def atr_break(self, klines):
if (self.lowrange_back_bar == 0):
return
h10_day_bar = 0
l10_day_bar = 0
flag = 0
if (h10_day_bar >= self.lowrange_back_bar and l10_day_bar <=
self.lowrange_back_bar + self.lowrange_bars + 1):
flag = 1
if (l10_day_bar >= self.lowrange_back_bar and l10_day_bar <=
self.lowrange_back_bar + self.lowrange_bars + 1):
flag = -1
if (flag == 0):
return
#速度和高度
h3_day = 0
l3_day = 0
avg5 = pplib.get_average(klines, 7)
if (flag == -1):
if (avg5 <= l3_day):
# sell task
task = TradeFactory.create_target_sell_task
self.addTradeTask(task)
if (flag == 1):
if (avg5 >= h3_day):
task = TradeFactory.create_target_buy_task
self.addTradeTask(task)
def on_bar(self, klines):
if (self.run_flag == False):
return
if (self.init_flag == False):
self.mark_start_id = klines.iloc[-1].id
self.init_flag = True
StrategyBase.on_bar(self, klines)
self.cur_bar = self.get_current_minute_bar()
if (self.position == 0 and self.done_flag == False):
if (self.level == 1):
self.level_1(klines)
elif (self.level == 2):
self.level_2(klines)
elif (self.level == 3):
self.level_3(klines)
'''
lt = time.localtime(time.time())
# 开仓时间
if (lt.tm_hour == 9 and lt.tm_min < 30 or
lt.tm_hour == 21 and lt.tm_min < 30):
if(self.position == 0):
self.open_time(klines, ask_price, bid_price)
if (self.position != 0):
hest_inday = self.indictor.get_hest_inday()
lest_inday = self.indictor.get_lest_inday()
open_inday = self.indictor.get_open_inday()
if (open_inday-klines.iloc[-1].close - open_inday > 30):
self.stop()
#
'''
if (self.position != 0):
self.done_flag = True
#出场-时间、空间
#cur_bar = self.get_current_minute_bar()
hest_bar = pplib.get_highest_bar_today_fix(klines)
#if ((self.cur_bar-self.entry_bar>90) or (self.cur_bar_id-hest_bar>30)):
if ((self.cur_bar - self.entry_bar > 90)):
l_checksum = pplib.get_checksum(klines, 17, 2)
if (abs(l_checksum) < 4):
self.debug("持仓时间过长")
self.set_position(0)
if (self.position != 0):
atr_day = self.indictor.get_atr_daily()
if (atr_day is None):
atr_day = 45
else:
atr_day = atr_day - 10
if (self.ask_price - self.entry_price > atr_day):
self.set_position(0)
elif (self.ask_price - self.entry_price < -10):
avg_p = pplib.get_average(klines, 12)
if (avg_p - self.entry_price < -20):
self.set_position(0)
def out_trend(self, klines):
if (self.ma5 > self.last_inrange_high):
self.ma50 = pplib.get_average(klines, 50)
if (self.ma50 > self.last_inrange_high):
return 1
elif (self.ma5 > self.last_inrange_high + 30):
return 1
else:
return 0
elif (self.ma5 > self.last_inrange_low):
self.ma50 = pplib.get_average(klines, 50)
if (self.ma50 < self.last_inrange_low):
return -1
elif (self.ma5 < self.last_inrange_low - 30):
return -1
else:
return 0
else:
return 0
def find_breakout(self, klines):
if (self.last_inrange_height > 2 * self.ATR_day
or self.day_checksum_4 > self.ATR_day * 1.5):
return 0
'''
ret = self.out_trend(klines)
if (ret == 1):
if (self.hh_inday_bar>45):
ret = 0
elif (ret == -1):
if (self.ll_inday_bar>45):
ret = 0
return ret
'''
if (self.ma5 > self.last_inrange_high):
self.ma50 = pplib.get_average(klines, 50)
if (self.ma50 > self.last_inrange_high):
self.info5("find breakout hh by height")
return 1
