考えるのは
(このアイデアを振り返ってみましょう)大災害は避けられないオープンソースのサイトがオープンで,みんなに笑わせる. 変えたらお金儲けられるのに.
#!,encrypt
'''backtest
start: 2022-01-01 00:00:00
end: 2022-01-31 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"OKX","currency":"ETH_USDT","balance":1000,"stocks":0,"fee":[0.08,0.1]}]
'''
from datetime import datetime, timedelta, timezone
import json
Is_Debug = False
manager = None
debug = None
log = None
def main():
Log('开始要饭了')
EnableLog(Is_Debug)
OnInit()
while True:
Sleep(1000)
manager.LoadData()
OnCommand()
manager.OnTick()
manager.SaveData()
Log('要饭结束了')
#如果曾经没有数据，则初始化所有数据。
def OnInit():
#设置重试时间间隔
_CDelay(600000)
#过滤网络错误日志
global Is_Debug
if Is_Debug == False:
SetErrorFilter("400:|503:|429:|504:")
global manager
manager = Manager()
return
#处理来自UI的交互响应
def OnCommand():
pass
class Manager:
Account = None
Tick = None
State = ""
Node_List = []
BuyPrice = 0
SellPrice = 0
Balance = 0
Stocks = 0
TickTime = 0
FrozenBalance = 0
FrozenStocks = 0
#防守模式中的盈利次数
DefenceProfitCount = 0
ClearOrder = 0
def Ins():
global manager
if manager == None:
manager = Manager()
return manager
def GetInfo(self):
self.Tick = _C(exchange.GetTicker)
if self.Tick == None:
return False
self.Account = _C(exchange.GetAccount)
if self.Account == None:
return False
self.SellPrice = self.Tick["Sell"]
self.BuyPrice = self.Tick["Buy"]
self.Balance = self.Account["Balance"]
self.Stocks = self.Account['Stocks']
self.TickTime = self.Tick['Time']
self.FrozenBalance = self.Account['FrozenBalance']
self.FrozenStocks = self.Account['FrozenStocks']
return True
def OnTick(self):
if self.GetInfo() == False:
return
if self.State == "":
#第一次运行
MyLog.Ins().StartTime = self.TickTime
MyLog.Ins().StartMoney = self.TotalMoney()
self.ToAttack()
else:
MyLog.Ins().PrintLog()
if self.State == "平仓":
self.ClearTick()
return
if self.State == '防守':
if self.DefenceProfitCount >= UI_AttackThreshold:
MyLog.Write("防守计分足够，进入进攻模式。")
self.ToAttack()
return
if len(self.Node_List) == 0:
#仓位空，原地买
node = Node.Buy(self.SellPrice, self.GetBuyNumber())
if node != None:
self.Node_List.append(node)
last_node = Node.Buy(Node.MinLeftPrice(), self.GetBuyNumber())
if last_node != None:
self.Node_List.insert(0, last_node)
return
if Node.CenterNode() != None:
#我在节点中间
if self.NodeCheck(Node.CenterNode()):
#检查自己
return
index = Manager.Ins().Node_List.index(Node.CenterNode())
if index > 0:
#说明左边有节点
left = self.Node_List[index-1]
#问问节点
if self.NodeCheck(left):
return
#问问买单
if Node.CenterNode()['buy_order'] == 0:
self.NodeBuy(Node.CenterNode())
MyLog.AddBuyBuyTimes()
return
else:
#说明左边没节点
if len(self.Node_List) < UI_NodeCount:
#那就建一个节点
left_node = Node.Buy(Node.CenterNode()['buy_price'] * 0.995, self.GetBuyNumber())
if left_node != None:
self.Node_List.insert(0, left_node)
MyLog.AddBuyBuyTimes()
return
#再看看右边有没有
if index < len(self.Node_List) - 1:
right = self.Node_List[index + 1]
if self.NodeCheck(right):
return
#右边的，不用下买单，不然会亏
if self.SellPrice < Node.MinPrice():
#重新检查自己是不是在所有节点左边
if len(self.Node_List) >= UI_NodeCount:
#看看高位有没有垃圾仓
if Node.HasSell(Node.MaxNode()) == False:
#再看看买单是不是成功了，以防万一
