Fixed = function(v) {
return Math.floor(v*1000)/1000;
};
// for orders
WaitOrder = function(exchange, orderId, timeoutToCancel) {
var ts = (new Date()).getTime();
while (true) {
Sleep(3000);
var orderInfo = exchange.GetOrder(orderId);
if (!orderInfo) {
continue;
}
if (orderInfo.Status == ORDER_STATE_CLOSED || orderInfo.Status == ORDER_STATE_CANCELED) {
return orderInfo;
}
if (((new Date()).getTime() - ts) > timeoutToCancel) {
exchange.CancelOrder(orderId);
}
}
};
Buy = function(exchange, maxPrice, slidePrice, balanceRatio, timeoutS) {
var ts = (new Date()).getTime();
var account;
var dealAmount = 0.0;
var usedBlance = 0.0;
var maxBalanceUse = 0.0;
var isFirst = true;
do {
if (isFirst) {
isFirst = false;
} else {
Sleep(3000);
}
var ticker = exchange.GetTicker();
if (!ticker) {
continue;
}
var buyPrice = ticker.Sell + slidePrice;
// Price too high, wait...
if (buyPrice > maxPrice) {
continue;
}
// Initialize at first
if (!account) {
account = exchange.GetAccount();
if (!account) {
continue;
}
// Initialize maxBalanceUse
maxBalanceUse = account.Balance * balanceRatio;
}
var buyAmount = Fixed((maxBalanceUse - usedBlance) / buyPrice);
if (buyAmount < MinStock) {
break;
}
orderId = exchange.Buy(buyPrice, buyAmount);
if (!orderId) {
Log(buyPrice, buyAmount, maxBalanceUse, usedBlance);
continue;
}
var orderInfo = WaitOrder(exchange, orderId, timeoutS);
dealAmount += orderInfo.DealAmount;
usedBlance += orderInfo.Price * orderInfo.DealAmount;
if (orderInfo.Status == ORDER_STATE_CLOSED) {
break;
}
} while (((new Date()).getTime() - ts) < timeoutS);
return {amount: dealAmount, price: (dealAmount > 0 ? usedBlance / dealAmount : 0)};
};
Sell = function(exchange, sellAmount, slidePrice) {
// Account info must set
var account = exchange.GetAccount();
while (!account) {
Sleep(2000);
account = exchange.GetAccount();
}
sellAmount = Math.min(sellAmount, account.Stocks);
var cash = 0.0;
var remain = sellAmount;
while (remain >= exchange.GetMinStock()) {
var ticker = exchange.GetTicker();
if (!ticker) {
Sleep(2000);
continue;
}
var sellPrice = ticker.Buy - slidePrice;
var sellOrderId = exchange.Sell(sellPrice, remain);
if (!sellOrderId) {
Sleep(2000);
continue;
}
var orderInfo = WaitOrder(exchange, sellOrderId, 10000);
remain -= orderInfo.DealAmount;
cash += orderInfo.Price * orderInfo.DealAmount;
}
return {amount: sellAmount, price: (sellAmount > 0 ? cash / sellAmount : 0)};
};
var BuyInfo;
var BanlanceRatio = 1.0;
var Profit = 0.0;
var timeAtBuy = 0;
function onTick(exchange) {
var ticker = exchange.GetTicker();
var records = exchange.GetRecords();
if (!ticker || !records || records.length < 45) {
return;
}
var ticks = [];
for (var i = 0; i < records.length; i++) {
ticks.push(records[i].Close);
}
var macd = TA.MACD(records, 12, 26, 9);
var dif = macd[0];
var dea = macd[1];
var his = macd[2];
var op = 0;
if (!BuyInfo) {
if (dif[ticks.length-1] > 0 && his[ticks.length-1] > ac1 && his[ticks.length-2] < bc1) {
op = 1;
}
} else {
if (records[records.length-2].Time > timeAtBuy && records[records.length-1].Close < records[records.length-1].Open - 0.5
&& records[records.length-2].Close < records[records.length-2].Open - 0.5
&& records[records.length-1].Close < records[records.length-2].Close - 0.5) {
op = 2;
} else if (records[records.length-2].Time > timeAtBuy && BuyInfo.price > records[records.length-1].Close && records[records.length-1].Close < records[records.length-1].Open - 0.5) {
op = 2;
} else if ((BuyInfo.price < ticker.Last || dif[ticks.length-1] < 0) && his[ticks.length-1] <= 0) {
op = 2;
} else if ((BuyInfo.price > ticker.Last) && ((BuyInfo.price - ticker.Last) / BuyInfo.price > TrailingStop)) {
op = 2;
}
}
if (op == 1) {
var info = Buy(exchange, ticker.Sell + (SlidePrice * 3), SlidePrice, BanlanceRatio, orderTimeout * 1000);
if (info.amount > 0) {
BuyInfo = info;
timeAtBuy = records[records.length-1].Time;
}
} else if (op == 2) {
var info = Sell(exchange, BuyInfo.amount, SlidePrice);
if (info.amount > 0) {
Profit += info.amount * (info.price - BuyInfo.price);
LogProfit(Profit);
BuyInfo = null;
}
}
}
function main() {
var account = exchange.GetAccount();
if (account) {
Log(exchange.GetName(), exchange.GetCurrency(), account);
}
while (true) {
onTick(exchange);
Sleep(30000);
}
}
策略 大佬程序有错误啊