1.5—可以监控ATR,RSI,BOLL,PRICE 1.4—增加告警周期设置 1.3—增加微信通知 1.2—支持期货平台 1.1—稳定版本
var _ContractType0 = ["this_week", "next_week", "month", "quarter"][ContractType0];
var _MarginLeve0 = [10, 20][MLevel0];
var usdrate0 = 6.35;
var rate0 = 1;
var TS = 0; //是否告警
var _CType0 = [0, 1][CType0];
var _Index = [0, 1, 2, 3][Index]; //atr,rsi,boll
var CanAlarm = true;
var LastRcdTime = 0;
var arrValue1 = 0;
var arrValue1Last1 = 0;
var arrValue1Last2 = 0;
var ArrayPrice = null;
var ArrayLen = 0;
//外部值
//var MaxRate = 104.2 //最大值
//var MinVal = 103.2 //最小值
//var AlarmPeriod = 120; //单位:一个ticker的时间，约0.5秒
//var Interval = 500; //重试间隔
//var Period = 12;
//var RecordsHand = true; //手动收集K线
//var CleanLog = true; //清理日志图表
//常量
var RsiMid = 50;
//{自定义区间
function UpArrayNGetAvg(valIn, arr, arrLen) {
//变量
var nowOp = 0;
var nowHi = 0;
var nowLo = 0;
var newLen = 0;
if (valIn) {
if(arr.length <= 0){
nowOp = valIn.Last;
nowHi = valIn.Sell;
nowLo = valIn.Buy;
}
else{
nowOp = arr[arr.length - 1].Close;
nowHi = Math.max(arr[arr.length - 1].Close, valIn.Sell, valIn.Last);
nowLo = Math.min(arr[arr.length - 1].Close, valIn.Buy, valIn.Last);
}
var rcd = {Time:new Date().getTime(), Open:nowOp, High:nowHi, Low:nowLo, Close:valIn.Last, Volume:valIn.Volume};
newLen = arr.push(rcd);
while(newLen > arrLen){
arr.splice(0, 1); //删除第一个元素
newLen = arr.length;
}
}
return arr;
}
ARRAY_ZEROS = function(len) {
var n = [];
return n;
};
//}
function _N(v, precision) {
if (typeof(precision) != 'number') {
precision = 4;
}
if(!v)
return 0;
var d = parseFloat(v.toFixed(Math.max(10, precision+5)));
s = d.toString().split(".");
if (s.length < 2 || s[1].length <= precision) {
return d;
}
var b = Math.pow(10, precision);
return Math.floor(d*b)/b;
}
function GetTicker(e) {
while (true) {
var ticker = EnsureCall(e, 'GetTicker');
if (ticker && ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) {
return ticker;
}
Sleep(Interval);
}
}
function EnsureCall(e, method) {
var r;
while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) {
Sleep(Interval);
}
return r;
}
function sdGetDepth(e) {
var dpth = null;
while ( !(dpth = e.GetDepth()) || dpth.Asks.length <= 0 || dpth.Bids.length <= 0) {
Sleep(Interval);
}
return dpth;
}
function getCmd() {
var cmd = GetCommand();
if(cmd) {
//Log(" ------ : ", cmd);
var strNum = cmd.replace(/[^0-9]/ig,"");
if(cmd.indexOf("推送切换") >= 0)
{
var ms = "现在推送状态为: ";
if(TS == 1) {
TS = 0;
ms = ms + "无";
}
else {
TS = 1;
ms = ms + "有";
}
Log(ms, "#000000ff0000");
}
}
}
function main() {
//清理
if(CleanLog){
LogProfitReset();
LogReset();
}
//局部变量申请
var ticker0 = null;
var price0 = 0;
var priceLast = 0;
var tickerCnt = 0;
var records = null;
var name0 = exchanges[0].GetName();
var coin0 = exchanges[0].GetCurrency();
//检查和设置交易所
if(exchanges[0].GetName() == 'Futures_OKCoin') {
Log(name0, coin0, "是:期货价格");
exchanges[0].SetContractType(_ContractType0);
exchanges[0].SetMarginLevel(_MarginLeve0);
}
else
Log(name0, coin0, "是:现货价格");
usdrate0 = exchanges[0].GetUSDCNY();
rate0 = exchanges[0].GetRate();
//设置汇率和日志,内部用量值
if(_CType0 == 1){//要求使用美元
if(rate0 == 1) //当前人民币计价
exchanges[0].SetRate(1/usdrate0);
else
exchanges[0].SetRate(1);
}
else //要求使用人民币
{
if(rate0 == 1) //当前人民币计价
exchanges[0].SetRate(1);
else
exchanges[0].SetRate(usdrate0);
}
Log(name0, _CType0 == 0 ? "计价货币: RMB" : "计价货币: USD");
SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset");
EnableLogLocal(false);
LoopInterval = Math.max(LoopInterval, 100);
//初始化变量
Log('当前机器人ID: ', _G(), '开始运行...');
Log('当前告警推送状态: ', TS==0 ? '无' : '有', "#0000ff");
Log('轮询周期: ', _N(LoopInterval / 1000.0, 1), '秒');
Log('告警周期: 轮询', AlarmPeriod, '次告警一次 !');
//初始化
var rcd = exchange.GetRecords();
