def generatePredictOrder(self, engine: CoreEngine, predict: PredictData,debugPrams:{}=None) -> PredictOrder:
if debugPrams is None:
debugPrams = {}
code = predict.collectData.occurBars[-1].symbol
name = self.sw.getSw2Name(code)
order = PredictOrder(dimen=predict.dimen, code=code, name=name)
predict_sell_pct = predict.getPredictSellPct(engine.getEngineModel())
predict_buy_pct = predict.getPredictBuyPct(engine.getEngineModel())
start_price = engine.getEngineModel().getYBasePrice(predict.collectData)
order.suggestSellPrice = start_price * (1 + predict_sell_pct / 100)
order.suggestBuyPrice = start_price * (1 + predict_buy_pct / 100)
order.power_rate = engine.queryQuantData(predict.dimen).getPowerRate()
##for backTest
occurBar: BarData = predict.collectData.occurBars[-2]
skipBar: BarData = predict.collectData.occurBars[-1]
buy_price = skipBar.close_price
predict_sell_pct = 100 * (order.suggestSellPrice - start_price) / start_price
predict_buy_pct = 100 * (order.suggestBuyPrice - start_price) / start_price
buy_point_pct = 100 * (buy_price - occurBar.close_price) / occurBar.close_price ##买入的价格
abilityData = engine.queryPredictAbilityData(predict.dimen)
quantData = engine.queryQuantData(predict.dimen)
delta = abs(quantData.sellCenterPct) - abs(quantData.buyCenterPct)
if abs(delta) < 0.05:
# 多空力量差不多
power = 0
if delta > 0:
# 适合做多
power= (quantData.sellCenterPct + quantData.buyCenterPct) / quantData.sellCenterPct
else:
power = - (quantData.sellCenterPct + quantData.buyCenterPct) / quantData.buyCenterPct
extraCondition = True
quant_power = debugPrams.get("quant_power")
if not quant_power is None:
extraCondition = extraCondition and predict.quantData.getPowerRate() >= quant_power
predict_buy_pct_param = debugPrams.get("predict_buy_pct")
if not predict_buy_pct_param is None:
extraCondition = extraCondition and predict_buy_pct >= predict_buy_pct_param
if extraCondition and predict_sell_pct - buy_point_pct > 1 \
and abilityData.trainData.biasSellLoss < 10:
order.status = PredictOrderStatus.HOLD
order.buyPrice = buy_price
else:
order.status = PredictOrderStatus.STOP
return order
def generatePredictOrder(self, engine: CoreEngine, predict: PredictData,debugPrams:{}=None) -> PredictOrder:
if debugPrams is None:
debugPrams = {}
quantData = engine.queryQuantData(predict.dimen)
code = predict.collectData.occurBars[-1].symbol
name = self.sw.getSw2Name(code)
order = PredictOrder(dimen=predict.dimen, code=code, name=name)
start_price = engine.getEngineModel().getYBasePrice(predict.collectData)
_min, _max = quantData.getSellFloatEncoder().parseEncode(quantData.sellRange[0].encode)
order.suggestSellPrice = start_price * (1 + (_min + _max) / 2 / 100)
_min, _max = quantData.getBuyFloatEncoder().parseEncode(quantData.buyRange[0].encode)
order.suggestBuyPrice = start_price * (1 + (_min + _max) / 2 / 100)
order.power_rate = quantData.getPowerRate();
##for backTest
self.checkIfBuyPrice(order,predict.collectData.occurBars[-1].close_price,debugPrams)
return order