def algorithm(self, ticker):
"""
计算部分
:param ticker: 订阅的数据
:return:
"""
df = self.df.iloc[-9 * 60:]
kdj_dvalue = kdj(self.df, n=9 * 24 * 60, m=3 * 24 * 60)
kdj_hvalue = kdj(df, n=9 * 60, m=3 * 60)
d_k, d_d, d_j = kdj_dvalue['kdj_k'], kdj_dvalue['kdj_d'], kdj_dvalue[
'kdj_j']
h_k, h_d, h_j = kdj_hvalue['kdj_k'], kdj_hvalue['kdj_d'], kdj_hvalue[
'kdj_j']
if (d_k > d_d) and (self.position == -1):
self.position = 1
elif (d_k < d_d) and (self.position == 1):
self.position = -1
elif h_k > h_d:
if self.position == 0:
self.position = 1
self.uid = Userchoose().choose(self.pid)
elif self.position == -1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
elif h_k < h_d:
if self.position == 0:
self.position = -1
self.uid = Userchoose().choose(self.pid)
elif self.position == 1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
df = self.df.iloc[-26 * 60:]
macd_dval = macd(self.df,
short=12 * 24 * 60,
long=26 * 24 * 60,
mid=9 * 24 * 60)
macd_hval = macd(df, short=12 * 60, long=26 * 60, mid=9 * 60)
d_diff = macd_dval['diff']
d_dea = macd_dval['dea']
h_diff = macd_hval['diff']
h_dea = macd_hval['dea']
if (d_diff > d_dea) and (self.position == -1):
self.position = 1
elif (d_diff < d_dea) and (self.position == 1):
self.position = -1
elif h_diff > h_dea:
if self.position == 0:
self.position = 1
self.uid = Userchoose().choose(self.pid)
elif self.position == -1:
self.position = 0
self.uid = Userchoose().choose(self.pid)
elif h_diff < h_dea:
if self.position == 0:
self.position = -1
Userchoose().reset(self.uid, self.pid)
elif self.position == 1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
"""
:param ticker: 订阅的数据
:return:
"""
price = np.float64(ticker['close'])
high30 = self.df['high'].max()
low30 = self.df['low'].min()
df = self.df.iloc[-20 * 4 * 60]
high20 = df['high'].max()
low20 = df['low'].low()
if price > high30:
if self.position == 0:
self.uid = Userchoose().choose(self.pid)
self.position = 1
self.price = price
elif self.position == -1:
self.position = 1
self.price = price
elif price < low30:
if self.position == 0:
self.uid = Userchoose().choose(self.pid)
self.position = -1
self.price = price
elif self.position == 1:
self.position = -1
self.price = price
elif price > high20:
if self.position == -1:
Userchoose().reset(self.uid, self.pid)
self.position = 0
self.price = price
elif price < low20:
if self.position == 1:
Userchoose().reset(self.uid, self.pid)
self.position = 0
self.price = price
else:
pass
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
price = np.float64(ticker['price'])
high30 = self.df['high'].max()
low30 = self.df['low'].min()
df = self.df.iloc[-20 * 2 * 60:]
high20 = df['high'].max()
low20 = df['low'].low()
if price > high30:
if self.position == 0:
self.uid = Userchoose().choose(self.pid)
self.position = 1
self.price = price
elif self.position == -1:
self.position = 1
self.price = price
elif price < low30:
if self.position == 0:
self.uid = Userchoose().choose(self.pid)
self.position = -1
self.price = price
elif self.position == 1:
self.position = -1
self.price = price
elif price > high20:
if self.position == -1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
self.price = price
elif price < low20:
if self.position == 1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
self.price = price
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
"""
:param ticker: 订阅的数据
:return:
"""
price = np.float64(ticker['close'])
high10 = self.df.iloc[-10 * 5:]['high'].max()
low10 = self.df.iloc[-10 * 5:]['low'].min()
ma250 = ma(self.df, n=250 * 5)
angle = ma250.iloc[-1] - ma250.iloc[-2]
