Stratégie d'équilibrage des indices Python
import json import time import requests import math account = 0 updateProfitTime = 0 tradeInfo = {} accountAssets = {} ticker = {} runtimeData = {} Funding = 0 sbs = list(symbols.split(',')) pcts = list(percent.split(',')) for i in range(len(pcts)): pcts[i] = float(pcts[i]) p_dic = { 'ETH':[2,4], 'BTC':[2,5], 'XRP':[4,0], 'TRX':[5,1], 'LTC':[1,3], 'BNB':[1,3] } #价格、数量精度,按需求添加 SuccessColor = '#5cb85c' #成功颜色 DangerColor = '#ff0000' #危险颜色 WrningColor = '#f0ad4e' #警告颜色 if IsVirtual(): Log('不能进行回测') exit() if exchange.GetName() != 'Binance': Log('只支持币安现货交易所!') exit() def init(): exchangeInfo = requests.get('https://api.binance.com/api/v1/exchangeInfo').json() if exchangeInfo is None: Log('无法链接币安网络,需要海外托管者!!!') exit() for x in range(len(exchangeInfo['symbols'])): for symbol in sbs: if exchangeInfo['symbols'][x]['symbol'] == symbol+'USDT': tradeInfo[symbol] = {'minQty': float(exchangeInfo['symbols'][x]['filters'][2]['minQty']) , 'priceSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][0]['tickSize'])))),'amountSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][2]['stepSize']))))} # Log('tradeInfo:',tradeInfo) def UpdateAccount(): global accountAssets,Funding,account acc = exchange.GetAccount() if acc is None: Log('更新账户超时!!!') return if _G('Funding') is None: Funding = acc['Balance'] Log('Funding:',Funding) _G('Funding',Funding) else: Funding = _G('Funding') if init_fund >0: Funding = init_fund for x in range(len(acc['Info']['balances'])): for symbol in sbs: # Log(account['Info']['balances']) if acc['Info']['balances'][x]['asset'] == symbol: accountAssets[symbol] = acc['Info']['balances'][x] accountAssets[symbol]['amount'] = float(accountAssets[symbol]['free']) + float(accountAssets[symbol]['locked']) if acc['Info']['balances'][x]['asset'] == 'USDT': # Log('USDT:',acc['Info']['balances'][x]) account = float(acc['Info']['balances'][x]['free']) + float(acc['Info']['balances'][x]['locked']) # Log('accountAssets:',accountAssets) def UpdateTick(): global ticker,account try: res = requests.get('https://api.binance.com/api/v3/ticker/bookTicker').json() except: Log('更新行情超时') return for x in range(len(res)): for symbol in sbs: if res[x]['symbol'] == symbol + 'USDT': # Log('res[x]:',res[x]) ticker[symbol] = res[x] ticker[symbol]['price'] = (float(ticker[symbol]['askPrice']) + float(ticker[symbol]['bidPrice'])) / 2 ticker[symbol]['value'] = accountAssets[symbol]['amount'] * ticker[symbol]['price'] # Log('ticker:',ticker) # account = 0 for symbol in sbs: account += _N(ticker[symbol]['value'],4) def UpdateStatus(): global updateProfitTime accountTable = { 'type': "table", 'title': "盈利统计", 'cols': ["运行天数", "初始资金", "现有资金", "总收益", "预计年化", "预计月化", "平均日化"], 'rows': [] } table = { 'type': 'table', 'title': '交易对信息', 'cols': ['编号', '币种信息', '占比%', '开仓数量', '当前价格', '持仓价值'], 'rows': [] } totalProfit = account - Funding profitColors = DangerColor runday = runtimeData['dayDiff'] if runday == 0: runday = 1 if totalProfit > 0: profitColors = SuccessColor dayProfit = totalProfit / runday #平均日收益 dayRate = totalProfit / Funding * 100 accountTable['rows'].append([ runday, Funding, account, str(_N(totalProfit / Funding * 100, 2)) + "% = $" + str(_N(totalProfit, 2)) + (profitColors), str(_N(dayRate * 365, 2)) + "% = $" + str(_N(dayProfit * 365, 2)) + (profitColors), str(_N(dayRate * 30, 2)) + "% = $" + str(_N(dayProfit * 30, 2)) + (profitColors), str(_N(dayRate, 