def get_sell_condition(symbol_value):
period_value = misc.getConfigKeyValueByKeyName('config.ini', 'config', 'period_value')
price_buy = float(misc.getConfigKeyValueByKeyName('config.ini', symbol_value, 'price_buy'))
price_max = float(misc.getConfigKeyValueByKeyName('config.ini', symbol_value, 'price_max'))
k_line = api.get_k_line(symbol_value, period_value, 11)
k_line_0_close = k_line[0]['close']
price_low = price_max * (1 - down_percent)
price_min = price_buy * (1 - down_percent_max)
print('price_buy = %s' % price_buy)
#print('price_max = %s' % price_max)
#print('price_low = %s' % price_low)
#print('price_min = %s' % price_min)
print('close = %s' % k_line_0_close)
print('percent = %.4f%%' % ((k_line_0_close / price_buy - 1) * 100))
condition1 = k_line_0_close < k_line[0]['open']#阴线
print('阴线 = %s' % condition1)
if k_line_0_close > price_max:
misc.setConfigKeyValue('config.ini', symbol_value, 'price_max', k_line_0_close)
price_max = k_line_0_close
if price_min > k_line_0_close:
return True
if price_low > k_line_0_close:
return True
else:
return False
def base_fun(symbol_value, period_value='1day', n=20, j=100):
k_line = api.get_k_line(symbol_value, period_value, 200)
roc_list = []
time_list = []
close_list = []
ma_list = []
for index in np.arange(0, len(k_line) - n):
roc = (k_line[index].close -
k_line[index + n].close) / k_line[index + n].close * 100
roc_list.append(roc * j)
# print(roc_list[::-1])
for index in np.arange(0, len(k_line) - n):
timestamp = k_line[index].id
temp = datetime.datetime.fromtimestamp(timestamp + 8 * 3600)
# time_list.append(time.strftime("%Y-%m-%d %H:%M:%S", temp))
time_list.append(temp)
# print(time_list[::-1])
for index in np.arange(0, len(k_line) - n):
close_list.append(k_line[index].close)
# print(close_list)
for index in np.arange(0, len(k_line) - n):
ma_list.append(misc.getMALine(k_line, n)[index])
# 收盘价
close = Scatter(x=time_list[::-1], y=close_list[::-1], name="收盘价")
# 均线
ma = Scatter(x=time_list[::-1], y=ma_list[::-1], name="均线({})".format(n))
# roc线
roc = Scatter(x=time_list[::-1],
y=roc_list[::-1],
name="roc({})".format(n))
layout = Layout(xaxis=dict(range=[
time_list[-1].timestamp() * 1000, time_list[0].timestamp() * 1000
]),
title=symbol_value)
return Figure(data=[close, ma, roc], layout=layout)
def get_condition():
operationType = misc.getConfigKeyValueByKeyName('config.ini', symbol_value,
'type')
k_line = api.get_k_line(symbol_value, period_value, 8)
last_close_value = k_line[0]['close']
ma_line = api.get_ma_line(k_line, 4)
last_ma_value = ma_line[0]
slope_list = api.get_slope_line(ma_line)
print(slope_list)
slope_list[0] = slope_list[0] * 1.075
print(slope_list)
slope_sum = 0
for slope in slope_list:
slope_sum = slope_sum + slope
slope_sum = round(slope_sum, 6)
slope_sum_last = slope_list[0] + slope_list[1] # + slope_list[2]
slope_sum_early = slope_list[3] + slope_list[2] # + slope_list[5]
condition1 = operationType == 'sell'
condition2 = last_close_value > last_ma_value #true为买入机会，false为卖出机会
condition3 = slope_sum > 0 #true为斜率之和大于0，目前趋势向上，反之向下
time_value = 0.0150
condition4 = abs(slope_sum) > (float(last_close_value) * time_value
) #true为波动幅度大于市价的100.75%，波动幅度较大，非横盘震荡、谷底、山顶
condition5 = slope_sum_last > slope_sum_early #斜率后半段大于前半段
condition6 = last_close_value > k_line[0]['open'] #true收盘价大于开盘价，阳线
condition7 = slope_sum_last > 0 #后半段斜率之和为正
condition8 = slope_sum_early < 0 #前半段斜率之和为负
print('均线 = %s' % last_ma_value)
print('市价 = %s' % last_close_value)
print('斜率之和 = %s' % slope_sum)
print('斜率之和（前半段） = %s' % slope_sum_early)
print('斜率之和（后半段） = %s' % slope_sum_last)
print('斜率波动幅度要求 = %s' % (last_close_value * time_value))
print('1-最后一次操作为卖出 = %s' % condition1)
print('2-市价高于均线 = %s' % condition2)
print('3-斜率之和大于0 = %s' % condition3)
print('4-波动幅度足够大 = %s' % condition4)
print('5-后半段斜率之和大于前半段三斜率之和 = %s' % condition5)
print('8-前半段斜率之和小于0 = %s' % condition8)
print('7-后半段斜率之和大于0 = %s' % condition7)
print('6-是否阳线 = %s' % condition6)
return condition1, condition2, condition3, condition4, condition5, condition6, condition7, condition8
