) { Sleep(RetryDelay); } } if (processed === 0) { break; } } } function GetAccount(e, waitFrozen) { if (typeof(waitFrozen) == 'undefined') { waitFrozen = false; } var account = null; var alreadyAlert = false; while (true) { account = _C(e.GetAccount); if (!waitFrozen || (account.FrozenStocks < _minStock && account.FrozenBalance < 0.01)) { break; } if (!alreadyAlert) { alreadyAlert = true; Log("发现账户有冻结的钱或币", account); } Sleep(RetryDelay); } return account; } function StripOrders(e, orderId) { var order = null; if (typeof(orderId) == 'undefined') { orderId = null; } while (true) { var dropped = 0; var orders = _C(e.GetOrders); for (var i = 0; i < orders.length; i++) { if (orders[i].Id == orderId) { order = orders[i]; } else { var extra = ""; if (orders[i].DealAmount > 0) { extra = "成交: " + orders[i].DealAmount; } else { extra = "未成交"; } e.CancelOrder(orders[i].Id, orders[i].Type == ORDER_TYPE_BUY ? "买单" : "卖单", extra); dropped++; } } if (dropped === 0) { break; } Sleep(RetryDelay); } return order; } function Trade(e, tradeType, tradeAmount, mode, slidePrice, maxAmount, maxSpace, retryDelay) { var initAccount = GetAccount(e, true); var nowAccount = initAccount; var orderId = null; var prePrice = 0; var dealAmount = 0; var diffMoney = 0; var isFirst = true; var tradeFunc = tradeType == ORDER_TYPE_BUY ? e.Buy : e.Sell; var isBuy = tradeType == ORDER_TYPE_BUY; while (true) { var ticker = _C(e.GetTicker); var tradePrice = 0; if (isBuy) { tradePrice = _N((mode === 0 ? ticker.Sell : ticker.Buy) + slidePrice, 4); } else { tradePrice = _N((mode === 0 ? ticker.Buy : ticker.Sell) - slidePrice, 4); } if (!orderId) { if (isFirst) { isFirst = false; } else { nowAccount = GetAccount(e, true); } var doAmount = 0; if (isBuy) { diffMoney = _N(initAccount.Balance - nowAccount.Balance, 4); dealAmount = _N(nowAccount.Stocks - initAccount.Stocks, 4); doAmount = Math.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 = Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Stocks); } if (doAmount < _minStock) { break; } prePrice = tradePrice; orderId = tradeFunc(tradePrice, doAmount, ticker); if (!orderId) { CancelPendingOrders(e, tradeType); } } else { if (mode === 0 || (Math.abs(tradePrice - prePrice) > maxSpace)) { orderId = null; } var order = StripOrders(e, orderId); if (!order) { orderId = null; } } Sleep(retryDelay); } if (dealAmount <= 0) { return null; } return { price: _N(diffMoney / dealAmount, 4), amount: dealAmount }; } var BuySpot = function(e, amount) { if (typeof(e) === 'number') { amount = e; e = exchange; } return Trade(e, ORDER_TYPE_BUY, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay); }; var SellSpot = function(e, amount) { if (typeof(e) === 'number') { amount = e; e = exchange; } return Trade(e, ORDER_TYPE_SELL, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay); }; // 模板内功能函数 // - 初始化函数 tasksInit function TasksInit(tasks){ _.each(tasks, function(task){ // OpenLongAmount OpenShortAmount AddAmount StopLossAmount STATE minStock initAccount Currency Name Label nowAccount lastAccount lastTASKSTATE Profit floatProfit lastPrice preProfit NowPositionInfo task.OpenLongAmount = 0; task.OpenShortAmount = 0; task.AddAmount = 0; task.StopLossAmount = 0; task.STATE = IDLE; task.minStock = _minStock; // _C(task.Exchange.GetMinStock); 修改 , 废弃了 GetMinStock 函数 task.initAccount = _C(task.Exchange.GetAccount); task.Currency = _C(task.Exchange.GetCurrency); task.Name = _C(task.Exchange.GetName); task.Label = _C(task.Exchange.GetLabel); task.nowAccount = task.initAccount; task.lastAccount = task.initAccount; task.lastTASKSTATE = TASK_IDLE; task.Profit = 0; task.floatProfit = 0; task.lastPrice = 0; task.preProfit = 0; task.CMD = TASK_IDLE; task.CMD_AMOUNT = 0; task.NowPositionInfo = { avgPrice: 0, // 持仓均价 amount: 0 , // 持仓量 floatProfit: 0 // 浮动盈亏 }; Log(task.Name, task.Label, "初始账户信息:", task.initAccount); }); } function TranslateSTATE_TASKSTATE(STATE){ switch(STATE){ case 0: //TASK_IDLE return "无任务"; case 1: //TASK_OPEN_LONG return "建多仓任务"; case 2: //TASK_OPEN_SHORT return "建空仓任务"; case 3: //TASK_ADD return "加仓任务"; case 4: //TASK_ST return "止损任务"; case 5: //TASK_COVER return "平仓任务"; case 11: //IDLE return "未开仓"; case 22: //LONG return "持多仓"; case 33: //SHORT return "持空仓"; } } // - 开多仓 function OpenLong(task){ var BuyInfo = BuySpot(task.Exchange, task.OpenLongAmount); if(!BuyInfo){ //Log("function BuySpot return :", BuyInfo); }else{ task.NowPositionInfo.amount = BuyInfo.amount; task.NowPositionInfo.avgPrice = BuyInfo.price; task.STATE = LONG; task.nowAccount = _C(task.Exchange.GetAccount); // update nowAccount } return BuyInfo; } // - 开空仓 function OpenShort(task){ var SellInfo = SellSpot(task.Exchange, task.OpenShortAmount); if(!SellInfo){ //Log("function SellSpot return :", SellInfo); }else{ task.NowPositionInfo.amount = SellInfo.amount; task.NowPositionInfo.avgPrice = SellInfo.price; task.STATE = SHORT; task.nowAccount = _C(task.Exchange.GetAccount); // update nowAccount } return SellInfo; } // - 加仓 function AddPosition(task){ var tradeInfo = null; if(task.STATE === LONG){ tradeInfo = BuySpot(task.Exchange, task.AddAmount); }else if(task.STATE === SHORT){ tradeInfo = SellSpot(task.Exchange, task.AddAmount); } if(!tradeInfo){ //Log("function return :", tradeInfo); }else{ task.NowPositionInfo.avgPrice = (tradeInfo.price * tradeInfo.amount + task.NowPositionInfo.avgPrice * task.NowPositionInfo.amount) / (tradeInfo.amount + task.NowPositionInfo.amount); task.NowPositionInfo.amount += tradeInfo.amount; task.nowAccount = _C(task.Exchange.GetAccount); // update nowAccount } return tradeInfo; } // - 止损 function StopLoss(task){ var tradeInfo = null; task.StopLossAmount = Math.min(task.StopLossAmount, task.NowPositionInfo.amount); if(task.STATE === LONG){ tradeInfo = SellSpot(task.Exchange, task.StopLossAmount); }else if(task.STATE === SHORT){ tradeInfo = BuySpot(task.Exchange, task.StopLossAmount); } if(!tradeInfo){ //Log("function return :", tradeInfo); }else if(Math.abs(task.NowPositionInfo.amount - tradeInfo.amount) > task.minStock){ task.NowPositionInfo.amount -= tradeInfo.amount; Log("未完全平仓,剩余:", Math.abs(task.NowPositionInfo.amount - tradeInfo.amount), " tradeInfo:", tradeInfo, "NowPositionInfo:", task.NowPositionInfo); task.nowAccount = _C(task.Exchange.GetAccount); // update nowAccount }else{ task.NowPositionInfo.amount = 0; task.NowPositionInfo.avgPrice = 0; task.STATE = IDLE; CalProfit(task); // equal Cover } return tradeInfo; } // - 平仓 function Cover(task){ var tradeInfo = null; if(task.STATE === LONG){ tradeInfo = SellSpot(task.Exchange, task.NowPositionInfo.amount); }else if(task.STATE === SHORT){ tradeInfo = BuySpot(task.Exchange, task.NowPositionInfo.amount); } if(!tradeInfo){ //Log("function return :", tradeInfo); }else if(Math.abs(task.NowPositionInfo.amount - tradeInfo.amount) > task.minStock){ task.NowPositionInfo.amount -= tradeInfo.amount; Log("未完全平仓,剩余:", Math.abs(task.NowPositionInfo.amount - tradeInfo.amount), " tradeInfo:", tradeInfo, "NowPositionInfo:", task.NowPositionInfo); }else{ task.NowPositionInfo.amount = 0; task.NowPositionInfo.avgPrice = 0; task.STATE = IDLE; CalProfit(task); } return tradeInfo; } function CalProfit(task){ //task.lastAccount = task.nowAccount; task.nowAccount = _C(task.Exchange.GetAccount); task.lastAccount = task.nowAccount; var Bdiff = task.nowAccount.Balance - task.initAccount.Balance; task.preProfit = task.Profit; task.Profit = Bdiff; SumProfit = 0; _.each(Tasks, function(task){ SumProfit += task.Profit; }); LogProfit(SumProfit, task.Name + "-" + task.Currency + "-" + task.Label + "- 本次:" + (task.Profit - task.preProfit), "钱:" + _N(task.nowAccount.Balance, 2), "币:" + _N(task.nowAccount.Stocks, 2), "冻结钱:" + _N(task.nowAccount.FrozenBalance, 2), "冻结币:" + _N(task.nowAccount.FrozenStocks, 2)); } function CalFloatProfit(task){ var diffPrice = 0; if(task.STATE === LONG){ diffPrice = (task.lastPrice - task.NowPositionInfo.avgPrice); task.NowPositionInfo.floatProfit = _N(diffPrice * task.NowPositionInfo.amount); }else if(task.STATE === SHORT){ diffPrice = (task.NowPositionInfo.avgPrice - task.lastPrice); task.NowPositionInfo.floatProfit = _N(diffPrice * task.NowPositionInfo.amount); } } function isInCMD_List(cmd){ for(var i = 0; i < cmdList.length ; i++){ if(cmd === cmdList[i]){ return true; } } return false; } function CMD(index, CMD_STR, amount){ if(index < Tasks.length || typeof(amount) === 'undefined' || isInCMD_List(CMD_STR) === false){ Tasks[index].CMD = CMD_STR; Tasks[index].CMD_AMOUNT = amount; }else{ Log("错误:", "index:" + index, "CMD_STR:" + CMD_STR, "amount:" + amount); } } $.TaskCmd = function(cmd, amount, lastPrice){ if(cmd === TASK_IDLE && typeof(amount) === 'undefined'){ amount = 0; }else if((cmd === TASK_ST || cmd === TASK_COVER) && typeof(amount) === 'undefined'){ amount = 0; }else if(typeof(amount) === 'undefined'){ throw "没有传入要操作下单量!"; } if(typeof(lastPrice) === 'undefined'){ return {cmd: cmd, amount: amount, lastPrice: -1}; }else{ return {cmd: cmd, amount: amount, lastPrice: lastPrice}; } } $.GetTaskState = function(Name, Label){ var ret = null; _.each(Tasks, function(task){ if(task.Name == Name && task.Label == Label){ ret = task.STATE; } }); return ret; } // 模板导出函数 var usedTime = 0; $.Trend = function() { TasksInit(Tasks); while(true){ var beginTime = new Date().getTime(); _.each(Tasks, function(task){ task.OpenLongAmount = 0; task.OpenShortAmount = 0; task.AddAmount = 0; task.StopLossAmount = 0; }); _.each(Tasks, function(task){ var obj = task.onTick(); //Log("obj:", obj); var ret = obj.cmd; var amount = obj.amount; var tradeRet = null; if(obj.lastPrice !== -1){ task.lastPrice = obj.lastPrice; }else{ task.lastPrice = (_C(task.Exchange.GetTicker)).Last; } if(task.CMD !== TASK_IDLE){ ret = task.CMD; amount = task.CMD_AMOUNT; } switch (ret) { // switch status.. case TASK_OPEN_LONG: // 开多仓 if(task.STATE === IDLE){ task.lastTASKSTATE = TASK_OPEN_LONG; task.OpenLongAmount = amount; tradeRet = OpenLong(task); Log("开多仓完成,本次交易信息:", tradeRet, "#FF0000"); }else{ //Log("TASK_OPEN_LONG 当前状态为:", task.STATE, "!= ", IDLE); } break; case TASK_OPEN_SHORT: // 开空仓 if(task.STATE === IDLE){ task.lastTASKSTATE = TASK_OPEN_SHORT; task.OpenShortAmount = amount; tradeRet = OpenShort(task); Log("开空仓完成,本次交易信息:", tradeRet, "#FF0000"); }else{ //Log("TASK_OPEN_SHORT 当前状态为:", task.STATE, "!= ", IDLE); } break; case TASK_ADD: // 加仓 if(task.STATE === LONG || task.STATE === SHORT){ task.lastTASKSTATE = TASK_ADD; task.AddAmount = amount; tradeRet = AddPosition(task); Log("加仓完成,本次交易信息:", tradeRet, "#FF0000"); }else{ //Log("TASK_ADD 当前状态为:", task.STATE, "!