def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside
global global_true_order_direction, global_true_stop_direction
global global_error_index_e_01_avg
import Analyse_win_crosspoint_1_60 as Analyse
test_tmp = 0
stop_direction = 0
crr_direction = 0
smooth_market_indexs = [0, 0, 0, 0, 0, 0]
Analyse.initAnaType("time")
Analyse.initPoolSize(global_pool_size, "time")
i = 0
while (1):
if global_data_index >= len(global_test_data):
break
one = mkMiniLine()
if not one:
continue
check_info = Order.checkTick(one[6], one[7], one[5])
if check_info:
stop_direction = global_give_opside * check_info['direction']
# global_give_opside *= -1
global_error_index += check_info['profit']
# testPrint(["stop", check_info["profit"]>0, one[0] + " " + one[1], one[5], 0, 0, 0, 0, 0, 0])
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
# if check_info_true:
# global_true_stop_direction = global_give_opside * check_info_true['direction']
# print global_true_stop_direction
Analyse.addData(one[:])
res = Analyse.calcPool()
# if res:
# testPrint([one[0] + " " + one[1], one[5], one[5]+res[3]*10])
# else:
# testPrint([one[0] + " " + one[1], one[5], one[5]])
if res:
crr_sig = Analyse.crrSigStatus()
# testPrint(crr_sig)
if crr_sig[0] != 0:
global_error_index_e_01_avg += -res[3] / 5
# print "sig: ", crr_sig, ", opside_flag: ", global_give_opside, "crr: ", crr_direction
# if crr_sig[1] >= 25:
# global_give_opside = 1
# global_true_stop_direction = -crr_sig[0]
# global_true_order_direction = -1
# else:
# global_give_opside = -1
# global_true_order_direction = 0
# if crr_direction != 0:
# if crr_sig[1] >= 10:
# global_true_order_direction = 0
# if crr_sig[1] >= 50:
# global_true_stop_direction = -crr_sig[0]
# global_true_order_direction = -1
# if crr_direction != crr_sig[0]:
# global_true_stop_direction = crr_sig[0]
# global_true_order_direction = 0
crr_direction = crr_sig[0]
opt = Analyse.addDeal(res)
if opt:
for one_opt in opt:
# one_opt = str(random.randint(1,2))
# print stop_direction
if stop_direction == Order.OP_SELL:
# print stop_direction, one_opt
if one_opt == "2":
one_opt = "3"
elif one_opt == "1":
stop_direction = 0
elif stop_direction == Order.OP_UP:
# print stop_direction, one_opt
if one_opt == "1":
one_opt = "3"
elif one_opt == "2":
stop_direction = 0
# if crr_sig[1] >= 20:
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
# one_opt = "0"
# print global_true_order_direction
order_info = sendOrder(one_opt, one[5],
one[0] + " " + one[1], False,
crr_sig)
# print res
# testPrint(res)
i += 1
if i % 10000 == 0:
print i
Order.profitInfo()
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
mkCsvFileWin("test_deals_info.csv", res)
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"
def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside
global global_true_order_direction, global_true_stop_direction
import Analyse_pool_todo as Analyse
test_tmp = 0
stop_direction = 0
crr_direction = 0
smooth_market_indexs = [0, 0, 0, 0, 0, 0]
zero_max = 3
Analyse.initAnaType("time")
Analyse.initPoolSize(60, "time")
i = 0
while (1):
if global_data_index >= len(global_test_data):
break
one = mkMiniLine()
if not one:
continue
check_info = Order.checkTick(one[6], one[7], one[5])
if check_info:
zero_max = 3
if check_info['profit'] < 0:
stop_direction = global_give_opside * check_info['direction']
# testPrint(["0", "0", "stop", check_info["profit"]>0, one[0] + " " + one[1], one[5], check_info["profit"], 0, 0])
global_error_index += check_info['profit']
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
# if check_info_true:
# global_true_stop_direction = global_give_opside * check_info_true['direction']
# print global_true_stop_direction
Analyse.addData(one[:])
res = Analyse.calcPool()
# if res:
# testPrint([one[0] + " " + one[1], one[5], one[5]+res[3]*10])
# else:
# testPrint([one[0] + " " + one[1], one[5], one[5]])
if res:
crr_sig = Analyse.crrSigStatus()
# if Order.orderProfit(Order.global_deal, one[5]) > global_price_chg_min:
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
