def loop_new_price(self):
run_times = 0
while (True):
self.one_round_price()
time.sleep(60)
run_times = run_times + 1
# 每运行10次检查一下是不是需要发通知
if run_times % 10 == 0:
for market in self.__market_list:
for coin_pair in self.__coin_pair_list:
try:
buy_flag = self.match_alert_percent(coin_pair)
# 达到警示价格的进行持续买入操作
if buy_flag is True:
pass
# 目前测试半个月左右,没有能实现盈利,本方法优化不够,暂时停止执行,发现新的方法后再来测试
# self.coin_trans(market,coin_pair)
# 检查成交状态及进行止损检查
self.update_order_status(market, coin_pair)
# 对交易进行初始化处理
if self.cointrans_handler is None:
self.cointrans_handler = cointrans.CoinTrans(
market)
elif self.cointrans_handler.market != market:
self.cointrans_handler = cointrans.CoinTrans(
market)
# 对买入的订单进行加价卖出
self.cointrans_handler.sell_check()
except Exception as e:
print('Call failed:{0}'.format(str(e)))
def update_order_status(self, market, coin_pair):
priceitem = self.getpriceitem(market, coin_pair)
# 对交易进行初始化处理
if self.cointrans_handler is None:
self.cointrans_handler = cointrans.CoinTrans(market)
elif self.cointrans_handler.market != market:
self.cointrans_handler = cointrans.CoinTrans(market)
# 更新订单状态状态
self.cointrans_handler.update_order_status()
# 止损操作
self.cointrans_handler.stop_lost(priceitem)
def coin_trans(self, market, coin_pair):
priceitem = self.getpriceitem(market, coin_pair)
# 对交易进行初始化处理
if self.cointrans_handler is None:
self.cointrans_handler = cointrans.CoinTrans(market)
elif self.cointrans_handler.market != market:
self.cointrans_handler = cointrans.CoinTrans(market)
# 买入操作
self.cointrans_handler.coin_trans(market, 'buy', priceitem.buy_price,
priceitem)
# 对买入的订单进行加价卖出
self.cointrans_handler.sell_check()
# 更新订单状态状态
self.cointrans_handler.update_order_status()
# 止损操作
self.cointrans_handler.stop_lost(priceitem)
pass
def __init__(self, market, priceitem=None, save_log_flag=True):
# 保存执行过的价格列表
self.price_buffer = []
# 保存那些预测为买入的记录
self.price_forecast_list = []
# 市场
self.market = market
# 初始化常用的常量值
self.__initconst()
# 暂停开始时间
self.__pause_start_time = None
# 设置影响判断条件的公共参数
# 上升趋势时，价格深度比较强的百分比
# self.__PRICE_TREND_STRONG_PERCENTAGE=1.5
# 买入趋势比较弱的百分比
# self.__PRICE_TREND_WEAK_PERCENTAGE=0.6
# 买入指数判断的时间范围，初始为按1小时内的价格进行判断,单位为秒
# self.__PRICE_TREND_RANGE=3600
# 价格buffer中保存的最大的价格记录数
self.__PRICE_BUFF_MAX = 2000
# 止盈卖出的比例，用来确认预测买入的是不是符合要求
# self.sell_profit_rate = 0.009
# 默认的买入间隔，在50％之前
self.__DEFAULT_BUY_PAUSE_SECONDS = 60
#
# 买入的标准指数
# self.__BUY_INDEX_STANDARD=1.2
# 调整公共参数, 设置默认的参数
self.adjust_params(0.8, 0.6, 0.7, 3600)
# 是否需要写log, 在进行研究的时候不需要写LOG
self.save_log_flag = save_log_flag
# 测试基准时间，用于从文件读取时设置一个基准时间进行循环测试
self.basetime = None
# 处理交易类初始化
# self.cointrans_handler = cointrans.CoinTrans(market)
self.cointrans_handler = cointrans.CoinTrans(market)
if priceitem is not None:
# 把处理好的价格加入到价格BUFFER列表
self.newprice(priceitem)
# 控制的price buffer list
self.__pricebuffer_list = {}
# 止损暂停秒数
self.__pause_seconds_stop_lost = 0
# 暂停秒数
self.__pause_seconds = 0
# 暂停的状态
self.pause_status = False
def monitor_coin_list(self, market, coin_list):
runtime = 0
maxruntime = 10000
while (True):
time.sleep(5)
for coin_pair in coin_list:
try:
self.monitor_coin(market, coin_pair)
runtime = runtime + 1
# 很运行10次检查一下交易的状态
if runtime % 10 == 0:
cointrans_data = cointrans.CoinTrans(market)
# print(len(publicparameters.ORDER_LIST))
# 对OPEN订单进行卖出检查
cointrans_data.sell_check()
# 获取当前的价格
pricebuffer = PriceBuffer(market, save_log_flag=False)
newpriceitem = pricebuffer.getpriceitem(
market, coin_pair)
# 止损检查，如果价格下降低于预定的止损值则执行卖出操作
# stop_lost_status = cointrans_data.stop_lost(newpriceitem)
# 对超时的买单取消
# cointrans_data.cancle_ot_buy_order(publicparameters.CANCEL_DURATION)
cointrans_data.update_order_status()
cointrans_data.cancle_ot_buy_order(
publicparameters.CANCEL_DURATION)
# 增加把网站的成交记录保存到表中以便进行统计盈利情况
cointrans_data.save_aex_trans(coin_pair)
if runtime % 100 == 0:
print('Run {0}, 目前还未完成的订单有:{1}'.format(
runtime, ormmysql.openordercount()))
# 获取当前COIN中预测可以买入的列表
forecast_list = self.__pricebuffer_list.get(
coin_pair).price_forecast_list
verified_count = 0
# 判断当前预测的列表中哪些达到了预期的盈利目标
for forecast_item in forecast_list:
if forecast_item.price_buy_forecast_verify is True:
verified_count = verified_count + 1
# 输出每个COIN中预测的情况，多少达到了预期盈利
# if len(forecast_list) > 0:
# print('%s: verified:%d, total:%d for coin:%s'\
# %(common.CommonFunction.get_curr_time(), verified_count, len(forecast_list), coin_pair))
if runtime % 100 == 0:
# 把预测中的列表输出出来
sorted_forecast_list = self.output_forecast_list(
market, coin_list)
# # 大鱼检查
# self.bigfish.get_big_fish_list()
# each_big_fish_list =self.bigfish.big_fish_list
# # 取每次列表的
# # self.big_fish_list = self.big_fish_list + each_big_fish_list
# # print('big fish list of all: {0}'.format(each_big_fish_list))
# # big fish 列表写入
# if len(each_big_fish_list) != 0:
# bigfishfile = open('bigfish.txt','w')
# bigfishfile.write('{0}:{1}\n'.format(common.get_curr_time_str(),each_big_fish_list))
# bigfishfile.close()
# 增加定时输出报表的功能
if runtime % 1000 == 0:
daily_summary = DailySummary([market])
# 获取当前时间的余额信息
daily_summary.get_balance()
except Exception as e:
excepterror = str(e)
print('处理{0}时出现错误:{1}'.format(coin_pair, excepterror))
# return sorted_forecast_list
pass