R-Breaker: stratégie de négociation
# botvs@f976b25629baf8373e73da860a54030d
#!/usr/local/bin/python
#-*- coding: UTF-8 -*-
#删除反转止损
import math
import talib
def adjustFloat(v):
v =math.floor(v*1000)
return v/1000
def GetAccount():
account = _C(exchange.GetAccount)
while account == null:
account = _C(exchange.GetAccount)
Sleep(1000)
return account
def GetTicker():
ticker = exchange.GetTicker()
while ticker ==null:
ticker = exchange.GetTicker()
Sleep(1000)
return ticker
# def updateProfit(accountInit, accountNow, ticker):
# netNow = accountNow.Balance + accountNow.FrozenBalance + ((accountNow.Stocks + accountNow.FrozenStocks) * ticker.Buy)
# netInit = accountInit.Balance + accountInit.FrozenBalance + ((accountInit.Stocks + accountInit.FrozenStocks) * ticker.Buy)
# LogProfit(adjustFloat(netNow - netInit), accountNow)
#获取当期账户总额
def GetNowamount():
account =GetAccount()
ticker = exchange.GetTicker()
return account.Balance + account.FrozenBalance + ((account.Stocks + account.FrozenStocks) * ticker.Buy)
#获取当前账户市值
def GetStockcap():
account=GetAccount()
ticker = GetTicker()
return (account.Stocks + account.FrozenStocks) * ticker.Buy
#type 0 总持仓比例 1 可买入币的百分比
def my_buy(ratio,type):
try:
global InitAccount
account = GetAccount()
ticker=_C(exchange.GetTicker)
#计算买入量
if type == 0:
unit =(GetNowamount()/ticker.Buy)*ratio - account.Stocks - account.FrozenStocks
else:
unit =((GetNowamount()/ticker.Buy) - account.Stocks - account.FrozenStocks)*ratio
#不足最低交易退出买入操作
if unit < exchange.GetMinStock():
return 0
Dict = ext.Buy(unit) #买入ext.Buy
if(Dict):#确认开仓成功
#buy_price=Dict['price'] #买入价格 #{'price': 4046.446, 'amount': 1.5}
#buy_qty=Dict['amount'] #买入数量
#LogProfit(_N(gains,4),'开仓信息 钱:',initAccount.Balance,'--币:',initAccount.Stocks,'--开仓详情:',Dict)
#updateProfit(InitAccount, GetAccount(), GetTicker())
Balance_log() #收益计算
print_log(1,InitAccount)
return 1
return 0
except Exception,ex:
Log('except Exception my_buy:',ex)
return 0
def my_sell(ratio,type):
try:
global InitAccount
account = GetAccount()
if type == 0:
unit = 1
else:
unit =(account.Stocks + account.FrozenStocks)*ratio
if unit<exchange.GetMinStock():
return 0
Dict = ext.Sell(unit)
#Dict ={"price":_C(exchange.GetTicker).Last}
if(Dict):
#updateProfit(InitAccount, GetAccount(), GetTicker())
Balance_log() #收益计算
print_log(0,GetAccount())
return 1
except Exception,ex:
Log('except Exception my_sell:',ex)
return 0
########################################################
import datetime
def Caltime(date1,date2):
try:
date1=time.strptime(date1,"%Y-%m-%d %H:%M:%S")
date2=time.strptime(date2,"%Y-%m-%d %H:%M:%S")
date1=datetime.datetime(date1[0],date1[1],date1[2],date1[3],date1[4],date1[5])
date2=datetime.datetime(date2[0],date2[1],date2[2],date2[3],date2[4],date2[5])
return date2-date1
except Exception,ex:
Log('except Exception Caltime:',ex)
return "except Exception"
import time
start_timexx =time.localtime(time.time()) #time.clock()
start_time=time.strftime("%Y-%m-%d %H:%M:%S",start_timexx)
buy_price=0 #买入价格
buy_qty=0 #买入数量
gains=0 #盈利
