R-Breaker 交易策略
# botvs@f976b25629baf8373e73da860a54030d #!/usr/local/bin/python #-*- coding: UTF-8 -*- #删除反转止损 import math import talib def adjustFloat(v): v =math.floor(v*1000) return v/1000 def GetAccount(): account = _C(exchange.GetAccount) while account == null: account = _C(exchange.GetAccount) Sleep(1000) return account def GetTicker(): ticker = exchange.GetTicker() while ticker ==null: ticker = exchange.GetTicker() Sleep(1000) return ticker # def updateProfit(accountInit, accountNow, ticker): # netNow = accountNow.Balance + accountNow.FrozenBalance + ((accountNow.Stocks + accountNow.FrozenStocks) * ticker.Buy) # netInit = accountInit.Balance + accountInit.FrozenBalance + ((accountInit.Stocks + accountInit.FrozenStocks) * ticker.Buy) # LogProfit(adjustFloat(netNow - netInit), accountNow) #获取当期账户总额 def GetNowamount(): account =GetAccount() ticker = exchange.GetTicker() return account.Balance + account.FrozenBalance + ((account.Stocks + account.FrozenStocks) * ticker.Buy) #获取当前账户市值 def GetStockcap(): account=GetAccount() ticker = GetTicker() return (account.Stocks + account.FrozenStocks) * ticker.Buy #type 0 总持仓比例 1 可买入币的百分比 def my_buy(ratio,type): try: global InitAccount account = GetAccount() ticker=_C(exchange.GetTicker) #计算买入量 if type == 0: unit =(GetNowamount()/ticker.Buy)*ratio - account.Stocks - account.FrozenStocks else: unit =((GetNowamount()/ticker.Buy) - account.Stocks - account.FrozenStocks)*ratio #不足最低交易退出买入操作 if unit < exchange.GetMinStock(): return 0 Dict = ext.Buy(unit) #买入ext.Buy if(Dict):#确认开仓成功 #buy_price=Dict['price'] #买入价格 #{'price': 4046.446, 'amount': 1.5} #buy_qty=Dict['amount'] #买入数量 #LogProfit(_N(gains,4),'开仓信息 钱:',initAccount.Balance,'--币:',initAccount.Stocks,'--开仓详情:',Dict) #updateProfit(InitAccount, GetAccount(), GetTicker()) Balance_log() #收益计算 print_log(1,InitAccount) return 1 return 0 except Exception,ex: Log('except Exception my_buy:',ex) return 0 def my_sell(ratio,type): try: global InitAccount account = GetAccount() if type == 0: unit = 1 else: unit =(account.Stocks + account.FrozenStocks)*ratio if unit<exchange.GetMinStock(): return 0 Dict = ext.Sell(unit) #Dict ={"price":_C(exchange.GetTicker).Last} if(Dict): #updateProfit(InitAccount, GetAccount(), GetTicker()) Balance_log() #收益计算 print_log(0,GetAccount()) return 1 except Exception,ex: Log('except Exception my_sell:',ex) return 0 ######################################################## import datetime def Caltime(date1,date2): try: date1=time.strptime(date1,"%Y-%m-%d %H:%M:%S") date2=time.strptime(date2,"%Y-%m-%d %H:%M:%S") date1=datetime.datetime(date1[0],date1[1],date1[2],date1[3],date1[4],date1[5]) date2=datetime.datetime(date2[0],date2[1],date2[2],date2[3],date2[4],date2[5]) return date2-date1 except Exception,ex: Log('except Exception Caltime:',ex) return "except Exception" import time start_timexx =time.localtime(time.time()) #time.clock() start_time=time.strftime("%Y-%m-%d %H:%M:%S",start_timexx) buy_price=0 #买入价格 buy_qty=0 #买入数量 gains=0 #盈利 beng_Account = ext.GetAccount() #初始化信息 