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可视化策略编写范例-- OKEX当周合约与季度合约差价

Author: 小小梦, Date: 2018-10-18 12:26:01
Tags: OKEX Study Visualization


{"xml":"<xml xmlns=\"http://www.w3.org/1999/xhtml\">\n  <variables>\n    <variable type=\"\" id=\"CUnhT=2QQya8+dUEgj0W\">ticker1</variable>\n    <variable type=\"\" id=\"-xl={KB09@geORu=ORZB\">ticker2</variable>\n    <variable type=\"\" id=\"YXD1A6G~dGcHiAg@1B)@\">diff</variable>\n  </variables>\n  <block type=\"ext_exchange_SetContractType\" id=\"6:?at}X85y|$0nIHEsk=\" x=\"92\" y=\"53\">\n    <field name=\"INPUT_0\">1</field>\n    <value name=\"INPUT_1\">\n      <shadow type=\"text\" id=\"0nxm(YJ:LEXugR:ubFh;\">\n        <field name=\"TEXT\">quarter</field>\n      </shadow>\n    </value>\n    <next>\n      <block type=\"ext_exchange_SetContractType\" id=\"^.VGjPVcFC47F~cB4,Vo\">\n        <field name=\"INPUT_0\">0</field>\n        <value name=\"INPUT_1\">\n          <shadow type=\"text\" id=\"l#*K}{JMGuKMfQu[:YK?\">\n            <field name=\"TEXT\">this_week</field>\n          </shadow>\n        </value>\n        <next>\n          <block type=\"controls_whileUntil\" id=\"VWKIXl]e;;A3L|%7u^Z@\">\n            <field name=\"MODE\">WHILE</field>\n            <value name=\"BOOL\">\n              <block type=\"logic_boolean\" id=\"C|T=r~o=S;a~rmKO.G8!\">\n                <field name=\"BOOL\">TRUE</field>\n              </block>\n            </value>\n            <statement name=\"DO\">\n              <block type=\"variables_set\" id=\"pddV$``z0@4GVJN:O]@{\">\n                <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                <value name=\"VALUE\">\n                  <block type=\"ext_exchange_GetTicker\" id=\"gsrhy`blU?m-];I]~0R$\">\n                    <field name=\"INPUT_0\">0</field>\n                  </block>\n                </value>\n                <next>\n                  <block type=\"variables_set\" id=\"8ncRSoG8%^gQH3Bin!Wn\">\n                    <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                    <value name=\"VALUE\">\n                      <block type=\"ext_exchange_GetTicker\" id=\"#HFxH5G(Kl|$59T@UWeL\">\n                        <field name=\"INPUT_0\">1</field>\n                      </block>\n                    </value>\n                    <next>\n                      <block type=\"controls_if\" id=\";464c}_|aIHp/`yIM(=;\">\n                        <value name=\"IF0\">\n                          <block type=\"logic_operation\" id=\"pZX7ifC=qhO-~qX{?T39\">\n                            <field name=\"OP\">OR</field>\n                            <value name=\"A\">\n                              <block type=\"logic_negate\" id=\"UFzS)Ph(sCKp1pF%7y[~\">\n                                <value name=\"BOOL\">\n                                  <block type=\"variables_get\" id=\"ELs+.VQwqgB79!CV-$p9\">\n                                    <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                            <value name=\"B\">\n                              <block type=\"logic_negate\" id=\"=C@BX3ClDiti|OAEs3{S\">\n                                <value name=\"BOOL\">\n                                  <block type=\"variables_get\" id=\"](YW?8,/??m.{5MJ~!w.\">\n                                    <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                          </block>\n                        </value>\n                        <statement name=\"DO0\">\n                          <block type=\"controls_flow_statements\" id=\"V*0|6M_vJ[]g|7eB^nmX\">\n                            <field name=\"FLOW\">CONTINUE</field>\n                          </block>\n                        </statement>\n                        <next>\n                          <block type=\"variables_set\" id=\"~Rbt*]b,`%-hX7YNr-n%\">\n                            <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                            <value name=\"VALUE\">\n                              <block type=\"math_arithmetic\" id=\"F.Z=uLW0`4gu%[O1lT1N\">\n                                <field name=\"OP\">MINUS</field>\n                                <value name=\"A\">\n                                  <shadow type=\"math_number\" id=\"M@sGQ{.Vevh8EEYZ2Ui_\">\n                                    <field name=\"NUM\">1</field>\n                                  </shadow>\n                                  <block type=\"ext_TickerOf\" id=\"w#Nh:},3TOzq`9Nr:x,_\">\n                                    <field name=\"INPUT_0\">Last</field>\n                                    <value name=\"INPUT_1\">\n                                      <block type=\"variables_get\" id=\"VWxz`y$r7aZ`Hnfb/;th\">\n                                        <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                                <value name=\"B\">\n                                  <shadow type=\"math_number\" id=\"OE@G?