elif (self.ma5 > self.last_inrange_high + 20):
self.info5("find breakout hh by height")
return 1
else:
return 0
elif (self.ma5 > self.last_inrange_low):
self.ma50 = pplib.get_average(klines, 50)
if (self.ma50 < self.last_inrange_low):
self.info5("find breakout ll by height")
return -1
elif (self.ma5 < self.last_inrange_low - 30):
self.info5("find breakout ll by height")
return -1
else:
return 0
else:
return 0
return 0
def drive(self, klines):
if (self.mark_price == 0):
self.mark_price = klines.iloc[-1].close
bar_pas = klines.iloc[-1].id - self.start_barid
'''
'''
dif = self.target_pos - self.init_pos
cksum_bar = 10
c_sum = pplib.get_checksum(klines, cksum_bar, 1)
ma10 = pplib.get_average(klines, 10)
#监控损失 monitor_loss
if (self.target_pos == self.position):
self.run_flag = False
print("%s finish....." % (self.name))
#间隔限制
if (klines.iloc[-1].id - self.exit_bar < 5):
print("%s gap limit....." % (self.name))
return
slice_start = self.time_slice[self.cur_step]
if (bar_pas < slice_start - 4):
print("%s time slice limit....." % (self.name))
return
if (dif > 0):
tmp_pos = 0
if (ma10 > self.mark_price):
tmp_pos = 1
if (bar_pas > self.time_slice[self.cur_step][1]): #超时
tmp_pos = 1
if (tmp_pos != 0):
self.callback.task_callback(self.name, "adjust_position", 1)
self.exit_bar = klines.iloc[-1].id
self.position += 1
self.doit()
else:
tmp_pos = 0
if (ma10 > self.mark_price):
tmp_pos = -1
if (bar_pas > self.time_slice[self.cur_step][1]): #超时
tmp_pos = -1
if (tmp_pos != 0):
self.callback.task_callback(self.name, "adjust_position", -1)
self.exit_bar = klines.iloc[-1].id
self.position -= 1
self.doit()
def on_bar(self, klines):
if (self.run_flag == False):
return
if (self.mark_start_bar == 0):
self.mark_start_bar = klines.iloc[-1].id
StrategyBase.on_bar(self, klines)
#self.cur_bar = self.get_current_minute_bar()
if (self.position == 0 and self.done_flag == False):
if (self.level == 1):
self.level_1(klines)
elif(self.level == 2):
self.level_2(klines)
elif(self.level == 3):
self.level_3(klines)
if (self.position != 0):
#出场-时间、空间
self.done_flag = True
cur_bar = self.get_current_minute_bar()
if ((cur_bar-self.entry_bar>90)):#不用替换_fix
l_checksum = pplib.get_checksum(klines, 25, 2)
if (abs(l_checksum) < 5):
self.set_position(0)
if (self.position != 0):
atr_day = self.indictor.get_atr_daily()
if (atr_day is None):
atr_day = 45
else:
atr_day = atr_day - 10
if (self.entry_price - self.ask_price > atr_day):
self.debug("空止盈")
self.set_position(0)
elif(self.ask_price-self.entry_price > 10):
avg_p = pplib.get_average(klines, 12)
if (avg_p-self.entry_price > 20):
self.debug("空止损")
self.set_position(0)
def on_bar(self, klines):
StrategyBase.on_bar(self, klines)
#if (self.run_flag == False or self.hh <= 0 or self.ll <= 0):
if (self.run_flag == False):
return
#lt = time.localtime(time.time())
self.cur_bar = self.get_current_minute_bar()
lt = self.get_real_time()
tmp_position = self.position
if (self.inited == False):
#init
self.init()
if (self.inited == False):
self.debug("not init")
return
if (self.trade_dir != TradeDirection.BUYONLY
and self.trade_dir != TradeDirection.SELLONLY):
return
#===============make==================#
