Знакомая колонка, сопутствующая стратегия Построение автоматизированной стратегии с использованием BotVS
// 参数
var ContractType = "rb1710";
var PointAmount = 1;
var NetSize = 30;
var Interval = 500;
var SumPoints = 10;
var CoverRatio = 2;
// 全局变量
var Controller = {
symbol : null,
Amount : 0,
Size : 0,
BeginPrice : 0,
SumPoints : 0,
CoverRatio : 0,
Net_Long : [],
Net_Short : [],
ContractInfo : null,
isUpdateNetShow : false, // 是否要更新显示
};
var perBar = null;
function loop(){
var records = exchange.GetRecords();
var ticker = exchange.GetTicker();
if(!records || records.length == 0 || !ticker){
return;
}
if(records[records.length - 1].Time !== perBar.Time){ // 新 Bar 产生
UpdateNet(ticker.Last);
perBar = records[records.length - 1];
}
// 画线
$.PlotRecords(records, 'K线');
for(var i = 0; (i < Controller.Net_Long.length && Controller.isUpdateNetShow == true); i++){ // 更新显示
$.PlotHLine(Controller.Net_Long[i].open, 'long' + i);
if(i == Controller.Net_Long.length - 1){
for(var j = 0; j < Controller.Net_Short.length; j++){
$.PlotHLine(Controller.Net_Short[j].open, 'short' + j, "green");
}
$.PlotHLine(Controller.BeginPrice, 'begin', "black", "dash"); // 初始线
Controller.isUpdateNetShow = false;
Log("更新显示！"); // ceshi
}
}
// throw "stop"; // ceshi
// Log(Controller.Net_Long); // cehsi
}
function init(){
Controller.symbol = ContractType;
Controller.Amount = PointAmount;
Controller.Size = NetSize;
Controller.SumPoints = SumPoints;
Controller.CoverRatio = 2;
// 设置合约
while(exchange.IO("status") == false || Controller.ContractInfo == null){
Controller.ContractInfo = exchange.SetContractType(Controller.symbol);
LogStatus("时间：", new Date(), "等待连接服务器初始化。");
Sleep(Interval);
}
var ticker = _C(exchange.GetTicker);
var records = _C(exchange.GetRecords);
perBar = records[records.length - 1];
// 初始更新网格
UpdateNet(ticker.Last);
}
function UpdateNet(price){
// 校验网格是否没有持仓
for(var n = 0; n < Controller.Net_Long.length; n++){
if(Controller.Net_Long[n].hold !== 0){
Log("Net_Long 网格仍有持仓！无法更新。");
return false;
}
}
for(var m = 0; m < Controller.Net_Short.length; m++){
if(Controller.Net_Short[m].hold !== 0){
Log("Net_Short 网格仍有持仓！无法更新。");
return false;
}
}
Controller.isUpdateNetShow = true;
Controller.Net_Long = [];
Controller.Net_Short = [];
Controller.BeginPrice = price;
for(var i = 0; i < Controller.SumPoints; i++){
var Long_point = {
open : _N(Controller.BeginPrice + (i + 1) * Controller.Size, 0),
cover : _N(Controller.BeginPrice + (i + 1) * Controller.Size + Controller.CoverRatio * Controller.Size, 0),
hold : 0,
}
Controller.Net_Long.push(Long_point);
}
for(var j = 0; j < Controller.SumPoints; j++){
var Short_point = {
open : _N(Controller.BeginPrice - (j + 1) * Controller.Size, 0),
cover : _N(Controller.BeginPrice - (j + 1) * Controller.Size + Controller.CoverRatio * Controller.Size, 0),
hold : 0,
}
Controller.Net_Short.push(Short_point);
}
}
function main(){
// 入口函数初始化
// 主循环， 程序完成初始化后在此 循环执行，直到手动关闭。
var LoginState = null;
var nowTimeStamp = 0;
while(true){
nowTimeStamp = new Date().getTime();
if(exchange.IO("status") == true){
LoginState = true;
loop();
}else{
LoginState = false;
}
LogStatus("时间：", _D(nowTimeStamp), LoginState ? "已连接服务器" : "未连接服务器！"/*, 待显示的一些信息可以写在此处，如账户信息，实时行情，程序状态*/)
Sleep(Interval); // 暂停 0.5 秒， 避免轮询频率过高，访问交易所服务器过于频繁导致问题。
}
}