def __init__(self, name):
super().__init__(name)
self.count = 1
self.api = Indicator()
self.instrument_set = ['ag1912.SHFE']
self.api.open_json("zn1912.SHFE.json")
self.pos = 0
class DoubleMaStrategy(LooperApi):
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 止盈
allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏 止损
def __init__(self, name):
super().__init__(name)
self.count = 1
self.api = Indicator()
self.instrument_set = ['rb2001.SHFE']
self.api.open_json("zn1912.SHFE.json")
self.pos = 0
def on_bar(self, bar):
# todo: 均线 和 MACD 和 BOLL 结合使用
""" """
am = self.api
am.add_bar(bar)
if not am.inited:
return
# 收盘
close = am.close
# 压力 平均 支撑
# top, middle, bottom = am.boll()
# DIF DEA DIF-DEA
macd, signal, histo = am.macd()
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)
# 金叉做多 和 均线>平均
if histo[-1] > 0:
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)
# 死叉做空
elif histo[-1] < 0:
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 on_order(self, order):
pass
def init_params(self, data):
""""""
class DoubleMaStrategy(LooperApi):
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 止盈
allow_low_price = 2000 # 设置价格下限 当价格低出这里就卖 防止巨亏 止损
def __init__(self, name):
super().__init__(name)
self.count = 1
self.api = Indicator()
self.api.open_json("../zn1912.SHFE.json")
self.pos = 0
def on_bar(self, bar):
# todo: 均线
""" """
am = self.api
am.add_bar(bar)
if not am.inited:
return
cci = am.cci()
pass
def on_trade(self, trade):
if trade.direction == Direction.LONG:
self.pos += trade.volume
else:
self.pos -= trade.volume
def init_params(self, data):
""""""
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Indicator() # 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
class SmaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.count = 1
self.pos = 0
self.bar_3 = Indicator() # 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)
if not self.bar_3.inited:
return
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 = Indicator() # 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: 抛物线指标 SAR
""" """
self.bar_3.add_bar(bar)
if not self.bar_3.inited:
return
close = self.bar_3.close
sma = self.bar_3.sma()
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)
# 连涨就买
if sma[-1] > sma[-2] and close[-1] > sma[-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)
# 跌就卖
else:
if self.pos > 0:
self.action.sell(bar.close_price, self.pos, bar)
self.action.short(bar.close_price, self.pos, 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 = Indicator() # 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)
if not self.bar_3.inited:
return
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 = Indicator() # 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: 标准偏差 stdDev
""" """
self.bar_3.add_bar(bar)
if not self.bar_3.inited:
return
stdDev = self.bar_3.stdDev()
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):
""""""
def __init__(self, name):
super().__init__(name)
self.count = 1
self.api = Indicator()
# self.api.open_json("../zn1912.SHFE.json")
self.pos = 0