if (self.position == 0 and self.step == 0):
if (self.trade_dir == TradeDirection.BUYONLY):
tmp_position = 1
elif (self.trade_dir == TradeDirection.SELLONLY):
tmp_position = -1
if (self.position == 0 and self.step == 1):
if (self.trade_dir == TradeDirection.BUYONLY):
if (self.entry_price - self.ask_price > 10):
tmp_position = 1
else:
ck_sum10 = pplib.get_checksum(klines, 11, 1)
ma3 = pplib.get_average(klines, 4)
hh_20 = pplib.get_hest_in_range(klines, 1, 31)
if (abs(ck_sum10) < 5 and hh_20 - ma3 > 15):
tmp_position = 1
elif (self.trade_dir == TradeDirection.SELLONLY):
if (self.entry_price - self.ask_price > 10):
tmp_position = -1
else:
ck_sum10 = pplib.get_checksum(klines, 11, 1)
ma3 = pplib.get_average(klines, 4)
ll_20 = pplib.get_lest_in_range(klines, 1, 31)
if (abs(ck_sum10) < 5 and ma3 - hh_20 > 15):
tmp_position = -1
elif (self.position == 0 and self.step == 2):
pass
#==================exit===========================#
if (self.position == 1):
if (self.cur_bar - self.entry_bar > 5
and self.bid_price - self.entry_price >= self.MAX_EARN):
tmp_position = 0
'''
my_avg_price = pplib.get_avg_price(klines, 10)
if (self.entry_bar > 10 and my_avg_price < self.avg_price):
tmp_position = 0
'''
if (self.hh != 0 and self.ask_price >= self.hh):
tmp_position = 0
self.hh += 20
if (self.position == -1):
if (self.cur_bar - self.entry_bar > 5
and self.entry_price - self.bid_price >=
self.MAX_EARN): # 达到最大profit
tmp_position = 0
'''
my_avg_price = pplib.get_avg_price(klines, 10)
if (self.entry_bar > 10 and my_avg_price > self.avg_price):
tmp_position = 0
'''
if (self.ll != 0 and self.ask_price <= self.ll):
tmp_position = 0
self.ll -= 20
if (tmp_position != self.position):
self.set_position(tmp_position)
#===================check==========================#
if (self.cur_bar_id - self.start_bar_id > 10): #// 不符合rush条件
my_avg_price = pplib.get_avg_price(klines, 10)
if (self.trade_dir == TradeDirection.SELLONLY
and my_avg_price > self.mark_price):
self.stop()
if (self.trade_dir == TradeDirection.BUYONLY
and my_avg_price < self.mark_price):
self.stop()
if (self.position != 0):
self.monitor_position(klines)
def get_score_inday(self, klines):
#======================================================#
#计算得分
open_score = 0
trend_score = 0
o_d_score = 0
self.score = 0
lt = self.get_real_time()
cur_bar = self.get_current_minute_bar()
#前日高低
#开仓判断
if (((lt.tm_hour == 21 or lt.tm_hour == 9) and lt.tm_min < 30
and lt.tm_min > 5) or (self.open_score == 0 and cur_bar > 30)):
#跳空 50
if (cur_bar < 2):
open_ma5 = klines.iloc[-1].close
elif (cur_bar < 7):
open_ma5 = pplib.get_average2(klines, 1, cur_bar - 1)
else:
open_ma5 = pplib.get_average2(klines, cur_bar - 6, 6)
#================================#
if (lt.tm_hour == 21 and lt.tm_min < 7):
self.gap_height = open_ma5 - self.lastday_quote[1].close
elif (lt.tm_hour == 9 and lt.tm_min < 7):
pre_ma5 = pplib.get_average2(klines, cur_bar + 6, 6)
self.gap_height = open_ma5 - pre_ma5
if (self.open_score == 0 and cur_bar > 30):
open_ma5 = pplib.get_average2(klines, cur_bar - 6, 6)
self.gap_height = open_ma5 - self.lastday_quote[1].close
gap_height = self.gap_height
if (abs(gap_height) > 30):