2)) + "% = $" + str(_N(dayProfit, 2)) + (profitColors) ]) i=1 for symbol in sbs: table['rows'].append([ i, symbol, str(_N(ticker[symbol]['value'] / account * 100, 4 )), str(_N(accountAssets[symbol]['amount'],tradeInfo[symbol]['amountSize'])), str(_N(ticker[symbol]['price'],tradeInfo[symbol]['priceSize'])), str(_N(ticker[symbol]['value'],4)) ]) i += 1 retData = runtimeData['str'] + '\n' + "最后更新: " + _D() + '\n' + '本策略改编自XMaxZone大佬的现货平衡策略-0.0.1v,原策略地址:https://www.fmz.com/strategy/322357' + '\n' LogStatus(retData+ '`' + json.dumps(accountTable) + '`\n'+ '`' + json.dumps(table) + '`\n') if int(time.time()*1000) - updateProfitTime > LogInterval * 1000: balance = account - Funding LogProfit(_N(balance, 3)) updateProfitTime = int(time.time()*1000) def Process(): # Log('实时资金:',account) for i in range(len(sbs)): pct = float(ticker[sbs[i]]['value']) / float(account) # Log(symbol,'amount:',amount,1 / len(sbs)) if pct > (pcts[i] + delta): # Log('SELL',pct) amount = _N( ( (pct-pcts[i] ) * account / float(ticker[sbs[i]]['price'])),tradeInfo[sbs[i]]['amountSize']) if amount >= tradeInfo[sbs[i]]['minQty'] and float(amount)*float(ticker[sbs[i]]['value']) > 10: Log(sbs[i] ,'Funding:',Funding,'value:',ticker[sbs[i]]['value']) # Trade(sbs[i],'SELL',_N(float(ticker[sbs[i]]['askPrice']), int(tradeInfo[sbs[i]]['priceSize'])), amount) exchange.SetCurrency(sbs[i]+'_USDT') exchange.SetPrecision(p_dic[sbs[i]][0], p_dic[sbs[i]][1]) exchange.Sell(float(ticker[sbs[i]]['bidPrice'])*(1-slip), amount) if pct < (pcts[i] - delta): # Log('Buy', pct) amount = _N( ( (pcts[i]-pct ) * account / float(ticker[sbs[i]]['price'])),tradeInfo[sbs[i]]['amountSize']) if amount >= tradeInfo[sbs[i]]['minQty'] and float(amount)*float(ticker[sbs[i]]['value']) > 10: Log(sbs[i] ,'Funding:',Funding,'value:',ticker[sbs[i]]['value']) # Trade(sbs[i],'BUY',_N(float(ticker[sbs[i]]['bidPrice']), tradeInfo[sbs[i]]['priceSize']), amount) exchange.SetCurrency(sbs[i]+'_USDT') exchange.SetPrecision(p_dic[sbs[i]][0], p_dic[sbs[i]][1]) exchange.Buy(float(ticker[sbs[i]]['bidPrice'])*(1+slip), amount) def StartTime(): StartTime = _G('StartTime') if StartTime is None: StartTime = _D() _G('StartTime',StartTime) return StartTime def RunTime(): ret = {} startTime = StartTime() nowTime = _D() dateDiff = (time.mktime(time.strptime(nowTime,'%Y-%m-%d %H:%M:%S')) - time.mktime(time.strptime(startTime,'%Y-%m-%d %H:%M:%S')) ) * 1000 #计算时间差 dayDiff = math.floor(dateDiff / (24 * 3600 * 1000)) lever1 = dateDiff % (24 * 3600 * 1000 ) hours = math.floor(lever1 / (3600 * 1000)) lever2 = lever1 % (3600 * 1000) minutes = math.floor(lever2 / (60 * 1000)) ret['dayDiff'] = dayDiff ret['hours'] = hours ret['minutes'] = minutes ret['str'] = '运行时间:' + str(dayDiff) + '天' + str(hours) + '小时' + str(minutes) + '分钟' return ret def main(): SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused|Unknown") global runtimeData while True: runtimeData = RunTime() #更新账户和持仓 UpdateAccount() #更新行情 UpdateTick() #策略主逻辑 Process() #更新图表 UpdateStatus() #休眠时间 Sleep(Interval * 1000)
le gestionnaire de la mise à jourEst-ce que c'est la stratégie utilisée par cette grille d'équilibrage de bitcoins qui peut être utilisée directement sur le disque, ou est-ce que c'est la stratégie utilisée par cette grille d'équilibrage de bitcoins qui peut être utilisée directement sur le disque?
Le CCGJe l'ai fait pendant un certain temps, mais il y a un bug maintenant.