#!/usr/bin/env python3
# -*- coding: utf-8 -*-
# encoding: utf-8
#
# Paul "The Gambler" Lévy.
#
# Copyright 2018 FawkesPan
# Contact : i@fawkex.me / Telegram@FawkesPan
#
# Do What the Fuck You Want To Public License
#
import random
from math import *
Account = {}
Ticker = {}
LPosition = 0
SPosition = 0
Positions = {}
TotalLoss = 0
TotalWin = 0
FullLoss = 0
MaxPosition = 0
TotalLongs = 0
TotalShorts = 0
def cancelAllOrders():
orders = exchange.GetOrders()
for order in orders:
exchange.CancelOrder(order['Id'], order)
return True
def updateMarket():
global Ticker
Ticker = exchange.GetTicker()
return True
def updateAccount():
global Account
global LPosition
global SPosition
global Positions
global MaxPosition
LPosition = 0
SPosition = 0
Positions = {}
for item in exchange.GetPosition():
if item['MarginLevel'] == LEVERAGE_RATE:
if item['Type'] == 1:
Positions['Short'] = item
SPosition += item['Amount']
else:
Positions['Long'] = item
LPosition += item['Amount']
MaxPosition = max(MaxPosition, SPosition, LPosition)
Account = exchange.GetAccount()
return True
def updatePositions():
global TotalWin
global TotalLoss
global FullLoss
opened = False
try:
Long = Positions['Long']['Amount']
LongEntry = Positions['Long']['Price']
Current = Ticker['Sell']
StopLoss = LongEntry * (1-STOP_LOSS)
TakeProfit = LongEntry * (1+TAKE_PROFIT)
if Current > TakeProfit:
Risked = True
Log('多仓达到预设止盈价位. #0000FF')
TotalWin+=1
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
coverLong(Long, True)
if Current < StopLoss:
Risked = True
Log('多仓达到预设止损价位. #FF0000')
TotalLoss+=1
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
coverLong(Long, True)
if Long*AMP < RISK_LIMIT:
openShort(Long*AMP, True)
else:
FullLoss+=1
Log('超过允许的最大仓位，停止开仓. #FF0000')
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
opened = True
except KeyError:
pass
try:
Short = Positions['Short']['Amount']
ShortEntry = Positions['Short']['Price']
Current = Ticker['Buy']
StopLoss = ShortEntry * (1+STOP_LOSS)
TakeProfit = ShortEntry * (1-TAKE_PROFIT)
if Current < TakeProfit:
Risked = True
Log('空仓达到预设止盈价位. #0000FF')
TotalWin+=1
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
coverShort(Short, True)
if Current > StopLoss:
Risked = True
Log('空仓达到预设止损价位. #FF0000')
TotalLoss+=1
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
coverShort(Short, True)
if Short*AMP < RISK_LIMIT:
openLong(Short*AMP, True)
else:
FullLoss+=1
Log('超过允许的最大仓位，停止开仓. #FF0000')
Log('总计止盈次数: ', TotalWin, ' 总计止损次数: ', TotalLoss, ' 完全止损次数: ', FullLoss, ' 持有过的最大仓位: ', MaxPosition, ' 总计开多: ', TotalLongs, ' 总计开空: ', TotalShorts)
opened = True
except KeyError:
pass
if not opened:
Log('还没开仓，随便开个仓位.')
rand = random.choice([1,2,3,4,5,6])
if rand in [1,3,5]:
Log('骰子抛到了: ',rand,' 正在开多.')
openLong(START_SIZE, True)
else:
Log('骰子抛到了: ',rand,' 正在开空.')
openShort(START_SIZE, True)
return True
def openLong(Amount=0, marketPrice=False):
global TotalLongs
Amount = floor(Amount)
TotalLongs+=Amount
exchange.SetDirection('buy')
if marketPrice:
exchange.Buy(Ticker['Sell']*1.01, Amount)
else:
exchange.Buy(Ticker['Sell'], Amount)
return True
def coverLong(Amount=0, marketPrice=False):
exchange.SetDirection('closebuy')
if marketPrice:
exchange.Sell(Ticker['Buy']*0.99, Amount)
else:
exchange.Sell(Ticker['Buy'], Amount)
return True
def openShort(Amount=0, marketPrice=False):
global TotalShorts
Amount = floor(Amount)
TotalShorts+=Amount
exchange.SetDirection('sell')
if marketPrice:
exchange.Sell(Ticker['Buy']*0.99, Amount)
else:
exchange.Sell(Ticker['Buy'], Amount)
return True
def coverShort(Amount=0, marketPrice=False):
exchange.SetDirection('closesell')
if marketPrice:
exchange.Buy(Ticker['Sell']*1.01, Amount)
else:
exchange.Buy(Ticker['Sell'], Amount)
return True
def onTick():
cancelAllOrders()
updateMarket()
updateAccount()
updatePositions()
return True
def main():
exchange.SetContractType(CONTRACT_TYPE)
exchange.SetMarginLevel(LEVERAGE_RATE)
while True:
onTick()
Sleep(DELAY*1000)
a8269917Có chi phí thủ tục, đến 7 đến 8 lần thắng hay không kiếm tiền, rủi ro vẫn đặc biệt lớn. Để giành chiến thắng, bạn phải tăng độ chính xác, giảm số lần mở giao dịch. Sử dụng MACD làm chỉ số xu hướng để xác định hướng mở giao dịch, hai lần đầu tiên hoặc ba lần thử nghiệm với 1, 2, 4 đô la, nếu thất bại, đơn hàng thứ tư 100 đô la bắt đầu tăng gấp đôi, cảm giác thực sự tăng gấp đôi đến 5 lần sẽ không có ý nghĩa, ý kiến cá nhân chỉ để tham khảo.
FawkesPanDòng 136 - 144 là logic mở, bạn có thể thay đổi nó.