def match_shape(self):
stock_percent = self.get_current_data_percent()
index_percent = self.get_current_index_percent()
high = Decimal(self.dataLastRow['high'])
low = Decimal(self.dataLastRow['low'])
open_price = float(self.dataLastRow['open'])
price = Decimal(self.dataLastRow['price'])
pre_close = Decimal(self.dataLastRow['pre_close'])
open_percent = self.get_percent_by_price(open_price, self.dataLastRow)
if(open_percent < Decimal(self.trade['params']['open_percent']['low']) or open_percent > Decimal(self.trade['params']['open_percent']['high'])):
return False
if(hasattr(self, 'force_stop')):
return False
break_top = Utils.round_dec((high - price) / (pre_close) * 100)
if(break_top > Decimal(self.trade['params']['speed']['break_top'])):
self.force_stop = True
Ydls._logger.info(f'TradeId = {self.trade["_id"]}, Ydls break_top = {break_top}, force stop')
return False
upper_shadow = Utils.round_dec((high - price) / (high - low))
if(upper_shadow > Decimal(self.trade['params']['speed']['upper_shadow'])):
return False
flag = False
if(index_percent < 0):
flag = stock_percent > index_percent * Decimal(self.trade['params']['speed']['ratio_l'])
else:
flag = stock_percent > Decimal(self.trade['params']['speed']['ratio_r']) * index_percent
if(flag):
Ydls._logger.info(f'TradeId = {self.trade["_id"]}, Ydls matched shape upper_shadow = {upper_shadow}, stock_percent = {stock_percent}')
return flag
def match_sell_on_zt(self):
price = Decimal(self.dataLastRow['price'])
pre_close = float(self.dataLastRow['pre_close'])
if (abs(price - Utils.round_dec(pre_close * 1.1)) < Base.SMALL_NUMBER):
if (self.trade['params']['sell_on_zt'] == '1'):
return 1
return 0
return -1
def match_data(self):
price = float(self.dataLastRow['price'])
pre_close = float(self.dataLastRow['pre_close'])
percent = Utils.round_dec((price - pre_close) / pre_close * 100)
percent_low = Decimal(self.trade['params']['percent']['low'])
percent_high = Decimal(self.trade['params']['percent']['high'])
percent_high = 10.1 if percent_high >= 10.0 else percent_high
flag = (percent >= percent_low and percent <= percent_high)
if(flag):
Base._logger.info('real_time = {}, tradeId = {} match data, time = {}, percent = {}, low = {}, high = {}'.format(datetime.now(), self.trade['_id'], self.dataLastRow['time'], percent, percent_low, percent_high))
return flag
def calc_soft_stop(self):
percent = float(self.get_current_data_percent())
index_percent = float(self.get_current_index_percent())
max_loss = float(self.trade['params']['soft_stop']['max_loss'])
max_index = float(self.trade['params']['soft_stop']['max_index'])
ratio_stock = float(self.trade['params']['soft_stop']['ratio_stock'])
ratio_index = float(self.trade['params']['soft_stop']['ratio_index'])
pre_close = float(self.dataLastRow['pre_close'])
zt_p = float(
Utils.round_dec(
(Utils.round_dec(pre_close * 1.1) - Decimal(pre_close)) /
Decimal(pre_close) * 100))
if (index_percent > max_index):
ratio_index = 0
y1 = (max_loss /
100) * math.pow(percent - zt_p, 2) if percent >= 0 else (
max_loss / 100) * math.pow(percent + zt_p, 2)
y2 = (max_loss / math.pow(max_index, 2)) * math.pow(
index_percent - max_index, 2) if (index_percent >= 0) else (
max_loss / math.pow(max_index, 2)) * math.pow(
index_percent + max_index, 2)
y = ((y1 * ratio_stock) +
(y2 * ratio_index)) / (ratio_stock + ratio_index)
return Utils.round_dec(percent - y)
def match_speed(self):
length = self.get_data_length()
if(length < Ydls._MIN_TIME_PERIOD_LENGTH):
return False
time = float(self.trade['params']['speed']['time_2'])
index = int(20 * time) + 1
index = index * -1 if length >= index else length * -1
pre_price = Decimal(self.data[index]['price'])
price = Decimal(self.dataLastRow['price'])
pre_close = Decimal(self.dataLastRow['pre_close'])
percent = Utils.round_dec((price - pre_price) / (pre_close) * 100)
flag = percent >= Decimal(self.trade['params']['speed']['percent'])
if(flag):
Ydls._logger.info(f'TradeId = {self.trade["_id"]}, Ydls matched speed percnet = {percent}')
return flag
def get_percent_by_price(self, price, row):
pre_close = float(row['pre_close'])
return Utils.round_dec((price - pre_close) / pre_close * 100)