Equilibrium-trend_digital currency strategy V0.2

Author: The Arctic, Date: 2016-09-13 17:36:54
Tags: TrendPythonMA

@Taylor QQ7650371 I'm not sure what you mean. #Equal Line/Trends and strategies # By judging how much to buy after bouncing back from the bottom of a dead fork # How much to sell after the gold forks climb to the top

#!/usr/local/bin/python
#-*- coding: UTF-8 -*-
#均线/趋势  策略
#通过判断  在死叉下底后回弹多少买入
#在金叉上扬至顶后下降多少卖出


# FastPeriod=3 #开仓快线周期
# SlowPeriod=7 #开仓慢线周期
# EnterPeriod=1       #开仓观察期
# ExitFastPeriod=3 #平仓线周期
# ExitSlowPeriod=7 #平仓慢线周期
# ExitPeriod=2        #平仓观察期
# PositionRatio=0.5 #仓位比例
# Interval=10 #轮询周期
# MAType=0 #均线类型 TA.EMA|TA.MA


import types
array = [TA.EMA,TA.MA]
_MACalcMethod = array[MAType]
def Cross(a,b):   #计算均线方法
    crossNum = 0
    arr1 = []
    arr2 = []
    if(type(a) == types.ListType and type(b) == types.ListType):
        arr1 = a
        arr2 = b
    else:
        records = null
        while True:
            records = exchange.GetRecords()
            if(records and len(records) > a and len(records) > b):
                break
            Sleep(Interval)
        arr1 = _MACalcMethod(records,a)
        arr2 = _MACalcMethod(records,b)
    if(len(arr1) != len(arr2)):
        raise Exception("array length not equal")
    for i in range(len(arr1) - 1,-1,-1):
        if((type(arr1[i]) != types.IntType and type(arr1[i]) != types.FloatType) or (type(arr2[i]) != types.IntType and type(arr2[i]) != types.FloatType) ):
            break
        if(arr1[i] < arr2[i]):
            if(crossNum > 0):
                break
            crossNum -= 1
        elif(arr1[i] > arr2[i]):
            if(crossNum < 0):
                break
            crossNum += 1
        else:
            break
    return crossNum

import datetime
def Caltime(date1,date2):
    try:
        date1=time.strptime(date1,"%Y-%m-%d %H:%M:%S")
        date2=time.strptime(date2,"%Y-%m-%d %H:%M:%S")
        date1=datetime.datetime(date1[0],date1[1],date1[2],date1[3],date1[4],date1[5])
        date2=datetime.datetime(date2[0],date2[1],date2[2],date2[3],date2[4],date2[5])
        return date2-date1
    except Exception,ex:
        Log('except Exception Caltime:',ex)
        return "except Exception"

import time
start_timexx =time.localtime(time.time()) #time.clock()
start_time=time.strftime("%Y-%m-%d %H:%M:%S",start_timexx)
buy_price=0 #买入价格
buy_qty=0  #买入数量
gains=0  #盈利

def my_buy(): #开仓
    try:
        global buy_price,buy_qty
        initAccount = ext.GetAccount()  #交易模板的导出函数， 获得账户状态，保存策略运行前账户初始状态
        opAmount=1
        #开仓之前判断有币没有没有先进行买入
        if int(initAccount.Stocks)>1:
            if buy_price<1:
                buy_price=_C(exchange.GetTicker).Last
                buy_qty=initAccount.Stocks
            Log('开仓信息1 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
            return 1
        if int(initAccount.Stocks)<1:
            if int(str(initAccount.Stocks).replace('0.',''))>=1:
                if buy_price<1:
                    buy_price=_C(exchange.GetTicker).Last
                    buy_qty=initAccount.Stocks
                Log('开仓信息2 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
                return 1

        #if int(initAccount.Stocks)<1:
        if int(str(initAccount.Stocks).replace('0.',''))==0:
            #opAmount=1
            opAmount = _N(initAccount.Balance*PositionRatio,3)  #买入数量
            Log("开仓没有币先进行 开仓买入%s元"%(str(opAmount)))   #生成LOG日志
        #     else:
        #         opAmount = _N(initAccount.Stocks * PositionRatio,3)  #获取交易数量
        # else:
        #     opAmount = _N(initAccount.Stocks * PositionRatio,3)  #获取交易数量
        Dict = ext.Buy(opAmount)  #买入ext.Buy
        if(Dict):#确认开仓成功
            buy_price=Dict['price'] #买入价格   #{'price': 4046.446, 'amount': 1.5}
            buy_qty=Dict['amount']  #买入数量
            print_log(1,initAccount,Dict)
            return 1
        return 0

