def take_profit(self, position_info, cur_price):
""" 止盈 """
tp_signals = []
if "high" not in position_info:
return tp_cfg
tp_cfg = self.config["risk_control"]["take_profit"]
if "base_buy" in tp_cfg and tp_cfg["base_buy"] > 0 and (
position_info["high"] -
cur_price) / position_info["price"] > tp_cfg["base_buy"]:
tp_signals.append(
xq.create_signal(
xq.SIDE_SELL, 0, " 止盈",
"盈利回落，基于持仓价的{:8.2%}".format(tp_cfg["base_buy"])))
if "base_high" in tp_cfg and tp_cfg[
"base_high"] > 0 and cur_price / position_info["high"] < (
1 - tp_cfg["base_high"]):
tp_signals.append(
xq.create_signal(
xq.SIDE_SELL, 0, " 止盈",
"盈利回落，基于最高价的{:8.2%}".format(tp_cfg["base_high"])))
return tp_signals
"""
def stop_loss(self, position_info, cur_price):
""" 止损 """
sl_signals = []
# 风控第一条：亏损金额超过额度的10%，如额度1000，亏损金额超过100即刻清仓
limit_mode = self.config["mode"]
limit_value = self.value
if limit_mode == 0:
pass
elif limit_mode == 1:
limit_value += position_info["history_profit"]
else:
self.log_error("请选择额度模式，默认是0")
sl_cfg = self.config["risk_control"]["stop_loss"]
if "base_value" in sl_cfg and sl_cfg[
"base_value"] > 0 and limit_value * sl_cfg[
"base_value"] + position_info["profit"] <= 0:
sl_signals.append(
xq.create_signal(
xq.SIDE_SELL, 0, " 止损",
"亏损金额超过额度的{:8.2%}".format(sl_cfg["base_value"]),
ts.get_next_open_timedelta(self.now())))
# 风控第二条：当前价格低于持仓均价的90%，即刻清仓
pst_price = position_info["price"]
if pst_price > 0 and "base_price" in sl_cfg and sl_cfg[
"base_price"] > 0 and cur_price / pst_price <= (
1 - sl_cfg["base_price"]):
sl_signals.append(
xq.create_signal(
xq.SIDE_SELL, 0, " 止损",
"下跌了持仓均价的{:8.2%}".format(sl_cfg["base_price"])))
return sl_signals
def take_profit(self, position_info, cur_price):
""" 止盈 """
tp_signals = []
if "high" not in position_info:
return tp_cfg
tp_cfg = self.config["risk_control"]["take_profit"]
if position_info["direction"] == xq.DIRECTION_LONG:
price_offset = position_info["high"] - cur_price
else:
price_offset = cur_price - position_info["low"]
if "base_open" in tp_cfg:
for bo_band in tp_cfg["base_open"]:
high_profit_rate = position_info["high"] / position_info[
"price"] - 1
cur_profit_rate = cur_price / position_info["price"] - 1
fall_profit_rate = high_profit_rate - cur_profit_rate
if high_profit_rate > bo_band[0]:
self.log_info("base_open tp_cc 1 = %s" %
self.tp_cc["base_open"])
if fall_profit_rate >= bo_band[1]:
self.tp_cc["base_open"] += 1
self.log_info("base_open tp_cc 2 = %s" %
self.tp_cc["base_open"])
if self.tp_cc["base_open"] >= 1:
tp_signals.append(
xq.create_signal(
position_info["direction"],
xq.CLOSE_POSITION, 0, " 止盈",
"盈利回落(基于持仓价) fall rate:{:8.2%} ( {:8.2%}, {:8.2%} )"
.format(fall_profit_rate, bo_band[0],
bo_band[1])))
else:
self.tp_cc["base_open"] = 0
break
if position_info["direction"] == xq.DIRECTION_LONG:
price_rate = cur_price / position_info["high"]
else:
price_rate = position_info["low"] / cur_price
if "base_high" in tp_cfg and tp_cfg["base_high"] > 0 and price_rate < (
1 - tp_cfg["base_high"]):
tp_signals.append(
xq.create_signal(
position_info["direction"], xq.CLOSE_POSITION, 0, " 止盈",
"盈利回落，基于最高价的{:8.2%}".format(tp_cfg["base_high"])))
return tp_signals
"""
def check(self, symbol):
""" kdj指标，金叉全买入，死叉全卖出 """
klines = self.engine.get_klines_1day(symbol, 300)
self.cur_price = float(klines[-1][4])
kdj_arr = ic.np_kdj(klines)
cur_k = kdj_arr[-1][1]
cur_d = kdj_arr[-1][2]
cur_j = kdj_arr[-1][3]
y_k = kdj_arr[-2][1]
y_d = kdj_arr[-2][2]
y_j = kdj_arr[-2][3]
"""
self.cur_price = pd.to_numeric(k1d["close"].values[-1])
ic.calc_kdj(k1d)
cur_k = k1d["kdj_k"].values[-1]
cur_d = k1d["kdj_d"].values[-1]
cur_j = k1d["kdj_j"].values[-1]
"""
logging.info(" current kdj J(%f), K(%f), D(%f)", cur_j, cur_k, cur_d)