# testPrint(res)
# if crr_sig[0] == 0 and crr_sig[1] > zero_max:
# if Order.orderProfit(Order.global_deal, one[5]) < global_price_chg_min:
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
# stop_direction = global_give_opside * Order.global_deal['direction']
if crr_sig[0] != 0:
zero_max = crr_sig[1]**2.7 * 5
# print "sig: ", crr_sig, ", opside_flag: ", global_give_opside, "crr: ", crr_direction
# if crr_direction != 0:
# if crr_sig[1] >= 30:
# global_true_order_direction = -1
# if crr_direction != crr_sig[0]:
# global_true_stop_direction = crr_sig[0]
# global_true_order_direction = 1
crr_direction = crr_sig[0]
opt = Analyse.addDeal(res)
if opt:
for one_opt in opt:
# one_opt = str(random.randint(1,2))
# print stop_direction
if stop_direction == Order.OP_SELL:
# print stop_direction, one_opt
if one_opt == "2":
one_opt = "3"
elif one_opt == "1":
stop_direction = 0
elif stop_direction == Order.OP_UP:
# print stop_direction, one_opt
if one_opt == "1":
one_opt = "3"
elif one_opt == "2":
stop_direction = 0
# print global_true_order_direction
# if one_opt == "2":
# one_opt = "3"
order_info = sendOrder(one_opt, one[5],
one[0] + " " + one[1], False,
crr_sig)
# print res
# testPrint(res)
i += 1
if i % 7200 == 0:
print i
Order.profitInfo()
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
mkCsvFileWin("test_deals_info.csv", res)
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"
def sendOrder(sig, price, date_info, is_urgent, debug_info):
global stop_lose, stop_win, global_give_opside, global_price_chg_min, global_error_index
global global_true_stop_direction
order_info = {}
# print sig, global_give_opside
# print global_true_order_direction
if sig == "0" or sig == False:
return order_info
if global_give_opside < 0:
if sig == "1":
sig = "2"
elif sig == "2":
sig = "1"
if sig == "1":
if Order.isDealOpen():
if Order.global_deal["direction"] == Order.OP_SELL:
order_profit = Order.orderProfit(Order.global_deal, price)
# if (abs(order_profit) > global_price_chg_min and order_profit > 0) or order_profit <= 0:
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price,
Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
if order_info:
1 # none
testPrint([
debug_info[0], debug_info[1], "close",
order_info["profit"] > 0, date_info, price,
order_info["profit"], global_error_index,
global_error_index_e_01_avg
])
order_info = Order.orderSend(date_info, Order.OP_UP, price,
price - stop_lose, price + stop_win)
if order_info and global_true_order_direction != 0:
if global_true_order_direction > 0:
if global_true_stop_direction != Order.OP_UP:
TrueOrder.orderSend(date_info, Order.OP_UP,
price + global_point,
price - stop_lose_true,
price + stop_win_true)
global_true_stop_direction = 0
else:
if global_true_stop_direction != Order.OP_SELL:
TrueOrder.orderSend(date_info, Order.OP_SELL,
price - global_point,
price + stop_lose_true,
price - stop_win_true)
global_true_stop_direction = 0
elif sig == "2":
if Order.isDealOpen():
if Order.global_deal["direction"] == Order.OP_UP:
order_profit = Order.orderProfit(Order.global_deal, price)
# if (abs(order_profit) > global_price_chg_min and order_profit > 0) or order_profit <= 0:
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price,
Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
if order_info:
1 # none
testPrint([
debug_info[0], debug_info[1], "close",
order_info["profit"] > 0, date_info, price,
order_info["profit"], global_error_index,
global_error_index_e_01_avg
])
order_info = Order.orderSend(date_info, Order.OP_SELL, price,
price + stop_lose, price - stop_win)
if order_info and global_true_order_direction != 0:
if global_true_order_direction > 0:
if global_true_stop_direction != Order.OP_SELL:
TrueOrder.orderSend(date_info, Order.OP_SELL,
price - global_point,
price + stop_lose_true,
price - stop_win_true)
global_true_stop_direction = 0
else:
if global_true_stop_direction != Order.OP_UP:
TrueOrder.orderSend(date_info, Order.OP_UP,
price + global_point,
price - stop_lose_true,
price + stop_win_true)
global_true_stop_direction = 0
elif sig == "3":
order_profit = Order.orderProfit(Order.global_deal, price)
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price, Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
# testPrint([debug_info[1], debug_info[2], debug_info[5], debug_info[6], debug_info[7], debug_info[8]])
# testPrint(order_info)
if order_info:
if sig == "3":
testPrint([
debug_info[0], debug_info[1], "close",
order_info["profit"] > 0, date_info, price,
order_info["profit"], global_error_index,
global_error_index_e_01_avg
])
else:
testPrint([
debug_info[0], debug_info[1], sig, 0, date_info, price,
order_info["profit"], global_error_index,
global_error_index_e_01_avg
])
return order_info
def sendOrder(sig, price, date_info, is_urgent, debug_info):
global stop_lose, stop_win, global_give_opside, global_price_chg_min, global_error_index
global global_true_stop_direction
order_info = {}
# print sig, global_give_opside
# print global_true_order_direction
if sig == "0" or sig == False or global_give_opside == 0:
return order_info
if global_give_opside < 0:
if sig == "1":
sig = "2"
elif sig == "2":
sig = "1"
if sig == "1":
if Order.isDealOpen():
if Order.global_deal["direction"] == Order.OP_SELL:
order_profit = Order.orderProfit(Order.global_deal, price)
# if (abs(order_profit) > global_price_chg_min and order_profit > 0) or order_profit <= 0:
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price,
Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
if order_info:
1 # none
if not order_info or order_info['profit'] < 0:
order_info = Order.orderSend(date_info, Order.OP_UP, price,
price - stop_lose, price + stop_win)
if Order.isDealOpen() and global_true_order_direction != 0:
if global_true_order_direction > 0:
if global_true_stop_direction != Order.OP_UP:
test_profit = Order.orderProfit(Order.global_deal, price)
if test_profit > 0 and test_profit < 0.2:
TrueOrder.orderSend(date_info, Order.OP_UP,
price + global_point,
price - stop_lose_true,
price + stop_win_true)
global_true_stop_direction = 0
else:
if global_true_stop_direction != Order.OP_SELL:
test_profit = Order.orderProfit(Order.global_deal, price)
if test_profit > 0 and test_profit < 0.2:
TrueOrder.orderSend(date_info, Order.OP_SELL,
price - global_point,
price + stop_lose_true,
price - stop_win_true)
global_true_stop_direction = 0
elif sig == "2":
if Order.isDealOpen():
if Order.global_deal["direction"] == Order.OP_UP:
order_profit = Order.orderProfit(Order.global_deal, price)
# if (abs(order_profit) > global_price_chg_min and order_profit > 0) or order_profit <= 0:
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price,
Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
if order_info:
1 # none
if not order_info or order_info['profit'] < 0:
order_info = Order.orderSend(date_info, Order.OP_SELL, price,
price + stop_lose, price - stop_win)
if Order.isDealOpen() and global_true_order_direction != 0:
if global_true_order_direction > 0:
if global_true_stop_direction != Order.OP_SELL:
test_profit = Order.orderProfit(Order.global_deal, price)
if test_profit > 0 and test_profit < 0.2:
TrueOrder.orderSend(date_info, Order.OP_SELL,
price - global_point,
price + stop_lose_true,
price - stop_win_true)
global_true_stop_direction = 0
else:
if global_true_stop_direction != Order.OP_UP:
test_profit = Order.orderProfit(Order.global_deal, price)
if test_profit > 0 and test_profit < 0.2:
TrueOrder.orderSend(date_info, Order.OP_UP,
price + global_point,
price - stop_lose_true,
price + stop_win_true)
global_true_stop_direction = 0
elif sig == "3":
order_profit = Order.orderProfit(Order.global_deal, price)
if abs(order_profit) > global_price_chg_min or is_urgent:
order_info = Order.orderClose(date_info, price, Order.STOP_T_CMD)
TrueOrder.orderClose(date_info, price, Order.STOP_T_CMD)
if order_info:
if order_profit < 0:
newErrIndex(1, order_info["profit"])
else:
newErrIndex(-1, order_info["profit"])
return order_info
def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside, global_chg_per
global global_true_order_direction, global_true_stop_direction
global stop_win, stop_lose, stop_lose_true, stop_win_true
import Analyse_price_walk as Analyse
import DataSrc
from ClassLine import Line
import Market
test_tmp = 0
stop_direction = 0
Analyse.initPriceWalk(global_chg_per)
if global_source_file.find("IF") > 0:
DataSrc.init(global_source_file, "IF")
else:
DataSrc.init(global_source_file, "MT4")
i = 0
signar = 0
tmp_count = 0
crr_price = 0
price_walk = Line(Market.E_N_AVG, 3)
price_ct_diff = Line(Market.E_N_AVG)
shoot_diff = Line(Market.E_N_AVG)
vol_ct_diff = Line(Market.E_N_AVG)
vol_strong_win_diff = Line(Market.E_N_AVG)
vol_weak_win_diff = Line(Market.E_N_AVG)
vol_strong_lose_diff = Line(Market.E_N_AVG)
vol_weak_lose_diff = Line(Market.E_N_AVG)
vol_index_diff = Line(Market.E_N_AVG)
vol_avg_diff = Line(Market.E_N_AVG)
while (1):
one = DataSrc.getLine()
# print "line: ", one
if not one:
break
crr_price = one[5]
market = Market.listen(one)
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
check_info = Order.checkTick(one[6], one[7], one[5], 0)
# check_info = Order.checkTick(one[6], one[7], one[5], stop_lose)
if check_info:
sendOrder("3", one[5], one[0] + " " + one[1], True, "")
# if check_info['profit']< 0:
# stop_direction = global_give_opside * check_info['direction']
tmpw = market["info"]["price_crr_walk"]
tmp1 = price_ct_diff.add(market["info"]["price_up_ct"] -
market["info"]["price_sell_ct"])
price_walk.add(market["info"]["price_crr_walk"])
tmp2 = int(abs(tmpw) > 1)
# print price_walk.point
tmp = int(tmpw * tmp1 > 0) * tmp2
tmpv1 = shoot_diff.add(market["info"]["vol_up_shoot"] -
market["info"]["vol_sell_shoot"])
# print shoot_diff.info()
# print tmpv1
tmpv2 = vol_ct_diff.add(market["info"]["vol_up_ct"] -
market["info"]["vol_sell_ct"])
tmpv3 = vol_strong_win_diff.add(market["info"]["vol_up_strong_win"] -
market["info"]["vol_sell_strong_win"])
tmpv4 = vol_weak_win_diff.add(market["info"]["vol_up_weak_win"] -
market["info"]["vol_sell_weak_win"])
tmpv5 = vol_strong_lose_diff.add(
market["info"]["vol_up_strong_lose"] -
market["info"]["vol_sell_strong_lose"])
tmpv6 = vol_weak_lose_diff.add(market["info"]["vol_up_weak_lose"] -
market["info"]["vol_sell_weak_lose"])
tmpv71 = market["info"]["vol_up_weak_win"] + market["info"][
"vol_up_weak_lose"] + market["info"]["vol_up_strong_win"] + market[
"info"]["vol_up_strong_lose"]
tmpv72 = market["info"]["vol_sell_weak_win"] + market["info"][
"vol_sell_weak_lose"] + market["info"][
"vol_sell_strong_win"] + market["info"]["vol_sell_strong_lose"]
tmpv7 = vol_index_diff.add(tmpv71 - tmpv72)
tmpv8 = vol_avg_diff.add(market["info"]["vol_avg_diff"])
tmpv9 = market["info"]["vol_diff"]
tmpv = int(tmpv1 * tmpv2 > 0) * int(tmpv1 * tmpv3 > 0) * int(
tmpv1 * tmpv6 > 0) * int(tmpv1 * tmpv7 > 0) * int(
tmpv1 * tmpv8 > 0) * int(tmpv1 * tmpv4 > 0) * int(
tmpv1 * tmpv5 > 0) #* int(tmpv1 * tmpv9 > 0)
signar = tmpv1 * tmp * tmpv * int(tmpv1 * tmpw > 0)
# signar = random.randint(-1,1)
if signar > 0:
one_opt = "1"
elif signar < 0:
one_opt = "2"
else:
one_opt = "0"
# if Order.orderProfit(Order.global_deal, one[5]) < -5:
# one_opt = "3"
# if tmp9 == 0:
# one_opt = "3"
if stop_direction == Order.OP_SELL:
if one_opt == "2":
one_opt = "3"
# elif one_opt == "1":
stop_direction = 0
elif stop_direction == Order.OP_UP:
if one_opt == "1":
one_opt = "3"
# elif one_opt == "2":
stop_direction = 0
order_info = sendOrder(one_opt, one[5], one[0] + " " + one[1], False,
"")
i += 1
if i % 1440 == 0:
print i, one[0] + " " + one[1]
if Order.isDealOpen():
print Order.global_deal[
"direction"], " deal(", signar, "): ", Order.orderProfit(
Order.global_deal, crr_price)
else:
print "no deal(", signar, ")"
Order.profitInfo()
print "---------------------"
# TrueOrder.profitInfo()
# testPrint([Order.global_profit_sum])
testPrint([Order.global_profit_sum])
