成長する"<unk>菜"として,私は,プラットフォームの期貨取引における方向選択と取引の指令の組み合わせに困惑しています.
取引方向を設定する exchange.SetDirection ((buy/sell/closebuy/closesell),取引方向は合計4種類の<unk>
そして,exchange.Buy/Sell () 関数を呼び出し,
複数の状況に巻き込まれる:
買って売る方向に
バイとセルの方向
closebuyの方向に buyとsellを入れている
closesellの buyとsellの関数は,それぞれ,この関数の関数と関数の関数の関数を,この関数の関数と関数の関数の関数を,この関数の関数と関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数の関数を,この関数の関数の関数,この関数の関数,この関数の関数の関数,
私はこう結論付けました
<unk>//結論1:現在の方向は,買ったり,売ったり,多仓は買ったり,空仓は売ったり
結論2: closebuyとclosesellのどちらの方向でも,通常はsellで,平空はbuy<unk>である
小さい<unk>菜の参考に. テストされた<unk>のコードは以下の通りです.
/*backtest
start: 2018-12-01 00:00:00
end: 2018-12-31 00:00:00
period: 1h
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
*/
function main() {
exchange.SetContractType("quarter")
exchange.SetMarginLevel(10)
exchange.SetDirection("sell")
var buy1 =exchange.GetTicker()
Log(buy1.Sell)
exchange.Sell(3500,500)
Log(exchange.GetAccount());
Log(exchange.GetPosition());
exchange.SetDirection("closebuy")
exchange.Buy(4000,500)
Log(exchange.GetAccount());
Log(exchange.GetPosition());
}
//buy sell
// [{"Price":3934.21,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230381575061599,"Margin":1.27090318,"MarginLevel":10,"Type":1,"ContractType":"quarter"}]
// {"Balance":0,"FrozenBalance":0,"Stocks":98.72528411046,"FrozenStocks":0}
//buy buy
// [{"Price":3934.23,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230365153283115,"Margin":1.27089671,"MarginLevel":10,"Type":0,"ContractType":"quarter"}]
// {"Balance":0,"FrozenBalance":0,"Stocks":98.725290599843,"FrozenStocks":0}
//sell sell
//[{"Price":3934.21,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230381575061599,"Margin":1.27090318,"MarginLevel":10,"Type":1,"ContractType":"quarter"}]
//{"Balance":0,"FrozenBalance":0,"Stocks":98.72528411046,"FrozenStocks":0}
//sell buy
//[{"Price":3934.23,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230365153283115,"Margin":1.27089671,"MarginLevel":10,"Type":0,"ContractType":"quarter"}]
//{"Balance":0,"FrozenBalance":0,"Stocks":98.725290599843,"FrozenStocks":0}
//---------------------------------------------------------------------------
//buy buy
//[{"Price":3934.23,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230365153283115,"Margin":1.27089671,"MarginLevel":10,"Type":0,"ContractType":"quarter"}]
// {"Balance":0,"FrozenBalance":0,"Stocks":1.725290599843,"FrozenStocks":0}
//sell buy
//[{"Price":3934.23,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230365153283115,"Margin":1.27089671,"MarginLevel":10,"Type":0,"ContractType":"quarter"}]
//{"Balance":0,"FrozenBalance":0,"Stocks":1.725290599843,"FrozenStocks":0}
//buy sell
//[{"Price":3934.21,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230381575061599,"Margin":1.27090318,"MarginLevel":10,"Type":1,"ContractType":"quarter"}]
// {"Balance":0,"FrozenBalance":0,"Stocks":1.72528411046,"FrozenStocks":0}
//sell sell
//[{"Price":3934.21,"Amount":500,"FrozenAmount":0,"Profit":-0.00003230381575061599,"Margin":1.27090318,"MarginLevel":10,"Type":1,"ContractType":"quarter"}]
// {"Balance":0,"FrozenBalance":0,"Stocks":1.72528411046,"FrozenStocks":0}
結論:現在の方向は,buyかsellであるにせよ,多ポジションはbuy,空ポジションはsellである.
/ 持ってる
//--------------------------------------------
//closebuy buy
//invalid position
//closebuy sell
//[]
//{"Balance":0,"FrozenBalance":0,"Stocks":2.992310000303,"FrozenStocks":0}
//closesell buy
//invalid position
//closesell sell
//[]
//{"Balance":0,"FrozenBalance":0,"Stocks":2.992310000303,"FrozenStocks":0}
//--------------------------------------------
結論:closebuyとclosesellのどちらの方向でも,通常はsellである
/ 持ってる空白
//--------------------------------------------
//closesell sell
//invalid position
//closesell buy
//[]
//{"Balance":0,"FrozenBalance":0,"Stocks":2.992310000303,"FrozenStocks":0}
//closebuy sell
//invalid position
//closebuy buy
//[]
//{"Balance":0,"FrozenBalance":0,"Stocks":2.992310000303,"FrozenStocks":0}
結論は,closebuyとclosesellのどちらにしても,通常はbuyです.
| 下单函数 | 设置方向 | 备注 |
|---|---|---|
| exchange.Buy | 开多仓: exchange.SetDirection("buy") 、 平空仓: exchange.SetDirection("closesell") | 都是买入,但是一个是开仓 一个是平仓。 |
| exchange.Sell | 开空仓: exchange.SetDirection("sell") 、 平多仓:exchange.SetDirection("closebuy") | 数字货币期货是四个方向,商品期货还有对于今仓的处理。 |
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