def check(securitys, frequencys, nowTimeString=tools.getYMDHMS()):
strArray = []
print('[' + tools.getYMDHMS() + ']: start checking')
for s in securitys:
row = "security:" + s + "#"
for f in frequencys:
print('[' + tools.getYMDHMS() + ']: start handling security - ' + str(s) + ' frequency - ' + str(f))
df = p2m.getPrice(
security=s,
count=50,
end_date=nowTimeString[0:nowTimeString.rindex(':') + 1] + '30',
frequency=f,
fields=['close', 'open', 'high', 'low', 'volume']
)
close = [float(x) for x in df['close']]
df['RSI9'] = talib.RSI(np.array(close), timeperiod=9)
df['EMAF'] = talib.EMA(np.array(close), timeperiod=5)
df['EMAS'] = talib.EMA(np.array(close), timeperiod=10)
count = getPricePosiArrayDur(df)
rsi = df[df.EMAS == df.EMAS].RSI9.tolist()[-1]
row += "#frequency:" + f + "_count:" + str(count) + "_rsi:" + str(rsi)
print('[' + tools.getYMDHMS() + ']: ' + nowTimeString + ' - ' + s + ' - ' + f + ' - ' + str(
count) + ' - ' + str(rsi))
strArray.append(row)
return strArray
def daemon_listen():
smtp.sendMail(subject=util.getYMDHMS() + ': 日线策略监听程序启动',
content='Engine Start!')
while True:
nowTimeString = util.getYMDHMS()
if '20:30' in util.getHMS() or '08:00' in util.getHMS():
if util.isFutureTradingTime(nowTimeString) is True:
tick(nowTimeString)
else:
smtp.sendMail(subject='节假日监听程序运行中', content='Engine running!')
time.sleep(60 * 60)
time.sleep(49)
def __init__(self,
security,
frequency,
starttime_fortest=None,
endtime_fortest=util.getYMDHMS(),
layer1_from_timeperiod=5,
layer1_to_timeperiod=10,
layer1_rsi_top=65,
layer1_rsi_bottom=35,
layer1_rsi_timeperiod=9):
self.security = security
self.frequency = frequency
self.db = DataBody(security, frequency)
self.ab = AnalysisBody()
self.ownPosition = 0
self.starttime_fortest = starttime_fortest
self.endtime_fortest = endtime_fortest
# 策略层次1
self.layer1_from_timeperiod = layer1_from_timeperiod
self.layer1_to_timeperiod = layer1_to_timeperiod
self.layer1_rsi_top = layer1_rsi_top
self.layer1_rsi_bottom = layer1_rsi_bottom
self.layer1_rsi_timeperiod = layer1_rsi_timeperiod
self.layer1_pre1_ownerPosition = None
self.layer1_ownPosition = 0
self.layer1_startcount = 0
self.layer1_startRate = 0
self.layer1_pre_flag_5IsLt10 = False
self.layer1_rates = []
self.layer1_starttime_rate_map = {}
self.smtpClient = SmtpClient()
def testMain(self):
if self.starttime_fortest is None:
return
ts = util.getTimeSerial(starttime=self.starttime_fortest,
periodSec=59,
count=300000)
now = util.getYMDHMS()
for nowTimeString in ts:
self.tick(nowTimeString)
if nowTimeString > now or nowTimeString > self.endtime_fortest:
return
def tick(self):
nowTimeString = util.getYMDHMS()
action = self.getAction(nowTimeString)
if action == 'duo':
print('[' + nowTimeString + ']: ' + str(action))
pass
if action == 'kon':
print('[' + nowTimeString + ']: ' + str(action))
pass
if action == 'clear':
print('[' + nowTimeString + ']: ' + str(action))
pass
if action == 'still':
print('[' + nowTimeString + ']: ' + str(action))
pass
def __init__(self,
security,
frequency,
starttime_fortest=None,
endtime_fortest=util.getYMDHMS(),
layer1_from_timeperiod=5,
layer1_to_timeperiod=10,
layer1_rsi_top=65,
layer1_rsi_bottom=35,
layer1_rsi_timeperiod=9,
layer2_stoprate=0.01,
layer2_fromstartrate=0.995,
layer2_getLastestPrice_frequency='5m'):
self.security = security
self.frequency = frequency
self.db = DataBody(security, frequency)
self.ab = AnalysisBody()
self.ownPosition = 0
self.starttime_fortest = starttime_fortest
self.endtime_fortest = endtime_fortest
self.rates_markAtHandleAction = []
