Strategi pengajaran, alamat artikel terkait:https://www.fmz.com/bbs-topic/5080
import random
def CancelPendingOrders():
while True:
orders = _C(exchange.GetOrders)
if len(orders) == 0 :
return
for j in range(len(orders)):
exchange.CancelOrder(orders[j]["Id"])
if j < len(orders) - 1:
Sleep(Interval)
LastBuyPrice = 0
InitAccount = None
def dispatch():
global InitAccount, LastBuyPrice
account = None
ticker = _C(exchange.GetTicker)
LogStatus(_D(), "ticker:", ticker)
if LastBuyPrice > 0:
if len(_C(exchange.GetOrders)) > 0:
if ticker["Last"] > LastBuyPrice and ((ticker["Last"] - LastBuyPrice) / LastBuyPrice) > (2 * (EntrustDepth / 100)):
Log("偏离过多, 最新成交价:", ticker["Last"], "委托价", LastBuyPrice)
CancelPendingOrders()
else :
return True
else :
account = _C(exchange.GetAccount)
Log("买单完成, 累计花费:", _N(InitAccount["Balance"] - account["Balance"]), "平均买入价:", _N((InitAccount["Balance"] - account["Balance"]) / (account["Stocks"] - InitAccount["Stocks"])))
LastBuyPrice = 0
BuyPrice = _N(ticker["Buy"] * (1 - EntrustDepth / 100))
if BuyPrice > MaxBuyPrice:
return True
if not account:
account = _C(exchange.GetAccount)
if (InitAccount["Balance"] - account["Balance"]) >= TotalBuyNet:
return False
RandomAvgBuyOnce = (AvgBuyOnce * ((100.0 - FloatPoint) / 100.0)) + (((FloatPoint * 2) / 100.0) * AvgBuyOnce * random.random()) # 随机数 0~1
UsedMoney = min(account["Balance"], RandomAvgBuyOnce, TotalBuyNet - (InitAccount["Balance"] - account["Balance"]))
BuyAmount = _N(UsedMoney / BuyPrice)
if BuyAmount < MinStock:
return False
LastBuyPrice = BuyPrice
exchange.Buy(BuyPrice, BuyAmount, "花费：￥", _N(UsedMoney), "上次成交价", ticker["Last"])
return True
def main():
global LoopInterval, InitAccount
CancelPendingOrders()
InitAccount = _C(exchange.GetAccount)
Log(InitAccount)
if InitAccount["Balance"] < TotalBuyNet:
raise Exception("账户余额不足")
LoopInterval = max(LoopInterval, 1)
while dispatch():
Sleep(LoopInterval * 1000)
Log("委托全部完成", _C(exchange.GetAccount))
churchillxyApakah ada pembelian versi kontrak? Selain itu, dalam strategi hedging, bagaimana memastikan jumlah yang dibeli oleh satu pihak dan dijual oleh pihak lain?
Penemu Kuantitas - Mimpi KecilHal ini hanya untuk barang-barang tunai, yang dapat dimodifikasi menjadi berjangka. Hedging membutuhkan perhitungan posisi yang tepat untuk hedging.