*.GK/$5@=,y6Ojy\">\n                                    <field name=\"NUM\">1</field>\n                                  </shadow>\n                                  <block type=\"ext_TickerOf\" id=\"h;l}[i[1[_}|GTV,ANv*\">\n                                    <field name=\"INPUT_0\">Last</field>\n                                    <value name=\"INPUT_1\">\n                                      <block type=\"variables_get\" id=\")0rDG*pL7?we@d8$=;Rp\">\n                                        <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                            <next>\n                              <block type=\"ext_Log\" id=\"6T21lmGfrJ*4xTsQ2~:4\">\n                                <value name=\"VALUE\">\n                                  <shadow type=\"text\" id=\"w`FO^ufB#_Qit=!iHh?7\">\n                                    <field name=\"TEXT\">abc</field>\n                                  </shadow>\n                                  <block type=\"text_join\" id=\"1^`CzN^wb0P0gf=(3QFX\">\n                                    <mutation items=\"2\"></mutation>\n                                    <value name=\"ADD0\">\n                                      <block type=\"text\" id=\"T#]`WN1x$PC/2v~k4xPU\">\n                                        <field name=\"TEXT\">当周价格 - 季度价格</field>\n                                      </block>\n                                    </value>\n                                    <value name=\"ADD1\">\n                                      <block type=\"variables_get\" id=\"XZ-j;-zKY0!f]9`AO?$K\">\n                                        <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                                <next>\n                                  <block type=\"ext_LogProift\" id=\"[CiXPd-@e}yh(l1yB1T]\">\n                                    <value name=\"INPUT_0\">\n                                      <shadow type=\"math_number\" id=\"A7}AvE1=fCF0YHXI3cg[\">\n                                        <field name=\"NUM\">0</field>\n                                      </shadow>\n                                      <block type=\"variables_get\" id=\"u`dWlYX4=bINKa+A9#mj\">\n                                        <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                                      </block>\n                                    </value>\n                                    <next>\n                                      <block type=\"ext_Sleep\" id=\"l0h6/Kh$4]2eK.`xP*?z\">\n                                        <value name=\"INPUT_0\">\n                                          <shadow type=\"math_number\" id=\"32!IfW{DCG4j$3[;yV_H\">\n                                            <field name=\"NUM\">2</field>\n                                          </shadow>\n                                        </value>\n                                      </block>\n                                    </next>\n                                  </block>\n                                </next>\n                              </block>\n                            </next>\n                          </block>\n                        </next>\n                      </block>\n                    </next>\n                  </block>\n                </next>\n              </block>\n            </statement>\n          </block>\n        </next>\n      </block>\n    </next>\n  </block>\n</xml>","javascript":"function main() {\n    var ticker1, ticker2, diff;\n\n\n    exchanges[1].SetContractType('quarter');\n    exchanges[0].SetContractType('this_week');\n    while (true) {\n        ticker1 = _C(exchanges[0].GetTicker);\n        ticker2 = _C(exchanges[1].GetTicker);\n        if (!ticker1 || !ticker2) {\n            continue;\n        }\n        diff = ticker1.Last - ticker2.Last;\n        Log(String('当周价格 - 季度价格') + String(diff));\n        LogProfit(diff);\n        Sleep(2 * 1000);\n    }\n}"}

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wula 谢谢啦

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小小梦 这个策略是 一个 DEMO, 用来示范 怎么 处理 两个合约的差价。 需要添加两个 OKEX 期货交易所。 如图: /upload/asset/f37aaddd0d4f019f8ab504047edae5af.png