def is_trend_open_time(self):
# the first 5 minute we don't to open
hour = self._time.split(':')[0]
hour = int(hour)
minute = self._time.split(':')[1]
minute = int(minute)
if hour == 9 and minute < 5:
return False
is_time_open = self.is_time_open_time()
if is_time_open == False:
return False
is_band_open = bf.is_band_open_time(self._direction, self._lastprice,
self._now_middle_value_60,
self._param_open_edge1,
self._param_open_edge2)
# return is_band_open
if is_band_open == False:
return False
is_trigger_size_open = bf.is_trigger_size_open_time(
self._direction, self._diff_volume, self._limit_diff_volume,
self._spread, self._limit_spread)
return is_trigger_size_open
def is_trend_open_time(self):
# "'this is used to jude the time used to open return bool'"
# first base the sd,find is time to open band
is_band_open = bf.is_band_open_time(self._direction, self._lastprice,
self._now_middle_value,
self._now_sd_val, self._open_edge1,
self._open_edge2)
# return is_band_open
if is_band_open == False:
return False
is_diff_volume_open = bf.is_diff_volume_open_time(
self._tmp_sum_diff_volume, self._diff_volume_array,
self._limit_multiple, self._limit_large_period)
# return is_diff_volume_open
if is_diff_volume_open == False:
return False
# is_series_open = bf.is_lastprice_series_open_time(self._direction,self._series_lastprice,self._limit_series_lastprice)
is_lastprice_open = bf.is_lastprice_open_time(self._direction,
self._lastprice,
self._lastprice_array,
self._limit_large_period)
return is_lastprice_open
def is_trend_open_time(self):
# "'this is used to jude the time used to open return bool'"
open_val = self._param_open_edge1
is_band_open = bf.is_band_open_time(self._direction,
self._now_md_price[LASTPRICE],
self._now_middle_value,
self._now_sd_val,
self._param_open_edge1,
self._param_open_edge2)
# return is_band_open
if is_band_open == False:
return False
is_trigger_open = bf.is_trigger_size_open_time(
self._direction, self._now_md_price, self._pre_md_price,
self._param_volume_open_edge, self._param_open_interest_edge,
self._param_spread, self._multiple)
return is_trigger_open
def is_trend_open_time(self):
is_band_open = bf.is_band_open_time(self._direction, self._lastprice,
self._now_middle_value,
self._param_open_edge1,
self._param_open_edge2)
# return is_band_open
if is_band_open == False:
return False
if self._diff_volume < self._param_volume_open_edge:
return False
if self._diff_openinterest != 0 and self._diff_openinterest < self._param_open_interest_edge:
return False
# return True
if self._direction == LONG:
if self._spread < self._param_spread:
return False
elif self._direction == SHORT:
tmp = 100 - self._spread
if tmp < self._param_spread:
return False
is_time_open = self.is_time_open_time()
return is_time_open