def load_var(self): filename = get_dss() + 'fut/engine/turtle/signal_turtle_var.csv' if os.path.exists(filename): df = pd.read_csv(filename) df = df[df.vtSymbol == self.vtSymbol] if len(df) > 0: rec = df.iloc[-1, :] # 取最近日期的记录 self.unit = rec.unit self.atrVolatility = rec.atrVolatility self.entryUp = rec.entryUp self.entryDown = rec.entryDown self.exitUp = rec.exitUp self.exitDown = rec.exitDown self.longEntry1 = rec.longEntry1 self.longEntry2 = rec.longEntry2 self.longEntry3 = rec.longEntry3 self.longEntry4 = rec.longEntry4 self.longStop = rec.longStop self.shortEntry1 = rec.shortEntry1 self.shortEntry2 = rec.shortEntry2 self.shortEntry3 = rec.shortEntry3 self.shortEntry4 = rec.shortEntry4 self.shortStop = rec.shortStop if rec.has_result == 1: self.result = SignalResult() self.result.unit = rec.result_unit self.result.entry = rec.result_entry self.result.exit = rec.result_exit self.result.pnl = rec.result_pnl
def load_var(self): filename = get_dss() + 'fut/check/signal_aberration_var.csv' if os.path.exists(filename): df = pd.read_csv(filename) df = df[df.vtSymbol == self.vtSymbol] if len(df) > 0: rec = df.iloc[-1, :] # 取最近日期的记录 self.unit = rec.unit if rec.has_result == 1: self.result = SignalResult() self.result.unit = rec.result_unit self.result.entry = rec.result_entry self.result.exit = rec.result_exit self.result.pnl = rec.result_pnl
def open(self, price, change): self.unit += change if not self.result: self.result = SignalResult() self.result.open(price, change) r = [ [self.bar.date+' '+self.bar.time, '多' if change>0 else '空', '开', \ abs(change), price, 0, self.vtSymbol ] ] df = pd.DataFrame(r, columns=['datetime','direction','offset','volume','price','pnl', 'symbol']) pz = str(get_contract(self.vtSymbol).pz) filename = get_dss() + 'fut/engine/dalicta/signal_dalicta_'+self.type+ '_deal_' + pz + '.csv' if os.path.exists(filename): df.to_csv(filename, index=False, mode='a', header=False) else: df.to_csv(filename, index=False)
def load_var(self): filename = get_dss( ) + 'fut/engine/kama_raw/signal_kama_raw_' + self.type + '_var_' + pz + '.csv' if os.path.exists(filename): df = pd.read_csv(filename) df = df[df.vtSymbol == self.vtSymbol] df = df.sort_values(by='datetime') df = df.reset_index() if len(df) > 0: rec = df.iloc[-1, :] # 取最近日期的记录 self.unit = rec.unit if rec.has_result == 1: self.result = SignalResult() self.result.unit = rec.result_unit self.result.entry = rec.result_entry self.result.exit = rec.result_exit self.result.pnl = rec.result_pnl
def open(self, price, change): """开仓""" self.unit += change if not self.result: self.result = SignalResult() self.result.open(price, change) r = [ [self.bar.date+' '+self.bar.time, '多' if change>0 else '空', '开', \ abs(change), price, 0 ] ] df = pd.DataFrame(r, columns=[ 'datetime', 'direction', 'offset', 'volume', 'price', 'pnl' ]) filename = get_dss( ) + 'fut/deal/signal_aberration_' + self.type + '_' + self.vtSymbol + '.csv' df.to_csv(filename, index=False, mode='a', header=False)
def open(self, price, change): """开仓""" self.unit += change if not self.result: self.result = SignalResult() self.result.open(price, change) r = [ [self.bar.date+' '+self.bar.time, '多' if change>0 else '空', '开', \ abs(change), price, 0, \ self.intraTradeHigh, self.intraTradeLow, self.stop] ] df = pd.DataFrame(r, columns=['datetime','direction','offset','volume','price','pnl', \ 'intraTradeHigh','intraTradeLow','stop']) filename = get_dss( ) + 'fut/deal/signal_donchian_' + self.type + '_' + self.vtSymbol + '.csv' if os.path.exists(filename): df.to_csv(filename, index=False, mode='a', header=False) else: df.to_csv(filename, index=False)
def load_var(self): filename = get_dss() + 'fut/engine/atrrsi/signal_atrrsi_var.csv' if os.path.exists(filename): df = pd.read_csv(filename) df = df[df.vtSymbol == self.vtSymbol] df = df.sort_values(by='datetime') df = df.reset_index() if len(df) > 0: rec = df.iloc[-1, :] # 取最近日期的记录 self.unit = rec.unit self.cost = rec.cost self.intraTradeHigh = rec.intraTradeHigh self.intraTradeLow = rec.intraTradeLow self.stop = rec.stop if rec.has_result == 1: self.result = SignalResult() self.result.unit = rec.result_unit self.result.entry = rec.result_entry self.result.exit = rec.result_exit self.result.pnl = rec.result_pnl
def load_var(self): pz = str(get_contract(self.vtSymbol).pz) filename = get_dss() + 'fut/engine/rsiboll/signal_rsiboll_'+self.type+'_var_' + pz + '.csv' if os.path.exists(filename): df = pd.read_csv(filename) df = df[df.vtSymbol == self.vtSymbol] df = df.sort_values(by='datetime') df = df.reset_index() if len(df) > 0: rec = df.iloc[-1,:] # 取最近日期的记录 self.unit = rec.unit self.cost = rec.cost self.intraTradeHigh = rec.intraTradeHigh self.intraTradeLow = rec.intraTradeLow self.stop = rec.stop self.dida = rec.dida if rec.has_result == 1: self.result = SignalResult() self.result.unit = rec.result_unit self.result.entry = rec.result_entry self.result.exit = rec.result_exit self.result.pnl = rec.result_pnl