एक खरीद और बिक्री मूल्य सेट करें, रणनीति इन दो मूल्य सीमाओं के बीच सूचीबद्ध होगी, पहले खरीदें और फिर बेचें, फिर बिक्री के बाद चालान संलग्न करें, लगातार लाभ का संचालन करें।
/*backtest
start: 2020-05-18 00:00:00
end: 2020-06-16 23:59:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT","stocks":0}]
*/
var order = {buy_price:0,buy_amount:0,buy_id:0,sell_price:0,sell_amount:0,sell_id:0}
var account = null
var last = 0
var symbol = ''
var status = 0 //0：开始挂买单，1：买单成交挂卖单；2：卖单成交挂买单
var log_profit_time = 0
var update_status_time = 0
var update_alpha_time = Date.now()
if(exchange.GetName().slice(0,7) == 'Futures'){
throw '此策略只支持现货'
}
if(_G('symbol')){
symbol = _G('symbol')
}else{
symbol = exchange.GetCurrency()
_G('symbol', symbol)
}
if(exchange.GetCurrency() != symbol){
throw '不可更换币种,需要重新建立新机器人'
}
function GetPrecision(){
if(IsVirtual()){
return {price:6, amount:6}
}
var precision = {price:0, amount:0}
var depth = exchange.GetDepth()
if(!depth){
throw '无法连接交易所行情,需要海外托管者'
}
for(var i=0;i<depth.Asks.length;i++){
var amountPrecision = depth.Asks[i].Amount.toString().indexOf('.') > -1 ? depth.Asks[i].Amount.toString().split('.')[1].length : 0
precision.amount = Math.max(precision.amount,amountPrecision)
var pricePrecision = depth.Asks[i].Price.toString().indexOf('.') > -1 ? depth.Asks[i].Price.toString().split('.')[1].length : 0
precision.price = Math.max(precision.price,pricePrecision)
}
return precision
}
function updateAccount() {
var acc = exchange.GetAccount()
if(acc){
if(account && _N(acc.Stocks + acc.FrozenStocks,6) != _N(account.Stocks + account.FrozenStocks,6)){
if(acc.Stocks + acc.FrozenStocks > account.Stocks + account.FrozenStocks){
Log('买单成交：',_N(acc.Stocks + acc.FrozenStocks-account.Stocks - account.FrozenStocks,6), ' 数量变动：', _N(account.Stocks + account.FrozenStocks,6), ' -> ', _N(acc.Stocks + acc.FrozenStocks,6))
}
if(acc.Stocks + acc.FrozenStocks < account.Stocks + account.FrozenStocks){
Log('卖单成交：',_N(account.Stocks + account.FrozenStocks - acc.Stocks - acc.FrozenStocks,6),' 数量变动：', _N(account.Stocks + account.FrozenStocks,6), ' -> ', _N(acc.Stocks + acc.FrozenStocks,6))
}
}
account = acc
}else{
Log('获取账户信息出错')
}
}
function updateTicker(){
var ticker = exchange.GetTicker()
if(ticker){
last = ticker.Last
}else{
Log('获取行情出错')
}
}
function cancelAll(){
Log('撤销所有订单')
var orders = exchange.GetOrders()
if(!orders){
Log('获取订单失败')
}
for(var j=0; j<orders.length; j++){
exchange.CancelOrder(orders[j].Id)
Sleep(10)
}
}
cancelAll()
last = exchange.GetTicker().Last
updateAccount()
var precision = GetPrecision()
var init_value = 0
var init_account = {balance:0, amount:0}
if(_G('init_value')){
init_value = _G('init_value')
init_account = _G('init_account')
}else{
init_value = _N(account.Balance+account.FrozenBalance+(account.Stocks+account.FrozenStocks)*last, 6)
init_account = {balance:account.Balance+account.FrozenBalance, amount:account.Stocks+account.FrozenStocks}
Log('第一次启动策略, 始总价值为: ', init_value)
_G('init_value', init_value)
_G('init_account', init_account)
}
function trade(direction, price, value, msg){
if(price <= 0){return}
var amount = _N(value/price, precision.amount)
var new_order = true
order[direction+'_price'] = price
if(new_order){
if(order[direction+'_id']){
exchange.CancelOrder(order[direction+'_id'])
order[direction+'_price'] = 0
order[direction+'_id'] = 0
}
var id =null
if(direction == 'buy'){
if(account.Balance < 1*value){
Log('资金不足, 无法挂买单, 等待卖出')
}else{
id = exchange.Buy(price, amount, msg)
}
}
if(direction == 'sell'){
if(account.Stocks < 1*amount){
Log('余币不足, 无法挂卖单，等待买入')
}else{
id = exchange.Sell(price, amount, msg)
}
}
order[direction+'_id'] = id
order[direction+'_price'] = price
}
}
function updateStatus(){
if(Date.now()-update_status_time < 4000){
return
}
update_status_time = Date.now()
var now_value = (account.Stocks+account.FrozenStocks)*last + account.Balance+account.FrozenBalance
var profit = _N( now_value - init_account.amount*last - init_account.balance, 6)
var table = {
type: 'table', title: '账户信息',
cols: ['初始币', '初始资金', '当前币', '当前资金', '买单价格', '卖单价格', '现价', '初始市值', '当前市值', '收益'],
rows: [[_N(init_account.amount,6), _N(init_account.balance,6), _N(account.Stocks+account.FrozenStocks,6),
_N(account.Balance+account.FrozenBalance,6), order.buy_price, order.sell_price, _N(last,6),
_N(init_value,6), _N(now_value,6), _N(profit,6)]]
}
var logString = _D()+' 策略代码最后更新时间6月10日 14:00\n'
LogStatus(logString + '`' + JSON.stringify(table) + '`'+'\n')
var log_profit_intervel = IsVirtual() ? 12*60*60*1000 : Log_profit
if(Date.now()-log_profit_time > log_profit_intervel){
LogProfit(_N((account.Stocks+account.FrozenStocks)*last + account.Balance+account.FrozenBalance - init_account.amount*last - init_account.balance, 6))
log_profit_time = Date.now()
}
}
function onTick(){
if(last == 0){return}
//0：开始挂买单，1：买单成交挂卖单；2：卖单成交挂买单
var buy_price = _N(Buy_price, precision.price)
var sell_price = _N(Sell_price, precision.price)
if(status == 0 && !order.buy_id){
trade('buy', buy_price, Amount*buy_price, '挂买单')
}
if(order.buy_id && status == 0 ){
var buy_order = exchange.GetOrder(order.buy_id)
if(buy_order && buy_order.Status == ORDER_STATE_CLOSED){
status = 1
order.buy_id = 0
order.buy_price = 0
}
}
if(status == 1 && !order.sell_id){
trade('sell', sell_price, Amount*sell_price, '买单成交挂卖单')
}
if(status == 1 && order.sell_id){
var sell_order = exchange.GetOrder(order.sell_id)
if(sell_order && sell_order.Status == ORDER_STATE_CLOSED){
status = 0
order.sell_id = 0
order.sell_price = 0
}
}
}
function onexit(){
cancelAll()
}
function main() {
while(true){
updateTicker()
updateAccount()
onTick()
updateStatus()
if(!IsVirtual()){
Sleep(Intervel)
}
}
}