=", LONG, "或者", SHORT); } break; case TASK_ST: // 止损 if(task.STATE === LONG || task.STATE === SHORT){ task.lastTASKSTATE = TASK_ST; task.StopLossAmount = amount; tradeRet = StopLoss(task); Log("止损完成,本次交易信息:", tradeRet, "#FF0000"); }else{ //Log("TASK_ST 当前状态为:", task.STATE, "!=", LONG, "或者", SHORT); } break; case TASK_COVER: // 平仓 if(task.STATE === LONG || task.STATE === SHORT){ task.lastTASKSTATE = TASK_COVER; tradeRet = Cover(task); Log("平仓完成,本次交易信息:", tradeRet, "#FF0000"); }else{ //Log("TASK_COVER 当前状态为:", task.STATE, "!= ", LONG, "或者", SHORT); } break; } // 计算浮动收益 CalFloatProfit(task); // 重置CMD if(task.CMD !== TASK_IDLE){ task.CMD = TASK_IDLE; task.CMD_AMOUNT = 0; } }); // 交互模块 var cmd = GetCommand(); // 调用API 获取界面交互控件的消息。 if (cmd) { // 判断是否有消息 var js = cmd.split(':', 2)[1]; // 分割 返回的消息 字符串, 限制返回2个, 把索引为1的 元素 赋值给 名为js 的变量 Log("执行代码:", js); // 输出 执行的代码 try { // 异常检测 eval(js); // 执行 eval函数, 该函数执行传入的参数(代码)。 } catch (e) { // 抛出异常 Log("交互代码错误: Exception", e); // 输出错误信息 } } // 显示在状态栏 var endTime = new Date().getTime(); usedTime = endTime - beginTime; $.ToTable(); Sleep(Interval); } } $.Relation_Exchange_onTick = function(Exchange, onTick){ var task = { onTick : onTick, Exchange : Exchange }; Tasks.push(task); }; $.ToTable = function(){ var tables = []; _.each(Tasks, function(task){ var table = {type: "table", title: task.Exchange.GetName() + task.Exchange.GetLabel(), cols: ["desc", "value"], rows: []}; table.rows.push(["初始账户信息:", task.initAccount]); table.rows.push(["当前账户信息:", task.nowAccount]); table.rows.push(["上次平仓后账户信息:", task.lastAccount]); table.rows.push(["持仓信息:", task.NowPositionInfo]); table.rows.push(["状态:", TranslateSTATE_TASKSTATE(task.STATE)]); table.rows.push(["最近任务:", TranslateSTATE_TASKSTATE(task.lastTASKSTATE)]); table.rows.push(["浮动盈亏:", task.floatProfit = task.NowPositionInfo.floatProfit]); table.rows.push(["总盈亏:", task.Profit]); // 处理自定义 for(var key in task){ if(key === 'OpenLongAmount' || key === 'OpenShortAmount' || key === 'AddAmount' || key === 'StopLossAmount' || key === 'STATE' || key === 'minStock' || key === 'initAccount' || key === 'Currency' || key === 'Name' || key === 'Label' || key === 'nowAccount' || key === 'lastAccount' || key === 'lastTASKSTATE' || key === 'Profit' || key === 'floatProfit' || key === 'lastPrice' || key === 'preProfit' || key === 'NowPositionInfo' || key === 'onTick' || key === 'Exchange' || key === 'CMD' || key === 'CMD_AMOUNT'){ continue; }else{ table.rows.push([key, task[key]]); } } tables.push(table); }); var CMD_STR = "TASK_OPEN_LONG : 开多仓, TASK_OPEN_SHORT : 开空仓, TASK_ADD : 加仓, TASK_ST : 止损, TASK_COVER : 平仓 , 命令函数:CMD(index, CMD_STR, amount)"; LogStatus(" time: " + _D() + " 耗时:" + usedTime + "合计收益:" + SumProfit + "命令:" + '\n' + CMD_STR + '\n`' + JSON.stringify(tables) + '`'); }; $.AddData = function(index, dataKey, dataValue){ Tasks[index][dataKey] = dataValue; }; // 以下是测试代码 /*- 状态 在使用 模板时需要在 主策略内声明 var TASK_IDLE = 0; var TASK_OPEN_LONG = 1; var TASK_OPEN_SHORT = 2; var TASK_ADD = 3; var TASK_ST = 4; var TASK_COVER = 5; */ function onTick1() { // EMA var records = _C(exchanges[0].GetRecords); if(records.length < 11){ return $.TaskCmd(TASK_IDLE); } var ema_fast = TA.MA(records, 7); var ema_slow = TA.MA(records, 20); // $.AddData = function(index, dataKey, dataValue) var data = "fast[-2]:" + ema_fast[ema_fast.length - 2] + " slow[-2]" + ema_slow[ema_slow.length - 2] + " fast[-1]:" + ema_fast[ema_fast.length - 1] + " slow[-1]:" + ema_slow[ema_slow.length - 1]; $.AddData(0, "MA", data); if (ema_fast[ema_fast.length - 1] < ema_slow[ema_slow.length - 1] && ema_fast[ema_fast.length - 2] > ema_slow[ema_slow.length - 2]) { return $.TaskCmd(TASK_COVER); }else if(ema_fast[ema_fast.length - 1] > ema_slow[ema_slow.length - 1] && ema_fast[ema_fast.length - 2] < ema_slow[ema_slow.length - 2]){ return $.TaskCmd(TASK_OPEN_LONG, 0.5); } return $.TaskCmd(TASK_IDLE); } function onTick2() { // MACD var records = _C(exchanges[1].GetRecords); if(records.length < 15){ $.TaskCmd(TASK_IDLE); } var macd = TA.MACD(records); var dif = macd[0]; var dea = macd[1]; var data = "dif[-2]:" + dif[dif.length - 2] + " dea[-2]" + dea[dea.length - 2] + " dif[-1]:" + dif[dif.length - 1] + " dea[-1]:" + dea[dea.length - 1]; $.AddData(1, "MACD", data); if (dif[dif.length - 1] > dea[dea.length - 1] && dif[dif.length - 2] < dea[dea.length - 2]) { //return $.TaskCmd(TASK_OPEN_SHORT, 0.8); return $.TaskCmd(TASK_COVER); }else if(dif[dif.length - 1] < dea[dea.length - 1] && dif[dif.length - 2] > dea[dea.length - 2]){ //return $.TaskCmd(TASK_COVER); return $.TaskCmd(TASK_OPEN_LONG, 0.8); } return $.TaskCmd(TASK_IDLE); } function main() { if(exchanges.length != 2){ throw "测试 用策略 逻辑函数 有2个 onTick1 , onTick2 ,需要添加2个 交易所对象才能跑起来!" } $.Relation_Exchange_onTick(exchanges[0], onTick1); $.Relation_Exchange_onTick(exchanges[1], onTick2); $.Trend(); // 不用传参数。 }
wangtaolueIs there a python version?
wangtaolueIs there a python version?
bijiasuoTesting with strategy Logical functions There are two onTick1 and onTick2 and you need to add two exchange objects to run! This is the tip of the iceberg.
bijiasuoTesting with strategy Logical functions There are two onTick1 and onTick2 and you need to add two exchange objects to run! This is the tip of the iceberg.
m0606The GetMinStock function on line 182 seems not to exist in the API documentation? The following error occurred during debugging:main:182:41 - TypeError: Cannot read property 'GetMinStock' of undefined
Inventors quantify - small dreamsWhen creating a policy or editing a policy, add an interface parameter to the policy to specify the minimum transaction volume of the currency.
Inventors quantify - small dreamsIf you have any questions, please leave a message.
bijiasuoThank you, I just added it, I can test it, I added it before, I can't test it
Inventors quantify - small dreamsIs this the template for the Silicon Strategy Framework? What's up? function main (() { if ((exchanges.length!= 2) { throw "Test with strategy Logical function There are two onTick1 and onTick2 and you need to add two exchange objects to run!" I'm not sure. This is a list of all the different ways Exchange_onTick is credited in the database. This is a list of all the different ways Exchange_onTick is credited in the database. $.Trend ((); // does not need to pass parameters. I'm not sure. What's up? This local newspaper, this paradigm is a strategy that runs two trading logics, as an example, these two trading logics correspond to two exchange accounts, and the two trading logics correspond to two exchange accounts, and the two trading logics correspond to two exchange accounts. One is the MACD trading strategy. One is the EMA's straight-line trading strategy. You add two exchange objects and you're done. This is a list of all the different ways Dn-filebox.qbox.me/4e61cd06402dea40bb98bb257e4d3520d3625cb8.png is credited in the database.
bijiasuoWhat's the setting?
Inventors quantify - small dreamsGetMinStock This parameter has been deprecated and removed from the API documentation. It is recommended to set a parameter on the policy to set the minimum number of transactions.