def on_pos_data(self, pos_dict):
# 先判断是否有仓位，如果是多头的仓位， 然后检查下是多头还是空头，设置相应的止损的价格..
current_pos = float(pos_dict['positionAmt'])
self.unRealizedProfit = float(pos_dict['unRealizedProfit'])
entryPrice = float(pos_dict['entryPrice'])
winPrice = entryPrice * 1.01 # 这个1.01是可修改的止盈参数，持仓价乘以1.01的值，当这个值大于当前价就止盈。
if self.enter_price == 0 or self.enter_price != entryPrice:
self.enter_price = entryPrice
self.win_price = winPrice
if self.pos != 0:
if self.unRealizedProfit > 0:
self.maxunRealizedProfit = max(self.maxunRealizedProfit,
self.unRealizedProfit)
elif self.unRealizedProfit < 0:
self.lowProfit = min(self.lowProfit, self.unRealizedProfit)
if self.pos != current_pos: # 检查仓位是否是一一样的.
if current_pos == 0:
dingding(
f"仓位检查:{self.symbol},交易所帐户仓位为0，无持仓，系统仓位为:{self.pos},重置为0",
symbols=self.symbol)
self.pos = 0
self.sync_data()
return
elif current_pos != 0:
dingding(
f"仓位检查:{self.symbol},交易所帐户仓位为:{current_pos},有持仓,系统仓位为:{self.pos},重置为:{current_pos}",
symbols=self.symbol)
self.pos = current_pos
self.sync_data()
return
def ticker_data(self, ticker):
if self.symbol == ticker['symbol']:
last_price = float(ticker['last_price']) # 最新的价格.
self.last_price = last_price
if self.pos != 0:
if self.high_price > 0:
self.high_price = max(self.high_price, self.last_price)
if self.low_price > 0:
self.low_price = min(self.low_price, self.last_price)
if self.pos == 0: # 无持仓
if self.HYJ_jd_ss == 1: # 策略计算出来是开多信号
self.HYJ_jd_ss = 0
self.pos = self.round_to(self.trading_size,
self.min_volume)
enter_price = self.ask
res_buy = self.buy(enter_price, abs(self.pos), mark=True)
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 -
self.long_stoploss)
self.takeprofit_price = enter_price * (
1 + self.long_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开多"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开多交易所返回:{res_buy}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == -1: # 策略计算出来是开空信号
self.HYJ_jd_ss = 0
self.pos = self.round_to(self.trading_size,
self.min_volume)
enter_price = self.bid
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.pos = -self.pos
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 +
self.short_stoploss)
self.takeprofit_price = enter_price * (
1 - self.short_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开空"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开空交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == 2: # 趋势反转后平空后开多
self.HYJ_jd_ss = 0
self.pos = self.round_to(self.trading_size,
self.min_volume)
enter_price = self.ask
res_buy = self.buy(enter_price, abs(self.pos), mark=True)
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 -
self.long_stoploss)
self.takeprofit_price = enter_price * (
1 + self.long_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开多3"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开多交易所返回:{res_buy}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == -2: # 趋势反转后平多后开空
self.HYJ_jd_ss = 0
self.pos = self.round_to(self.trading_size,
self.min_volume)
enter_price = self.bid
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.pos = -self.pos
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 +
self.short_stoploss)
self.takeprofit_price = enter_price * (
1 - self.short_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开空3"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开空交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.pos > 0: # 多单持仓，目前止损是以 HYJ_jd_ss = 11,如有需要其他的止损请在下边增加自己的代码
enter_price = self.bid2 # +1
Profit = self.round_to(
(enter_price - self.enter_price) * abs(self.pos),
self.min_price)
if self.HYJ_jd_ss == 11: # self.HYJ_jd_ss = 11 是趋势反转了
self.HYJ_jd_ss_old = 1
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.HYJ_jd_ss = 0
self.stop_price = 0
HYJ_jd_first = "趋势反转平多:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
HYJ_jd_remark = "趋势反转平多:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.stoploss_price = 0