check_signals = []
offset = 1
if (cur_j - offset) > cur_k > (cur_d + offset): # 开仓
# 满仓买入
check_signals.append(
xq.create_signal(xq.SIDE_BUY, 1,
"开仓：j-%g > k > d+%g" % (offset, offset)))
elif (cur_j + offset) < cur_k < (cur_d - offset): # 平仓
# 清仓卖出
check_signals.append(
xq.create_signal(xq.SIDE_SELL, 0,
"平仓：j+%g < k < d-%g" % (offset, offset)))
else:
pass
return check_signals
def stop_loss(self, position_info, cur_price):
""" 止损 """
sl_signals = []
# 风控第一条：亏损金额超过额度的10%，如额度1000，亏损金额超过100即刻清仓
limit_mode = self.config["mode"]
limit_value = self.value
if limit_mode == 0:
pass
elif limit_mode == 1:
limit_value += position_info["history_profit"]
else:
self.log_error("请选择额度模式，默认是0")
sl_cfg = self.config["risk_control"]["stop_loss"]
sl_td_h = ts.get_next_open_timedelta(self.now())
if "base_value" in sl_cfg and sl_cfg[
"base_value"] > 0 and limit_value * sl_cfg[
"base_value"] + position_info["floating_profit"] <= 0:
sl_signals.append(
xq.create_signal(
position_info["direction"], xq.CLOSE_POSITION, 0, " 止损",
"亏损金额超过额度的{:8.2%}".format(sl_cfg["base_value"]), sl_td_h))
# 风控第二条：当前价格低于持仓均价的90%，即刻清仓
pst_price = position_info["price"]
if position_info["direction"] == xq.DIRECTION_LONG:
loss_rate = 1 - (cur_price / pst_price)
else:
loss_rate = (cur_price / pst_price) - 1
if pst_price > 0 and "base_price" in sl_cfg and sl_cfg[
"base_price"] > 0 and loss_rate >= sl_cfg["base_price"]:
sl_signals.append(
xq.create_signal(
position_info["direction"], xq.CLOSE_POSITION, 0, " 止损",
"下跌了持仓均价的{:8.2%}".format(sl_cfg["base_price"]), sl_td_h))
return sl_signals
def risk_control(self, position_info, cur_price):
""" 风控，用于止损 """
rc_signals = []
# 风控第一条：亏损金额超过额度的10%，如额度1000，亏损金额超过100即刻清仓
limit_mode = self.config["limit"]["mode"]
limit_value = self.config["limit"]["value"]
if limit_mode == 0:
pass
elif limit_mode == 1:
limit_value += position_info["history_profit"]
else:
logging("请选择额度模式，默认是0")
loss_limit = limit_value * 0.1
if loss_limit + position_info["profit"] <= 0:
rc_signals.append(xq.create_signal(xq.SIDE_SELL, 0, "风控平仓：亏损金额超过额度的10%", ts.get_next_open_timedelta(self.now())))
# 风控第二条：当前价格低于持仓均价的90%，即刻清仓
pst_price = position_info["price"]
if pst_price > 0 and cur_price / pst_price <= 0.9:
rc_signals.append(xq.create_signal(xq.SIDE_SELL, 0, "风控平仓：当前价低于持仓均价的90%"))
return rc_signals
def check(self, symbol):
""" kdj指标，金叉全买入，下降趋势部分卖出，死叉全卖出 """
klines = self.engine.get_klines_1day(symbol, 300)
self.cur_price = float(klines[-1][4])
kdj_arr = ic.np_kdj(klines)
cur_k = kdj_arr[-1][1]
cur_d = kdj_arr[-1][2]
cur_j = kdj_arr[-1][3]
y_k = kdj_arr[-2][1]
y_d = kdj_arr[-2][2]
y_j = kdj_arr[-2][3]
"""
k, d, j = ic.pd_kdj(klines, self.engine.get_kline_column_names())
cur_k = k.values[-1]
cur_d = d.values[-1]
cur_j = j.values[-1]
y_k = k.values[-2]
y_d = d.values[-2]
y_j = j.values[-2]
"""
logging.info(" current kdj J(%f), K(%f), D(%f)", cur_j, cur_k,
cur_d)
logging.info("yestoday kdj J(%f), K(%f), D(%f)", y_j, y_k, y_d)
check_signals = []
offset = 1
if cur_j - offset > cur_k > cur_d + offset:
if cur_j > y_j + offset and cur_k > y_k + offset:
# 上升趋势，满仓买入
check_signals.append(
xq.create_signal(xq.SIDE_BUY, 1,
"开仓：j-%g > k > d+%g" % (offset, offset)))
elif cur_j < y_j - offset:
# 下降趋势
if cur_k < y_k - offset:
# j、k 同时下降，最多保留半仓
check_signals.append(
xq.create_signal(xq.SIDE_SELL, 0.5, "减仓：j、k 同时下降"))
elif cur_k > y_k + offset:
# j 下落，最多保留8成仓位
check_signals.append(
xq.create_signal(xq.SIDE_SELL, 0.8, "减仓：j 下落"))
else:
pass
else:
pass
elif cur_j + offset < cur_k < cur_d - offset:
# 清仓卖出
check_signals.append(
xq.create_signal(xq.SIDE_SELL, 0,
"平仓：j+%g < k < d-%g" % (offset, offset)))
else:
pass
return check_signals