StopLossPoint = OrderPrice * (1-MoveStopLoss)
LastOrderDay = KBar['time'][n].strftime('%Y%m%d')
elif KBar['close'][n] < FloorPrice[Date] - Spread[Date] :
OrderRecord.Order('Sell', KBar['product'][n+1],KBar['time'][n+1],KBar['open'][n+1],1)
OrderPrice = KBar['open'][n+1]
StopLossPoint = OrderPrice * (1+MoveStopLoss)
LastOrderDay = KBar['time'][n].strftime('%Y%m%d')
# 如果有多單部位，則在1330點以後立即平倉
elif OrderRecord.GetOpenInterest()==1 :
# 逐筆更新移動停損價位
if KBar['close'][n] * (1-MoveStopLoss) > StopLossPoint :
StopLossPoint = KBar['close'][n] * (1-MoveStopLoss)
# 判斷到期出場
if KBar['time'][n].strftime('%H%M') >= "1330" :
OrderRecord.Cover('Sell', KBar['product'][n],KBar['time'][n],KBar['open'][n],1)
# 如果上一根K的收盤價觸及停損價位，則在最新時間出場
elif KBar['close'][n] < StopLossPoint :
OrderRecord.Cover('Sell', KBar['product'][n+1],KBar['time'][n+1],KBar['open'][n+1],1)
# 如果有空單部位，則在1330點以後立即平倉
elif OrderRecord.GetOpenInterest()==-1 :
# 逐筆更新移動停損價位
if KBar['close'][n] * (1+MoveStopLoss) < StopLossPoint :
StopLossPoint = KBar['close'][n] * (1+MoveStopLoss)
# 判斷到期出場
if KBar['time'][n].strftime('%H%M') >= "1330" :
OrderRecord.Cover('Buy', KBar['product'][n],KBar['time'][n],KBar['open'][n],1)
# 如果上一根K的收盤價觸及停損價位，則在最新時間出場
elif KBar['close'][n] > StopLossPoint :
OrderRecord.Cover('Buy', KBar['product'][n+1],KBar['time'][n+1],KBar['open'][n+1],1)
# 訂閱報價
GO = haohaninfo.GOrder.GOQuote()
# 進場判斷
for row in GO.Subscribe(Broker, 'match', Product):
# 取得時間、價格欄位
Time = datetime.datetime.strptime(row[0], '%Y/%m/%d %H:%M:%S.%f')
Price = float(row[2])
# 無條件進場多單
OrderRecord.Order('B', Product, Time, Price, 1)
# 進場後判斷最高價變數
AfterOrder = Price
print(Time, '價格', Price, '無條件進場多單')
GO.EndSubscribe()
# 出場判斷
for row in GO.Subscribe(Broker, 'match', Product):
# 取得時間、價格欄位
Time = datetime.datetime.strptime(row[0], '%Y/%m/%d %H:%M:%S.%f')
Price = float(row[2])
# 判斷移動停損
if Price > AfterOrder:
AfterOrder = Price
elif Price <= AfterOrder - StopLoss:
# 空單出場
OrderRecord.Cover('S', Product, Time, Price, 1)
print(Time, '價格', Price, '進場後最高價', AfterOrder, '移動停損出場')
GO.EndSubscribe()
print('全部交易紀錄', OrderRecord.GetTradeRecord())