R-Breaker estratégia de negociação
#!/usr/local/bin/python
#-*- coding: UTF-8 -*-
#R-Breaker 交易策略
#策略提供者 @FJK QQ:171938416
#改进 @太极 QQ:7650371
def my_buy(): #开仓
try:
global buy_price,buy_qty
initAccount = ext.GetAccount() #交易模板的导出函数， 获得账户状态，保存策略运行前账户初始状态
opAmount=1
PositionRatio =1
#开仓之前判断有币没有没有先进行买入
if int(initAccount.Stocks)>1:
if buy_price<1:
buy_price=_C(exchange.GetTicker).Last
buy_qty=initAccount.Stocks
#Log('开仓信息1 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
return 1
if int(initAccount.Stocks)<1:
if int(str(initAccount.Stocks).replace('0.',''))>=3:
if buy_price<1:
buy_price=_C(exchange.GetTicker).Last
buy_qty=initAccount.Stocks
#Log('开仓信息2 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
return 1
#if int(str(initAccount.Stocks).replace('0.',''))==0:
opAmount = _N(initAccount.Balance*PositionRatio,3) #买入数量
Log("开仓没有币先进行 开仓买入%s元"%(str(opAmount))) #生成LOG日志
Dict = ext.Buy(opAmount) #买入ext.Buy
if(Dict):#确认开仓成功
buy_price=Dict['price'] #买入价格 #{'price': 4046.446, 'amount': 1.5}
buy_qty=Dict['amount'] #买入数量
#LogProfit(_N(gains,4),'开仓信息 钱:',initAccount.Balance,'--币:',initAccount.Stocks,'--开仓详情:',Dict)
print_log(1,initAccount)
return 1
return 0
except Exception,ex:
Log('except Exception my_buy:',ex)
return 0
import time
import datetime
def Caltime(date1,date2): #计算运行天数
try:
date1=time.strptime(date1,"%Y-%m-%d %H:%M:%S")
date2=time.strptime(date2,"%Y-%m-%d %H:%M:%S")
date1=datetime.datetime(date1[0],date1[1],date1[2],date1[3],date1[4],date1[5])
date2=datetime.datetime(date2[0],date2[1],date2[2],date2[3],date2[4],date2[5])
return date2-date1
except Exception,ex:
Log('except Exception Caltime:',ex)
return "except Exception"
start_timexx =time.localtime(time.time()) #time.clock()
start_time=time.strftime("%Y-%m-%d %H:%M:%S",start_timexx)
buy_price=0 #买入价格
buy_qty=0 #买入数量
gains=0 #盈利
beng_Account = ext.GetAccount() #初始化信息
beng_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价
beng_Balance=(beng_Account.Stocks*beng_ticker)+beng_Account.Balance #初始化账户钱
def print_log(k_p,data=""): #输出
try:
name=""
if k_p:
name="开仓"
else:
name="平仓"
global beng_Account,beng_ticker,beng_Balance
global gains
end_Account = ext.GetAccount() #当前账户信息
end_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价
#################################################
date1=time.strftime("%Y-%m-%d %H:%M:%S",time.localtime(time.time()))
msg_data0=("本次开始运行时间:%s已运行:%s\r\n"%(start_time,Caltime(start_time,date1)))
#################################################
msg_data1=("本次初始化状态:%s\r\n当前运行状态:%s\r\n"%(beng_Account,end_Account))
#################################################
end_Balance=(end_Account.Stocks*end_ticker)+end_Account.Balance #当前账面上钱数
msg_data2=("初始化钱:%s现在钱:%s盈亏:%s\r\n"%(str(beng_Balance),str(end_Balance),str(end_Balance-beng_Balance)))
#################################################
total = end_Account.Balance+end_Account.Stocks*_C(exchange.GetTicker).Last #账户总额
roi = ((total/beng_Balance) -1)*100
msg_data3=("当前状态:%s--钱:%s--币:%s--总值约:%.2f\r\n"%(str(name),str(end_Account.Balance),str(end_Account.Stocks),roi))
#################################################
income = total - beng_Account['Balance'] - beng_Account['Stocks']*beng_ticker #总盈亏
msg_data4=("本次盈亏:%s(RMB)\t总盈亏:%.2f(RMB) %.2f\r\n"%(str(gains),income,roi))
#################################################
#盈利计算方法
#盈利计算方法 浮动利润： 按 （现在币 - 初始币）x 现在的价格 + （现在的钱 - 初始的钱）
diff_stocks=end_Account.Stocks-beng_Account.Stocks #比的差值
