Стратегия покупки и хранения
/*
策略出处: rqalpha
策略名称: buy-hold买入持有
策略作者: ipqhjjybj
策略描述:
无脑指数型
*/
LoopInterval = 60 // 轮询间隔(秒)
SlidePrice = 0.3 // 滑动价(元)
minMoney = 100; // 如果资金小于该数值，则不买入
function adjustFloat(v) {
return Math.floor(v*1000)/1000;
}
function CancelPendingOrders() {
while (true) {
var orders = null;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
if (orders.length == 0) {
return;
}
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id, orders[j]);
if (j < (orders.length-1)) {
Sleep(Interval);
}
}
}
}
function GetAccount() {
var account;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
}
return account;
}
function GetTicker() {
var ticker;
while (!(ticker = exchange.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
function onTick(exchange) {
var ticker = GetTicker();
// Buy or Sell, Cancel pending orders first
CancelPendingOrders();
var account = GetAccount();
var price = ticker.Last + SlidePrice;
var amount = adjustFloat(account.Balance / price);
if (account.Balance > minMoney && amount >= exchange.GetMinStock()) {
if (exchange.Buy(price, amount, "做多")) {
LastBuyPrice = LastHighPrice = price;
}
}
}
function main() {
InitAccount = GetAccount();
Log(exchange.GetName(), exchange.GetCurrency(), InitAccount);
LoopInterval = Math.max(LoopInterval, 1);
while (true) {
onTick(exchange);
Sleep(LoopInterval*1000);
}
}