if Node.CheckBuy(Node.MaxNode()) == False:
#这是个垃圾单，可以删除
Node.NodeClear(Node.MaxNode())
self.Node_List.remove(Node.MaxSellPrice)
return
#平仓
MyLog.Write("节点在最左边，并且仓位满了，平仓" + "当前价格：" + str(self.SellPrice))
self.ToClear()
return
else:
#贴边买一个
MyLog.Write("节点在最左边，仓位没好，买一单" + "当前价格：" + str(self.SellPrice))
new_node = Node.Buy(Node.MinLeftPrice(),self.GetBuyNumber())
if new_node != None:
self.Node_List.insert(0,new_node)
MyLog.AddBuyBuyTimes()
return
if self.SellPrice > Node.MaxSellPrice():
#我在所有节点的右边
#看看满了没，没满就下单，满了就减仓
if len(self.Node_List) >= UI_NodeCount:
#满了，减仓
if Node.HasSell(Node.MinNode()) == False:
if Node.HasBuy(Node.MinNode()) == False or Node.CheckBuy(Node.MinNode()) == False:
MyLog.Write("突然暴涨，单还满了，减个仓" + "。当前价格：" + str(self.SellPrice))
Node.NodeClear(Node.MinNode())
self.Node_List.remove(Node.MinNode())
return
self.NodeCheck(Node.MinNode())
else:
#下单，贴
MyLog.Write("突然暴涨，单没满，从下往上补仓位" + "当前价格：" + str(self.SellPrice))
new_node = Node.Buy(Node.MaxSellPrice(), self.GetBuyNumber())
if new_node != None:
self.Node_List.append(new_node)
def NodeBuy(self,_node):
node = Node.Buy(_node['buy_price'], self.GetBuyNumber())
if node == None:
return None
_node['buy_order'] = node['buy_order']
_node['state'] = node['state']
_node['number'] = 0
return _node
def NodeCheck(self,_node):
if Node.HasSell(_node):
#我有卖单,检查卖单
if Node.CheckSell(_node):
MyLog.Write("我所处的节点卖好了。" + "当前价格：" + str(self.SellPrice))
MyLog.Ins().WriteProfit(Node.GetProfit(_node))
Node.Reset_Node(_node)
MyLog.Ins().BuyBuy_Count = 0#重新计数
return True
else:
if Node.HasBuy(_node):
if Node.CheckBuy(_node):
Node.Sell(_node)
return True
return False
def DelEmptyNode(self,_node):
self.Node_List.remove(_node)
Node.NodeClear(_node)
return
#处理卖掉的节点。
def DelSellNode(self,_node):
self.Node_List.remove(_node)
MyLog.Ins().WriteProfit(Node.GetProfit(_node))
return
#平仓
def ClearTick(self):
#收集清单，逐一取消
MyLog.Write("平仓运行中")
orders = exchange.GetOrders()
if len(orders) > 0:
MyLog.Write("未处理订单大于0，取消订单")
for _o in orders:
Node.CancelOrder(_o['Id'])
return
self.Node_List.clear()
#统计仓位，统一售卖
if self.Stocks + self.FrozenStocks > 50 / self.BuyPrice:
MyLog.Write("有持仓，卖掉")
if self.ClearOrder == 0:
#售卖
MyLog.Write("有持仓，数量：" + str(_N(self.Stocks,4)) + "。 卖价：" + str(_N(self.BuyPrice * 0.999,4)))
order_id = exchange.Sell(self.BuyPrice * 0.999, self.Stocks)
if order_id == None:
MyLog.Write("奇怪的错误产生了，160行左右。")
return
self.ClearOrder = order_id
Sleep(100000)
return
else:
order = _C(exchange.GetOrder,self.ClearOrder)
if order['Status'] != 1:
MyLog.Write("订单没有卖掉，重新换价格")
Node.CancelOrder(self.ClearOrder)
self.ClearOrder = 0
return
elif order['Status'] == 1:
MyLog.Write("订单卖掉了，退出平仓模式")
self.ClearOrder = 0
#无限循环，直到卖完币
#当清单为0，仓位为0，则进入防守模式。
self.ToDefence()
#转移到防守阶段
def ToDefence(self):
MyLog.Write('进入防守')
if self.State == "平仓":
MyLog.Ins().Defence_Count += 1
MyLog.Ins().StateWrite("防守",self.State)
self.State = "防守"
self.DefenceProfitCount = 0
#转移到进攻阶段
def ToAttack(self):
MyLog.Write('进入进攻模式')
MyLog.Ins().StateWrite("进攻",self.State)
MyLog.Ins().Attack_Count += 1
