def is_trend_close_time(self): # this is used to jude the time to close return bool # first base band, if the sd is too small ,wo need to bigger # current the close signal is only band if self._now_interest <=0: return False # base the max draw down # 达到最大盈利之后，或者最大亏损之后，就开始平仓。这个是系统自带的。 # 现在根据李总的说法，添加了maxdrawdown的功能。！！！！！ if self._direction ==LONG: tmp_profit = self._now_md_price[LASTPRICE] - self._open_lastprice elif self._direction ==SHORT: tmp_profit = self._open_lastprice - self._now_md_price[LASTPRICE] else: return False if tmp_profit < (0 - self._limit_max_loss) or tmp_profit > self._limit_max_profit: # print "the profit is bigger or loss" return True is_drawdown = bf.is_max_draw_down(self._direction,self._now_md_price[LASTPRICE],self._open_lastprice ,self._multiple,self._max_profit,self._limit_max_draw_down) self._max_profit = is_drawdown[1] if is_drawdown[0]: mesg= 'this is the max draw down ' + str(self._max_profit) self._file.write(mesg +"\n") return True loss_val = self._param_loss_edge close_val = self._param_close_edge is_band_close = bf.is_band_close_time(self._direction,self._now_md_price[LASTPRICE], self._now_middle_value,self._now_sd_val,loss_val,close_val ,self._ris_data,self._limit_rsi_data,self._limit_sd,self._limit_sd_close_edge) return is_band_close
def is_trend_close_time(self):
# this is used to jude the time to close return bool
# first base band, if the sd is too small ,wo need to bigger
# current the close signal is only band
if self._now_interest <= 0:
return False
tmp_time = self._time.split(":")
tmp_time_str = tmp_time[0] + ":" + tmp_time[1]
if "14:58" in tmp_time_str:
return True
# base the max loss
if self._open_lastprice != 0:
if self._direction == LONG:
tmp = self._lastprice - self._open_lastprice
elif self._direction == SHORT:
tmp = self._open_lastprice - self._lastprice
if tmp < 0 and ((0 - tmp) > self._limit_max_loss):
return True
# base the max profit to decide leave.if the max profit is too small,we don't need to leave
if self._max_profit < tmp:
self._max_profit = tmp
is_band_close = bf.is_band_close_time(
self._direction, self._lastprice, self._now_middle_value_60,
self._now_sd_val, self._param_loss_edge, self._param_profit_edge,
self._ris_data, self._limit_rsi_data)
if is_band_close == True:
return True
is_middle_cross_close = self.is_middle_cross_close_time(
self._direction, self._lastprice, self._now_middle_value_5)
return is_middle_cross_close
def is_trend_close_time(self):
# this is used to jude the time to close return bool
# first base band, if the sd is too small ,wo need to bigger
# current the close signal is only band
if self._now_interest <= 0:
return False
# base the max draw down
# 达到最大盈利之后，或者最大亏损之后，就开始平仓。这个是系统自带的。
# if self._direction ==LONG:
# tmp_profit = self._lastprice - self._open_lastprice
# elif self._direction ==SHORT:
# tmp_profit = self._open_lastprice - self._lastprice
# else:
# return False
# if tmp_profit < (0 - self._limit_max_loss) or tmp_profit > self._limit_max_profit:
# # print "the profit is bigger or loss"
# return True
loss_val = self._param_loss_edge
close_val = self._param_close_edge
if self._now_sd_val < self._limit_sd:
close_val = self._limit_sd_close_edge
is_band_close = bf.is_band_close_time(self._direction, self._lastprice,
self._now_middle_value,
self._now_sd_val, loss_val,
close_val, self._ris_data,
self._limit_rsi_data)
return is_band_close
def is_trend_close_time(self):
# this is used to jude the time to close return bool
# first base band, if the sd is too small ,wo need to bigger
# current the close signal is only band
if self._now_interest <=0:
return False
tmp_time =self._time.split(":")
tmp_time_str = tmp_time[0]+":"+tmp_time[1]
if "14:58" in tmp_time_str:
return True
# exit when profit
profit_close_val = self._profit_close_edge
is_band_close = bf.is_band_close_time(self._direction,self._lastprice,
self._now_middle_value,self._now_sd_val,self._close_edge,profit_close_val
,self._rsi_data,self._limit_rsi_data)
if is_band_close == True:
return True
# base the max loss to leave and close
if self._open_lastprice != 0:
if self._direction ==LONG:
tmp = self._lastprice - self._open_lastprice
elif self._direction ==SHORT:
tmp = self._open_lastprice - self._lastprice
if tmp <0 and ((0 - tmp) > self._limit_max_loss):
return True
# if tmp > self._limit_max_profit:
# return True
return False
def is_trend_close_time(self):
# this is used to jude the time to close return bool
if self._now_interest <= 0:
return False
tmp_time = self._time.split(":")
tmp_time_str = tmp_time[0] + ":" + tmp_time[1]
if "14:58" in tmp_time_str:
return True
# base the max loss
if self._open_lastprice != 0:
if self._direction == LONG:
tmp = self._lastprice - self._open_lastprice
elif self._direction == SHORT:
tmp = self._open_lastprice - self._lastprice
if tmp < 0 and ((0 - tmp) > self._limit_max_loss):
return True
if self._max_profit < tmp:
self._max_profit = tmp
is_band_close = bf.is_band_close_time(
self._direction, self._lastprice, self._now_middle_value_60,
self._now_sd_val, self._param_loss_edge, self._param_profit_edge,
self._ris_data, self._limit_rsi_data)
if is_band_close == True:
return True
is_middle_cross_close = self.is_middle_cross_close_time(
self._direction, self._lastprice, self._now_middle_value_5)
# print self._max_profit
return is_middle_cross_close