if (angle > 0) and (price < ma250.iloc[-1]):
self.status = -1
elif (angle < 0) and (price > ma250.iloc[-1]):
self.status = 1
if self.position == 0:
if (self.status == -1) and (price > high10):
self.position = 1
self.stoploss = low10
self.uid = Userchoose().choose(self.pid)
elif (self.status == 1) and (price < low10):
self.position = -1
self.stoploss = high10
self.uid = Userchoose().choose(self.pid)
elif (self.position == 1) and (price < self.stoploss):
self.position = 0
self.stoploss = 0
Userchoose().reset(self.uid, self.uid)
elif (self.position == -1) and (price > self.stoploss):
self.position = 0
self.stoploss = 0
Userchoose().reset(self.uid, self.pid)
else:
pass
# 更新分钟K线数据
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
"""
:param ticker: 订阅的数据
:return:
"""
price = np.float64(ticker['close'])
rsi_val = rsi(self.df, n=7 * 60)
high10 = self.df.iloc[-10 * 60:]['high'].max()
low10 = self.df.iloc[-10 * 60:]['low'].min()
high20 = self.df.iloc[-20 * 60:]['high'].max()
low20 = self.df.iloc[-20 * 60:]['low'].min()
if rsi_val < 20:
self.status = -1
if self.position == 1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
elif rsi_val > 80:
self.status = 1
if self.position == -1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
if self.position == 0:
if (self.status == -1) and (price > high10):
self.position = 1
self.uid = Userchoose().choose(self.pid)
self.stoploss = low20
elif (self.status == 1) and (price < low10):
self.position = -1
self.uid = Userchoose().choose(self.pid)
self.stoploss = high20
else:
pass
elif (self.position == 1) and (price < self.stoploss):
self.position = 0
self.stoploss = 0
self.status = 0
Userchoose().reset(self.uid, self.pid)
elif (self.position == -1) and (price > self.stoploss):
self.position = 0
self.stoploss = 0
self.status = 0
Userchoose().reset(self.uid, self.pid)
else:
pass
# 更新分钟k线数据
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
"""
:param ticker: 订阅的数据
:return:
"""
price = np.float64(ticker['close'])
high10 = self.df.iloc[-10 * 30:]['high'].max()
low10 = self.df.iloc[-10 * 30:]['low'].min()
cci_val = cci(self.df, n=14 * 30)
if cci_val < -100:
self.status = -1
if self.position == -1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
elif cci_val > 100:
self.status = 1
if self.position == 1:
self.position = 0
Userchoose().reset(self.uid, self.pid)
if self.position == 0:
if (self.status == -1) and (price > high10):
self.position = 1
self.stoploss = low10
self.uid = Userchoose().choose(self.pid)
elif (self.status == 1) and (price < low10):
self.postion = -1
self.stoploss = high10
self.uid = Userchoose().choose(self.pid)
elif (self.position == 1) and (price < self.stoploss):
self.position = 0
Userchoose().reset(self.uid, self.pid)
elif (self.position == -1) and (price > self.stoploss):
self.postion = 0
Userchoose().reset(self.uid, self.pid)
else:
pass
# 更新分钟K线数据
self.df = updatedata(self.df, ticker)
def algorithm(self, ticker):
"""
:param ticker: socket 收到的ticker数据，用pandas包装
:return:
"""
date = datetime.now()
price = np.float64(ticker['close'])
if self.position == 0:
if price > self.breakBuyprice:
self.position = 1
self.rBreak = 1
self.stopLoss = self.reverseBuyprice
self.uid = Userchoose().choose(self.pid)
elif price < self.breakSellprice:
self.position = -1
self.rBreak = -1
self.stopLoss = self.reverseSellprice
self.opentime = date
self.uid = Userchoose().choose(self.pid)
content = "空仓的情况下，盘中价格在{}跌破突破卖出价 {}，采取趋势策略，在该点位开仓做空，止损位置为反转" \
"卖出价 {}".format(str_date, self.breakSellprice, self.reverseSellprice)
elif (price > self.observeBuyprice) and (price <
self.breakBuyprice):
