- Square
- python
python
Author:
Zer3192, Date: 2022-01-30 11:22:27
Tags:
'''backtest
start: 2021-06-26 00:00:00
end: 2022-01-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
'''
def main():
exchange.SetMarginLevel(7)
exchange.SetContractType("swap")
exchange.SetDirection("buy")
ticker = exchange.GetTicker()
Log(ticker)
exchange.Buy(ticker["Last"] - 100, 0.001)
exchange.Buy(ticker["Last"] - 500, 0.001)
exchange.Buy(ticker["Last"] -1000, 0.002)
exchange.Buy(ticker["Last"] - 1500, 0.003)
exchange.Buy(ticker["Last"] - 2000, 0.005)
exchange.Buy(ticker["Last"] - 2500, 0.008)
exchange.Buy(ticker["Last"] - 3000, 0.013)
exchange.Buy(ticker["Last"] - 3500, 0.021)
exchange.Buy(ticker["Last"] - 4000, 0.034)
exchange.Buy(ticker["Last"] - 4500, 0.055)
exchange.Buy(ticker["Last"] - 5000, 0.089)
exchange.Buy(ticker["Last"] - 5500, 0.144)
exchange.Buy(ticker["Last"] - 6000, 0.233)
exchange.Buy(ticker["Last"] - 6500, 0.377)
exchange.Buy(ticker["Last"] - 7000, 0.610)
exchange.Buy(ticker["Last"] - 7500, 0.987)
exchange.Buy(ticker["Last"] - 8000, 1.597)
exchange.Buy(ticker["Last"] - 8500, 2.584)
exchange.SetContractType("swap")
exchange.SetDirection("sell")
ticker = exchange.GetTicker()
Log(ticker)
exchange.Sell(ticker["Last"] + 100, 0.001)
exchange.Sell(ticker["Last"] + 500, 0.001)
exchange.Sell(ticker["Last"] + 1000, 0.002)
exchange.Sell(ticker["Last"] + 1500, 0.003)
exchange.Sell(ticker["Last"] + 2000, 0.005)
exchange.Sell(ticker["Last"] + 2500, 0.008)
exchange.Sell(ticker["Last"] + 3000, 0.013)
exchange.Sell(ticker["Last"] + 3500, 0.021)
exchange.Sell(ticker["Last"] + 4000, 0.034)
exchange.Sell(ticker["Last"] + 4500, 0.055)
exchange.Sell(ticker["Last"] + 5000, 0.089)
exchange.Sell(ticker["Last"] + 5500, 0.144)
exchange.Sell(ticker["Last"] + 6000, 0.233)
exchange.Sell(ticker["Last"] + 6500, 0.377)
exchange.Sell(ticker["Last"] + 7000, 0.610)
exchange.Sell(ticker["Last"] + 7500, 0.987)
exchange.Sell(ticker["Last"] + 8000, 1.597)
exchange.Sell(ticker["Last"] + 8500, 2.584)
Log("orders", exchange.GetOrders())
Sleep(1000)
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