self.takeprofit_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"趋势反转平多,交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == 22: # self.HYJ_jd_ss = 22 是趋势收缩了
self.HYJ_jd_ss_old = 1
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.HYJ_jd_ss = 0
self.stop_price = 0
HYJ_jd_first = "趋势收缩平多:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
HYJ_jd_remark = "趋势收缩平多:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.stoploss_price = 0
self.takeprofit_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"趋势收缩平多,交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.last_price < self.stoploss_price:
self.HYJ_jd_ss_old = 1
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.HYJ_jd_ss = 0
self.times += 1 # 这个是连续亏损计数
self.stop_price = 0
HYJ_jd_first = "止损平多:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "止损平多"
HYJ_jd_curAmount = "%s" % enter_price
HYJ_jd_remark = "止损平多:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
self.stoploss_price = 0
self.takeprofit_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"止损平多,交易所返回:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.takeprofit_price != 0 and self.last_price > self.takeprofit_price:
self.HYJ_jd_ss_old = 1
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈A:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
self.times = 0
self.stoploss_price = 0
self.takeprofit_price = 0
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"多单,止盈A,交易所返回:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
# elif self.unRealizedProfit > 0.1 and self.high_price - self.last_price > 1:
#
# self.HYJ_jd_ss_old = 1
# res_sell = self.sell(enter_price, abs(self.pos))
# self.HYJ_jd_ss = 0
# HYJ_jd_first = "止盈B:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
# self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
# self.pos = 0
# HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
# Profit, self.last_price, self.high_price, self.low_price)
# self.times = 0
# self.stoploss_price = 0
# self.takeprofit_price = 0
# self.stop_price = 0
# HYJ_jd_tradeType = "平多"
# HYJ_jd_curAmount = "%s" % enter_price
# self.enter_price = 0
# self.high_price = 0
# self.low_price = 0
# self.maxunRealizedProfit = 0
# self.unRealizedProfit = 0
# self.lowProfit = 0
# self.sync_data()
# dingding(f"多单,止盈B,交易所返回:{res_sell}")
# wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
#
# elif self.unRealizedProfit > 0.05 and self.high_price - self.last_price > 1:
#
# self.HYJ_jd_ss_old = 1
# res_sell = self.sell(enter_price, abs(self.pos))
# self.HYJ_jd_ss = 0
# HYJ_jd_first = "止盈C:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
# self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
# self.pos = 0
# HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
# Profit, self.last_price, self.high_price, self.low_price)
# self.times = 0
# self.stoploss_price = 0
# self.takeprofit_price = 0
# self.stop_price = 0
# HYJ_jd_tradeType = "平多"
# HYJ_jd_curAmount = "%s" % enter_price
# self.enter_price = 0
# self.high_price = 0
# self.low_price = 0
# self.maxunRealizedProfit = 0
# self.unRealizedProfit = 0
# self.lowProfit = 0
# self.sync_data()
# dingding(f"多单,止盈C,交易所返回:{res_sell}")
# wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
#
# elif self.maxunRealizedProfit > 0.1 and self.high_price - self.last_price > 2:
#
# self.HYJ_jd_ss_old = 1
# res_sell = self.sell(enter_price, abs(self.pos))
# self.HYJ_jd_ss = 0
# HYJ_jd_first = "止盈D:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
# self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
# self.pos = 0
# HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
# Profit, self.last_price, self.high_price, self.low_price)
# self.times = 0
# self.stoploss_price = 0
# self.takeprofit_price = 0
# self.stop_price = 0
# HYJ_jd_tradeType = "平多"
# HYJ_jd_curAmount = "%s" % enter_price
# self.enter_price = 0
# self.high_price = 0
# self.low_price = 0
# self.maxunRealizedProfit = 0
# self.unRealizedProfit = 0
# self.lowProfit = 0
# self.sync_data()
