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量化模板

Author: 尐龙。, Date: 2020-10-01 23:05:36
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'''backtest
start: 2020-09-25 00:00:00
end: 2020-09-27 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
'''

class Constant(object):
    IS_OPEN = False #是否开仓标记


#初始化常量
def init_env_constant():

    ext.Debug("init_env_constant()#初始化常量对象")

    pass
    
      
#开启监控
def start_monitor():
    ext.Debug("start_monitor()#开启监控")
    pass
    

#启动开仓
def start_open_shipping_space():
    ext.Debug("start_open_shipping_space()#启动开仓")
                    
    pass 

    
#开始加仓
def start_add_shipping_space():
    ext.Debug("start_add_shipping_space()#开始加仓")
    pass
    
#开始检查止损
def start_check_stop_and_stop_point_up():
    ext.Debug("start_check_stop_and_stop_point_up()#初始止损")
    pass

 #触及止损,开始平仓
def start_evening_up():
    ext.Debug("start_evening_up()#触及止损,开始平仓")
    pass
        
    

 #重置环境常量对象
def reset_env_constant():
    ext.Debug("reset_env_constant()#重置环境常量对象")
    pass

def main():
    
    global CONSTANT
    CONSTANT = Constant()
    
    while True :
        init_env_constant()#初始化常量对象
        start_monitor() #开启监控
        start_open_shipping_space() #启动开仓
        start_check_stop_and_stop_point_up() #启动检查止损
        start_add_shipping_space() #启动加仓
        start_check_stop_and_stop_point_up() #止损点上移
        start_evening_up() #启动平仓
        reset_env_constant() #重置环境常量对象
        Sleep(1000*10*6*10) #十分钟轮询一次
        exit()


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