open_score = 50
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 20):
open_score = 40
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 15):
open_score = 25
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 5):
open_score = 10
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 0):
open_score = 5
self.debug("gap_height=%d" % (gap_height))
else:
open_score = 0
if (gap_height < 0):
open_score = -open_score
#================================#
#冲高回落50
hh = pplib.get_highest_price_today(klines)
ll = pplib.get_lowest_price_today(klines)
open_p = pplib.get_open_today(klines, 0)
if (hh > open_p + 15 and hh - self.ask_price > 15):
open_score = open_score - 30
if (hh > open_p + 15 and hh - self.ask_price > 15):
open_score = open_score - 30
#连续性
trend_score = 0
ma5 = pplib.get_average(klines, 6)
dif = ma5 - open_p
d_v = int((abs(dif) / 35) * 50)
if (dif > 0):
trend_score = d_v
else:
trend_score = -d_v
open_score += trend_score
self.open_score = open_score
return self.open_score
else:
pass
#波峰、波谷计算趋势性
if (cur_bar > 60):
open_p = pplib.get_open_today(klines, 60)
m_opens = pplib.get_M_opens(klines, 10)
m_len = 0
#===========向下开口得分==============#
if (m_opens is not None):
m_len = len(m_opens)
m_difsum = 0
if (m_len >= 2):
for i in range(0, m_len - 1):
m_difsum += m_opens.loc[i].high - m_opens.loc[i + 1].high
if (m_len >= 1):
m_difsum += m_opens.loc[m_len - 1].high - open_p
#==========向上开口得分===============#
w_difsum = 0
w_opens = pplib.get_W_opens(klines, 20)
w_len = 0
if (w_opens is not None):
w_len = len(w_opens)
if (w_len >= 2):
for i in range(0, w_len - 1):
w_difsum += w_opens.loc[i].low - w_opens.loc[i + 1].low
if (w_len >= 1):
w_difsum += w_opens.loc[w_len - 1].low - open_p
#=============综合计算===================#
#是否一致性
if (self.atr_daily < 40):
self.atr_daily = 50
if (w_difsum > 0 and m_difsum > 0):
a_sum = w_difsum + m_difsum
'''
if (w_difsum+m_difsum > self.atr_daily):
trend_score = 70
if (w_difsum+m_difsum > self.atr_daily/2):
trend_score = 40
'''
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
trend_score = ret * 100
trend_score = trend_score + 30
if (trend_score > 100):
trend_score = 100
elif (w_difsum < 0 and m_difsum < 0):
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
trend_score = -ret * 100
trend_score = trend_score - 30
if (trend_score < -100):
trend_score = -100
else:
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
if (a_sum > 0):
trend_score = ret * 100
else:
trend_score = -ret * 100
if (trend_score < -100):
trend_score = -100
if (trend_score > 100):
trend_score = 100
if (trend_score == 0): #未形成开口
l_chsum = pplib.get_checksum(klines, cur_bar, 1)
hour_pass = (cur_bar / 60) + 1
d_v = int(abs(l_chsum) / hour_pass)
if (d_v > 35):
trend_score = 50
elif (d_v > 20):
trend_score = 40
elif (d_v > 10):
trend_score = 20
elif (d_v > 5):
trend_score = 10
if (l_chsum < 0):
trend_score = -trend_score
self.info("get_score_inday: trend_score=%d" % (trend_score))
# avg overs、Downs
# 数量和占比得分
if (self.avg_overs > self.avg_unders and self.cur_bar > 0):
if (self.avg_overs > 110 and self.avg_unders < 9):
o_d_score = 100
elif (self.avg_overs - self.avg_unders < 20):
o_d_score = 10