beng_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价 beng_Balance=(beng_Account.Stocks*beng_ticker)+beng_Account.Balance #初始化账户钱 def Balance_log(): #收益计算 try: end_Account = ext.GetAccount() #当前账户信息 end_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价 end_Balance=(end_Account.Stocks*end_ticker)+end_Account.Balance #当前账面上钱数 LogProfit(end_Balance-beng_Balance) #记录盈利值 except Exception,ex: Log('except Exception Balance_log:',ex) def print_log(k_p,data=""): #输出 try: name="" if k_p: name="开仓" else: name="平仓" global beng_Account,beng_ticker,beng_Balance global R1,R2,R3,S1,S2,S3 global gains end_Account = ext.GetAccount() #当前账户信息 end_ticker = _C(exchange.GetTicker).Last#Ticker 市场行情 最后成交价 ################################################# date1=time.strftime("%Y-%m-%d %H:%M:%S",time.localtime(time.time())) msg_data0=("本次开始运行时间:%s已运行:%s\r\n"%(start_time,Caltime(start_time,date1))) ################################################# msg_data1=("本次初始化状态:%s\r\n当前运行状态:%s\r\n"%(beng_Account,end_Account)) ################################################# end_Balance=(end_Account.Stocks*end_ticker)+end_Account.Balance #当前账面上钱数 msg_data2=("初始化钱:%s现在钱:%s盈亏:%s\r\n"%(str(beng_Balance),str(end_Balance),str(end_Balance-beng_Balance))) ################################################# total = end_Account.Balance+end_Account.Stocks*_C(exchange.GetTicker).Last #账户总额 roi = ((total/beng_Balance) -1)*100 msg_data3=("当前状态:%s--钱:%s--币:%s--总值约:%.2f\r\n"%(str(name),str(end_Account.Balance),str(end_Account.Stocks),roi)) ################################################# income = total - beng_Account['Balance'] - beng_Account['Stocks']*beng_ticker #总盈亏 msg_data4=("本次盈亏:%s(RMB)\t总盈亏:%.2f(RMB) %.2f\r\n"%(str(gains),income,roi)) ################################################# #盈利计算方法 #盈利计算方法 浮动利润: 按 (现在币 - 初始币)x 现在的价格 + (现在的钱 - 初始的钱) diff_stocks=end_Account.Stocks-beng_Account.Stocks #比的差值 diff_balance=end_Account.Balance-beng_Account.Balance #钱的差值 new_end_balance=diff_stocks*end_ticker+diff_balance #实现盈亏 #当前的盈利 #盈利计算方法 账面利润 : (现在币 x 现在价格+现在钱) - (初始币 x 初始价格 + 初始钱) new_end_balance2=(end_Account.Stocks*end_ticker+end_Account.Balance)-(beng_Account.Stocks*beng_ticker+beng_Account.Balance) msg_data5=("浮动利润:%s(RMB)\r\n账面利润:%s(RMB)\r\n"%(str(_N(new_end_balance,3)),str(_N(new_end_balance2,3)))) msg_data6 ='R1',R1,'R2',R2,'R3',R3,'\r\n' msg_data7 ='S1',S1,'S2',S2,'S3',S3,'\r\n' msg_data8 ="当前价格:",end_ticker,'\r\n' ################################################# LogStatus("初始化投入2016/9/24 投入0.2个币=等于行情800RMB\r\n", msg_data0,msg_data1,msg_data2,msg_data3,msg_data4,msg_data5,msg_data6,msg_data7,msg_data8, "更新时间:%s\r\n"%(date1), "%s"%(data) ) ################################################# ################################################# ################################################# except Exception,ex: Log('except Exception print_log:',ex) def _GetCommand(): get_command=GetCommand() if get_command: global K1,K2,N arr =get_command.split(":") if arr[0] == 'K1': K1 = float(arr[-1]) if arr[0] =='K2': K2 = float(arr[-1]) if arr[0] =='N': N = int(arr[-1]) N=2 LastDeal = 0 #上次交易时间 def onTick(exchange): try: global R1,R2,R3,S1,S2,S3,short_state_buy,short_state_sell,LastDeal,task_state,buy_count,sell_count amount = GetAccount() # 获取账户状态 records =exchange.GetRecords() #默认5分钟 To = records[-1]['Open'] #今日开盘价 Th = records[-1]['High'] #今日最高价 Tl = records[-1]['Low'] #今日最低 time = records[-1].Time if LastDeal == time: return 0 else: LastDeal = 0 records1 =exchange.GetRecords(PERIOD_M30) #监控周期 #time =(records1[-2].Time - records1[-1].Time)/(60*1000) #Log(time); records.pop() records1.pop() ma5 = TA.MA(records1,5) ma10 = TA.MA(records1,10) # HH = records[-2]['High'] #最日最高 # LC = records[-2]['Low'] #昨日最低 HC = records[-1]['Close'] #昨日收盘 # LL = records[-2]['Low'] #昨日最低 HH = TA.Highest(records,N,'High') #N日high的最高价 #lc = records[-2]['Low'] #HC = TA.Lowest(records,N,'Close') #//N日close的最低价 #hc = records[-2]['Close'] #HH = TA.Highest(records,N,'Close') #N日close的最高价 #ll = records[-2]['Low'] LC = TA.Lowest(records,N,'Low') #//N日low的最低价 #HC = TA.Highest(records,N,'Close') if ma5[-1] <ma10[-1]: HC = records[-1]['Open'] Pivot = (HH+HC+LC)/3 #枢轴点 Pivot = Pivot R1 = 2*Pivot-LC #阻力1W R2 = Pivot+(HH-LC) #阻力2 R3 = HH +2*(Pivot-LC) #阻力3 S1 = 2*Pivot-HH S2 = Pivot - (HH-LC) S3 = LC-2*(HH-Pivot) # Log('r1',R1,"R2",R2,'R3',R3) # Log('S1',S1,"S2",S2,'S3',S3) current_price = _C(exchange.GetTicker).Last #当前价格 capratio = (amount.Stocks + amount.FrozenStocks)/GetNowamount() #突破上轨 和半小时 均线向上 资金大于100 则买入 if ma5[-1] >ma10[-1] : if current_price > R3 and amount.Balance > 100 and ma5[-1] >ma10[-1] and capratio <0.8 and buy_count <3 : # Log(ma5[-1],ma10[-1]) Log('开多') if my_buy(0.4,1): LastDeal = time sell_count = 0 buy_count+=1 return #突破下轨卖空 有币 进入卖出操作 if current_price < S3 and amount.Stocks > 0.03 : Log('清仓') if my_sell(1,0): sell_count+=1 buy_count = 0 LastDeal = time return if Th >R2 and Th <R3 and current_price <R1 and current_price >S1 and amount.Stocks > 0.003 and buy_count <3: Log('趋势反转卖') if my_sell(0.5,1): LastDeal = time buy_count = 0 sell_count+=1 return if Tl <S2 and Tl >S3 and current_price <S1 and current_price < R1 and capratio <0.6 and ma5[-1] >ma10[-1] and buy_count <3 : #Log(ma5[-1],ma10[-1]) Log('趋势反转买') if my_buy(0.2,1): buy_count+=1 sell_count = 0 LastDeal = time return else : if(current_price > R3 and amount.Stocks > 0.03): if my_sell(0.5,1): Log('测试买') LastDeal = time return if (current_price < S3 and ma5[-1] >ma5[-5]): if my_buy(0.05,1): Log('测试买入') LastDeal = time buy_count = 0 return except Exception,ex: Log('except Exception onTick:',ex) return 0 def main(): global outAccount,init_price,InitAccount,short_state_buy,short_state_sell,task_state,buy_count,sell_count init_price = _C(exchange.GetTicker).Last InitAccount = GetAccount() Log(init_price) short_state_buy =short_state_sell = 0 task_state =0 buy_count = 0 sell_count = 0 while True: onTick(exchange) nowAccount = ext.GetAccount() #交易模板的导出函数 获取账户信息 print_log(0,nowAccount) Sleep(1000)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6