# dingding(f"多单,止盈D,交易所返回:{res_sell}")
# wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
#
# elif self.maxunRealizedProfit > 0.05 and self.high_price - self.last_price > 2:
#
# self.HYJ_jd_ss_old = 1
# res_sell = self.sell(enter_price, abs(self.pos))
# self.HYJ_jd_ss = 0
# HYJ_jd_first = "止盈E:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
# self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
# self.pos = 0
# HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
# Profit, self.last_price, self.high_price, self.low_price)
# self.times = 0
# self.stoploss_price = 0
# self.takeprofit_price = 0
# self.stop_price = 0
# HYJ_jd_tradeType = "平多"
# HYJ_jd_curAmount = "%s" % enter_price
# self.enter_price = 0
# self.high_price = 0
# self.low_price = 0
# self.maxunRealizedProfit = 0
# self.unRealizedProfit = 0
# self.lowProfit = 0
# self.sync_data()
# dingding(f"多单,止盈E,交易所返回:{res_sell}")
# wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.pos < 0: # 空单持仓
enter_price = self.ask2
Profit = self.round_to(
(self.enter_price - enter_price) * abs(self.pos),
self.min_price)
if self.HYJ_jd_ss == -11:
self.HYJ_jd_ss_old = -1
self.stop_price = 0
res_sell = self.buy(enter_price, abs(self.pos),
mark=True) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "趋势反转平空:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "趋势反转平空:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
self.stoploss_price = 0
self.takeprofit_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"趋势反转平空,交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == -22:
self.HYJ_jd_ss_old = -1
self.stop_price = 0
res_sell = self.buy(enter_price, abs(self.pos),
mark=True) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "趋势收缩平空:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "趋势收缩平空:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
self.stoploss_price = 0
self.takeprofit_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"趋势收缩平空,交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.stoploss_price != 0 and self.last_price > self.stoploss_price:
self.HYJ_jd_ss_old = -1
self.stop_price = 0
res_sell = self.buy(enter_price, abs(self.pos),
mark=True) # 平空
self.HYJ_jd_ss = 0
self.times += 1 # 这个是连续亏损计数
HYJ_jd_first = "止损平空:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "止损:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
self.stoploss_price = 0
self.takeprofit_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"止损平空,交易所返回:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
elif self.takeprofit_price > self.last_price:
self.HYJ_jd_ss_old = -1
res_sell = self.buy(enter_price, abs(self.pos),
mark=True) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈A:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit,
self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price,
self.low_price)
self.times = 0
self.stoploss_price = 0
self.takeprofit_price = 0
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"空单,止盈A,交易所返回:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType,
HYJ_jd_curAmount, HYJ_jd_remark)
def on_pos_data(self, pos_dict):
# 先判断是否有仓位，如果是多头的仓位， 然后检查下是多头还是空头，设置相应的止损的价格..
current_pos = float(pos_dict['positionAmt'])
self.unRealizedProfit = float(pos_dict['unRealizedProfit'])
entryPrice = float(pos_dict['entryPrice'])
if self.enter_price == 0 or self.enter_price != entryPrice:
self.enter_price = entryPrice
if current_pos > 0:
self.stoploss_price = entryPrice * (1 - self.long_stoploss)
self.takeprofit_price = entryPrice * (1 + self.long_takeprofit)
elif current_pos < 0:
self.stoploss_price = entryPrice * (1 + self.short_stoploss)
self.takeprofit_price = entryPrice * (1 -
self.short_takeprofit)
if self.pos != 0:
if self.unRealizedProfit > 0:
self.maxunRealizedProfit = max(self.maxunRealizedProfit,
self.unRealizedProfit)
elif self.unRealizedProfit < 0:
self.lowProfit = min(self.lowProfit, self.unRealizedProfit)
if self.pos != current_pos: # 检查仓位是否是一一样的.
