1. Square
2. 韭菜保护程序(唐安奇通道+均仓策略)

韭菜保护程序(唐安奇通道+均仓策略)

Author: 去者伯仁, Date: 2021-04-12 12:19:27
Tags:

---

---

'''backtest
start: 2021-04-01 00:00:00
end: 2021-04-30 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"ETH_USDT","stocks":0}]
'''

import time
class juncang_strategy():  
    def __init__(self,exchange):
        self.p = 0.5
        self.account = None
        self.cny = 0
        self.btc = 0
        self.exchange =exchange
    
    #K线合成函数
    def k_compose(self,Recordlist,num):
        newRecordlist = []
        for i in range(len(Recordlist)):
            if (i+1)%num == 1:
                tempk = {}
                tempk["Time"]=Recordlist[i]["Time"]
                tempk["Open"]=Recordlist[i]["Open"]
                tempk["High"]=Recordlist[i]["High"]
                tempk["Low"]=Recordlist[i]["Low"]
                tempk["Close"]=Recordlist[i]["Close"]
                tempk["Volume"]=Recordlist[i]["Volume"]
                newRecordlist.append(tempk)
            elif (i+1)%num == 0:
                if Recordlist[i]["High"]>tempk["High"]:
                    tempk["High"] = Recordlist[i]["High"]
                if Recordlist[i]["Low"]<tempk["Low"]:
                    tempk["Low"] = Recordlist[i]["Low"]
                tempk["Time"]=Recordlist[i]["Time"]
                tempk["Close"]=Recordlist[i]["Close"]
                tempk["Volume"]=tempk["Volume"]+Recordlist[i]["Volume"]
                del(newRecordlist[-1])
                newRecordlist.append(tempk)
            else:
                if Recordlist[i]["High"]>tempk["High"]:
                    tempk["High"] = Recordlist[i]["High"]
                if Recordlist[i]["Low"]<tempk["Low"]:
                    tempk["Low"] = Recordlist[i]["Low"]
                del(newRecordlist[-1])
                newRecordlist.append(tempk)
        return newRecordlist

    #唐安奇通道计算，分析出当前什么行情
    def donchian(self):
        exchange.SetMaxBarLen(2000)
        temp_k = _C(self.exchange.GetRecords,PERIOD_D1)
        week_kline = self.k_compose(temp_k,7)
        rt=False
        # Log(len(week_kline),week_kline[-1]["High"],TA.Highest(week_kline, 20, 'High'))
        if len(week_kline)>20:
            if week_kline[-1]["High"]>TA.Highest(week_kline, 20, 'High'):
                rt = '全仓'
            elif week_kline[-1]["High"]<TA.Highest(week_kline, 20, 'High') and week_kline[-1]["Low"]>TA.MA(week_kline, 10)[-1]:
                rt = '均仓'
            elif week_kline[-1]["Low"]<TA.MA(week_kline, 10)[-1]:
                rt = '空仓'
        else:
            rt = '均仓'
        return rt
    def cancelAllOrders(self):
        orders = self.exchange.GetOrders()
        for order in orders:
            self.exchange.CancelOrder(order['Id'], order)
        return True
    #全仓买入函数
    def allin(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        self.cny = account.Balance
        buynum=_N(self.cny*0.99/kr[-1].Close,3)
        if buynum>0:
            Log("全仓allin")
            self.exchange.Buy(kr[-1].Close,buynum)
        
    #全仓卖出函数
    def allout(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        self.btc = _N(account.Stocks,3)
        if self.btc>0:
            Log("空仓allout")
            self.exchange.Sell(kr[-1].Close,self.btc)
    #均仓函数
    def balanceAccount(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        if account is None:
            return

        #赋值
        self.account = account

        #赋值
        self.btc = account.Stocks
        self.cny = account.Balance
        
        accountmoney=self.btc * kr[-1].Close + self.cny
        self.p = self.btc * kr[-1].Close / accountmoney
        tradenum=_N(accountmoney/kr[-1].Close/100,3)
        if tradenum<0.001:
            tradenum=0.001
        #判断self.p的值是否小于0.48
        # Log(self.p)
        if (0.45<self.p < 0.49):
            #调用Log函数并传入参数"开始平衡", self.p
            Log("开始平衡", self.p)

            self.exchange.Buy(kr[-1].Close, tradenum)

            Log("持币数:",self.btc,"现金数:",self.cny)

            #判断self.p的值是否大于0.52
        elif (0.55 > self.p > 0.51):
            #调用Log函数并传入参数"开始平衡", self.p
            Log("开始平衡", self.p)

            #调用Sell函数并传入相应的参数
            self.exchange.Sell(kr[-1].Close, tradenum)

            Log("持币数:",self.btc,"现金数:",self.cny)
        elif (self.p >= 0.55):
            #调用Log函数并传入参数"开始平衡", self.p
            Log("开始平衡,快速平仓", self.p)

            self.exchange.Sell(kr[-1].Close, _N(tradenum*10,3))

            Log("持币数:",self.btc,"现金数:",self.cny)
        elif (self.p <= 0.45):
            #调用Log函数并传入参数"开始平衡", self.p
            Log("开始平衡，快速建仓", self.p)

            self.exchange.Buy(kr[-1].Close, _N(tradenum*10,3))

            Log("持币数:",self.btc,"现金数:",self.cny)
    #交易循环
    def loop(self):
        self.cancelAllOrders()
        rt=self.donchian()
        if rt=='全仓':
            self.allin()
        elif rt=='均仓':
            self.balanceAccount()
        else:
            self.allout()
        Sleep(1000*60)




#函数main
def main():
    #reaper 是构造函数的实例
    reaper = juncang_strategy(exchange)
    while (True):
        reaper.loop()

---

• 切换OKEX_V5模拟盘交易终端插件
• 多品种期货跨期对冲策略
• Python版追涨杀跌策略（教学）@币安USDT永续合约
• 定时撤单
• okex订单薄校验checksum算法函数
• coingecko_crawler
• 常用函数扩展增强类库 Ver 0.0.3
• SpotGridStra
• MultiSymbolCtrlLib
• CTA策略之商品期货简易马丁格尔
• 冰山委托（买入）-Jason
• 数字货币合约简易跟单机器人
• Graph - Spread Cross BitcoinTrade
• Utility- Ticker
• JavaScript版K线数据行情收集器
• 均仓策略
• 移植 OKCoin 韭菜收割机 注释python版
• Deribit期权Delta动态对冲策略（教学）
• BSC Transaction
• TD狄马克序列

---

hugogo (i+1)%num == 1:elif (i+1)%num == 0:这两个条件是啥意思？num这个值前面没定义过呀，貌似？大师方便答疑下吗？

去者伯仁 这个函数是K线合成函数，用于把日线合成周线，num是这个函数的参数，具体你可以看下面是怎么使用这个函数的