Jika anda menghadapi mata wang yang dipercayai, takut tidak dapat memegangnya, mulakan strategi perdagangan rata-rata, secara automatik naik dan turun, sentiasa mengekalkan nilai mata wang dan keseimbangan nilai U. Hanya menyokong wang tunai ringgit Peratusan wang anda perlu untuk membeli jumlah minimum transaksi mata wang itu.
'''backtest
start: 2020-04-03 00:00:00
end: 2021-04-02 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Binance","currency":"BTC_USDT","stocks":0}]
'''
import time
class juncang_strategy():
def __init__(self,exchange):
self.p = 0.5
self.account = None
self.cny = 0
self.btc = 0
self.exchange =exchange
#以上都是self对象的属性
def cancelAllOrders(self):
orders = _C(self.exchange.GetOrders)
for order in orders:
exchange.CancelOrder(order['Id'], order)
return True
def balanceAccount(self):
self.cancelAllOrders()
kr = _C(self.exchange.GetRecords,PERIOD_M1)
account = _C(self.exchange.GetAccount)
if account is None:
return
#赋值
self.account = account
#赋值
self.btc = account.Stocks+account.FrozenStocks
self.cny = account.Balance+account.FrozenBalance
accountmoney=self.btc * kr[-1].Close + self.cny
self.p = self.btc * kr[-1].Close / accountmoney
# Log(self.p)
tradenum=accountmoney/kr[-1].Close/100
if tradenum<0.001:
tradenum=0.001
#判断self.p的值是否小于0.48
Log(self.p)
if (0.45<self.p < 0.49):
#调用Log函数并传入参数"开始平衡", self.p
Log("开始平衡", self.p)
self.exchange.Buy(kr[-1].Close, tradenum)
Log("持币数:",self.btc,"现金数:",self.cny)
#判断self.p的值是否大于0.52
elif (0.55 > self.p > 0.51):
#调用Log函数并传入参数"开始平衡", self.p
Log("开始平衡", self.p)
#调用Sell函数并传入相应的参数
self.exchange.Sell(kr[-1].Close, tradenum)
Log("持币数:",self.btc,"现金数:",self.cny)
elif (self.p >= 0.55):
#调用Log函数并传入参数"开始平衡", self.p
Log("开始平衡,快速平仓", self.p)
self.exchange.Sell(kr[-1].Close, tradenum*10)
Log("持币数:",self.btc,"现金数:",self.cny)
elif (self.p <= 0.45):
#调用Log函数并传入参数"开始平衡", self.p
Log("开始平衡，快速建仓", self.p)
self.exchange.Buy(kr[-1].Close, tradenum*10)
Log("持币数:",self.btc,"现金数:",self.cny)
#函数main
def main():
#reaper 是构造函数的实例
reaper = juncang_strategy(exchange)
while (True):
#通过实例调用poll方法
reaper.balanceAccount()
Sleep(1000*10)