if current_pos == 0:
dingding(
f"仓位检查:{self.symbol},交易所帐户仓位为0，无持仓，系统仓位为:{self.pos},重置为0",
symbols=self.symbol)
self.pos = 0
self.sync_data()
return
elif current_pos != 0:
if self.HYJ_jd_ss != 0:
self.HYJ_jd_ss = 0
dingding(
f"仓位检查:{self.symbol},交易所帐户仓位为:{current_pos},有持仓,系统仓位为:{self.pos},重置为:{current_pos}",
symbols=self.symbol)
self.pos = current_pos
self.sync_data()
return
if current_pos == 0 and len(self.open_orders) == 0:
coraup = self.cora_wave > self.old_cora_wave
Cora_Raw_wave = self.cora_raw - self.cora_wave
if coraup: # 多单方向
raw_wave = abs(Cora_Raw_wave) > self.long_line_poor
else: # 空单方向
raw_wave = abs(Cora_Raw_wave) > self.short_line_poor
if self.pos_flag == 1 and coraup and raw_wave: # 开多未成交,取消未成交订单再下单
self.pos_flag = 0
self.pos = self.round_to(self.trading_size, self.min_volume)
enter_price = self.ask
res_buy = self.buy(enter_price, abs(self.pos), mark=True)
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 - self.long_stoploss)
self.takeprofit_price = enter_price * (1 +
self.long_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开多2"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开多2,交易所返回:{res_buy}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount,
HYJ_jd_remark)
elif self.pos_flag == -1 and not coraup and raw_wave: # 开空未成交,取消未成交订单再下单
self.pos_flag = 0
self.pos = self.round_to(self.trading_size, self.min_volume)
enter_price = self.bid
res_sell = self.sell(enter_price, abs(self.pos), mark=True)
self.pos = -self.pos
self.enter_price = enter_price
self.stoploss_price = enter_price * (1 + self.short_stoploss)
self.takeprofit_price = enter_price * (1 -
self.short_takeprofit)
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开空2"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"开空2,交易所返回:{res_sell}", symbols=self.symbol)
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount,
HYJ_jd_remark)
else:
self.pos_flag = 0
def on_ticker_data(self, ticker):
if self.symbol == ticker['symbol']:
last_price = ticker['last_price'] # 最新的价格.
self.last_price = float(last_price)
if self.pos != 0:
if self.high_price > 0:
self.high_price = max(self.high_price, self.last_price)
if self.low_price > 0:
self.low_price = min(self.low_price, self.last_price)
if self.pos == 0:
if self.HYJ_jd_ss == 1:
self.HYJ_jd_ss = 0
pos = self.trading_size
self.pos = self.round_to(pos, self.min_volume)
enter_price = self.ask # -1
res_buy = self.buy(enter_price, abs(self.pos))
self.enter_price = enter_price
self.stop_price = enter_price - self.price_stop
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开多"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"res_buy:{res_buy}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.HYJ_jd_ss == -1:
self.HYJ_jd_ss = 0
pos = self.trading_size
self.pos = self.round_to(pos, self.min_volume)
enter_price = self.bid # -1
res_sell = self.sell(enter_price, abs(self.pos))
self.pos = -self.pos
self.enter_price = enter_price
self.stop_price = enter_price + self.price_stop
self.high_price = enter_price
self.low_price = enter_price
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.pos_update_time = datetime.now()
self.sync_data()
HYJ_jd_first = f"交易对:{self.symbol},仓位:{self.pos}"
HYJ_jd_tradeType = "开空"
HYJ_jd_curAmount = f"{enter_price}"
HYJ_jd_remark = f"最新价:{self.last_price}"
dingding(f"res_buy:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.pos > 0:
enter_price = self.bid2 # +1
Profit = self.round_to((enter_price - self.enter_price) * abs(self.pos), self.min_price)
if self.HYJ_jd_ss == 11:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
self.stop_price = 0
HYJ_jd_first = "规则平多:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
HYJ_jd_remark = "盈损:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 40 and self.high_price - self.last_price > 4:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "A:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 35 and self.high_price - self.last_price > 3.35:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "B:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 30 and self.high_price - self.last_price > 2.6:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "C:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 25 and self.high_price - self.last_price > 1.95:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "D:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 20 and self.high_price - self.last_price > 1.4:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "E:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 15 and self.high_price - self.last_price > 0.95:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "F:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 10 and self.high_price - self.last_price > 0.6:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "G:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.unRealizedProfit > 0 and Profit > self.trading_size * 5 \
and self.high_price - self.last_price > 3 and self.stop_price <= self.low_price:
res_sell = self.sell(enter_price, abs(self.pos))
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "H:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.pos < 0:
enter_price = self.ask2
Profit = self.round_to((self.enter_price - enter_price) * abs(self.pos), self.min_price)
if self.HYJ_jd_ss == -11:
self.stop_price = 0
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "规则平空:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_remark = "盈损:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price,self.high_price,self.low_price)
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 40 and self.last_price - self.low_price > 4:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "A:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 35 and self.last_price - self.low_price > 3.35:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "B:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 30 and self.last_price - self.low_price > 2.6:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "C:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 25 and self.last_price - self.low_price > 1.95:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "D:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 20 and self.last_price - self.low_price > 1.4:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "E:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 15 and self.last_price - self.low_price > 0.95:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "F:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.maxunRealizedProfit > self.trading_size * 10 and self.last_price - self.low_price > 0.6:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "G:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.unRealizedProfit > 0 and Profit > self.trading_size * 5 \
and self.last_price - self.low_price > 3 and self.stop_price <= self.high_price:
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.HYJ_jd_ss = 0
HYJ_jd_first = "止盈:交易对:%s,最大亏损:%s,最大利润:%s,当前利润:%s,仓位:%s" % (
self.symbol, self.lowProfit, self.maxunRealizedProfit, self.unRealizedProfit, self.pos)
self.pos = 0
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
HYJ_jd_remark = "H:净利:%s,最新价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.stop_price = 0
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
def on_pos_data(self, pos_dict):