diff_balance=end_Account.Balance-beng_Account.Balance #钱的差值
new_end_balance=diff_stocks*end_ticker+diff_balance #实现盈亏 #当前的盈利
#盈利计算方法 账面利润 ： （现在币 x 现在价格+现在钱） - （初始币 x 初始价格 + 初始钱）
new_end_balance2=(end_Account.Stocks*end_ticker+end_Account.Balance)-(beng_Account.Stocks*beng_ticker+beng_Account.Balance)
msg_data5=("浮动利润:%s(RMB)\r\n账面利润:%s(RMB)\r\n"%(str(_N(new_end_balance,3)),str(_N(new_end_balance2,3))))
#################################################
LogStatus("初始化投入2016/9/24 投入0.2个币=等于行情800RMB\r\n",
msg_data0,msg_data1,msg_data2,msg_data3,msg_data4,msg_data5,
"更新时间:%s\r\n"%(date1),
"%s"%(data)
)
#################################################
#################################################
#################################################
except Exception,ex:
Log('except Exception print_log:',ex)
def my_sell(): #平仓
try:
global buy_price,buy_qty,gains,ExitPeriod
ExitPeriod = 0
nowAccount = ext.GetAccount() #交易模板的导出函数 获取账户信息
if nowAccount.Stocks<=0.002: #保证满足交易量
#Log('不满足最小交易量:',nowAccount.Stocks)
return 1
#history_Last=_N(Volume_averages(Ticker_list),2) #历史均价
#cur_last = _N(_C(exchange.GetTicker).Last,2)
#if _N(_C(exchange.GetTicker).Last,2)>buy_price+ExitPeriod : #当前价格一定要大于 开仓价格
if True:
#if _N(_C(exchange.GetTicker).Last,2)>buy_price+ExitPeriod and history_Last - cur_last >0 and history_Last - cur_last < 2 : #当前价格一定要大于 开仓价格
#Log('历史差价:',history_Last - cur_last)
Dict = ext.Sell(nowAccount.Stocks)
#Dict ={"price":_C(exchange.GetTicker).Last}
if(Dict):
#sell_count+=1
sell_gains=(Dict['price']-buy_price)*Dict['amount']
gains=gains+sell_gains
buy_price=0 #买入价格
buy_qty=0 #买入数量
LogProfit(_N(gains,4),'平仓信息 钱:',nowAccount.Balance,'--币:',nowAccount.Stocks,'--平仓详情:',Dict)#收益曲线
print_log(0,nowAccount)
return 1
else:
current_Last = _N(_C(exchange.GetTicker).Last,2) ##当前价格
data="不具备平仓条件:买入-当前=差价:%s-%s=%s"%(buy_price,current_Last,_N(buy_price-current_Last,2))
print_log(0,nowAccount,data)
return 0
except Exception,ex:
Log('except Exception my_sell:',ex)
return 0
########################################################
def onTick():
try:
records =exchange.GetRecords() #由你自己设定的周期数返回的数据
HH = records[-2]['High'] #最日最高
LC = records[-2]['Low'] #昨日最低
HC = records[-2]['Close'] #昨日收盘
LL = records[-2]['Low'] #昨日最低
Pivot = (HH+HC+LC)/3 #枢轴点
R1 = 2*Pivot-LC #阻力1
R2 = Pivot+(HH-LC) #阻力2
R3 = HH +2*(Pivot-LC) #阻力3
S1 = 2*Pivot-HH #支撑位1
S2 = Pivot - (HH-LC) #支撑位2
S3 = LC-2*(HH-Pivot) #支撑位3
#Log('r1',R1,"R2",R2,'R3',R3)
#Log('S1',S1,"S2",S2,'S3',S3)
To = records[-1]['Open'] #今日开盘价
Th = records[-1]['High'] #今日最高价
Tl = records[-1]['Low'] #今日最低价
current_price = _C(exchange.GetTicker).Last #当前价格
#当前价格>阻力3 开仓
if current_price > R3: #突破上轨开多
if my_buy(): #Log('多')
return
#当前价格<支撑位3 平仓
if current_price < S3: #突破下轨卖空
if my_sell(): #Log('空')
return
# 条件1 今日最高价>阻力2
# 条件2 今日最高价<阻力3
# 条件3 当前价格<阻力1
# 同时具备这3个条件平仓
if Th >R2 and Th <R3 and current_price <R1: #趋势反转卖出
if my_sell(): #Log('空')
return
# 条件1 今日最低价<支撑位2
# 条件2 今日最低价>支撑位3
# 条件3 当前价格<支撑位1
# 同时具备这3个条件开仓
if Tl <S2 and Tl >S3 and current_price <S1: #支撑位1
if my_buy(): #Log('多')
return
# Log(records[-1])#今日K
# Log(records[-2])#昨日K
# Log(exchange.GetTicker())#当前
except Exception,ex:
Log('except Exception onTick:',ex)
def main():
global outAccount
outAccount = ext.GetAccount() #初始化信息
Log("run ",outAccount) #输出初始账户信息
while True:
onTick()
Sleep(1000)
AçafrãoTraceback (última chamada mais recente): Arquivo "