def get_sell_condition(symbol_value):
period_value = misc.getConfigKeyValueByKeyName('config.ini', 'config',
'period_value')
k_line = api.get_k_line(symbol_value, period_value, 11)
k_line_0_close = k_line[0]['close']
condition1 = k_line_0_close < k_line[0]['open'] #阴线
k_line_1_close = k_line[1]['close']
k_line_1_time = k_line[1]['id']
k_line_time = int(
misc.getConfigKeyValueByKeyName('config.ini', symbol_value,
'k_line_time'))
x_value = (k_line_1_time - k_line_time) / 60 / 60
k_value = float(
misc.getConfigKeyValueByKeyName('config.ini', symbol_value, 'k_value'))
b_value = float(
misc.getConfigKeyValueByKeyName('config.ini', symbol_value, 'b_value'))
y_value = k_value * x_value + b_value
if (k_line_1_close > y_value * up_point and x_value > 0):
y_value_repair = y_value + (k_line_1_close - y_value) / 10
k_value_repair = (y_value_repair - b_value) / x_value
print('原始k k_value=%s' % k_value)
print('斜率k修正 k_value_repair=%s' % k_value_repair)
misc.setConfigKeyValue('config.ini', symbol_value, 'k_value',
str(k_value_repair))
#return False and condition1
k_value = float(
misc.getConfigKeyValueByKeyName('config.ini', symbol_value, 'k_value'))
x_value = x_value + 1
y_value = k_value * x_value + b_value
print('k_line_1时间 x=%s' % x_value)
print('直线斜率 k=%s' % k_value)
print('常数项 b=%s' % b_value)
print('理想市价 y=%s' % y_value)
print('实际市价 close=%s' % k_line_0_close)
if (k_line_0_close < y_value * down_point):
return True and condition1
else:
return False and condition1
def get_buy_condition(symbol_value):
period_value = misc.getConfigKeyValueByKeyName('config.ini', 'config', 'period_value')
k_line = api.get_k_line(symbol_value, period_value, 8)
last_close_value = k_line[0]['close']
ma_line = api.get_ma_line(k_line, 4)
print(ma_line)
last_ma_value = ma_line[0]
slope_list = api.get_slope_line(ma_line)
print(slope_list)
slope_sum = 0
for slope in slope_list:
slope_sum = slope_sum + slope
slope_sum = round(slope_sum, 6)
slope_sum_last = slope_list[0] + slope_list[1]
slope_sum_early = slope_list[3] + slope_list[2]
condition1 = last_close_value > last_ma_value #市价在均线之上
condition2 = last_close_value > k_line[0]['open'] #true收盘价大于开盘价，阳线
#condition3 = slope_sum_last > slope_sum_early and slope_sum_last > 0 #斜率后半段大于前半段，且大于0
condition3 = slope_list[0] > 0
print('市价在均线之上 = %s' % condition1)
print('阳线 = %s' % condition2)
print('斜率后半段大于前半段，且大于0 = %s' % condition3)
return condition1, condition2, condition3
import huo_bi_api as api
import misc
import time
from person import mailPass as mail_pass
mail_host = misc.getConfigKeyValueByKeyName('config.ini', 'mail', 'mailHost')
mail_user = misc.getConfigKeyValueByKeyName('config.ini', 'mail', 'mailUser')
receivers = misc.getConfigKeyValueByKeyName('config.ini', 'mail',
'receivers').split(',')
#交易对
symbol_value = 'qspbtc'
money_name = 'usdt'
coin_name = 'btc'
account_id = api.get_account_id()
global buy_signal
global sell_signal
buy_signal = 0
sell_signal = 0
buy_signal_max = 4
sell_signal_max = 4
usdt = api.get_balance(account_id, 'usdt')
btc = api.get_balance(account_id, 'btc')
bcc = api.get_balance(account_id, 'bcc')
print('usdt = %s' % usdt)
print('btc = %s' % btc)
print('bcc = %s' % bcc)
k_line = api.get_k_line(symbol_value)
print(k_line)
import numpy as np
mail_host = misc.getConfigKeyValueByKeyName('config.ini', 'mail', 'mailHost')
mail_user = misc.getConfigKeyValueByKeyName('config.ini', 'mail', 'mailUser')
receivers = misc.getConfigKeyValueByKeyName('config.ini', 'mail',
'receivers').split(',')
#交易对
symbol_value = 'btcusdt'
money_name = 'usdt'
coin_name = 'btc'
period_value = '1day' #60min/1day
n = 20 #回看时间窗口
j = 100 #缩小倍数
k_line = api.get_k_line(symbol_value, period_value, 200)
roc_list = []
time_list = []
close_list = []
ma_list = []
for index in np.arange(0, len(k_line) - n):
roc = (k_line[index].close -
k_line[index + n].close) / k_line[index + n].close * 100
roc_list.append(roc)
#print(roc_list[::-1])
for index in np.arange(0, len(k_line) - n):
timestamp = k_line[index].id