- Square
- Lbuy_Hsell (低买高卖)
Lbuy_Hsell (低买高卖)
Author:
sltrain, Date: 2020-08-23 12:42:02
Tags:
'''backtest
start: 2020-05-31 00:00:00
end: 2020-08-28 00:00:00
period: 1day
exchanges: [{"eid":"huobi","currency":"BTC_USDT"}]
'''
ratio = 0.01
acc = 0
minStock = 0.01
def main():
global ratio,acc,minStock
exchanges[0].SetPrecision(2, 3)
Log('hello sltrain@')
#Log(exchanges[0].GetAccount())
tickers = _C(exchanges[0].GetTicker)
#Log(tickers)
while(True):
tickers_new = _C(exchanges[0].GetTicker)
if tickers_new.Last > tickers.Last * (1 + ratio):
acc = _C(exchanges[0].GetAccount)
id = exchanges[0].Sell(tickers_new.Last, acc.Stocks * ratio)
Log("id:", id)
elif tickers_new.Last < tickers.Last * (1 + ratio):
acc = _C(exchanges[0].GetAccount)
id = exchanges[0].Buy(tickers_new.Last, (acc.Balance * ratio)/tickers_new.Last)
Log("id:", id)
if tickers_new.Last == tickers.Last:
continue
tickers = tickers_new
Sleep(20*60*1000)
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6