self.State = "进攻"
self.Node_List.clear()
#转移到平仓阶段
def ToClear(self):
MyLog.Write('开始平仓')
if self.State == "防守":#如果来自于防守模式，不用平仓，直接重新进入防守模式。
self.Node_List.clear()
self.ToDefence()
return
MyLog.Ins().StateWrite("平仓",self.State)
self.State = "平仓"
self.ClearOrder = 0
def LoadData(self):
MyLog.Ins().LoadData()
if MyLog.Ins().StartTime == None:
#第一次运行，不加载后续数据了
return
self.Node_List = json.loads(_G('Node_List'))
self.State = _G("State")
self.DefenceProfitCount = _G('DefenceProfitCount')
self.ClearOrder = _G('ClearOrder')
def SaveData(self):
MyLog.Ins().SaveData()
_G("Node_List",json.dumps(self.Node_List))
_G("State",self.State)
_G("DefenceProfitCount",self.DefenceProfitCount)
_G("ClearOrder",self.ClearOrder)
def TotalMoney(self):
return self.Balance + self.FrozenBalance + (self.Stocks + self.FrozenStocks) * self.BuyPrice
def GetBuyNumber(self):
number = self.TotalMoney() * UI_AttackRatio / UI_NodeCount / self.SellPrice
#去掉太多的精度
return _N(number,4)
class Node:
#创建一个数据并返回
def CreateNodeData(_state):
data = {}
data['state'] = _state
data['buy_price'] = 0
data['sell_price'] = 0
data['buy_order'] = 0
data['sell_order']=0
data['number'] = 0
return data
#Node还要用，重置下
def Reset_Node(_node):
_node['number'] = 0
_node['buy_order'] = 0
_node['sell_order'] = 0
def Buy(_price,_number):
MyLog.Write('买单，价格：' + str(_price) + '. 数量：' + str(_number) + "。 价值：" + str(_N(_number * _price,2)))
if Manager.Ins().State == "进攻":
buy_id = exchange.Buy(_price, _number)
if buy_id == None:
return None
else:
buy_id = 1
node = Node.CreateNodeData(Manager.Ins().State)
node['state'] = Manager.Ins().State
node['buy_price'] = _price
node['sell_price'] = _price * 1.005
node['buy_order'] = buy_id
node['number'] = 0
return node
def HasBuy(_node):
return _node['buy_order'] != 0
def HasSell(_node):
return _node['sell_order'] != 0
#查看这个节点是不是右边的节点
def IsRight(_node):
right_price = Manager.Ins().SellPrice * 1.005
if right_price > _node['buy_price'] and right_price < _node['sell_price']:
return True
return False
def IsLeft(_node):
right_price = Manager.Ins().SellPrice * 0.995
if right_price > _node['buy_price'] and right_price < _node['sell_price']:
return True
return False
def CenterNode():
for node in Manager.Ins().Node_List:
if Manager.Ins().SellPrice > node['buy_price'] and Manager.Ins().SellPrice < node['sell_price']:
return node
return None
def MaxNode():
return Manager.Ins().Node_List[-1]
def MaxBuyPrice():
return Node.MaxNode()['buy_price']
def MaxSellPrice():
return Node.MaxNode()['sell_price']
def MaxHasSell():
return Node.MaxNode()['sell_order'] != 0
def MinNode():
return Manager.Ins().Node_List[0]
def MinPrice():
return Manager.Ins().Node_List[0]['buy_price']
def MinLeftPrice():
return _N(Node.MinPrice() * 0.995,4)
#检查买单是否OK
def CheckBuy(_node):
if _node['state'] == "防守":
_node['number'] = 1
return True
order = _C(exchange.GetOrder,_node['buy_order'])
if order['Status'] == 1:
_node['number'] = order['DealAmount']
return True
return False
def MinSellPrice():
return Manager.Ins().Node_List[0]['sell_price']
def MinHasSell():