self.actions_markAtHandleAction = ['']
# 策略层次1
self.layer1_from_timeperiod = layer1_from_timeperiod
self.layer1_to_timeperiod = layer1_to_timeperiod
self.layer1_rsi_top = layer1_rsi_top
self.layer1_rsi_bottom = layer1_rsi_bottom
self.layer1_rsi_timeperiod = layer1_rsi_timeperiod
self.layer1_pre1_ownerPosition = None
self.layer1_ownPosition = 0
self.layer1_startcount = 0
self.layer1_startprice = 0
self.layer1_startRate = 0
self.layer1_pre_flag_5IsLt10 = False
self.layer1_rates = []
self.layer1_starttime_rate_map = {}
self.layer1_action = None
# 策略层次2
self.layer2_stoprate = layer2_stoprate
self.layer2_fromstartrate = layer2_fromstartrate
self.layer2_nowPrice = None
self.layer2_maxRate = 0
self.layer2_nowRate = 0
self.layer2_action = None
self.layer2_getLastestPrice_frequency = layer2_getLastestPrice_frequency
self.smtpClient = SmtpClient()
def startListen():
while True:
nowTimeString = tools.getYMDHMS()
if tools.isFutureTradingTime(nowTimeString) is False or tools.isOpen(nowTimeString) is False:
time.sleep(61)
continue
hms = tools.getHMS()
tick = False
if "08:00:00" < hms < "08:01:00" or \
"10:00:00" < hms < "10:01:00" or \
"12:30:00" < hms < "12:31:00" or \
"14:00:00" < hms < "14:01:00" or \
"20:30:00" < hms < "20:31:00" or \
"22:00:00" < hms < "22:01:00":
tick = True
if tick is False:
time.sleep(50)
print("[" + nowTimeString + "]: tick is False")
continue
time.sleep(61)
print("[" + nowTimeString + "]: action")
action(nowTimeString)
def tick(self, nowTimeString=util.getYMDHMS()):
self.layer1(nowTimeString)
self.layer2(nowTimeString)
self.handleAction(nowTimeString)
from traderbody import TraderBody
import time
import util.tools as util
ft = 5
tt = 10
rt = 65
rb = 35
rtp = 9
trader = TraderBody(security='RB8888.XSGE',
frequency='17m',
layer1_from_timeperiod=ft,
layer1_to_timeperiod=tt,
layer1_rsi_top=rt,
layer1_rsi_bottom=rb,
layer1_rsi_timeperiod=rtp)
while True:
trader.tick()
time.sleep(6)
print('[' + util.getYMDHMS() + ']: tick...')
def action(nowTimeString=tools.getYMDHMS()):
strArray = check([
'RB8888.XSGE',
'BU8888.XSGE',
'HC8888.XSGE',
'ZN8888.XSGE',
'AP8888.XZCE',
'CF8888.XZCE',
'MA8888.XZCE',
'SF8888.XZCE',
'SM8888.XZCE',
'ZC8888.XZCE',
'JD8888.XDCE',
'M8888.XDCE',
'EG8888.XDCE'
], frequencyArr, nowTimeString)
print("\n".join(strArray))
rowStr = ""
rowHtml = ""
for row in strArray:
skipRow = False
cols = row.split('##')
realSecurity = cols[0].split(':')[-1]
security = cols[0].split(':')[-1][0:2]
frequencyRows = cols[-1].split('#')
rowmsg = [security]
counts = []
rsis = []
for fr in frequencyRows:
frequency = fr.split('_')[0].split(':')[1]
count = int(fr.split('_')[1].split(':')[1])
rsi = float(fr.split('_')[2].split(':')[1])
# if count > 0 and rsi < 65:
# skipRow = True
# break
# if count < 0 and rsi > 35:
# skipRow = True
# break
rowmsg.append(str(count))
counts.append(count)
rsis.append(rsi)
if skipRow is True:
continue
num = 0
if counts.__len__() == frequencyRows.__len__():
count1 = 0
for c in counts:
rsi = rsis[count1]
if count1 == 0 and (abs(c) > 5 or (c > 0 and rsi < 60) or (c < 0 and rsi > 40)):
break
if abs(c) >= 5:
num = num + 1
count1 = count1 + 1
if num == counts.__len__() or count1 == 0:
continue
if rowmsg.__len__() > 0:
rowHtml = rowHtml + '<a href="'+getListenForwardShakeUrl(realSecurity)+'">' + "_".join(rowmsg) + "</a><br/>"
rowStr = rowStr + "_".join(rowmsg) + '\n'
else:
rowHtml = "正在搜寻机会..."
rowHtml = rowHtml + '\n' + str("Frequencies: " + "_".join(frequencyArr))
print(rowStr)
print(rowHtml)
smtpClient.sendMail(subject="[" + nowTimeString + "]: 机会报告", content=rowHtml)