पायथन का परिचय सरल रणनीति sklearn मशीन सीखने के पुस्तकालय का उपयोग करना
एक रिडिक्शन सिस्टम के पास एक लाइब्रेरी है numpy pandas TA-Lib scipy statsmodels sklearn cvxopt hmmlearn pykalman arch मैटप्लोटलिब
वास्तविक डिस्क को होस्ट की स्थित मशीन पर स्थापित करने की नीति के लिए आवश्यक भंडार की आवश्यकता होती है
'''backtest
start: 2019-09-06 00:00:00
end: 2019-10-05 00:00:00
period: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''
from sklearn import svm
import numpy as np
def main():
preTime = 0
n = 0
success = 0
predict = None
pTime = None
marketPosition = 0
initAccount = exchange.GetAccount()
Log("Running...")
while True:
r = exchange.GetRecords()
if len(r) < 60:
continue
bar = r[len(r)-1]
if bar.Time > preTime:
preTime = bar.Time
if pTime is not None and r[len(r)-2].Time == pTime:
diff = r[len(r)-2].Close - r[len(r)-3].Close
if diff > SpreadVal:
success += 1 if predict == 0 else 0
elif diff < -SpreadVal:
success += 1 if predict == 1 else 0
else:
success += 1 if predict == 2 else 0
pTime = None
LogStatus("预测次数", n, "成功次数", success, "准确率:", '%.3f %%' % round(float(success) * 100 / n, 2))
else:
Sleep(1000)
continue
inputs_X, output_Y = [], []
sets = [None, None, None]
for i in xrange(1, len(r)-2, 1):
inputs_X.append([r[i].Open, r[i].Close])
Y = 0
diff = r[i+1].Close - r[i].Close
if diff > SpreadVal:
Y = 0
sets[0] = True
elif diff < -SpreadVal:
Y = 1
sets[1] = True
else:
Y = 2
sets[2] = True
output_Y.append(Y)
if None in sets:
Log("样本不足, 无法预测 ...")
continue
n += 1
clf = svm.LinearSVC()
clf.fit(inputs_X, output_Y)
predict = clf.predict(np.array([bar.Open, bar.Close]).reshape((1, -1)))[0]
pTime = bar.Time
Log("预测当前Bar结束:", bar.Time, ['涨', '跌', '横'][predict])
if marketPosition == 0:
if predict == 0:
exchange.Buy(-1, initAccount.Balance/2)
marketPosition = 1
elif predict == 1:
exchange.Sell(-1, initAccount.Stocks/2)
marketPosition = -1
else:
nowAccount = exchange.GetAccount()
if marketPosition > 0 and predict != 0:
exchange.Sell(-1, nowAccount.Stocks - initAccount.Stocks)
nowAccount = exchange.GetAccount()
marketPosition = 0
elif marketPosition < 0 and predict != 1:
while True:
dif = initAccount.Stocks - nowAccount.Stocks
if dif < 0.01:
break
ticker = exchange.GetTicker()
exchange.Buy(ticker.Sell + (ticker.Sell-ticker.Buy)*2, dif)
while True:
Sleep(1000)
orders = exchange.GetOrders()
for order in orders:
exchange.CancelOrder(order.Id)
if len(orders) == 0:
break
nowAccount = exchange.GetAccount()
marketPosition = 0
if marketPosition == 0:
LogProfit(_N(nowAccount.Balance - initAccount.Balance, 4), nowAccount)
टाइटिसexchange.GetRecords ((() क्या यह पुनः परीक्षण करने योग्य नहीं है?
एनमैं अभी पायथन सीख रहा हूँ, Z बहुत तेज है।
मुआबुढ़ापा और मेहनत