beng_Account = ext.GetAccount() #初始化信息
beng_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价
beng_Balance=(beng_Account.Stocks*beng_ticker)+beng_Account.Balance #初始化账户钱
def Balance_log(): #收益计算
try:
end_Account = ext.GetAccount() #当前账户信息
end_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价
end_Balance=(end_Account.Stocks*end_ticker)+end_Account.Balance #当前账面上钱数
LogProfit(end_Balance-beng_Balance) #记录盈利值
except Exception,ex:
Log('except Exception Balance_log:',ex)
def print_log(k_p,data=""): #输出
try:
name=""
if k_p:
name="开仓"
else:
name="平仓"
global beng_Account,beng_ticker,beng_Balance
global R1,R2,R3,S1,S2,S3
global gains
end_Account = ext.GetAccount() #当前账户信息
end_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价
#################################################
date1=time.strftime("%Y-%m-%d %H:%M:%S",time.localtime(time.time()))
msg_data0=("本次开始运行时间:%s已运行:%s\r\n"%(start_time,Caltime(start_time,date1)))
#################################################
msg_data1=("本次初始化状态:%s\r\n当前运行状态:%s\r\n"%(beng_Account,end_Account))
#################################################
end_Balance=(end_Account.Stocks*end_ticker)+end_Account.Balance #当前账面上钱数
msg_data2=("初始化钱:%s现在钱:%s盈亏:%s\r\n"%(str(beng_Balance),str(end_Balance),str(end_Balance-beng_Balance)))
#################################################
total = end_Account.Balance+end_Account.Stocks*_C(exchange.GetTicker).Last #账户总额
roi = ((total/beng_Balance) -1)*100
msg_data3=("当前状态:%s--钱:%s--币:%s--总值约:%.2f\r\n"%(str(name),str(end_Account.Balance),str(end_Account.Stocks),roi))
#################################################
income = total - beng_Account['Balance'] - beng_Account['Stocks']*beng_ticker #总盈亏
msg_data4=("本次盈亏:%s(RMB)\t总盈亏:%.2f(RMB) %.2f\r\n"%(str(gains),income,roi))
#################################################
#盈利计算方法
#盈利计算方法 浮动利润： 按 （现在币 - 初始币）x 现在的价格 + （现在的钱 - 初始的钱）
diff_stocks=end_Account.Stocks-beng_Account.Stocks #比的差值
diff_balance=end_Account.Balance-beng_Account.Balance #钱的差值
new_end_balance=diff_stocks*end_ticker+diff_balance #实现盈亏 #当前的盈利
#盈利计算方法 账面利润 ： （现在币 x 现在价格+现在钱） - （初始币 x 初始价格 + 初始钱）
new_end_balance2=(end_Account.Stocks*end_ticker+end_Account.Balance)-(beng_Account.Stocks*beng_ticker+beng_Account.Balance)
msg_data5=("浮动利润:%s(RMB)\r\n账面利润:%s(RMB)\r\n"%(str(_N(new_end_balance,3)),str(_N(new_end_balance2,3))))
msg_data6 ='R1',R1,'R2',R2,'R3',R3,'\r\n'
msg_data7 ='S1',S1,'S2',S2,'S3',S3,'\r\n'
msg_data8 ="当前价格:",end_ticker,'\r\n'
#################################################
LogStatus("初始化投入2016/9/24 投入0.2个币=等于行情800RMB\r\n",
msg_data0,msg_data1,msg_data2,msg_data3,msg_data4,msg_data5,msg_data6,msg_data7,msg_data8,
"更新时间:%s\r\n"%(date1),
"%s"%(data)
)
#################################################
#################################################
#################################################
except Exception,ex:
Log('except Exception print_log:',ex)
def _GetCommand():
get_command=GetCommand()
if get_command:
global K1,K2,N
arr =get_command.split(":")
if arr[0] == 'K1':