while ((_Index != 3) && (!rcd || rcd.length < (Period + 20))) {
rcd = exchange.GetRecords();
Sleep(Interval);
}
ArrayLen = Math.max(rcd.length, (Period + 20));
ArrayPrice = ARRAY_ZEROS(ArrayLen);
while (true) {
//获取命令
getCmd();
tickerCnt = tickerCnt + 1;
//更新告警标准
if(tickerCnt % (AlarmPeriod+1) == 0) {
CanAlarm = true;
tickerCnt = 0;
}
//{
if(_Index == 0 || _Index == 1 || _Index == 2)
{
if(RecordsHand == true){
//统计阶段
var ticker0 = GetTicker(exchange);
records = UpArrayNGetAvg(ticker0, ArrayPrice, ArrayLen);
}
else
records = exchanges[0].GetRecords();
if (!records || records.length < (Period + 5)) {
Sleep(Interval);
if(records)
Log(records[records.length - 1]);
continue;
}
if(LastRcdTime == records[records.length - 1].Time)
continue;
else
LastRcdTime = records[records.length - 1].Time;
}
else if(_Index == 3)
{
ticker0 = GetTicker(exchanges[0]);
price0 = ticker0.Last;
}
var arr = null;
if(_Index == 0) //atr
arr = TA.ATR(records, Period);
else if(_Index == 1) //rsi
arr = TA.RSI(records, Period);
else if(_Index == 2) //boll
arr = TA.BOLL(records, Period, 2);
//打印
if(_Index == 0){
arrValue1 = arr[arr.length - 2];
LogProfit(arrValue1, "时间: ", records[records.length - 1]);
}
else if(_Index == 1){
arrValue1 = arr[arr.length - 2];
LogProfit(arrValue1, "时间: ", records[records.length - 1].Time);
}
else if(_Index == 2){
arrValue1 = arr[0][arr[0].length - 2] - arr[2][arr[2].length - 2];
LogProfit(arrValue1, "时间: ", records[records.length - 1].Time, "upValue: ", arr[0][arr[0].length - 2], "downValue: ", arr[2][arr[2].length - 2]);
}
else if(_Index == 3){
arrValue1 = price0;
//var nowDate = new Date();
LogProfit(arrValue1, "时间: ", new Date().getTime());
}
//}
//推送
if(TS)
{
if(_Index == 0) {
if(arrValue1 >= MaxVal && CanAlarm == true) {
Log('ATR低值: ', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
if(arrValue1 <= MinVal && CanAlarm == true) {
Log('ATR高值:', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
}
else if(_Index == 1) {
if(arrValue1 >= RsiMid && arrValue1Last1 <= RsiMid && arrValue1 > arrValue1Last1 && CanAlarm == true) {
Log('RSI上穿越: 值 ---> ', arrValue1, '! 穿越值区间:<', arrValue1Last1, ', ', arrValue1,'> !@');
CanAlarm = false;
}
if(arrValue1 <= RsiMid && arrValue1Last1 >= RsiMid && arrValue1 < arrValue1Last1 && CanAlarm == true) {
Log('RSI下穿越: 值 ---> ', arrValue1, '! 警戒值区间:<', arrValue1Last1, ', ', arrValue1,'> !@');
CanAlarm = false;
}
}
else if(_Index == 2){
if(arrValue1Last1 > arrValue1Last2 && arrValue1Last1 > arrValue1 && arrValue1Last2 != 0) {
Log('BOLL值见顶:', arrValue1, '! 见顶区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@');
CanAlarm = false;
}
if(arrValue1Last1 < arrValue1Last2 && arrValue1Last1 < arrValue1 && arrValue1Last2 != 0) {
Log('BOLL值见底:', arrValue1, '! 见底区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@');
CanAlarm = false;
}
}
else if(_Index == 3){
if(price0 >= MaxVal && priceLast <= MaxVal && price0 > priceLast && CanAlarm == true) {
Log('价格升出区间: ', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
if(price0 <= MinVal && priceLast >= MaxVal && price0 < priceLast && CanAlarm == true) {
Log('价格跌出区间:', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
}
}
//更新状态值
if(_Index == 0){
//if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1;
//if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;
}
else if(_Index == 1){
if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1;
//if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;
}
else if(_Index == 2){
if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;// 2 <--- 1
if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1; // 1 <--- 0
}
else if(_Index == 3){
if(priceLast != price0) priceLast = price0;
}
Sleep(LoopInterval);
}
}