return Manager.Ins().Node_List[0]['sell_order'] != 0
def Sell(_node):
MyLog.Write('卖单，价格：' + str(_node['sell_price']))
if _node['state'] == "防守":
_node['sell_order'] = 1
return True
# 仓位判断，容差
# if Manager.Ins().Stocks < _node['number']:
# _node['number'] = Manager.Ins().Stocks
order_id = exchange.Sell(_node['sell_price'], _node['number'])
if order_id == None:
return False
_node['sell_order'] = order_id
return True
def CheckSell(_node):
if _node['state'] == "防守":
if Manager.Ins().BuyPrice > _node['sell_price']:
return True
return False
order = _C(exchange.GetOrder,_node['sell_order'])
#再次精准仓位
if order['Status'] == 1:
return True
return False
def GetProfit(_node):
value = (_node['sell_price'] - _node['buy_price']) * _node['number']
return _N(value,2)
def NodeClear(_node):
if _node['state'] == "防守":
return
if _node['sell_order'] != 0:
Node.CancelOrder(_node['sell_order'])
if _node['buy_order'] != 0:
Node.CancelOrder(_node['buy_order'])
#确保订单取消成功
def CancelOrder(_id):
MyLog.Write('取消订单:' + str(_id))
while True:
order = _C(exchange.GetOrder,_id)
if order['Status'] == 1:
return True
if order['Status'] != 2:
result = exchange.CancelOrder(_id)
if result == True:
return True
Sleep(1000)
elif order['Status'] == 2:
return True
class MyLog:
#第一次运行的时间
StartTime = 0
StartMoney = 0
Profit_List = []
State_List = []
Log_Tables = []
Attack_Count = 0
Defence_Count = 0
Exchange_Count = 0
#当期网格收益
StateProfit = 0
#连续购买计数
BuyBuy_Count = 0
BuyBuyClear_Count = 0
def Ins():
global log
if log == None:
log = MyLog()
return log
def LoadData(self):
self.Log_Tables = []
self.StartTime = _G("StartTime")
if self.StartTime == None:
return
self.StartMoney = _G("StartMoney")
self.Profit_List = json.loads(_G("Profit_List"))
self.State_List = json.loads(_G("State_List"))
self.Attack_Count = _G("Attack_Count")
self.Defence_Count = _G("Defence_Count")
self.Exchange_Count = _G("Exchange_Count")
self.StateProfit = _G("StateProfit")
self.BuyBuy_Count = _G("BuyBuy_Count")
self.BuyBuyClear_Count = _G("BuyBuyClear_Count")
def SaveData(self):
_G("StartTime",self.StartTime)
_G("StartMoney",self.StartMoney)
_G("Profit_List",json.dumps(self.Profit_List))
_G("State_List",json.dumps(self.State_List))
_G("Attack_Count",self.Attack_Count)
_G("Defence_Count",self.Defence_Count)
_G("Exchange_Count",self.Exchange_Count)
_G("StateProfit",self.StateProfit)
_G("BuyBuy_Count", self.BuyBuy_Count)
_G("BuyBuyClear_Count", self.BuyBuyClear_Count)
def WriteProfit(self,_value):
if Manager.Ins().State == "防守":
#Log("防守计分一次")
Manager.Ins().DefenceProfitCount += 1
return
#Log("感谢好心人，给了我" + str(_value) + "USDT。")
self.StateProfit += _value
self.Exchange_Count += 1
data = []
#日期，利润，当前浮亏,当前币价
data.append(self.GetTimeStr(Manager.Ins().TickTime))
data.append(_value)
data.append(_N(Manager.Ins().TotalMoney() - self.StartMoney,2))
data.append(_N(Manager.Ins().BuyPrice,2))
if len(self.Profit_List) > 10:
self.Profit_List.pop()
self.Profit_List.insert(0,data)
#利润日志
LogProfit(_N(Manager.Ins().TotalMoney() - self.StartMoney,2))
def AddBuyBuyTimes():
MyLog.Ins().BuyBuy_Count += 1