elif (self.avg_overs / self.cur_bar > 0.9):
o_d_score = 90
elif (self.avg_overs / self.cur_bar > 0.8):
o_d_score = 80
elif (self.avg_overs / self.cur_bar > 0.7):
o_d_score = 60
elif (self.avg_overs / self.cur_bar > 0.6):
o_d_score = 30
elif (self.avg_overs / self.cur_bar > 0.5):
o_d_score = 10
elif (self.avg_overs < self.avg_unders and self.cur_bar > 0):
if (self.avg_unders > 110 and self.avg_overs < 9):
o_d_score = -100
elif (self.avg_unders - self.avg_overs < 20):
o_d_score = -10
elif (self.avg_unders / self.cur_bar > 0.9):
o_d_score = -90
elif (self.avg_unders / self.cur_bar > 0.8):
o_d_score = -80
elif (self.avg_unders / self.cur_bar > 0.7):
o_d_score = -60
elif (self.avg_unders / self.cur_bar > 0.6):
o_d_score = -30
elif (self.avg_unders / self.cur_bar > 0.5):
o_d_score = -10
#bigbang_down
if ((self.cur_bar - self.last_bigbang_down < 10)
and (self.last_bigbang_down < self.last_bigbang_up)):
#pass
bar_len = self.get_current_minute_bar()
if (bar_len > 100):
bar_len = 100
#break
ll_100, ll_100_bar = pplib.get_lest_in_range2(klines, 1, bar_len)
#高度
height_100 = pplib.get_height_in_range(klines, 1, bar_len)
param = ParamUnion()
param.put_param("height", self.height_12)
if (ll_100_bar < 10 or height_100 > 45):
self.manager.drive_event(self.TAG, StgEvent.BigBangBreakDown,
param)
else:
self.manager.drive_event(self.TAG, StgEvent.BigBangDown, param)
if ((self.cur_bar - self.last_bigbang_up < 10)
and (self.last_bigbang_up < self.last_bigbang_down)):
#pass
bar_len = self.get_current_minute_bar()
if (bar_len > 100):
bar_len = 100
#break
hh_100, hh_100_bar = pplib.get_hest_in_range2(klines, 1, bar_len)
#高度
height_100 = pplib.get_height_in_range(klines, 1, bar_len)
param = ParamUnion()
param.put_param("height", self.height_12)
if (hh_100_bar < 10 or height_100 > 45):
self.manager.drive_event(self.TAG, StgEvent.BigBangBreakUp,
param)
else:
self.manager.drive_event(self.TAG, StgEvent.BigBangUp, param)
#脱离顶底部得分
distance_score = 0
hh_inday, hh_inday_bar = pplib.get_highest_bar_today2(
klines) #不用替换成_fix
ll_inday, ll_inday_bar = pplib.get_lowest_bar_today2(klines)
self.debug("hh_inday=%d hh_inday_bar=%d cur_bar=%d" %
(hh_inday, hh_inday_bar, cur_bar))
self.debug("ll_inday=%d ll_inday_bar=%d" % (ll_inday, ll_inday_bar))
if (hh_inday_bar < ll_inday_bar and hh_inday_bar > 110):
distance_score = -30
elif (hh_inday_bar < ll_inday_bar):
avg_p = pplib.get_average(klines, 6)
if (hh_inday_bar < 20):
if (hh_inday - avg_p < 15):
distance_score += 100
else:
distance_score += 60
elif (hh_inday_bar > 25 and hh_inday_bar < 55):
if (hh_inday - avg_p < 15):
distance_score += 15
elif (hh_inday - avg_p > 25):
distance_score -= 30
elif (hh_inday - avg_p > 30):
distance_score -= 50
else:
distance_score -= 30
elif (hh_inday_bar < ll_inday_bar and ll_inday_bar > 110):
distance_score = 30
else:
avg_p = pplib.get_average(klines, 6)
if (ll_inday_bar < 20):
if (avg_p - ll_inday < 15):
distance_score -= 100
else:
distance_score -= 60
elif (ll_inday_bar > 25 and ll_inday_bar < 55):
if (avg_p - ll_inday < 15):
distance_score -= 15
elif (avg_p - ll_inday > 25):
distance_score += 30
elif (avg_p - ll_inday > 30):
distance_score += 50
else:
distance_score += 30
#新高
#key hour
if (lt.tm_hour == 9 and lt.tm_min < 20):
self.key_hour_score = 0
pass
if (lt.tm_hour == 13 and lt.tm_min < 40):
pass
#根据运行过程
self.debug(
"open_score=%d trend_score=%d o_d_score=%d distance_score=%d" %
(open_score, trend_score, o_d_score, distance_score))
if (lt.tm_hour == 21):
self.score = int(self.open_score * 0.3 + o_d_score * 0.6 +
distance_score * 0.1)
else:
self.score = int(self.open_score * 0.1 + trend_score * 0.3 +
o_d_score * 0.5 + distance_score * 0.2)
self.kpi = self.score
def generate_hh_ll(self, klines):
#开仓
#排列
swing_hh = self.hh
swing_ll = self.ll
hh_msg = "change swing_hh "
ll_msg = "change swing_ll"
if (self.m_size > 0 and self.w_size > 0):
m_ret = self.check_open_queue("m_opens", self.m_opens)
w_ret = self.check_open_queue("w_opens", self.w_opens)
#swing_hh = self.m_opens.loc[0].high + 40
#swing_ll = self.w_opens.loc[0].low - 40
if (m_ret == 1 and w_ret == 1):
#几浪
if (self.m_size > 3):
swing_hh = self.m_opens.loc[0].high + 2
swing_ll = swing_hh - 30
elif (self.m_size > 2):
swing_hh = self.m_opens.loc[0].high + 10
swing_ll = pplib.get_lest_in_range(klines, 1, 51)
elif (self.m_size > 1):
swing_hh = self.m_opens.loc[0].high + 20
swing_ll = pplib.get_lest_in_range(klines, 1, 31)
else:
swing_hh = self.m_opens.loc[0].high + 38
swing_ll = pplib.get_lest_in_range(klines, 1, 21)
hh_msg = "排列多"
ll_msg = "排列多"
elif (m_ret == -1 and w_ret == -1):
#几浪
if (self.w_size > 3):
swing_ll = self.m_opens.loc[0].low - 2
swing_hh = swing_ll + 30
elif (self.w_size > 2):
swing_ll = self.m_opens.loc[0].low - 10
swing_hh = pplib.get_hest_in_range(klines, 1, 51)
elif (self.w_size > 1):
swing_ll = self.m_opens.loc[0].low - 20
swing_hh = pplib.get_hest_in_range(klines, 1, 31)
else:
swing_ll = self.m_opens.loc[0].low - 38
swing_hh = pplib.get_hest_in_range(klines, 1, 21)
hh_msg = "排列空"
ll_msg = "排列空"
else:
#未突破
hh_msg = "找swing_high"
ll_msg = "找swing_low"
range_heigh_8 = pplib.get_height_in_range(klines, 1, 8)
l_cksum = pplib.get_checksum(klines, 10, 1)
avg_price = pplib.get_average(klines, 6)
if (self.w_opens.loc[0].lcount > 60):
#突破
'''
swing_hh = self.w_opens.loc[0].close + 20
if(self.w_size > 2):
swing_ll = self.w_opens.loc[0].low-15
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low-25
'''
if (abs(avg_price - self.w_opens.loc[0].low) < 3
and range_heigh_8 < 15 and l_cksum < 0
and l_cksum > -15):
swing_ll = avg_price
ll_msg = "在上一个swing_low附近形成震荡"
#突破
else:
#偏空
if (self.w_size > 2):
swing_ll = self.w_opens.loc[0].low - 8
ll_msg = "w_size>2 and ll=swing_low - 8"
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low - 15
ll_msg = "w_size>2 and ll=swing_low - 15"
if (self.get_kpi_daily() > 10):
swing_ll += int(self.get_kpi_daily() / 10) + 1
ll_msg += "调整%d" % (
int(self.get_kpi_daily() / 10) + 1)
elif (self.w_opens.loc[0].lcount < 30
and self.w_opens.loc[0].lcount > 60):
if (avg_price < self.w_opens.loc[0].close - 8):
swing_hh = self.w_opens.loc[0].close
swing_ll = self.w_opens.loc[0].close - 28
ll_msg = "swing_low 大小桥 ll下移21"
hh_msg = "swing_low 大小桥 low变high 阻变支"
else:
swing_ll = self.w_opens.loc[0].close
ll_msg = "swing_low 大小桥 使用swing_low"
#突破跟进
#突破