DataSrc.done()
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
order_info = sendOrder("3", crr_price, "last", True, "")
if res:
mkCsvFileWin("test_deals_info.csv", res)
if res_real:
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"
def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside
global global_true_order_direction, global_true_stop_direction, global_price_chg_min
import Analyse
import Analyse_pool_todo as Analyse_pool
test_tmp = 0
stop_direction = 0
crr_direction = 0
check_i = 0
check_max = 600000
smooth_market_indexs = [0,0,0,0,0,0]
Analyse_pool.initAnaType("time")
Analyse_pool.initPoolSize(18, "time")
long_time_direction = 0
while(1):
if global_data_index >= len(global_test_data):
break
one = mkMiniLine()
if not one:
continue
check_info = Order.checkTick(one[6], one[7], one[5])
if check_info:
stop_direction = global_give_opside * check_info['direction']
global_error_index += check_info['profit']
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
Analyse.addData(one[:])
tmp = one[:]
tmp[2] = one[9]
tmp[3] = one[10]
Analyse_pool.addData(tmp)
res = Analyse.calcPool()
res2 = Analyse_pool.calcPool()
if res2:
if res2[3] != 0:
global_give_opside = -1
long_time_direction = res2[3]
stop_direction = long_time_direction
# print res[3], res2[3]
if res:
crr_sig = Analyse.crrSigStatus()
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
## global_give_opside= 0
# if crr_direction == crr_sig[0]:
# global_give_opside=0
## if crr_sig[1] > 0 and crr_sig[0] > 0:
# if crr_sig[1] >= 15:
# global_give_opside = 1
## elif crr_sig[1] > 8 and crr_sig[0] == -1:
## global_give_opside = 1
# else:
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
# global_give_opside=0
# stop_direction = global_give_opside * Order.global_deal['direction']
# if Order.isDealOpen() and (crr_sig[0] == 0 or crr_sig[0] == Order.global_deal["direction"]):
# if Order.orderProfit(Order.global_deal, one[5]) < global_price_chg_min:
# check_i += 1
## else:
## check_i -= 1
# if abs(check_i) > check_max:
# print check_i
# check_i = 0
# global_give_opside = 1
# sendOrder("3", one[5], one[0] + " " + one[1], True, crr_sig)
# global_give_opside= 0
# stop_direction = global_give_opside * Order.global_deal['direction']
# global_true_order_direction = 1
crr_direction = crr_sig[0]
market_indexs = [res[1],res[2],res[5],res[6],res[7],res[8]]
smooth_market_indexs = smoothIndex(market_indexs, smooth_market_indexs)
opt = Analyse.addDeal(res)
if opt:
for one_opt in opt:
# one_opt = str(random.randint(1,2))
# print stop_direction
if stop_direction == Order.OP_SELL:
# print stop_direction, one_opt
if one_opt == "2":
one_opt = "3"
elif one_opt == "1":
stop_direction = 0
elif stop_direction == Order.OP_UP:
# print stop_direction, one_opt
if one_opt == "1":
one_opt = "3"
elif one_opt == "2":
stop_direction = 0
# print global_true_order_direction
order_info = sendOrder(one_opt, one[5], one[0] + " " + one[1], False, crr_sig)
# print res
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
mkCsvFileWin("test_deals_info.csv", res)
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"
def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside
global global_true_order_direction, global_true_stop_direction
import Analyse_win_60 as Analyse
test_tmp = 0
stop_direction = 0
crr_direction = 0
smooth_market_indexs = [0, 0, 0, 0, 0, 0]
while (1):
if global_data_index >= len(global_test_data):
break
one = mkMiniLine()
if not one:
continue
check_info = Order.checkTick(one[6], one[7], one[5])
if check_info:
stop_direction = global_give_opside * check_info['direction']
global_error_index += check_info['profit']
# testPrint(["stop", check_info["profit"]>0, one[0] + " " + one[1], one[5], 0, 0, 0, 0, 0, 0])
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
# if check_info_true:
# global_true_stop_direction = global_give_opside * check_info_true['direction']
# print global_true_stop_direction
Analyse.addData(one)
