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