class SmaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Interface() # 3分钟bar线
self.bar_3.open_json('../zn1912.SHFE.json') # 读取本地数据
self.allow_max_price = 5000 # 设置价格上限 当价格达到这个就卖出 防止突然跌
self.allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏
def on_bar(self, bar):
# todo: 布林带
""" """
self.bar_3.add_bar(bar)
top, middle, bottom = self.bar_3.boll()
if self.allow_max_price < bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
if self.allow_low_price > bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
# 均线大于中线 说明是涨
if bar.close_price > middle[-1]:
# 没有就买
if self.pos == 0:
self.action.buy(bar.close_price, 1, bar)
elif self.pos < 0:
self.action.cover(bar.close_price, 1, bar)
self.action.buy(bar.close_price, 1, bar)
# 跌
elif bar.close_price <= middle[-1]:
if self.pos == 0:
pass
elif self.pos > 0:
self.action.sell(bar.close_price, 1, bar)
self.action.short(bar.close_price, 1, bar)
def on_trade(self, trade):
if trade.direction == Direction.LONG:
self.pos += trade.volume
else:
self.pos -= trade.volume
def init_params(self, data):
""""""
class SmaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Interface() # 3分钟bar线
self.bar_3.open_json('../zn1912.SHFE.json') # 读取本地数据
self.allow_max_price = 5000 # 设置价格上限 当价格达到这个就卖出 防止突然跌
self.allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏
def on_bar(self, bar):
# todo: 动量指标
""" """
self.bar_3.add_bar(bar)
mtm = self.bar_3.mtm()
if self.allow_max_price < bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
if self.allow_low_price > bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
# 趋势好 可能会涨 多头
if mtm[-1] > 0 and mtm[-1] > mtm[-2]:
# 没有就买
if self.pos == 0:
self.action.buy(bar.close_price, 1, bar)
elif self.pos < 0:
self.action.cover(bar.close_price, 1, bar)
self.action.buy(bar.close_price, 1, bar)
# 空头
else:
if self.pos > 0:
self.action.sell(bar.close_price, 1, bar)
self.action.short(bar.close_price, 1, bar)
def on_trade(self, trade):
if trade.direction == Direction.LONG:
self.pos += trade.volume
else:
self.pos -= trade.volume
def init_params(self, data):
""""""
class SmaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Interface() # 3分钟bar线
self.bar_3.open_json('../zn1912.SHFE.json') # 读取本地数据
self.allow_max_price = 5000 # 设置价格上限 当价格达到这个就卖出 防止突然跌
self.allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏
def on_bar(self, bar):
# todo: 随机指标
""" """
self.bar_3.add_bar(bar)
close = self.bar_3.close
k, d = self.bar_3.kd()
if self.allow_max_price < close[-1] and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
if self.allow_low_price > close[-1] and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
# 金叉
if k[-2] > d[-2] and k[-1] == d[-1]:
# 没有就买
if self.pos == 0:
self.action.buy(bar.close_price, 1, bar)
# 死叉
if k[-2] == d[-2] and k[-1] < d[-1]:
if self.pos > 0:
self.action.sell(bar.close_price, 1, bar)
def on_trade(self, trade):
if trade.direction == Direction.LONG:
self.pos += trade.volume
else:
self.pos -= trade.volume
def init_params(self, data):
""""""
class SmaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Interface() # 3分钟bar线
self.bar_3.open_json('../zn1912.SHFE.json') # 读取本地数据
self.allow_max_price = 5000 # 设置价格上限 当价格达到这个就卖出 防止突然跌
self.allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏
def on_bar(self, bar):
# todo: 简单平均指标 SMMA
""" """
self.bar_3.add_bar(bar)
sar = self.bar_3.sar()
if self.allow_max_price < bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
if self.allow_low_price > bar.close_price and self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
###############
# 暂时不写 #
###############
pass
def on_trade(self, trade):
if trade.direction == Direction.LONG:
self.pos += trade.volume
else:
self.pos -= trade.volume
print(self.pos, '-----------')
def init_params(self, data):
""""""