# 先判断是否有仓位，如果是多头的仓位， 然后检查下是多头还是空头，设置相应的止损的价格..
current_pos = float(pos_dict['positionAmt'])
self.unRealizedProfit = float(pos_dict['unRealizedProfit'])
entryPrice = float(pos_dict['entryPrice'])
if self.enter_price == 0 or self.enter_price != entryPrice:
self.enter_price = entryPrice
if current_pos > 0:
self.stop_price = entryPrice - self.price_stop
elif current_pos < 0:
self.stop_price = entryPrice + self.price_stop
if self.pos != 0:
if self.unRealizedProfit > 0:
self.maxunRealizedProfit = max(self.maxunRealizedProfit, self.unRealizedProfit)
elif self.unRealizedProfit < 0:
self.lowProfit = min(self.lowProfit, self.unRealizedProfit)
if self.pos != current_pos: # 检查仓位是否是一一样的.
if current_pos == 0:
dingding(f"仓位检查:{self.symbol},交易所帐户仓位为0，无持仓，系统仓位为:{self.pos},重置为0")
self.pos = 0
self.sync_data()
return
elif current_pos != 0:
dingding(f"仓位检查:{self.symbol},交易所帐户仓位为:{current_pos},有持仓,系统仓位为:{self.pos},重置为:{current_pos}")
self.pos = current_pos
self.sync_data()
return
if self.unRealizedProfit > self.winPoints: # 有利润，要平仓
if self.pos > 0 and self.high_price - self.last_price > self.slOffset: # 多单,回撤超过slOffset
enter_price = self.bid2 # +1
res_sell = self.sell(enter_price, abs(self.pos)) # 平多
HYJ_jd_first = "多单止盈平仓:交易对:%s,当前利润:%s,最大利润:%s,最大亏损:%s" % (
self.symbol, self.unRealizedProfit,self.maxunRealizedProfit, self.lowProfit)
HYJ_jd_tradeType = "平多"
HYJ_jd_curAmount = "%s" % self.enter_price
self.stop_price = 0
Profit = self.round_to((enter_price - self.enter_price) * abs(self.pos), self.min_price)
HYJ_jd_remark = "winPoints止盈,净利润:%s,当前价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.pos = 0
self.times = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
elif self.pos < 0 and self.last_price - self.low_price > self.slOffset: # 空单,回撤超过slOffset
enter_price = self.ask2 # +1
res_sell = self.buy(enter_price, abs(self.pos)) # 平空
self.stop_price = 0
HYJ_jd_first = "空单止盈平仓:交易对:%s,当前利润:%s,最大利润:%s,最大亏损:%s" % (
self.symbol, self.unRealizedProfit, self.maxunRealizedProfit, self.lowProfit)
HYJ_jd_tradeType = "平空"
HYJ_jd_curAmount = "%s" % self.enter_price
Profit = self.round_to((self.enter_price - enter_price) * abs(self.pos), self.min_price)
HYJ_jd_remark = "winPoints止盈,净利润:%s,当前价:%s,最高价:%s,最低价:%s" % (
Profit, self.last_price, self.high_price, self.low_price)
self.enter_price = 0
self.high_price = 0
self.low_price = 0
self.times = 0
self.pos = 0
self.maxunRealizedProfit = 0
self.unRealizedProfit = 0
self.lowProfit = 0
self.sync_data()
dingding(f"res_sell:{res_sell}")
wx_send_msg(HYJ_jd_first, HYJ_jd_tradeType, HYJ_jd_curAmount, HYJ_jd_remark)
else:
self.sync_data()