Kode asli adalah versi langsung:https://www.fmz.com/bbs-topic/4908
Saat ini, versi kontrak telah diubah menjadi versi kontrak.
"Mengharukan" adalah kata yang ditujukan untuk mengartikulasikan situasi yang sedang terjadi di Indonesia.
Platform perdagangan yang baik dapat membuat strategi Anda bergulir hingga 90.000, dan dengan mendaftar melalui tautan ini, Anda akan mendapatkan dua bulan penawaran harga VIP5: (Tempat: 0%, makan 0,07%. Kontrak: 0%, makan 0,04%)https://www.kucoin.cc/ucenter/signup?rcode=1wxJ2fQ&lang=zh_CN&utmsource=VIP_TF
'''backtest
start: 2021-05-01 00:00:00
end: 2021-05-29 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
'''
# 原版代码是现货版：
# https://www.fmz.com/bbs-topic/4908
# 现在改为合约版。
# ———— 韬奋量化（微信：himandy）
# 好的交易平台可以让你的策略扶摇直上九万里，通过链接注册可获得两个月VIP5的手续费率优惠：
# （现货：挂单0%，吃单0.07%。合约：挂单0%，吃单0.04%）
# https://www.kucoin.cc/ucenter/signup?rcode=1wxJ2fQ&lang=zh_CN&utmsource=VIP_TF
import time
basePrice = -1
ratio = 0.05
acc = _C(exchange.GetAccount)
pos = _C(exchange.GetPosition)
lastCancelAll = 0
minStocks = 0.01
def CancelAll():
while True :
orders = _C(exchange.GetOrders)
for i in range(len(orders)) :
exchange.CancelOrder(orders[i]["Id"], orders[i])
if len(orders) == 0 :
break
Sleep(1000)
def main():
global basePrice, acc, lastCancelAll, leverage, StopGain, StopLoss
#Log(StopLoss * -1)
exchange.SetContractType("swap")
exchange.SetMarginLevel(leverage)
exchange.SetPrecision(2, 3)
pos = _C(exchange.GetPosition)
while True:
ticker = _C(exchange.GetTicker)
if basePrice == -1 :
basePrice = ticker.Last
if ticker.Last - basePrice > 0 and (ticker.Last - basePrice) / basePrice > ratio :
acc = _C(exchange.GetAccount)
if acc.Balance * ratio * leverage / ticker.Last > minStocks and len(pos) == 0:
exchange.SetDirection("buy")
exchange.Buy(_N(ticker.Last, 2), _N(acc.Balance * ratio / ticker.Last, 3))
basePrice = ticker.Last
ts = time.time()
if ts - lastCancelAll > 60 * 5 :
CancelAll()
lastCancelAll = ts
pos = _C(exchange.GetPosition)
if ticker.Last - basePrice < 0 and (basePrice - ticker.Last) / basePrice > ratio :
acc = _C(exchange.GetAccount)
pos = _C(exchange.GetPosition)
if acc.Balance * ratio * leverage / ticker.Last > minStocks and len(pos) == 0:
exchange.SetDirection("sell")
exchange.Sell(_N(ticker.Last, 2), _N(acc.Balance * ratio / ticker.Last, 3))
basePrice = ticker.Last
ts = time.time()
if ts - lastCancelAll > 60 * 5 :
CancelAll()
lastCancelAll = ts
pos = _C(exchange.GetPosition)
if len(pos) == 1 :
#Log(pos)
if pos[0]["Profit"] / pos[0]["Margin"] > StopGain :
if pos[0]["Type"] == 0 :
exchange.SetDirection("closebuy")
exchange.Sell(-1, pos[0]["Amount"])
pos = _C(exchange.GetPosition)
elif pos[0]["Type"] == 1 :
exchange.SetDirection("closesell")
exchange.Buy(-1, pos[0]["Amount"])
pos = _C(exchange.GetPosition)
elif pos[0]["Profit"] / pos[0]["Margin"] < StopLoss * -1 :
if pos[0]["Type"] == 0 :
exchange.SetDirection("closebuy")
exchange.Sell(-1, pos[0]["Amount"])
pos = _C(exchange.GetPosition)
elif pos[0]["Type"] == 1 :
exchange.SetDirection("closesell")
exchange.Buy(-1, pos[0]["Amount"])
pos = _C(exchange.GetPosition)
LogStatus(_D(), "\n", "行情信息:", ticker, "\n", "账户信息:", acc)
if exchange.GetName() == "Futures_Binance" and IsVirtual() == false :
LogProfit(_N(float(acc["Info"]["totalWalletBalance"], 4)))
Sleep(500)
77924998Apakah Anda bisa menulis multi-mata uang?
Kekuatan KuantitasTidak sulit.