res = Analyse.calcPool()
# if res:
# testPrint([one[0] + " " + one[1], one[5], one[5]+res[3]*10])
# else:
# testPrint([one[0] + " " + one[1], one[5], one[5]])
if res:
crr_sig = Analyse.crrSigStatus()
testPrint(crr_sig)
if crr_sig[0] != 0:
# print "sig: ", crr_sig, ", opside_flag: ", global_give_opside, "crr: ", crr_direction
if crr_direction != 0:
if crr_sig[1] >= 3:
global_true_stop_direction = -crr_sig[0]
global_true_order_direction = -1
if crr_direction != crr_sig[0]:
global_true_stop_direction = crr_sig[0]
global_true_order_direction = 1
crr_direction = crr_sig[0]
market_indexs = [res[1], res[2], res[5], res[6], res[7], res[8]]
smooth_market_indexs = smoothIndex(market_indexs,
smooth_market_indexs)
opt = Analyse.addDeal(res)
if opt:
for one_opt in opt:
# one_opt = str(random.randint(1,2))
# print stop_direction
if stop_direction == Order.OP_SELL:
# print stop_direction, one_opt
if one_opt == "2":
one_opt = "3"
elif one_opt == "1":
stop_direction = 0
elif stop_direction == Order.OP_UP:
# print stop_direction, one_opt
if one_opt == "1":
one_opt = "3"
elif one_opt == "2":
stop_direction = 0
# print global_true_order_direction
order_info = sendOrder(one_opt, one[5],
one[0] + " " + one[1], False,
crr_sig)
# print res
# testPrint(res)
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
mkCsvFileWin("test_deals_info.csv", res)
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"
def main():
global test_result, global_test_data, global_data_index, global_error_index, global_give_opside, global_chg_per
global global_true_order_direction, global_true_stop_direction
global stop_win, stop_lose, stop_lose_true, stop_win_true
import Analyse_price_walk as Analyse
import DataSrc
test_tmp = 0
stop_direction = 0
crr_direction = 0
smooth_market_indexs = [0, 0, 0, 0, 0, 0]
zero_max = 3
Analyse.initPriceWalk(global_chg_per)
if global_source_file.find("IF") > 0:
DataSrc.init(global_source_file, "IF")
else:
DataSrc.init(global_source_file, "MT4")
i = 0
down_vol = up_vol = 0
while (1):
one = DataSrc.getLine()
# print "line: ", one
if not one:
break
if one[3] > 0:
up_vol += one[4]
elif one[3] < 0:
down_vol += one[4]
print i, ", ", up_vol - down_vol
check_info = Order.checkTick(one[6], one[7], one[5], 0)
if check_info:
zero_max = 3
# if check_info['profit']< 0:
# stop_direction = global_give_opside * check_info['direction']
# if check_info['direction'] == Order.OP_UP:
# sendOrder("2", one[5], one[0] + " " + one[1], False, "")
# elif check_info['direction'] == Order.OP_SELL:
# sendOrder("1", one[5], one[0] + " " + one[1], False, "")
# testPrint(["0", "0", "stop", check_info["profit"]>0, one[0] + " " + one[1], one[5], check_info["profit"], 0, 0])
global_error_index += check_info['profit']
check_info_true = TrueOrder.checkTick(one[6], one[7], one[5])
# if check_info_true:
# global_true_stop_direction = global_give_opside * check_info_true['direction']
# print global_true_stop_direction
info = Analyse.addData(one[:])
# sendOrder("3", one[5], one[0] + " " + one[1], True, "")
if info:
if info["status"] == 9:
# print info["info"]
# print info["info"]["walk"], ", ", info['info']['all_per'], ", ", info['info']['walk_p'], ", ", info['info']['updown_per'], ", ",
# print info["info"]["updown_vol"], ", ", info["info"]["vol"], ", ", info["info"]["updown_vol"]*100.0 / info["info"]["vol"]
# print info["info"]["open"],info["info"]["close"],info["info"]["walk"]
opt = Analyse.giveSig(info)
abs_info_walk = abs(info["info"]["walk"])
# print abs_info_walk
# stop_lose = stop_lose_true = 5
# stop_win = stop_win_true = 8
if opt:
for one_opt in opt:
order_info = sendOrder(one_opt, one[5],
one[0] + " " + one[1], False,
one_opt)
i += 1
# if i % 7200 == 0:
# print i
# Order.profitInfo()
DataSrc.done()
res = Order.profitInfo()
res_real = TrueOrder.profitInfo()
if res:
mkCsvFileWin("test_deals_info.csv", res)
if res_real:
mkCsvFileWin("test_deals_info_real.csv", res_real)
mkCsvFileWin("test_info.csv", test_result)
print test_tmp
print "done res file"