if MyLog.Ins().BuyBuy_Count >= UI_DefenceThreshold and Manager.Ins().State == "进攻":
MyLog.Write("达到了连续购买阈值，进入防守模式")
if Manager.Ins().State == "进攻":
MyLog.Ins().BuyBuyClear_Count += 1
Manager.Ins().ToClear()
def GetTimeStr(self,_time):
utc_dt = datetime.utcfromtimestamp(_time/1000)
cn_dt = utc_dt.astimezone(timezone(timedelta(hours=8)))
d = cn_dt.strftime('%Y-%m-%d %H:%M:%S')
return d
def GetRunDays(self):
now_date = datetime.utcfromtimestamp(Manager.Ins().TickTime/1000)
start_date = datetime.utcfromtimestamp(self.StartTime/1000)
span = now_date - start_date
run_time = span.days
if run_time < 1:
run_time = 1
return run_time
def GetToTalProfit(self):
return Manager.Ins().TotalMoney() - self.StartMoney
def GetAnnualized(self):
a = self.GetToTalProfit() / self.GetRunDays() * 365 / self.StartMoney * 100
return _N(a,2)
def PrintLog(self):
#基础信息表
rows = []
rows.append(["当期启动时间：",self.GetTimeStr(self.StartTime)])
rows.append(["当期初始资金：", self.StartMoney])
rows.append(["当前总仓：", _N(Manager.Ins().TotalMoney(),4)])
rows.append(["当前利润：",_N(self.GetToTalProfit(),4)])
rows.append(["当前年化：",str(self.GetAnnualized()) + "%"])
rows.append(["当前持币:",_N(Manager.Ins().Stocks,4)])
rows.append(["当前锁币：", _N(Manager.Ins().FrozenStocks,4)])
rows.append(["钱包剩余：", _N(Manager.Ins().Balance,4)])
rows.append(["钱包冻结：", _N(Manager.Ins().FrozenBalance,4)])
rows.append(['当前状态：',Manager.Ins().State])
rows.append(["防御次数：", self.Defence_Count])
rows.append(["强平次数：", self.BuyBuyClear_Count])
self.Add_Log_Table("基础信息",["项目","内容"], rows)
#Log(json.dumps(rows))
#构建并添加仓位表
n_list = []
for _node in Manager.Ins().Node_List:
n = []
n.append(_node['buy_price'])
n.append(_node['buy_order'])
n.append(_node['sell_price'])
n.append(_node['sell_order'])
n.append(_node['number'])
n_list.append(n)
global Is_Debug
if Is_Debug:
self.Add_Log_Table("仓位信息",['买价','买单',"卖价","卖单","仓位数量"],n_list)
#添加利润表
self.Add_Log_Table("收益记录",["时间","利润","当前浮亏","当前币价"], self.Profit_List)
#添加状态表
self.Add_Log_Table("状态表",["时间","进入状态","上一个状态","当前币价","当前盈利","上期网格收益","上期成交数"],self.State_List)
#调参日志
LogStatus('`' + json.dumps(self.Log_Tables) + '`')
def StateWrite(self,_name,_lastname):
#时间，状态，上一个状态，此时市场价，此时盈利
data = [self.GetTimeStr(Manager.Ins().TickTime), _name, _lastname, _N(Manager.Ins().SellPrice,2), _N(self.GetToTalProfit(),2),_N(self.StateProfit,2),self.Exchange_Count]
self.State_List.insert(0, data)
if len(self.State_List) >= 100:
self.State_List.pop()
self.StateProfit = 0
self.Exchange_Count = 0
self.BuyBuy_Count = 0
def Add_Log_Table(self, _title, _cols, _rows):
table = {
"type" : "table",
"title" : _title,
"cols" : _cols,
"rows" : _rows
}
self.Log_Tables.append(table)
def Write(_str):
global Is_Debug
if Is_Debug:
Log(str(_str))
ルキ0212Is_Debugというグローバル変数は, falseを初期化して,変更されていませんか?
量化ドジェ/upload/asset/2634d72ce567bdc4f94b1.png /upload/asset/2634d72ce567bdc4f94b1.png /upload/asset/2634d72ce567bdc4f94b1.png /upload/asset/2634d72ce 思考のアドレス:https://www.processon.com/view/link/6316ac11e401fd5080c8a601
量化ドジェインタラクティブなUIとして作れるように,デュッキングするときに手動でオン,デュッキングしないときにオフします.