파이썬 그리드 테스트

'''backtest
start: 2018-09-30 00:00:00
end: 2018-10-11 19:00:00
period: 15m
exchanges: [{"eid":"OKCoin_EN","currency":"ETC_USD"}]
'''
	
def main():
	first()
	while True:
		get_information = _C(exchange.GetTicker)
		#get_order = exchange.GetOrder() 
		btc_price_last = get_information.Last
		#account = exchange.GetAccount()
		
		for j in range(0,len(Grid_price_list)):
			if(Grid_price_list[j-1] < btc_price_last < Grid_price_list[j]):   # 判断价格所在的网格区间
				if(btc_price_last < exchange.GetOrder(buy_id).AvgPrice and btc_price_last <= Grid_price_list[j-1]): # ！！!需要进一步完善针对卖单情况的逻辑！！!，现价小于买入价，且现价小于等于网格下值，继续买入。
					buy()
				else:
					main()
				if(btc_price_last > exchange.GetOrder(buy_id).AvgPrice and btc_price_last >= Grid_price_list[j]): # ！！!需要进一步完善针对卖单情况的逻辑！！!，现价大于买入价，且现价大于等于网格上值，继续卖出。
					sell()
				else:
					main()
			
		order_stock_rate = 0.05 * j # 仓位比例
		
	Sleep(300 * 1000)
	
def buy():
	buy_price = Grid_price_list[j-1]
	buy_id = exchange.Buy(buy_price, 500 * (j - 1) / buy_price)

def sell():
	sell_price = Grid_price_list[j]
	sell_id = exchange.Sell(sell_price, 500 * j / sell_price)


def first():

	get_information = _C(exchange.GetTicker)
	#get_order = exchange.GetOrder() 
	btc_price_last = get_information.Last
	global account
	account = _C(exchange.GetAccount)

	global Grid_price_list
	Grid_price_list = [] # 给最低网格价格赋值,算出每个价格
	btc_price_bottom = 7
	for i in range(1,20):
		btc_price_bottom = btc_price_bottom * 1.05
		Grid_price_list.append(btc_price_bottom)
	Log(Grid_price_list)

	global j
	for j in range(0,len(Grid_price_list)):
		if(Grid_price_list[j-1] < btc_price_last < Grid_price_list[j]):   # 判断价格所在的网格区间
			buy()
			Log("初始买入",exchange.GetOrder(buy_id)
		#order_stock_rate = 0.05 * j # 仓位比例