    except Exception,ex:
        Log('except Exception my_buy:',ex)
        return 0

outAccount = ext.GetAccount()  #初始化信息
def print_log(k_p,Account,Dict):
    try:
        global outAccount
        name=""
        if k_p:
            LogProfit(_N(gains,4),'开仓信息 钱:',Account.Balance,'--币:',Account.Stocks,'--开仓详情:',Dict)
            name="开仓"
        else:
            LogProfit(_N(gains,4),'平仓信息 钱:',Account.Balance,'--币:',Account.Stocks,'--平仓详情:',Dict)
            name="平仓"
        endAccount = ext.GetAccount()  #初始化信息
        date1=time.strftime("%Y-%m-%d %H:%M:%S",time.localtime(time.time()))
        LogStatus("初始化投入2016/9/16  投入资金2000元\r\n",
                  "本次初始化状态:",outAccount,
                  "\r\n当前运  行状态:",endAccount,
                  "\r\n本次开始运行时间:%s  已运行:%s\r\n"%(start_time,Caltime(start_time,date1)),
                  "本次盈利:%s\r\n"%(str(gains)),
                  "当前状态:%s--钱:%s--币:%s\r\n"%(str(name),str(Account.Balance),str(Account.Stocks)),
                  "更新时间:%s"%(date1)
                  ) # 测试
    except Exception,ex:
        Log('except Exception print_log:',ex)


def my_sell(): #平仓
    try:
        global buy_price,buy_qty,gains,start_time
        nowAccount = ext.GetAccount()  #交易模板的导出函数  获取账户信息
        if _C(exchange.GetTicker).Last>buy_price+4:   #当前价格一定要大于  开仓价格
            Dict = ext.Sell(nowAccount.Stocks)
            if(Dict):
                sell_gains=(Dict['price']-buy_price)*Dict['amount']
                gains=gains+sell_gains
                buy_price=0 #买入价格
                buy_qty=0  #买入数量
                print_log(0,nowAccount,Dict)
                return 1
        return 0
    except Exception,ex:
        Log('except Exception my_sell:',ex)
        return 0

def main():
    global outAccount
    STATE_IDLE = -1  #空闲状态
    state = STATE_IDLE  #初始化  状态 为 空闲

    Log("run  ",outAccount)  #输出初始账户信息
    SetErrorFilter("GetAccount|GetRecords|GetTicker")  #屏蔽错误内容

    b=0  #开仓
    b1=0  #检测次数
    a=0  #平仓
    a1=0  #检测次数
    while True:
        if(state == STATE_IDLE):   #判断状态是否 为空闲 触发开仓
            #开仓
            n = Cross(FastPeriod,SlowPeriod) #模板函数获取EMA指标快线、慢线交叉结果
            if n<0:  #确定当前为死叉
                b1+=1
                if b>=int(n): #说明现在还是在下跌涨趋势
                    b=int(n)
                else: #开始下跌  开仓
                    if(int(n)>=int(b)+int(EnterPeriod)):  #确认上行走势 至自己定义的点
                        if my_buy():  #开仓
                            b=0
                            b1=0
                            state = PD_SHORT
                            # if(b1>=10):#小波动操作开仓
                            #     b1=0
                            #     if my_buy():
                            #         b=0
                            #         state = PD_SHORT
        else:#平仓
            n = Cross(ExitFastPeriod,ExitSlowPeriod) #模板函数获取EMA指标快线、慢线交叉结果
            if n>0:  #确定当前为金叉
                a1+=1
                if a<=int(n): #说明现在还是在上涨趋势
                    a=int(n)
                else: #开始下跌  平仓
                    if(int(n)<=int(a)-int(ExitPeriod)):  #确认下行走势 至自己定义的点
                        if my_sell(): #平仓
                            a=0
                            a1=0
                            state = STATE_IDLE   #更改状态  为空闲 触发开仓
                            # if(a1>=10): #小波动操作平仓
                            #     a1=0
                            #     if my_sell():
                            #         a=0
                            #         state = STATE_IDLE   #更改状态  为空闲 触发开仓
        Sleep(Interval * 1000)

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It's called the Everglades.Run the error message Trackback (most recent call last): File "", line 967, in __init_ctx__ File "", line 63 except Exception, ex: ^ SyntaxError: invalid syntax

It's all right.I changed my mind, and every time I bought at the market price, I ran a few times without making a mistake, but every time I lost.

