Beispiel #1
0
    def __init__(self, period):
        self.period = period
        self.exchange = Exchange(RebotConfig.access_key,
                                 RebotConfig.secret_key)
        self.exchange.delegate(tushareEXLocal())
        # time
        Time.SetServerTime(self.exchange.getServerTimestamp())
        # data.
        if RebotConfig.data_need_load:
            self.exchange.loadData(period, RebotConfig.rebot_test_begin)
        self.exchange.prepare(period, RebotConfig.rebot_test_begin)

        # markets
        self.markets = self.exchange.getMarkets()
        # rule.
        self.rules = {}
        # init.
        self.currenttimestamp = 0
        self.Pool = []
        self.RecordPools = []

        for k, v in enumerate(self.markets):
            market = v['id']
            dk = self.exchange.getK(market, 15, self.period,
                                    RebotConfig.rebot_test_begin)
            r = Turtle()
            r.Run(dk)
            lastk = r.KLines.Get(-1)
            self.rules[market] = r
            if lastk:
                self.currenttimestamp = lastk.t
Beispiel #2
0
    def __init__(self, period):
        self.period = period
        self.exchange = Exchange(RebotConfig.access_key,
                                 RebotConfig.secret_key)
        delegate = None
        if RebotConfig.exchange == 'chbtc':
            if RebotConfig.rebot_release:
                delegate = chbtcEX()
            else:
                delegate = chbtcEXLocal()
        if RebotConfig.exchange == 'yunbi':
            if RebotConfig.rebot_release:
                delegate = yunbiEX()
            else:
                delegate = yunbiEXLocal()
        if RebotConfig.exchange == "tushare":
            delegate = tushareEXLocal()
        if RebotConfig.exchange == "huobi":
            if RebotConfig.rebot_release:
                delegate = huobiEX()
            else:
                delegate = huobiEXLocal()

        self.exchange.delegate(delegate)
        # time
        Time.SetServerTime(self.exchange.getServerTimestamp())
        # data.
        if RebotConfig.data_need_load:
            self.exchange.loadData(period, RebotConfig.rebot_test_begin)
        self.exchange.prepare(period, RebotConfig.rebot_test_begin)

        # markets
        self.markets = self.exchange.getMarkets()
        # rule.
        self.rules = {}
        # init.
        self.currenttimestamp = 0
        for k, v in enumerate(self.markets):
            market = v['id']

            if RebotConfig.rebot_is_test:
                dk = self.exchange.getK(market, 42, self.period,
                                        RebotConfig.rebot_test_begin)
                # 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
            else:
                dk = self.exchange.getK(market, 500, self.period)

            r = Mood()
            r.Run(dk)

            lastk = r.KLines.Get(-1)
            self.rules[market] = r
            if lastk:
                self.currenttimestamp = lastk.t
            #    Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
        self.zuorizhangting = {}
        self.datas = []
Beispiel #3
0
    def __init__(self, period, path):
        self.period = period
        self.exchange = Exchange(RebotConfig.access_key,
                                 RebotConfig.secret_key)
        self.exchange.delegate(tushareEXLocal())
        # time
        Time.SetServerTime(self.exchange.getServerTimestamp())
        # data.
        if RebotConfig.data_need_load:
            self.exchange.loadData(period, RebotConfig.rebot_test_begin)
        self.exchange.prepare(period, RebotConfig.rebot_test_begin)

        # markets
        f = open(path, 'r')
        r = csv.DictReader(f)
        self.markets = []
        for row in r:
            id = row['code']
            self.markets.append({'id': id})
        # rule.
        self.rules = {}
        # init.
        self.currenttimestamp = 0
        self.Pool = []
        print 'markt count ', len(self.markets)
        for k, v in enumerate(self.markets):
            market = v['id']
            self.exchange.refresh(self.period, market)
            dk = self.exchange.getK(market, 15, self.period,
                                    RebotConfig.rebot_test_begin)
            r = Turtle()
            r.Run(dk)
            lastk = r.KLines.Get(-1)
            self.rules[market] = r
            if lastk:
                self.currenttimestamp = lastk.t
    def __init__(self, period, markets):
        self.period = period
        self.exchange = Exchange(RebotConfig.access_key,
                                 RebotConfig.secret_key)
        self.exchange.delegate(tushareEXLocal())
        # time
        Time.SetServerTime(self.exchange.getServerTimestamp())
        # data.
        if RebotConfig.data_need_load:
            self.exchange.loadData(period, RebotConfig.rebot_test_begin)
        self.exchange.prepare(period, RebotConfig.rebot_test_begin)

        # markets
        if markets == None:
            self.markets = self.exchange.getMarkets()
        else:
            self.markets = markets
        # rule.
        self.rules = {}
        # init.
        self.currenttimestamp = 0
        self.Pool = []
        for k, v in enumerate(self.markets):
            market = v['id']
            if RebotConfig.rebot_is_test:
                dk = self.exchange.getK(market, 15, self.period,
                                        RebotConfig.rebot_test_begin)
                # 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
            else:
                dk = self.exchange.getK(market, 500, self.period)
            r = TrutleAverage()
            r.Run(dk)
            lastk = r.KLines.Get(-1)
            self.rules[market] = r
            if lastk:
                self.currenttimestamp = lastk.t
Beispiel #5
0
    def __init__(self, period):
        self.period = period
        self.exchange = Exchange(RebotConfig.access_key,
                                 RebotConfig.secret_key)
        delegate = None
        if RebotConfig.exchange == 'chbtc':
            if RebotConfig.rebot_release:
                delegate = chbtcEX()
            else:
                delegate = chbtcEXLocal()
        if RebotConfig.exchange == 'yunbi':
            if RebotConfig.rebot_release:
                delegate = yunbiEX()
            else:
                delegate = yunbiEXLocal()
        if RebotConfig.exchange == "tushare":
            delegate = tushareEXLocal()
        if RebotConfig.exchange == "huobi":
            if RebotConfig.rebot_release:
                delegate = huobiEX()
            else:
                delegate = huobiEXLocal()

        self.exchange.delegate(delegate)
        # time
        Time.SetServerTime(self.exchange.getServerTimestamp())
        # data.
        self.exchange.loadData(period, RebotConfig.rebot_test_begin)
        self.exchange.prepare(period, RebotConfig.rebot_test_begin)
        # user.
        self.user = User()
        info = self.exchange.getUser()
        print info
        # print '-----------------------------------'
        self.user.updatePositions(info['accounts'])
        # markets
        self.markets = self.exchange.getMarkets()
        # rule.
        self.rules = {}
        # init.
        #
        for k, v in enumerate(self.markets):
            market = v['id']
            # order.
            # done in right env.
            self.user.updateOrder(self.exchange.getOrder(market))
            # k line.
            if RebotConfig.rebot_is_test:
                dk = self.exchange.getK(market, 42, self.period,
                                        RebotConfig.rebot_test_begin)
                # 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
            else:
                dk = self.exchange.getK(market, 500, self.period)

            r = WVStats()
            # r = MutliMovingAverage();
            r.Run(dk)
            lastk = r.KLines.Get(-1)
            if lastk:
                currency = market
                #market[0:len(market)-3];
                self.user.updateHigh(currency, lastk.c)
                # c or high
                self.user.updateCost(currency, lastk.c)

            self.rules[market] = r
            Log.d(
                'index:%d, start market:%s, begin time %s, current time:%s' %
                (k, market,
                 time.strftime('%Y-%m-%d %H:%M:%S',
                               time.localtime(r.KLines.Get(0).t)),
                 time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))))
        #scale.
        self.scales = []