Kod asal adalah versi yang tersedia:https://www.fmz.com/bbs-topic/4908
Kini ia telah ditukar kepada versi kontrak.
Yang penting, kita akan terus berusaha untuk mengukur.
Platform dagangan yang baik boleh membuat strategi anda bergoyang hingga 90,000, dengan mendaftar dengan pautan untuk mendapatkan dua bulan diskaun VIP5: (Bekalan: 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)
77924998Adakah anda boleh menulis dalam pelbagai mata wang?
Kekuatan KuantitiTidak susah.