def __init__(self):
self._db = Sqlite3()
self._sms = SMSGateway()
self._account_btcchina = BTCChinaAccount(config.ACCESS_KEY,
config.SECRET_KEY,
config.ACCOUNT_ID)
pass
def __init__(self):
self._db = Sqlite3()
self._sms = SMSGateway()
self._account_btcchina = BTCChinaAccount(config.ACCESS_KEY, config.SECRET_KEY, config.ACCOUNT_ID)
pass
class TrendMonitor(object):
'''
行情趋势监控类
1. 行情短信预警
2. 自动止损卖空
'''
def __init__(self):
self._db = Sqlite3()
self._sms = SMSGateway()
self._account_btcchina = BTCChinaAccount(config.ACCESS_KEY, config.SECRET_KEY, config.ACCOUNT_ID)
pass
def _load_recent_price(self):
ret = False
recs = []
sql = 'SELECT price, updatetime FROM t_price_history ORDER BY id desc LIMIT %d;' % (config.STOP_LOSS_SAMPLE_SPACE)
ret, recs = self._db.execute(sql)
if not ret:
logger.error('load recent price fail')
return ret, recs
return ret, recs
def _fresh_pipeline(self, price_tuple_history):
now = time.time()
fresh_price_history = []
for tuple_price in price_tuple_history:
price = tuple_price[0]
updatetime = tuple_price[1]
elapse_sec = now - updatetime
if elapse_sec < (config.STOP_LOSS_FRESH_TIME * 60):
fresh_price_history.append(price)
else:
logger.info('price info too old - %d secs - "%s"' % (elapse_sec, str(tuple_price)))
logger.info('fresh pipeline %d -> %d' % (len(price_tuple_history), len(fresh_price_history)))
return fresh_price_history
# 止损策略 - 均值
# 如果平均价格低于阀值,则满足止损条件
# True - dangerous
# False - safe
def _strategy_stop_loss_mean(self, price_history):
ret = False
msg = ''
# 计算平均值
mean = sum(price_history) / float(len(price_history))
if mean < config.STOP_LOSS_MEAN:
ret = True
last = price_history[0]
if not ret:
logger.info('>>> strategy mean checked safe - mean %0.2f' % (mean))
return ret, msg
logger.info('>>> BE CAUTIOUS -> strategy mean checked DANGEROUS - mean %0.2f / %0.2f' % (mean, config.STOP_LOSS_MEAN))
# 发送预警短信
if config.STOP_LOSS_EXEC_SMS:
logger.info('exec sms flag is open')
msg = 'kxLowPrice,sms_zend_framework,sl,10min,mean%0.2f,last%0.2f' % (mean, last)
self._sms.send(msg)
else:
logger.info('exec sms flag is close')
# 执行抛售操作
if config.STOP_LOSS_EXEC_SELLOUT:
logger.info('exec sell flag is open')
best_ask = last - config.OFFSET_SELLOUT
logger.info('best ask %0.2f' % (best_ask))
self._account_btcchina.sell_out(best_ask)
else:
logger.info('exec sms flag is close')
return ret, msg
# 止损策略 - 首次触底
def _strategy_stop_loss_bottom(self, price_history):
ret = False
msg = ''
return ret,msg
def _judge_direction(self, price_history):
pass
def run(self):
while True:
logger.info('sleep %d sec' % (config.PRICE_MONITOR_INTERVAL))
time.sleep(config.PRICE_MONITOR_INTERVAL)
ret, recs = self._load_recent_price()
if ret:
# 判断价格历史数据是否已经过期
price_history = self._fresh_pipeline(recs)
if len(price_history) < (config.STOP_LOSS_SAMPLE_SPACE / 10):
logger.info('stop loss sample space is too small %d/%d, skip' % (len(price_history), config.STOP_LOSS_SAMPLE_SPACE))
continue
# 止损策略
self._strategy_stop_loss_mean(price_history)
pass
pass
pass
class TrendMonitor(object):
'''
行情趋势监控类
1. 行情短信预警
2. 自动止损卖空
'''
def __init__(self):
self._db = Sqlite3()
self._sms = SMSGateway()
self._account_btcchina = BTCChinaAccount(config.ACCESS_KEY,
config.SECRET_KEY,
config.ACCOUNT_ID)
pass
def _load_recent_price(self):
ret = False
recs = []
sql = 'SELECT price, updatetime FROM t_price_history ORDER BY id desc LIMIT %d;' % (
config.STOP_LOSS_SAMPLE_SPACE)
ret, recs = self._db.execute(sql)
if not ret:
logger.error('load recent price fail')
return ret, recs
return ret, recs
def _fresh_pipeline(self, price_tuple_history):
now = time.time()
fresh_price_history = []
for tuple_price in price_tuple_history:
price = tuple_price[0]
updatetime = tuple_price[1]
elapse_sec = now - updatetime
if elapse_sec < (config.STOP_LOSS_FRESH_TIME * 60):
fresh_price_history.append(price)
else:
logger.info('price info too old - %d secs - "%s"' %
(elapse_sec, str(tuple_price)))
logger.info('fresh pipeline %d -> %d' %
(len(price_tuple_history), len(fresh_price_history)))
return fresh_price_history
# 止损策略 - 均值
# 如果平均价格低于阀值,则满足止损条件
# True - dangerous
# False - safe
def _strategy_stop_loss_mean(self, price_history):
ret = False
msg = ''
# 计算平均值
mean = sum(price_history) / float(len(price_history))
if mean < config.STOP_LOSS_MEAN:
ret = True
last = price_history[0]
if not ret:
logger.info('>>> strategy mean checked safe - mean %0.2f' % (mean))
return ret, msg
logger.info(
'>>> BE CAUTIOUS -> strategy mean checked DANGEROUS - mean %0.2f / %0.2f'
% (mean, config.STOP_LOSS_MEAN))
# 发送预警短信
if config.STOP_LOSS_EXEC_SMS:
logger.info('exec sms flag is open')
msg = 'kxLowPrice,sms_zend_framework,sl,10min,mean%0.2f,last%0.2f' % (
mean, last)
self._sms.send(msg)
else:
logger.info('exec sms flag is close')
# 执行抛售操作
if config.STOP_LOSS_EXEC_SELLOUT:
logger.info('exec sell flag is open')
best_ask = last - config.OFFSET_SELLOUT
logger.info('best ask %0.2f' % (best_ask))
self._account_btcchina.sell_out(best_ask)
else:
logger.info('exec sms flag is close')
return ret, msg
# 止损策略 - 首次触底
def _strategy_stop_loss_bottom(self, price_history):
ret = False
msg = ''
return ret, msg
def _judge_direction(self, price_history):
pass
def run(self):
while True:
logger.info('sleep %d sec' % (config.PRICE_MONITOR_INTERVAL))
time.sleep(config.PRICE_MONITOR_INTERVAL)
ret, recs = self._load_recent_price()
if ret:
# 判断价格历史数据是否已经过期
price_history = self._fresh_pipeline(recs)
if len(price_history) < (config.STOP_LOSS_SAMPLE_SPACE / 10):
logger.info(
'stop loss sample space is too small %d/%d, skip' %
(len(price_history), config.STOP_LOSS_SAMPLE_SPACE))
continue
# 止损策略
self._strategy_stop_loss_mean(price_history)
pass
pass
pass