def showVoters(self):
logs.info('AREA, VOTER, GOOD, BAD')
for area in range(AREA_NUM):
vts = self.voters[area]
l = len(vts)
#print l
for i in range(l):
logs.info(str(area) + ',' + vts[i][0] + ',' + str(vts[i][1]) + ',' + str(vts[i][2]))
self.graph(area, i + 1, vts[i])
def showStrategies(self):
rate = 1
logs.info('STRATEGY,BUY TIMES, SELL TIMES, DOWNS, FINAL EQUITY')
logtr.info('OP,STRATEGY,TIME,VOLUME,PRICE,POSITION,NOTES,EQUITY,BALANCE')
for s in self.strategies:
if s[0] == 0: break
logs.info(s[0].strategyName + ',' + str(len(s[0].stats['buy']['date'])) + ',' + str(len(s[0].stats['sell']['date'])) + ',' + str(s[0].stats['downDays']) + ',' + str(s[1]))
for tl in s[0].stats['log']:
logtr.info(tl)
s[0].generateGraph(rate)
rate += 1
def runStrategy(prices):
logs.info('STRATEGY,BUY TIMES, SELL TIMES, FINAL EQUITY')
#prices = SqliteDB().getAllPrices(table)
ps = [p['close'] for p in prices]
pool = StrategyPool(100)
doRSITrade(pool, prices, 14, 70, 30)
pool.showStrategies()
return
for i in range(3, 30):
for j in range(70, 100):
for k in range(1, 31):
doRSITrade(pool, prices, i, j, k)
def runStrategy(prices):
logs.info('STRATEGY,BUY TIMES, SELL TIMES, FINAL EQUITY')
#prices = SqliteDB().getAllPrices(table)
ps = [p['close'] for p in prices]
pool = StrategyPool(100)
doRSITrade(pool, prices, 14, 70, 30)
pool.showStrategies()
return
for i in range(3, 30):
for j in range(70, 100):
for k in range(1, 31):
doRSITrade(pool, prices, i, j, k)
def showStrategies(self):
rate = 1
logs.info('STRATEGY,BUY TIMES, SELL TIMES, DOWN DAYS, FINAL EQUITY')
logtr.info('OP,STRATEGY,TIME,COUNTER,PRICE,VOLUMN,POSITION,NOTES')
for s in self.strategies:
if s[0] == 0: break
logs.info(s[0].strategyName + ',' +
str(len(s[0].stats['buy']['date'])) + ',' +
str(len(s[0].stats['sell']['date'])) + ',' +
str(s[0].stats['downDays']) + ',' + str(s[1]))
for tl in s[0].stats['log']:
logtr.info(tl)
s[0].generateGraph(rate)
rate += 1
def doTrade(tname, front, ops):
pools = pool.VoterPool(1, prices)
pools.estimate(tname, ops, front)
pools.showVoters()
t = Trader(tname)
lastArea = -1
countdowns = [3] * 4
vols = [0] * 4
for i in range(front, l):
price = prices[i]
volume = 0
area = areas[i]
notes = 'AREA:' + str(area) + ';VOL:' + str(vols[area]) + '->' + str(
ops[i])
volume = ops[i] - vols[area]
vols[area] = ops[i]
countdowns[area] = 3
if volume == 0: notes = ''
for j in range(4):
if j == area: continue
if countdowns[j] > 0: countdowns[j] -= 1
if countdowns[j] == 0 and vols[j] != 0:
volume -= vols[j]
notes += ';CLOSE AREA:' + str(j) + ';VOL:' + str(
vols[j]) + '->0'
vols[j] = 0
if volume != 0:
t.processOrder(price['dt'],
price['rmb'],
volume * 1000,
notes=notes)
else:
t.summary(price['dt'], price['rmb'])
logs.info(t.strategyName + ',' + str(len(t.stats['buy']['date'])) + ',' +
str(len(t.stats['sell']['date'])) + ',' +
str(t.stats['downDays']) + ',' + str(t.equity))
logtr.info('OP,STRATEGY,TIME,VOLUME,PRICE,POSITION,NOTES,EQUITY,BALANCE')
for tl in t.stats['log']:
logtr.info(tl)
t.generateGraph(0)
def runStrategy(prices):
logs.info('STRATEGY,BUY TIMES, SELL TIMES, FINAL EQUITY')
#prices = SqliteDB().getAllPrices(table)
ps = [p['close'] for p in prices]
pool = StrategyPool(100)
#doBollingTrade(pool, prices, ps, 12, 2.4)
#pool.showStrategies()
#return
for i in range(2, 40):
j = 0
log.debug(i)
while j <= 5:
doBollingTrade(pool, prices, ps, i, j)
j += 0.1
pool.showStrategies()
def runStrategy(prices):
logs.info('STRATEGY,BUY TIMES, SELL TIMES, FINAL EQUITY')
#prices = SqliteDB().getAllPrices(table)
ps = [p['close'] for p in prices]
pool = StrategyPool(100)
#doBollingTrade(pool, prices, ps, 12, 2.4)
#pool.showStrategies()
#return
for i in range(2, 40):
j = 0
log.debug(i)
while j <= 5:
doBollingTrade(pool, prices, ps, i, j)
j += 0.1
pool.showStrategies()
def doTrade(tname, front, ops):
pools = pool.VoterPool(1, prices)
pools.estimate(tname, ops, front)
pools.showVoters()
t = Trader(tname)
lastArea = -1
countdowns = [COUNT_DOWN] * 4
vols = [0] * 4
for i in range(front, l):
price = prices[i]
volume = 0
area = areas[i]
if pool.checkTime(price['dt']):
if vols[area] == 0:
notes = 'AREA:' + str(area) + ';VOL:' + str(vols[area]) + '->' + str(ops[i]) + ';'
volume = ops[i] - vols[area]
vols[area] = ops[i]
countdowns[area] = COUNT_DOWN
if volume == 0: notes = ''
for j in range(4):
#if j == area: continue
if countdowns[j] > 0: countdowns[j] -= 1
if countdowns[j] == 0 and vols[j] != 0:
volume -= vols[j]
notes += 'CLOSE AREA:' + str(j) + ';VOL:' + str(vols[j]) + '->0;'
vols[j] = 0
else: # not trading time
for j in range(4):
if countdowns[j] > 0: countdowns[j] -= 1
if volume != 0:
t.processOrder(price['dt'], price['rmb'], volume, notes=notes)
else:
t.summary(price['dt'], price['rmb'])
logs.info(t.strategyName + ',' + str(len(t.stats['buy']['date'])) + ',' + str(len(t.stats['sell']['date'])) + ',' + str(t.stats['downDays']) + ',' + str(t.equity))
logtr.info('OP,STRATEGY,TIME,VOLUME,PRICE,POSITION,NOTES,EQUITY,BALANCE')
for tl in t.stats['log']:
logtr.info(tl)
t.generateGraph(0)
def runStrategy(prices):
logs.info('STRATEGY,BUY TIMES, SELL TIMES, FINAL EQUITY')
ps = [p['close'] for p in prices]
pool = StrategyPool(100)
doMacdTrade(pool, prices, ps, 12, 26, 9)
pool.showStrategies()
return
for i in range(5, 20):
for j in range(12, 50):
if i >= j: continue
for k in range(2, 20):
doMacdTrade(pool, prices, ps, i, j, k)
pool.showStrategies()