if (self.m_opens.loc[0].lcount > 60):
#突破
'''
swing_hh = self.w_opens.loc[0].close + 20
if(self.w_size > 2):
swing_ll = self.w_opens.loc[0].low-15
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low-25
'''
if (abs(avg_price - self.m_opens.loc[0].high) < 3
and range_heigh_8 < 15 and l_cksum > 0
and l_cksum < 15):
swing_hh = avg_price
hh_msg = "swing_high 使用swing_high附件avg_price"
#突破
else:
#偏空
if (self.m_size > 2):
swing_hh = self.m_opens.loc[0].high + 8
hh_msg = "m_size > 2 swing_high0+8"
if (self.m_size >= 1):
swing_hh = self.m_opens.loc[0].high + 15
hh_msg = "m_size >= 1 swing_high0+15"
if (self.get_kpi_daily() < -10):
swing_hh += int(self.get_kpi_daily() / 10) + 1
hh_msg += "调整%d" % (int(self.get_kpi_daily() / 10) + 1)
elif (self.m_opens.loc[0].lcount < 30
and self.m_opens.loc[0].lcount > 60):
if (avg_price > self.m_opens.loc[0].close + 5):
swing_ll = self.m_opens.loc[0].close - 5
swing_hh = self.m_opens.loc[0].close + 25
hh_msg = "swing_high 上移21"
ll_msg = "swing_high0-5 变ll"
else:
swing_hh = self.m_opens.loc[0].high
hh_msg = "大小乔 使用swing_high"
#
elif (self.m_size > 0):
#强升
m_ret = self.check_open_queue("m_opens", self.m_opens)
if (m_ret == 1 and self.cur_bar < 110
and self.get_kpi_daily() > 30):
ll_10 = pplib.get_lest_in_range(klines, 1, 11)
swing_ll = ll_10
ll_msg = "强升，ll=ll_10"
elif (self.w_size > 0):
#强降
m_ret = self.check_open_queue("w_opens", self.m_opens)
if (m_ret == -1 and self.cur_bar < 110
and self.get_kpi_daily() < -30):
hh_10 = pplib.get_hest_in_range(klines, 1, 11)
swing_hh = hh_10
hh_msg = "强降，hh=hh_10"
elif (self.cur_bar > 50):
avg_price = pplib.get_average(klines, 5)
open_p = self.get_open_price()
if (avg_price > open_p):
swing_ll = pplib.get_lest_in_range(klines, 1, 11)
ll_msg = "流畅上升，ll=ll_10"
elif (open_p > avg_price):
swing_hh = pplib.get_hest_in_range(klines, 1, 11)
hh_msg = "流畅下降，hh=hh_10"
elif (self.cur_bar < 50):
ups = pplib.get_count_of_greater(klines, self.cur_bar)
downs = pplib.get_count_of_less(klines, self.cur_bar)
if (ups > self.ups_at_open):
self.ups_at_open = ups
if (downs > self.downs_at_open):
self.downs_at_open = downs
if (self.cur_bar > 25 and self.downs_at_open < 10):
avg_price = pplib.get_average(klines, 9)
ll_msg = "未形成swing前强升，ll=lavg9"
swing_ll = avg_price
if (self.cur_bar > 25 and self.downs_at_open < 10):
avg_price = pplib.get_average(klines, 9)
hh_msg = "未形成swing前强降，hh=avg9"
swing_hh = avg_price
if (self.hh == 0):
swing_hh = self.get_open_price + self.get_atr_daily()
hh_msg = "hh=0, hh=open+atr"
elif (self.hh < self.ask_price - 10):
#突破
avg_price = pplib.get_average(klines, 15)
if (avg_price > self.hh + 5):
swing_ll = self.hh
swing_hh = self.ask_price + 25
hh_msg = "逃出区间, hh=cur_price+25"
ll_msg = "逃出区间, ll = last_hh"
if (self.ll == 0):
swing_ll = self.get_open_price - self.get_atr_daily()
ll_msg = "ll = 0, ll=open-atr"
elif (self.ll > self.ask_price + 10):
avg_price = pplib.get_average(klines, 15)
if (avg_price < self.ll - 5):
swing_hh = self.ll
swing_ll = self.ask_price - 23
hh_msg = "逃出区间, hh=swing+25"
ll_msg = "逃出区间, ll = cur_price-23"
if (swing_hh != self.hh):
self.change_hh(swing_hh, hh_msg)
if (swing_ll != self.ll):
self.change_ll(swing_ll, ll_msg)