It's all right.#!/usr/local/bin/python #-*- coding: UTF-8 -*- # Equilibrium/trend and strategy # By judging how much to buy after bouncing back from the bottom of a dead fork # How much to sell after the gold forks climb to the top # FastPeriod = 3 # Opening of the Fast Line Cycle #SlowPeriod=7 #Slow line cycle # EnterPeriod=1 # Opening observed period # ExitFastPeriod=3 # The flatline cycle # ExitSlowPeriod=7 # ExitSlowPeriod is a slow-line cycle #ExitPeriod=2 #Please observe # Position ratio = 0.5 # position ratio # Interval = 10 # rounding cycle # MAType=0 # isometric type TA.EMA.MA array = [TA.EMA, TA.MA] and _MACalcMethod = array[MAType] This is a list of all the different ways MACalcMethod is credited in the database ext = exchange def Cross ((a, b): # Calculate the straight line method crossNum = 0 Arr1 is equal to [] Arr2 is equal to [] listType = type ((arr1) intType = type ((1) floatType = type ((1.1) if ((type ((a) == type ((arr1) and type ((b) == type ((arr2)): Arr1 is equal to a. Arr2 is equal to b. Other: records = null while True: records = exchange.GetRecords if (records and len) > a and len (records) > b): break Sleep (interval) arr1 = _MACalcMethod (records, a) arr2 = _MACalcMethod (records, b) if ((len ((arr1)!= len ((arr2)): raise Exception (("array length not equal") for i in range ((len ((arr1) - 1, -1, -1): If (type (arr1 (i))!= intType and type (arr1 (i))!= floatType) or (type (arr2 (i))!= intType and type (arr2 (i))!= floatType) break if ((arr1[i] < arr2[i]): if ((crossNum > 0): break crossNum is equal to 1. The following equation is used: if ((crossNum < 0): break crossNum + is equal to 1 Other: break return crossNum import date time def Caltime ((date1, date2)): try: date1 = time.strptime ((date1, "%Y-%m-%d %H:%M:%S") date2 = time.strptime ((date2, "%Y-%m-%d %H:%M:%S") date1 = datetime. datetime ((date1[0], date1[1], date1[0]) is the name of the file. 2], date1[3], date1[4], date1[5]) date2 = datetime. datetime ((date2[0], date2[1], date2[0]) is the name of the file in which the date is located. 2], date2[3], date2[4], date2[5]) return date2 - date1 except Exception as ex: Log (('except Exception Caltime:', ex) return "except for exception" Import time start_timexx = time.localtime ((time.time)) # time.clock ((( start_time = time.strftime (("%Y-%m-%d %H:%M:%S", start_timexx) Buy_price = 0 # The price to buy buy_qty = 0 # The number of purchases Gains = 0 # Profits def my_buy: # open try: global buy_price, buy_qty initAccount = ext.GetAccount() # Export function of the transaction template, obtains account status, saves policy before running account initial state OpAmount is equal to 1 # Judging whether there are coins before opening the market without buying first If int ((initAccount.Stocks) > 1: if buy_price < 1: Buy_price = _C (exchange.GetTicker).Last Buy_qty = initAccount.Stocks This is a list of all the different ways Buy_qty is credited in the database. Log (('open stock information1' also contains:', initAccount.Stocks, ' to clear', '-- open account details:', initAccount) return one If int ((initAccount.Stocks) is < 1: if int ((float))) str ((initAccount.Stocks).replace (('0.', ''))) >= 1: if buy_price < 1: Buy_price = _C (exchange.GetTicker).Last Buy_qty = initAccount.Stocks This is a list of all the different ways Buy_qty is credited in the database. Log (('Opening information 2' also has a value of:', initAccount.Stocks, ' to clear', '-- open account details:', initAccount) return one # if int ((initAccount.Stocks) < 1: if int ((float)) str ((initAccount.Stocks).replace (('0.', ''))) == 0: # op Amount = 1 opAmount = _N(initAccount.Balance * PositionRatio, 3) # The number of purchases Log (("Opening without coins to buy %s" % (str ((opAmount))) # generate LOG log # else: # opAmount = _N ((initAccount.Stocks * PositionRatio,3) # get the number of trades # else: # opAmount = _N ((initAccount.Stocks * PositionRatio,3) # get the number of trades orderId = ext.Buy ((-1,opAmount) # buy into ext.Buy -1 represents the market price if ((orderId): # Confirms successful opening # Buy price #{'price': 4046.446, 'amount: 1.5} #{'price': 4046.446, 'amount': 1.5} #{'price': 4046.446, 'amount': 1.5} #{'price': 4046.446, 'amount': 1.5} #{'price': 4046.446, 'amount': 1.5} #{'price': 4046.446, 'amount: 1.5} #{'amount: 1.5} #{'price': 4046.446, 'amount: 1.5} #{'amount: 1.5} #{'amount: 1.5} Dict = exchange.GetOrder ((orderId)) is the name of the command. Buy_price = Dict['Price'] This is the price Buy_qty = Dict['Amount'] # The amount of the purchase print_log ((1, initAccount, and Dict) return one return is 0. except Exception as ex: Log (('except Exception my_buy:',ex) return 0 GetAccount ((() # Initialize the message Def print_log ((k_p, Account, Dict): try: global outAccount name = "" If k_p: LogProfit ((_N(gains, 4), 'Opening information about the trade Money:', Account.Balance, '--currency:', Account.Stocks, '--opening details:', Dict) name = "open" Other: LogProfit ((_N(gains, 4), 'Balance information Money:', Account.Balance, and 'Balance of the account'. '--currency:', Account.Stocks, '--settlement details:', Dict) name = "placement" GetAccount ((() # Initialize the message Date1 = time.strftime (("%Y-%m-%d %H:%M:%S", time.localtime ((time.time))))) LogStatus (((((((((((((((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) "This initialization state:", outAccount, "\r\n Current run state:", endAccount, "\r\n This time start time: %s is running: %s\r\n" % ( Cal time (start_time, date1)), "This time profit: %s\r\n" % (str(gains) "Current status: %s-- money: %s-- currency: %s\r\n" % (str(name), This is a list of all the different ways Account.Balance is credited in the database. "Updated at %s" % (date1) # Testing except Exception as ex: Log (('except Exception print_log:', formerly) Def my_sell: #sell try: global buy_price, buy_qty, gains, start_time nowAccount = ext.GetAccount() # Export function of the transaction template Get account information if _C ((exchange.GetTicker).Last > buy_price + 4: # The current price must be greater than the opening price Log ((type ((nowAccount.Stocks), nowAccount.Stocks) orderId = ext.Sell ((-1, nowAccount.Stocks) #-1 represents the market price If (orderId): Log ((type ((orderId)) Dict = ext.GetOrder ((orderId)) is the name of the command. sell_gains = (Dict['Price'] - buy_price) *Dict['Amount'] This is the first time that I've seen this Gains = gains + sell_gains Buy_price = 0 # Buy price buy_qty = 0 # The number of purchases print_log ((0, nowAccount, Dict) return one return is 0. except Exception as ex: Log (('except Exception my_sell:', ex) return is 0. def main (: global outAccount State_IDLE = -1 # The empty state state = STATE_IDLE # Initialize State is empty Log (("run", outAccount) # Exports the initial account information SetErrorFilter (("GetAccount in GetRecords in GetTicker") # to block the wrong content b = 0 # open b1 = 0 # number of detections a = 0 # a1 = 0 # number of detections while True: if ((state == STATE_IDLE): # Determines whether the state triggers a position for the empty space # open shop n = Cross ((FastPeriod, SlowPeriod) # Template function to obtain EMA indicator short line, slow line cross results if n < 0: # Determines the current dead fork b1 + 1 is equal to 1 if b >= int (((n): # indicating that the trend is still downward b = int ((n) else: # start to decline Open position if ((int(n) >= int(b) + int ((EnterPeriod)): # Confirms the uptrend to a point defined by itself If my_buy ((): # open b is equal to 0. b1 is equal to 0. state = PD_SHORT # if ((b1>=10): # small volatility operation open # b1 is equal to 0 # if my_buy (: # b is equal to 0 # state = PD_SHORT else: # Placement n = Cross ((ExitFastPeriod, ExitSlowPeriod) # Template function to obtain the EMA indicator short line, slow line cross results if n > 0: # Determines the current gold fork A1 + 1 is equal to 1 if a <= int ((n): # Indicates whether the trend is up or down a = int ((n)) else: # Started falling flat if ((int ((n) <= int ((a) - int ((ExitPeriod)): # Confirms a downtrend to a self-defined point If my_sell: #sell a is equal to 0. a1 is equal to 0. state = STATE_IDLE # Change the state to empty and trigger the trade # if ((a1>=10): # small fluctuation operating equilibrium # a1 is equal to 0 # if my_sell (: # a is equal to 0 # state = STATE_IDLE # Change the status to empty and trigger the trade Sleep ((Interval * 1000) is the number of times

ddbo2015except Exception my_sell: ooOooo000oOO instance has no attribute 'GetMinStock' Please tell me, what does it mean to be constantly reminded?

17707250703It's still good, but it doesn't work now.

The ArcticEqual_trend_strategy trading_1 high definition This is the first time I've seen this show. This is the most common type of transaction. This is the first time I've seen this show.

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