'''backtest
start: 2021-01-01 00:00:00
end: 2021-03-12 00:00:00
period: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
'''
import time
import pandas as pd
import numpy as np
def main():
exchange.SetContractType("quarter")
while True:
#start_time = time.time()
records = exchange.GetRecords(PERIOD_H1)
if len(records) < 100:
Sleep(1000)
return
kline = pd.DataFrame(records)
kline.columns = ['time','open','high','low','close','volume','OpenInterest']
i = 0
j = 0
for x in range(len(kline)-40,len(kline)):
if kline['close'].values[x] > kline['close'].values[x-4]:
i += 1
else:
i = 0
if kline['close'].values[x] < kline['close'].values[x-4]:
j -= 1
else:
j = 0
TDindex = i if i>0 else j
#if 13 > TDindex >= 8 :
#Log('温馨警告，进入超买区域，可考虑卖出止盈：')
#elif 21 > TDindex >= 13 :
#Log('一般警告，进入超级超买区域，可考虑卖出止盈：')
#elif TDindex >= 21 :
#Log('严重警告，进入超级超级超买区域，可考虑清仓止盈：')
#elif -13 < TDindex <= -8 :
#Log('温馨警告，进入超卖区域，可考虑买入博个反弹：')
#elif -21 < TDindex <= -13 :
#Log('一般警告，进入超级超卖区域，可考虑加仓买入：')
#elif TDindex <= -21 :
#Log('严重警告，进入超级超级超卖区域，可考虑全仓杀入：')
position = exchange.GetPosition()
#if len(position) > 0:
#Log(position[0]["Type"])
if TDindex == 9 or TDindex == 13 or TDindex == 22: #and len(position) == 0 :
Log('上根K线的TD序列为：',TDindex)
exchange.SetDirection("sell")
id2 = exchange.Sell(-1, 1)
if TDindex == -9 or TDindex == -13 or TDindex == -22: #and len(position) == 0 :
Log('上根K线的TD序列为：',TDindex)
exchange.SetDirection("buy")
id2 = exchange.Buy(-1, 1)
if len(position) > 0:
if position[0]["Type"] ==0 and TDindex >= 2 :
#Log(position[0]["Type"])
Log('上根K线的TD序列为：',TDindex)
exchange.SetDirection("closebuy")
id2 = exchange.Sell(-1, 1)
if position[0]["Type"] ==1 and TDindex <= -2 :
#Log(position[0]["Type"])
Log('上根K线的TD序列为：',TDindex)
exchange.SetDirection("closesell")
id2 = exchange.Buy(-1, 1)
# end_time = time.time()
#spend_time = end_time - start_time
Sleep(1000*900)
Awan ringanBagaimana ia boleh diterjemahkan ke dalam JS?
13289628885Bolehkah anda tinggalkan mesej?
liscwyUjian semula tidak mempunyai data.
Raja94Hai, ini tidak boleh diuji semula.
BtcccccrazyMungkin boleh makan.
BtcccccrazyIni hanya menyediakan satu algoritma untuk melaksanakan urutan td tanpa menjalankan sebarang fungsi seperti transaksi, penayangan imej dan lain-lain.