Phương pháp cân bằng chỉ số Python
import json import time import requests import math account = 0 updateProfitTime = 0 tradeInfo = {} accountAssets = {} ticker = {} runtimeData = {} Funding = 0 sbs = list(symbols.split(',')) pcts = list(percent.split(',')) for i in range(len(pcts)): pcts[i] = float(pcts[i]) p_dic = { 'ETH':[2,4], 'BTC':[2,5], 'XRP':[4,0], 'TRX':[5,1], 'LTC':[1,3], 'BNB':[1,3] } #价格、数量精度,按需求添加 SuccessColor = '#5cb85c' #成功颜色 DangerColor = '#ff0000' #危险颜色 WrningColor = '#f0ad4e' #警告颜色 if IsVirtual(): Log('不能进行回测') exit() if exchange.GetName() != 'Binance': Log('只支持币安现货交易所!') exit() def init(): exchangeInfo = requests.get('https://api.binance.com/api/v1/exchangeInfo').json() if exchangeInfo is None: Log('无法链接币安网络,需要海外托管者!!!') exit() for x in range(len(exchangeInfo['symbols'])): for symbol in sbs: if exchangeInfo['symbols'][x]['symbol'] == symbol+'USDT': tradeInfo[symbol] = {'minQty': float(exchangeInfo['symbols'][x]['filters'][2]['minQty']) , 'priceSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][0]['tickSize'])))),'amountSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][2]['stepSize']))))} # Log('tradeInfo:',tradeInfo) def UpdateAccount(): global accountAssets,Funding,account acc = exchange.GetAccount() if acc is None: Log('更新账户超时!!!') return if _G('Funding') is None: Funding = acc['Balance'] Log('Funding:',Funding) _G('Funding',Funding) else: Funding = _G('Funding') if init_fund >0: Funding = init_fund for x in range(len(acc['Info']['balances'])): for symbol in sbs: # Log(account['Info']['balances']) if acc['Info']['balances'][x]['asset'] == symbol: accountAssets[symbol] = acc['Info']['balances'][x] accountAssets[symbol]['amount'] = float(accountAssets[symbol]['free']) + float(accountAssets[symbol]['locked']) if acc['Info']['balances'][x]['asset'] == 'USDT': # Log('USDT:',acc['Info']['balances'][x]) account = float(acc['Info']['balances'][x]['free']) + float(acc['Info']['balances'][x]['locked']) # Log('accountAssets:',accountAssets) def UpdateTick(): global ticker,account try: res = requests.get('https://api.binance.com/api/v3/ticker/bookTicker').json() except: Log('更新行情超时') return for x in range(len(res)): for symbol in sbs: if res[x]['symbol'] == symbol + 'USDT': # Log('res[x]:',res[x]) ticker[symbol] = res[x] ticker[symbol]['price'] = (float(ticker[symbol]['askPrice']) + float(ticker[symbol]['bidPrice'])) / 2 ticker[symbol]['value'] = accountAssets[symbol]['amount'] * ticker[symbol]['price'] # Log('ticker:',ticker) # account = 0 for symbol in sbs: account += _N(ticker[symbol]['value'],4) def UpdateStatus(): global updateProfitTime accountTable = { 'type': "table", 'title': "盈利统计", 'cols': ["运行天数", "初始资金", "现有资金", "总收益", "预计年化", "预计月化", "平均日化"], 'rows': [] } table = { 'type': 'table', 'title': '交易对信息', 'cols': ['编号', '币种信息', '占比%', '开仓数量', '当前价格', '持仓价值'], 'rows': [] } totalProfit = account - Funding profitColors = DangerColor runday = runtimeData['dayDiff'] if runday == 0: runday = 1 if totalProfit > 0: profitColors = SuccessColor dayProfit = totalProfit / runday #平均日收益 dayRate = totalProfit / Funding * 100 accountTable['rows'].append([ runday, Funding, account, str(_N(totalProfit / Funding * 100, 2)) + "% = $" + str(_N(totalProfit, 2)) + (profitColors), str(_N(dayRate * 365, 2)) + "% = $" + str(_N(dayProfit * 365, 