教学策略，相关文章地址：https://www.fmz.com/bbs-topic/5080
import random
def CancelPendingOrders():
while True:
orders = _C(exchange.GetOrders)
if len(orders) == 0:
return
for j in range(len(orders)):
exchange.CancelOrder(orders[j]["Id"])
if j < len(orders) - 1:
Sleep(Interval)
LastSellPrice = 0
InitAccount = None
def dispatch():
global LastSellPrice, InitAccount
account = None
ticker = _C(exchange.GetTicker)
LogStatus(_D(), "ticker:", ticker)
if LastSellPrice > 0:
if len(_C(exchange.GetOrders)) > 0:
if ticker["Last"] < LastSellPrice and ((LastSellPrice - ticker["Last"]) / ticker["Last"]) > (2 * (EntrustDepth / 100)):
Log("偏离过多，最新成交价：", ticker["Last"], "委托价", LastSellPrice)
CancelPendingOrders()
else :
return True
else :
account = _C(exchange.GetAccount)
Log("买单完成，累计卖出：", _N(InitAccount["Stocks"] - account["Stocks"]), "平均卖出价：", _N((account["Balance"] - InitAccount["Balance"]) / (InitAccount["Stocks"] - account["Stocks"])))
LastSellPrice = 0
SellPrice = _N(ticker["Sell"] * (1 + EntrustDepth / 100))
if SellPrice < MinSellPrice:
return True
if not account:
account = _C(exchange.GetAccount)
if (InitAccount["Stocks"] - account["Stocks"]) >= TotalSellStocks:
return False
RandomAvgSellOnce = (AvgSellOnce * ((100.0 - FloatPoint) / 100.0)) + (((FloatPoint * 2) / 100.0) * AvgSellOnce * random.random())
SellAmount = min(TotalSellStocks - (InitAccount["Stocks"] - account["Stocks"]), RandomAvgSellOnce)
if SellAmount < MinStock:
return False
LastSellPrice = SellPrice
exchange.Sell(SellPrice, SellAmount, "上次成交价", ticker["Last"])
return True
def main():
global InitAccount, LoopInterval
CancelPendingOrders()
InitAccount = _C(exchange.GetAccount)
Log(InitAccount)
if InitAccount["Stocks"] < TotalSellStocks:
raise Exception("账户币数不足")
LoopInterval = max(LoopInterval, 1)
while dispatch():
Sleep(LoopInterval)
Log("委托全部完成", _C(exchange.GetAccount))