K1 = float(arr[-1])
if arr[0] =='K2':
K2 = float(arr[-1])
if arr[0] =='N':
N = int(arr[-1])
N=2
LastDeal = 0 #上次交易时间
def onTick(exchange):
try:
global R1,R2,R3,S1,S2,S3,short_state_buy,short_state_sell,LastDeal,task_state,buy_count,sell_count
amount = GetAccount() # 获取账户状态
records =exchange.GetRecords() #默认5分钟
To = records[-1]['Open'] #今日开盘价
Th = records[-1]['High'] #今日最高价
Tl = records[-1]['Low'] #今日最低
time = records[-1].Time
if LastDeal == time:
return 0
else:
LastDeal = 0
records1 =exchange.GetRecords(PERIOD_M30) #监控周期
#time =(records1[-2].Time - records1[-1].Time)/(60*1000)
#Log(time);
records.pop()
records1.pop()
ma5 = TA.MA(records1,5)
ma10 = TA.MA(records1,10)
# HH = records[-2]['High'] #最日最高
# LC = records[-2]['Low'] #昨日最低
HC = records[-1]['Close'] #昨日收盘
# LL = records[-2]['Low'] #昨日最低
HH = TA.Highest(records,N,'High') #N日high的最高价
#lc = records[-2]['Low']
#HC = TA.Lowest(records,N,'Close') #//N日close的最低价
#hc = records[-2]['Close']
#HH = TA.Highest(records,N,'Close') #N日close的最高价
#ll = records[-2]['Low']
LC = TA.Lowest(records,N,'Low') #//N日low的最低价
#HC = TA.Highest(records,N,'Close')
if ma5[-1] <ma10[-1]:
HC = records[-1]['Open']
Pivot = (HH+HC+LC)/3 #枢轴点
Pivot = Pivot
R1 = 2*Pivot-LC #阻力1W
R2 = Pivot+(HH-LC) #阻力2
R3 = HH +2*(Pivot-LC) #阻力3
S1 = 2*Pivot-HH
S2 = Pivot - (HH-LC)
S3 = LC-2*(HH-Pivot)
# Log('r1',R1,"R2",R2,'R3',R3)
# Log('S1',S1,"S2",S2,'S3',S3)
current_price = _C(exchange.GetTicker).Last #当前价格
capratio = (amount.Stocks + amount.FrozenStocks)/GetNowamount()
#突破上轨 和半小时 均线向上 资金大于100 则买入
if ma5[-1] >ma10[-1] :
if current_price > R3 and amount.Balance > 100 and ma5[-1] >ma10[-1] and capratio <0.8 and buy_count <3 :
# Log(ma5[-1],ma10[-1])
Log('开多')
if my_buy(0.4,1):
LastDeal = time
sell_count = 0
buy_count+=1
return
#突破下轨卖空 有币 进入卖出操作
if current_price < S3 and amount.Stocks > 0.03 :
Log('清仓')
if my_sell(1,0):
sell_count+=1
buy_count = 0
LastDeal = time
return
if Th >R2 and Th <R3 and current_price <R1 and current_price >S1 and amount.Stocks > 0.003 and buy_count <3:
Log('趋势反转卖')
if my_sell(0.5,1):
LastDeal = time
buy_count = 0
sell_count+=1
return
if Tl <S2 and Tl >S3 and current_price <S1 and current_price < R1 and capratio <0.6 and ma5[-1] >ma10[-1] and buy_count <3 :
#Log(ma5[-1],ma10[-1])
Log('趋势反转买')
if my_buy(0.2,1):
buy_count+=1
sell_count = 0
LastDeal = time
return
else :
if(current_price > R3 and amount.Stocks > 0.03):
if my_sell(0.5,1):
Log('测试买')
LastDeal = time
return
if (current_price < S3 and ma5[-1] >ma5[-5]):
if my_buy(0.05,1):
Log('测试买入')
LastDeal = time
buy_count = 0
return
except Exception,ex:
Log('except Exception onTick:',ex)
return 0
def main():
global outAccount,init_price,InitAccount,short_state_buy,short_state_sell,task_state,buy_count,sell_count
init_price = _C(exchange.GetTicker).Last
InitAccount = GetAccount()
Log(init_price)
short_state_buy =short_state_sell = 0
task_state =0
buy_count = 0
sell_count = 0
while True:
onTick(exchange)
nowAccount = ext.GetAccount() #交易模板的导出函数 获取账户信息
print_log(0,nowAccount)
Sleep(1000)