Vorlage 3.2: Digitale Währungstransaktions-Klasse (Integration von Bargeld, Futures unterstützen OKCoin Futures/BitVC)

Vorlage 3.2: Digitale Währungstransaktions-Klasse (Integration von Bargeld, Futures unterstützen OKCoin Futures/BitVC)

In Kapitel 3.1 wird eine aktuelle Handelsvorlage gezeigt, die die Schwierigkeit, eine aktuelle Strategie zu schreiben, erheblich vereinfacht.

Das ist eine sehr schwierige Sache, aber es ist nicht einfach, sie zu lösen.

• Das ist nicht wahr.

  Der Umsatz ist ähnlich wie bei der vorherigen Kryptowährung, der Kryptowährung.

• Die Futures:

  Parameter:

  

  Die Strategie enthält Testcodes:

  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]));
    }
  }
  

  Verwenden:

Testcode in der Strategie (siehe Referenzvorlage)

Teststrategien:

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);
    }
}

Bitte kontaktieren Sie den Autor, wenn Sie Fragen haben.