回测火币数据,以及在wexapp模拟盘交易,都得到类似下面的运行结果:
假如目前买卖的现货币种是BTC_USDT,那么:
限价买入,exchange.Buy(6840, 5)就是以6840的价格买入5个btc。 市价买入,exchange.Buy(-1, 5)就是以市价买入价值5 usdt的btc。(**请注意,这是4种情况中唯一特殊的地方)
限价卖出,exchange.Sell(7350, 3)就是以7350的价格卖出3个btc。 市价卖出,exchange.Sell(-1, 3)就是以市价卖出3个btc。
策略代码:https://www.fmz.com/m/edit-strategy/191349
2020年4月5日
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/*backtest start: 2020-01-01 00:00:00 end: 2020-04-01 00:00:00 period: 1d exchanges: [{"eid":"Huobi","currency":"BTC_USD","balance":1000000,"stocks":0}] */ var id, order, buyAmount, lastPrice; function main() { Log(exchange.GetAccount()); lastPrice = parseInt(exchange.GetTicker().Last); id = exchange.Buy(lastPrice + 50, 5); // 限价买入5个BTC,买入价是当前最新价格+50 Log(order = exchange.GetOrder(id)); buyAmount = parseFloat(order.DealAmount); Log(exchange.GetAccount()); Sleep(1000); last_price = parseInt(exchange.GetTicker().Last); id = exchange.Sell(lastPrice - 50, buyAmount); // 限价卖出5个BTC,卖出价是当前最新价格-50 Log(order = exchange.GetOrder(id)); Log(exchange.GetAccount()); Sleep(1000); id = exchange.Buy(-1, 5); // 市价买入BTC,成交量是5个usdt Sleep(1000); Log(order = exchange.GetOrder(id)); buyAmount = parseFloat(order.DealAmount); Log(exchange.GetAccount()); Sleep(1000); id = exchange.Sell(-1, buyAmount); // 市价卖出BTC,成交量是刚才买入的BTC Sleep(1000); Log(order = exchange.GetOrder(id)); Log(exchange.GetAccount()); }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6