'''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)
Nuvens levesComo é que isso pode ser traduzido para o JS?
13289628885Deixe o WeChat.
LiscwyNão há dados de retesting.
Rei94Olá, isso não é possível.
BtcccccrazyDeveria ter sido uma brincadeira
BtcccccrazyEste é apenas um algoritmo para implementar uma sequência de td sem transações, visualização de imagens, etc.