self.upperObserveSell = 1
elif (price < self.observeSellprice) and (price <
self.breakSellprice):
self.lowerObserveBuy = 1
elif (self.upperObserveSell
== 1) and (price < self.breakSellprice):
self.position = -1
self.stopLoss = self.breakBuyprice
self.opentime = date
self.uid = Userchoose().choose(self.pid)
content = "空仓情况下，日内最高价超过观察卖出价{}后，盘中价格出现回落，且在{}进一步跌破反转卖出价{}" \
"构成的支撑线时，采取反转策略，即在该点位做空，止损位置为突破买入价{}".format(self.observeSellprice, str_date,
self.reverseSellprice, self.breakBuyprice)
elif (self.lowerObserveBuy
== 1) and (price > self.reverseBuyprice):
self.position = 1
self.stopLoss = self.breakSellprice
self.opentime = date
self.uid = Userchoose().choose(self.pid)
content = "空仓情况下，当日内最高价低于观察买入价{}后，盘中价格出现反弹，且进一步在{}超过反转买入价{}" \
"构成的阻力线时，采取反转策略，即在该点位做多，止损位置为突破卖出价{}".format(self.observeBuyprice, str_date,
self.reverseBuyprice, self.breakSellprice)
else:
pass
else:
if (self.position == 1) and (self.rBreak != 1):
if price > self.observeSellprice:
self.upperObserveSell = 1
elif (self.upperObserveSell
== 1) and (price < self.reverseSellprice):
self.position = -1
self.stopLoss = self.breakBuyprice
self.opentime = date
content = "持有多单情况下，当日内最高价超过观察卖出价{}后，盘中价格出现回落，且进一步在{}跌破反转卖" \
"出价{}构成的支撑线时，采取反转策略，即在该点位反手做空," \
"止损位置为突破买入价{}".format(self.observeSellprice, str_date, self.reverseSellprice,
self.breakBuyprice)
else:
pass
elif (self.position == -1) and (self.rBreak != -1):
if price < self.observeBuyprice:
self.lowerObserveBuy = 1
elif (self.lowerObserveBuy
== 1) and (price > self.reverseBuyprice):
self.position = 1
self.stopLoss = self.breakSellprice
self.opentime = date
content = "持有空单情况下，当日内最低价低于观察买入价{}后，盘中价格出现反弹，且进一步在{}超过反转买" \
"入价{}构成的阻力线时，采取反转策略，即在该点位反手做多，" \
"止损位置为突破卖出价{}".format(self.observeBuyprice, str_date, self.reverseBuyprice,
self.breakSellprice)
else:
pass
elif (date >= datetime(year=self.opentime.year,
month=self.opentime.month,
day=self.opentime.day,
hour=23,
minute=55,
second=0)) and self.position:
str_time = date.strftime('%Y-%m-%d %H:%M')
self.stopLoss = 0
if self.position == 1:
self.opentime = 0
self.position = 0
Userchoose().reset(self.uid, self.pid)
if self.rBreak == 1:
self.rBreak = 0
content = "持有的{}价位的多单，以收盘前5分钟时间{} ({})的价格{}平仓".format(
str_date, self.breakBuyprice, str_time, price)
else:
content = "持有的{}价位的多单，以收盘前5分钟时间{} ({})的价格{}平仓".format(
str_date, self.reverseBuyprice, str_time, price)
else:
self.position = 0
self.opentime = 0
Userchoose().reset(self.uid, self.pid)
if self.rBreak == -1:
self.rBreak = 0
content = "持有以{}价位的空单，以收盘前5分钟时间{} ({})的价格{}平仓".format(
str_date, self.breakSellprice, str_time, price)
else:
content = "持有以{}价位的空单，以收盘前5分钟时间{} ({})的价格{}平仓".format(
str_date, self.reverseSellprice, str_time, price)
else:
if (self.position == 1) and (price < self.stopLoss):
self.position = 0
self.opentime = 0
stoploss = self.stopLoss
self.stopLoss = 0
Userchoose().reset(self.uid, self.pid)
if self.rBreak == 1:
self.rBreak = 0
content = "持有以{}价位的多单，目前在{}价格跌破止损价位{},以市价单止损平仓".format(
str_date, self.breakBuyprice, stoploss)
else:
content = "持有以{}价位的多单，目前在{}价格跌破止损价位{},以市价单止损平仓".format(
str_date, self.reverseBuyprice, stoploss)
elif (self.position == -1) and (price > self.stopLoss):
self.position = 0
self.opentime = 0
stoploss = self.stopLoss
self.stopLoss = 0
Userchoose().reset(self.uid, self.pid)
if self.rBreak == -1:
self.rBreak = 0
content = "持有以{}价位的空单，目前在{}价格突破止损价位{},以市价单止损平仓".format(
str_date, self.breakSellprice, stoploss)
else:
content = "持有以{}价位的空单，目前在{}价格突破止损价位{},以市价单止损平仓".format(
str_date, self.reverseSellprice, stoploss)
else:
pass
self.df = updatedata(self.df, ticker)