#!/usr/bin/env python3 # -*- coding: utf-8 -*- # encoding: utf-8 # # Paul "The Gambler" Lévy. # # Copyright 2018 FawkesPan # Contact : i@fawkex.me / Telegram@FawkesPan # # Do What the Fuck You Want To Public License # import random from math import * Account = {} Ticker = {} LPosition = 0 SPosition = 0 Positions = {} TotalLoss = 0 TotalWin = 0 FullLoss = 0 MaxPosition = 0 TotalLongs = 0 TotalShorts = 0 def cancelAllOrders(): orders = exchange.GetOrders() for order in orders: exchange.CancelOrder(order['Id'], order) return True def updateMarket(): global Ticker Ticker = exchange.GetTicker() return True def updateAccount(): global Account global LPosition global SPosition global Positions global MaxPosition LPosition = 0 SPosition = 0 Positions = {} for item in exchange.GetPosition(): if item['MarginLevel'] == LEVERAGE_RATE: if item['Type'] == 1: Positions['Short'] = item SPosition += item['Amount'] else: Positions['Long'] = item LPosition += item['Amount'] MaxPosition = max(MaxPosition, SPosition, LPosition) Account = exchange.GetAccount() return True def updatePositions(): global TotalWin global TotalLoss global FullLoss opened = False try: Long = Positions['Long']['Amount'] LongEntry = Positions['Long']['Price'] Current = Ticker['Sell'] StopLoss = LongEntry * (1-STOP_LOSS) TakeProfit = LongEntry * (1+TAKE_PROFIT) if Current > TakeProfit: Risked = True Log('多仓达到预设止盈价位. #0000FF') TotalWin+=1 Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) coverLong(Long, True) if Current < StopLoss: Risked = True Log('多仓达到预设止损价位. #FF0000') TotalLoss+=1 Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) coverLong(Long, True) if Long*AMP < RISK_LIMIT: openShort(Long*AMP, True) else: FullLoss+=1 Log('超过允许的最大仓位,停止开仓. #FF0000') Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) opened = True except KeyError: pass try: Short = Positions['Short']['Amount'] ShortEntry = Positions['Short']['Price'] Current = Ticker['Buy'] StopLoss = ShortEntry * (1+STOP_LOSS) TakeProfit = ShortEntry * (1-TAKE_PROFIT) if Current < TakeProfit: Risked = True Log('空仓达到预设止盈价位. #0000FF') TotalWin+=1 Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) coverShort(Short, True) if Current > StopLoss: Risked = True Log('空仓达到预设止损价位. #FF0000') TotalLoss+=1 Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) coverShort(Short, True) if Short*AMP < RISK_LIMIT: openLong(Short*AMP, True) else: FullLoss+=1 Log('超过允许的最大仓位,停止开仓. #FF0000') Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts) opened = True except KeyError: pass if not opened: Log('还没开仓,随便开个仓位.') rand = random.choice([1,2,3,4,5,6]) if rand in [1,3,5]: Log('骰子抛到了: ',rand,' 正在开多.') openLong(START_SIZE, True) else: Log('骰子抛到了: ',rand,' 正在开空.') openShort(START_SIZE, True) return True def openLong(Amount=0, marketPrice=False): global TotalLongs Amount = floor(Amount) TotalLongs+=Amount exchange.SetDirection('buy') if marketPrice: exchange.Buy(Ticker['Sell']*1.01, Amount) else: exchange.Buy(Ticker['Sell'], Amount) return True def coverLong(Amount=0, marketPrice=False): exchange.SetDirection('closebuy') if marketPrice: exchange.Sell(Ticker['Buy']*0.99, Amount) else: exchange.Sell(Ticker['Buy'], Amount) return True def openShort(Amount=0, marketPrice=False): global TotalShorts Amount = floor(Amount) TotalShorts+=Amount exchange.SetDirection('sell') if marketPrice: exchange.Sell(Ticker['Buy']*0.99, Amount) else: exchange.Sell(Ticker['Buy'], Amount) return True def coverShort(Amount=0, marketPrice=False): exchange.SetDirection('closesell') if marketPrice: exchange.Buy(Ticker['Sell']*1.01, Amount) else: exchange.Buy(Ticker['Sell'], Amount) return True def onTick(): cancelAllOrders() updateMarket() updateAccount() updatePositions() return True def main(): exchange.SetContractType(CONTRACT_TYPE) exchange.SetMarginLevel(LEVERAGE_RATE) while True: onTick() Sleep(DELAY*1000)
a8269917Il y a des frais de procédure, à 7 ou 8 fois de gagner ou de ne pas gagner de l'argent, le risque est particulièrement grand. Pour gagner, il faut augmenter l'exactitude, réduire le nombre d'ouvertures. Utilisez macd comme indicateur de tendance pour déterminer la direction de l'ouverture, les deux premières ou trois premières fois avec 1, 2, 4 $ d'essai, si vous échouez, la quatrième liste 100 $ commence à doubler, le sentiment de doubler réellement à 5 fois n'a pas de sens, les opinions personnelles ne sont que pour référence.
- Je ne sais pas.Les lignes 136 à 144 sont des lignes de logique de stockage. Vous pouvez essayer de changer cela vous-même.