3.1 章节展现了一个现货的交易模板,大大简化了编写现货策略的难度。但是期货的交易处理与现货有很大不同,所以在现货模板的基础上集成了期货交易功能,现已公开。
已经公开在策略广场:
现货方面和之前的 《数字货币现货交易类库》一样。
参数:
策略自带的测试代码:
function main() {
if (exchange.GetName() === 'Futures_OKCoin') {
var info = exchange.SetContractType("this_week");
Log("info 返回值:", info);
Log("当前持仓信息", exchange.GetPosition(), _C(exchange.GetTicker));
var depth = exchange.GetDepth();
var p = $.NewPositionManager();
p.OpenShort("this_week", 10, depth.Bids[0].Price - 2);
Log(exchange.GetPosition());
Sleep(500 * 1000);
depth = exchange.GetDepth();
var ret = p.Cover("this_week", depth.Bids[0].Price + 2, 5);
Log("cover ret:", ret);
//LogProfit(p.Profit());
Log(exchange.GetPosition());
Log("-----------------------------测试分割线----------------------------------------");
var depth = exchange.GetDepth();
p.OpenLong("this_week", 20, depth.Bids[0].Price + 2);
Log(exchange.GetPosition());
Sleep(500 * 1000);
depth = exchange.GetDepth();
var ret = p.Cover("this_week", depth.Bids[0].Price - 2, 10, PD_LONG);
Log("cover ret:", ret);
Log(exchange.GetPosition());
Log("-----------------------------测试分割线----------------------------------------");
var ret = p.Cover("this_week", depth.Bids[0].Price - 3, 10, PD_LONG);
Log("cover ret:", ret);
var ret = p.Cover("this_week", depth.Bids[0].Price + 3, 5, PD_SHORT);
Log("cover ret:", ret);
Log(exchange.GetPosition());
} else if (exchange.GetName() === 'Futures_BitVC') {
var info = exchange.SetContractType("week");
Log("info 返回值:", info);
Log("当前持仓信息", exchange.GetPosition(), _C(exchange.GetTicker));
var depth = exchange.GetDepth();
var p = $.NewPositionManager();
p.OpenLong("week", 500, depth.Bids[0].Price + 2);
Log(exchange.GetPosition());
Sleep(500 * 1000);
depth = exchange.GetDepth();
var ret = p.Cover("week", depth.Bids[0].Price - 2, 500);
Log("cover ret:", ret);
Log(exchange.GetPosition());
Log("-----------------------------测试分割线----------------------------------------");
var info = exchange.SetContractType("week");
Log("info 返回值:", info);
Log("当前持仓信息", exchange.GetPosition(), _C(exchange.GetTicker));
var depth = exchange.GetDepth();
p.OpenShort("week", 600, depth.Bids[0].Price - 2);
Log(exchange.GetPosition());
Sleep(500 * 1000);
depth = exchange.GetDepth();
var ret = p.Cover("week", depth.Bids[0].Price - 2, 500, PD_SHORT);
Log("cover ret:", ret);
Log(exchange.GetPosition());
Log("-----------------------------测试分割线----------------------------------------");
var ret = p.Cover("week", depth.Bids[0].Price + 3, 100, PD_SHORT);
Log("cover ret:", ret);
//p.Cover("week", depth.Asks[0].Price - 3, 300, PD_LONG);
Log(exchange.GetPosition());
} else if(exchange.GetName() === 'huobi' || exchange.GetName() === 'OKCoin'){
Log($.GetAccount());
Log($.Buy(0.5));
Log($.Sell(0.5));
exchange.Buy(1000, 3);
$.CancelPendingOrders(exchanges[0]);
Log($.Cross(30, 7));
Log($.Cross([1,2,3,2.8,3.5], [3,1.9,2,5,0.6]));
}
}
使用:
测试策略:
function main(){
var p = $.NewPositionManager();
var i = 0;
exchanges[0].SetContractType("this_week");
var isFirst = true;
var ret = null;
while(true){
var depth = _C(exchanges[0].GetDepth);
var positions = _C(exchanges[0].GetPosition);
var len = positions.length;
if(isFirst === true && i % 3 === 0 && len === 0){
ret = p.OpenLong("this_week", 1 + (i % 3) + (i % 2), depth.Asks[0].Price);
isFirst = false;
}else if(isFirst === false){
ret = p.OpenShort("this_week", 1 + (i % 3) + (i % 2), depth.Bids[0].Price);
isFirst = true;
}else{
for(var j = 0 ; j < len; j++){
if(positions[j].Type === PD_LONG){
ret = p.Cover("this_week", depth.Bids[0].Price - 2, positions[j].Amount, PD_LONG);
}else if(positions[j].Type === PD_SHORT){
ret = p.Cover("this_week", depth.Asks[0].Price + 2, positions[j].Amount, PD_SHORT);
}
Log("ret:", ret);
}
}
Log("ret", ret, "---------------------#FF0000");
i++;
Sleep(1000 * 60 * 15);
}
}
如有问题、BUG,欢迎联系作者,十分感谢!