2)) + (profitColors), str(_N(dayRate * 30, 2)) + "% = $" + str(_N(dayProfit * 30, 2)) + (profitColors), str(_N(dayRate, 2)) + "% = $" + str(_N(dayProfit, 2)) + (profitColors) ]) i=1 for symbol in sbs: table['rows'].append([ i, symbol, str(_N(ticker[symbol]['value'] / account * 100, 4 )), str(_N(accountAssets[symbol]['amount'],tradeInfo[symbol]['amountSize'])), str(_N(ticker[symbol]['price'],tradeInfo[symbol]['priceSize'])), str(_N(ticker[symbol]['value'],4)) ]) i += 1 retData = runtimeData['str'] + '\n' + "最后更新: " + _D() + '\n' + '本策略改编自XMaxZone大佬的现货平衡策略-0.0.1v,原策略地址:https://www.fmz.com/strategy/322357' + '\n' LogStatus(retData+ '`' + json.dumps(accountTable) + '`\n'+ '`' + json.dumps(table) + '`\n') if int(time.time()*1000) - updateProfitTime > LogInterval * 1000: balance = account - Funding LogProfit(_N(balance, 3)) updateProfitTime = int(time.time()*1000) def Process(): # Log('实时资金:',account) for i in range(len(sbs)): pct = float(ticker[sbs[i]]['value']) / float(account) # Log(symbol,'amount:',amount,1 / len(sbs)) if pct > (pcts[i] + delta): # Log('SELL',pct) amount = _N( ( (pct-pcts[i] ) * account / float(ticker[sbs[i]]['price'])),tradeInfo[sbs[i]]['amountSize']) if amount >= tradeInfo[sbs[i]]['minQty'] and float(amount)*float(ticker[sbs[i]]['value']) > 10: Log(sbs[i] ,'Funding:',Funding,'value:',ticker[sbs[i]]['value']) # Trade(sbs[i],'SELL',_N(float(ticker[sbs[i]]['askPrice']), int(tradeInfo[sbs[i]]['priceSize'])), amount) exchange.SetCurrency(sbs[i]+'_USDT') exchange.SetPrecision(p_dic[sbs[i]][0], p_dic[sbs[i]][1]) exchange.Sell(float(ticker[sbs[i]]['bidPrice'])*(1-slip), amount) if pct < (pcts[i] - delta): # Log('Buy', pct) amount = _N( ( (pcts[i]-pct ) * account / float(ticker[sbs[i]]['price'])),tradeInfo[sbs[i]]['amountSize']) if amount >= tradeInfo[sbs[i]]['minQty'] and float(amount)*float(ticker[sbs[i]]['value']) > 10: Log(sbs[i] ,'Funding:',Funding,'value:',ticker[sbs[i]]['value']) # Trade(sbs[i],'BUY',_N(float(ticker[sbs[i]]['bidPrice']), tradeInfo[sbs[i]]['priceSize']), amount) exchange.SetCurrency(sbs[i]+'_USDT') exchange.SetPrecision(p_dic[sbs[i]][0], p_dic[sbs[i]][1]) exchange.Buy(float(ticker[sbs[i]]['bidPrice'])*(1+slip), amount) def StartTime(): StartTime = _G('StartTime') if StartTime is None: StartTime = _D() _G('StartTime',StartTime) return StartTime def RunTime(): ret = {} startTime = StartTime() nowTime = _D() dateDiff = (time.mktime(time.strptime(nowTime,'%Y-%m-%d %H:%M:%S')) - time.mktime(time.strptime(startTime,'%Y-%m-%d %H:%M:%S')) ) * 1000 #计算时间差 dayDiff = math.floor(dateDiff / (24 * 3600 * 1000)) lever1 = dateDiff % (24 * 3600 * 1000 ) hours = math.floor(lever1 / (3600 * 1000)) lever2 = lever1 % (3600 * 1000) minutes = math.floor(lever2 / (60 * 1000)) ret['dayDiff'] = dayDiff ret['hours'] = hours ret['minutes'] = minutes ret['str'] = '运行时间:' + str(dayDiff) + '天' + str(hours) + '小时' + str(minutes) + '分钟' return ret def main(): SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused|Unknown") global runtimeData while True: runtimeData = RunTime() #更新账户和持仓 UpdateAccount() #更新行情 UpdateTick() #策略主逻辑 Process() #更新图表 UpdateStatus() #休眠时间 Sleep(Interval * 1000)
makeebit-ManagerĐây là chiến lược được sử dụng trực tiếp với mạng lưới cân bằng Bitcoin thực tế được hiển thị trên màn hình.
GCCTôi đã chạy nó trong một thời gian, nhưng bây giờ có vẻ như có một lỗi.