1.5—可以监控ATR,RSI,BOLL,PRICE 1.4—增加告警周期设置 1.3—增加微信通知 1.2—支持期货平台 1.1—稳定版本
var _ContractType0 = ["this_week", "next_week", "month", "quarter"][ContractType0]; var _MarginLeve0 = [10, 20][MLevel0]; var usdrate0 = 6.35; var rate0 = 1; var TS = 0; //是否告警 var _CType0 = [0, 1][CType0]; var _Index = [0, 1, 2, 3][Index]; //atr,rsi,boll var CanAlarm = true; var LastRcdTime = 0; var arrValue1 = 0; var arrValue1Last1 = 0; var arrValue1Last2 = 0; var ArrayPrice = null; var ArrayLen = 0; //外部值 //var MaxRate = 104.2 //最大值 //var MinVal = 103.2 //最小值 //var AlarmPeriod = 120; //单位:一个ticker的时间,约0.5秒 //var Interval = 500; //重试间隔 //var Period = 12; //var RecordsHand = true; //手动收集K线 //var CleanLog = true; //清理日志图表 //常量 var RsiMid = 50; //{自定义区间 function UpArrayNGetAvg(valIn, arr, arrLen) { //变量 var nowOp = 0; var nowHi = 0; var nowLo = 0; var newLen = 0; if (valIn) { if(arr.length <= 0){ nowOp = valIn.Last; nowHi = valIn.Sell; nowLo = valIn.Buy; } else{ nowOp = arr[arr.length - 1].Close; nowHi = Math.max(arr[arr.length - 1].Close, valIn.Sell, valIn.Last); nowLo = Math.min(arr[arr.length - 1].Close, valIn.Buy, valIn.Last); } var rcd = {Time:new Date().getTime(), Open:nowOp, High:nowHi, Low:nowLo, Close:valIn.Last, Volume:valIn.Volume}; newLen = arr.push(rcd); while(newLen > arrLen){ arr.splice(0, 1); //删除第一个元素 newLen = arr.length; } } return arr; } ARRAY_ZEROS = function(len) { var n = []; return n; }; //} function _N(v, precision) { if (typeof(precision) != 'number') { precision = 4; } if(!v) return 0; var d = parseFloat(v.toFixed(Math.max(10, precision+5))); s = d.toString().split("."); if (s.length < 2 || s[1].length <= precision) { return d; } var b = Math.pow(10, precision); return Math.floor(d*b)/b; } function GetTicker(e) { while (true) { var ticker = EnsureCall(e, 'GetTicker'); if (ticker && ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) { return ticker; } Sleep(Interval); } } function EnsureCall(e, method) { var r; while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) { Sleep(Interval); } return r; } function sdGetDepth(e) { var dpth = null; while ( !(dpth = e.GetDepth()) || dpth.Asks.length <= 0 || dpth.Bids.length <= 0) { Sleep(Interval); } return dpth; } function getCmd() { var cmd = GetCommand(); if(cmd) { //Log(" ------ : ", cmd); var strNum = cmd.replace(/[^0-9]/ig,""); if(cmd.indexOf("推送切换") >= 0) { var ms = "现在推送状态为: "; if(TS == 1) { TS = 0; ms = ms + "无"; } else { TS = 1; ms = ms + "有"; } Log(ms, "#000000ff0000"); } } } function main() { //清理 if(CleanLog){ LogProfitReset(); LogReset(); } //局部变量申请 var ticker0 = null; var price0 = 0; var priceLast = 0; var tickerCnt = 0; var records = null; var name0 = exchanges[0].GetName(); var coin0 = exchanges[0].GetCurrency(); //检查和设置交易所 if(exchanges[0].GetName() == 'Futures_OKCoin') { Log(name0, coin0, "是:期货价格"); exchanges[0].SetContractType(_ContractType0); exchanges[0].SetMarginLevel(_MarginLeve0); } else Log(name0, coin0, "是:现货价格"); usdrate0 = exchanges[0].GetUSDCNY(); rate0 = exchanges[0].GetRate(); //设置汇率和日志,内部用量值 if(_CType0 == 1){//要求使用美元 if(rate0 == 1) //当前人民币计价 exchanges[0].SetRate(1/usdrate0); else exchanges[0].SetRate(1); } else //要求使用人民币 { if(rate0 == 1) //当前人民币计价 exchanges[0].SetRate(1); else exchanges[0].SetRate(usdrate0); } Log(name0, _CType0 == 0 ? "计价货币: RMB" : "计价货币: USD"); SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset"); EnableLogLocal(false); LoopInterval = Math.max(LoopInterval, 100); //初始化变量 Log('当前机器人ID: ', _G(), '开始运行...'); Log('当前告警推送状态: ', TS==0 ? '无' : '有', "#0000ff"); Log('轮询周期: ', _N(LoopInterval / 1000.0, 1), '秒'); Log('告警周期: 轮询', AlarmPeriod, '次告警一次 !'); //初始化 var rcd = exchange.GetRecords(); while ((_Index != 3) && (!rcd || rcd.length < (Period + 20))) { rcd = exchange.GetRecords(); Sleep(Interval); } ArrayLen = Math.max(rcd.length, (Period + 20)); ArrayPrice = ARRAY_ZEROS(ArrayLen); while (true) { //获取命令 getCmd(); tickerCnt = tickerCnt + 1; //更新告警标准 if(tickerCnt % (AlarmPeriod+1) == 0) { CanAlarm = true; tickerCnt = 0; } //{ if(_Index == 0 || _Index == 1 || _Index == 2) { if(RecordsHand == true){ //统计阶段 var ticker0 = GetTicker(exchange); records = UpArrayNGetAvg(ticker0, ArrayPrice, ArrayLen); } else records = exchanges[0].GetRecords(); if (!records || records.length < (Period + 5)) { Sleep(Interval); if(records) Log(records[records.length - 1]); continue; } if(LastRcdTime == records[records.length - 1].Time) continue; else LastRcdTime = records[records.length - 1].Time; } else if(_Index == 3) { ticker0 = GetTicker(exchanges[0]); price0 = ticker0.Last; } var arr = null; if(_Index == 0) //atr arr = TA.ATR(records, Period); else if(_Index == 1) //rsi arr = TA.RSI(records, Period); else if(_Index == 2) //boll arr = TA.BOLL(records, Period, 2); //打印 if(_Index == 0){ arrValue1 = arr[arr.length - 2]; LogProfit(arrValue1, "时间: ", records[records.length - 1]); } else if(_Index == 1){ arrValue1 = arr[arr.length - 2]; LogProfit(arrValue1, "时间: ", records[records.length - 1].Time); } else if(_Index == 2){ arrValue1 = arr[0][arr[0].length - 2] - arr[2][arr[2].length - 2]; LogProfit(arrValue1, "时间: ", records[records.length - 1].Time, "upValue: ", arr[0][arr[0].length - 2], "downValue: ", arr[2][arr[2].length - 2]); } else if(_Index == 3){ arrValue1 = price0; //var nowDate = new Date(); LogProfit(arrValue1, "时间: ", new Date().getTime()); } //} //推送 if(TS) { if(_Index == 0) { if(arrValue1 >= MaxVal && CanAlarm == true) { Log('ATR低值: ', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } if(arrValue1 <= MinVal && CanAlarm == true) { Log('ATR高值:', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } } else if(_Index == 1) { if(arrValue1 >= RsiMid && arrValue1Last1 <= RsiMid && arrValue1 > arrValue1Last1 && CanAlarm == true) { Log('RSI上穿越: 值 ---> ', arrValue1, '! 穿越值区间:<', arrValue1Last1, ', ', arrValue1,'> !@'); CanAlarm = false; } if(arrValue1 <= RsiMid && arrValue1Last1 >= RsiMid && arrValue1 < arrValue1Last1 && CanAlarm == true) { Log('RSI下穿越: 值 ---> ', arrValue1, '! 警戒值区间:<', arrValue1Last1, ', ', arrValue1,'> !@'); CanAlarm = false; } } else if(_Index == 2){ if(arrValue1Last1 > arrValue1Last2 && arrValue1Last1 > arrValue1 && arrValue1Last2 != 0) { Log('BOLL值见顶:', arrValue1, '! 见顶区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@'); CanAlarm = false; } if(arrValue1Last1 < arrValue1Last2 && arrValue1Last1 < arrValue1 && arrValue1Last2 != 0) { Log('BOLL值见底:', arrValue1, '! 见底区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@'); CanAlarm = false; } } else if(_Index == 3){ if(price0 >= MaxVal && priceLast <= MaxVal && price0 > priceLast && CanAlarm == true) { Log('价格升出区间: ', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } if(price0 <= MinVal && priceLast >= MaxVal && price0 < priceLast && CanAlarm == true) { Log('价格跌出区间:', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } } } //更新状态值 if(_Index == 0){ //if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1; //if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1; } else if(_Index == 1){ if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1; //if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1; } else if(_Index == 2){ if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;// 2 <--- 1 if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1; // 1 <--- 0 } else if(_Index == 3){ if(priceLast != price0) priceLast = price0; } Sleep(LoopInterval); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6