'''backtest
start: 2020-01-01 00:00:00
end: 2020-04-01 00:00:00
period: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
'''
import pandas as pd
import time
def main():
exchange.SetContractType("quarter")
preTime = 0
Log(exchange.GetAccount())
while True:
records = exchange.GetRecords(PERIOD_M15)
if records and records[-2].Time > preTime:
preTime = records[-2].Time
doTicker(records[:-1])
Sleep(1000 *60)
'''
while True:
a=time.localtime(Unix())
if(14<a.tm_min<16):
Log(a)
if(a.tm_min==0 or a.tm_min==15 or a.tm_min==30 or a.tm_min==45):
doTicker()
Sleep(1000 *60)
'''
def doTicker(records):
#Log('onTick',exchange.GetTicker())
M15 = pd.DataFrame(records)
#Factor=3
#Pd=7
M15.columns = ['time','open','high','low','close','volume','OpenInterest']
#HL2
M15['hl2']=(M15['high']+M15['low'])/2
#ATR(PD)
length=Pd
M15['prev_close']=M15['close'].shift(1)
ranges= [M15['high'] - M15['low'],M15['high']-M15['prev_close'],M15['low']-M15['prev_close']]
M15['tr'] = pd.DataFrame(ranges).T.abs().max(axis=1)
alpha = (1.0 / length) if length > 0 else 0.5
M15['atr']=M15['tr'].ewm(alpha=alpha, min_periods=length).mean()
M15['Up']=M15['hl2']-(Factor*M15['atr'])
M15['Dn']=M15['hl2']+(Factor*M15['atr'])
M15['TrendUp']=0.0
M15['TrendDown']=0.0
M15['Trend']=1
M15['Tsl']=0.0
M15['linecolor']='Homily'
M15 = M15.fillna(0)
for x in range(len(M15)):
M15['TrendUp'].values[x] = max(M15['Up'].values[x],M15['TrendUp'].values[x-1]) if (M15['close'].values[x-1]>M15['TrendUp'].values[x-1]) else M15['Up'].values[x]
M15['TrendDown'].values[x] = min(M15['Dn'].values[x],M15['TrendDown'].values[x-1]) if (M15['close'].values[x-1]<M15['TrendDown'].values[x-1]) else M15['Dn'].values[x]
M15['Trend'].values[x] = 1 if (M15['close'].values[x] > M15['TrendDown'].values[x-1]) else ( -1 if (M15['close'].values[x]< M15['TrendUp'].values[x-1])else M15['Trend'].values[x-1] )
M15['Tsl'].values[x] = M15['TrendUp'].values[x] if (M15['Trend'].values[x]==1) else M15['TrendDown'].values[x]
M15['linecolor'].values[x]= 'Long' if ( M15['Trend'].values[x]==1) else 'Short'
linecolor=M15['linecolor'].values[-2]
close=M15['close'].values[-2]
Tsl=M15['Tsl'].values[-2]
if(M15['Trend'].values[-1] == 1 and M15['Trend'].values[-2] == -1):
Log('SuperTrend V.1 Alert Long','Create Order Buy')
Log('Tsl=',Tsl)
position = exchange.GetPosition()
if len(position) > 0:
Amount=position[0]["Amount"]
exchange.SetDirection("closesell")
exchange.Buy(_C(exchange.GetTicker).Sell*1.01, Amount);
exchange.SetDirection("buy")
exchange.Buy(_C(exchange.GetTicker).Sell*1.01, vol);
if(M15['Trend'].values[-1] == -1 and M15['Trend'].values[-2] == 1):
Log('SuperTrend V.1 Alert Long','Create Order Sell')
Log('Tsl=',Tsl)
position = exchange.GetPosition()
if len(position) > 0:
Amount=position[0]["Amount"]
exchange.SetDirection("closebuy")
exchange.Sell(_C(exchange.GetTicker).Buy*0.99,Amount);
exchange.SetDirection("sell")
exchange.Sell(_C(exchange.GetTicker).Buy*0.99, vol*2);
विन्टीक्सियाओगेयह प्रभाव बकवास है, यह सब उलटा महसूस करता है।
edo_duogeकृपया महादेव से संपर्क कैसे करें? क्या मैं 1H स्तर के लिए भुगतान कर सकता हूं, मैं पाइन का उपयोग करता हूं, पैंसन नहीं, मैं अपनी पाइन रणनीति को पैंसन रन वास्तविक डिस्क में अनुवाद करना चाहता हूं। मैं QQ 121293863 हूँ।