def test_entry_cancel(self):
bitmex = BitMex()
bitmex.demo = True
# 前処理
bitmex.close_all()
price = bitmex.get_market_price()
# 注文、キャンセルの試験
id = "Long"
bitmex.entry(id, True, 1, limit=price-1000)
assert bitmex.get_open_order(id) is not None
bitmex.cancel(id)
assert bitmex.get_open_order(id) is None
# 注文の更新
id = "Long"
bitmex.entry(id, True, 1, limit=price-1000)
order = bitmex.get_open_order(id)
assert order["orderQty"] == 1
assert order["price"] == price-1000
bitmex.entry(id, True, 2, limit=price-900)
order = bitmex.get_open_order(id)
assert order["orderQty"] == 2
assert order["price"] == price-900
bitmex.cancel(id)
assert bitmex.get_open_order(id) is None
def test_entry_cancel(self):
bitmex = BitMex()
bitmex.demo = False
# 전처리 모든 포지션 시장가 해제
# bitmex.close_all()
price = bitmex.get_market_price()
id = "Long"
# bitmex.entry(id, True, 1, limit=price)
get_position_size = bitmex.get_position_size()
print('get_position_size: %s' % get_position_size)
get_position_avg_price = bitmex.get_position_avg_price()
print('get_position_avg_price: %s' % get_position_avg_price)
get_position = bitmex.get_position()
print('get_position: %s' % get_position)
get_margin = bitmex.get_margin()
print('get_margin: %s' % get_margin)
def strategy(self, open, close, high, low, volume):
lot = self.exchange.get_lot()
# for test
# lot = int(round(lot / 100))
bitmex = BitMex(threading=False)
price = bitmex.get_market_price()
factor = self.input('factor', int, 3)
period = self.input('period', int, 7)
atrvar = atr(high, low, close, period=period)
# up = (high + low) / 2 - (factor * atr(high, low, close, period=period))
# logger.info('up:%s\n' % up)
# dn = (high + low) / 2 + (factor * atr(high, low, close, period=period))
# logger.info('atrvar: %s' % atrvar[-1])
resolution = self.input(defval=15, title="resolution",
type=int) # defval 변경, 예) 5분 --> 5
source = self.exchange.security(str(resolution) + 'm') # init 참고
supertrenddf = supertrend(source, factor, period)
# logger.info('supertrend:%s' % supertrenddf.describe())
# logger.info('supertrend:%s' % supertrenddf.columns)
logger.info('price:%s\n' % price)
# logger.info('source:%s\n' % source[-1])
logger.info('supertrend value:%s' % supertrenddf['SuperTrend'][-1])
logger.info('supertrend Upper Band:%s' %
supertrenddf['Upper Band'][-1])
logger.info('supertrend Lower Band:%s' %
supertrenddf['Lower Band'][-1])
logger.info('supertrenddf[Trend][-1]:%s' % supertrenddf['Trend'][-1])
logger.info('supertrenddf[TSL][-1]:%s' % supertrenddf['TSL'][-1])
logger.info('supertrenddf[ATR][-1]:%s' % supertrenddf['ATR'][-1])
longCondition_supertrend = crossover(
close, supertrenddf['SuperTrend']
) and close[-1] > supertrenddf['SuperTrend'][-1]
shortCondition_supertrend = crossunder(
close, supertrenddf['SuperTrend']
) and close[-1] < supertrenddf['SuperTrend'][-1]
if longCondition_supertrend:
self.exchange.entry("Long", True, lot)
logger.info('longCondition_supertrend:%s\n' %
longCondition_supertrend)
elif shortCondition_supertrend:
self.exchange.entry("Short", False, lot)
logger.info('shortCondition_supertrend:%s\n' %
shortCondition_supertrend)
else:
# self.exchange.close_all()
logger.info('Condition_supertrend:%s\n' % 'else')
self.dealcount += 1
diff = (abs(bitmex.get_balance() - abs(self.prebalance)))
realised_pnl = bitmex.get_margin()['realisedPnl']
logger.info('dealcount:%s' % self.dealcount)
logger.info('prebalance():%s' % self.prebalance)
logger.info('bitmex.get_balance():%s' % bitmex.get_balance())
logger.info('diff:%s' % diff)
logger.info('realised_pnl:%s' % realised_pnl)
# logger.info('bitmex.get_margin():%s' % bitmex.get_margin())
# logger.info('bitmex.get_position():%s' % bitmex.get_position())
# logger.info('bitmex.get_balance():%s' % bitmex.get_balance())
# logger.info('get_pre_prebalance:%s' % get_pre_prebalance(self.prebalance, bitmex.get_balance()))
# # self.exchange.close_all()
# # self.exchange.cancel_all()
logger.info('--------------------------------------------------')
def strategy(self, open, close, high, low, volume):
lot = self.exchange.get_lot()
# for test lot
lot = int(round(lot / 50))
bitmex = BitMex(threading=False)
price = bitmex.get_market_price()
# variants settings
rsi2_len = self.input('length', int, 2)
rsi50_len = self.input('length', int, 50)
rsi2 = rsi(close, rsi2_len)
rsi50 = rsi(close, rsi50_len)
factor = self.input('factor', int, 20)
period = self.input('period', int, 7)
resolution = self.input(defval=1, title="resolution",
type=int) # defval 변경, 예) 5분 --> 5
source = self.exchange.security(str(resolution) +
'm') # def __init__ 비교
supertrenddf = supertrend(source, factor, period)
fast_len = self.input('fast_len', int, 5)
half_len = self.input('half_len', int, 5)
slow_len = self.input('slow_len', int, 200)
fast_sma = sma(close, fast_len)
half_sma = sma(close, half_len)
slow_sma = sma(close, slow_len)
# conditions
sma_long = over(fast_sma[-1], slow_sma[-1])
sma_short = under(fast_sma[-1], slow_sma[-1])
super_long = over(close[-1], supertrenddf['TSL'][-1])
super_short = under(close[-1], supertrenddf['TSL'][-1])
super_stoploss = supertrenddf['TSL'][-1]
supertrendtrend = supertrenddf['Trend'][-1]
rsi2_overbought = over(rsi2[-1], 95)
rsi2_oversold = under(rsi2[-1], 5)
rsi50_over = over(rsi50[-1], 50)
rsi50_under = under(rsi50[-1], 50)
price_under = under(price, half_sma[-1])
price_over = over(price, half_sma[-1])
half_before = over(close[-1], half_sma[-1])
half_after = under(close[-1], half_sma[-1])
# show infomations
logger.info('price: %s' % price)
logger.info('fast_sma[-1]: %s' % fast_sma[-1])
logger.info('slow_sma[-1]: %s' % slow_sma[-1])
logger.info('sma_long: %s' % sma_long)
logger.info('sma_short: %s' % sma_short)
logger.info('super_long: %s' % super_long)
logger.info('super_short: %s' % super_short)
logger.info('super_stoploss: %s' % super_stoploss)
logger.info('sma_trend: %s' % supertrendtrend)
logger.info('rsi2[-1 ]%s' % rsi2[-1])
logger.info('rsi50[-1 ]%s' % rsi50[-1])
logger.info('rsi2_oversold: %s' % rsi2_oversold)
logger.info('rsi2_overbought: %s' % rsi2_overbought)
logger.info('price_under: %s' % price_under)
logger.info('price_over: %s' % price_over)
logger.info('half_before: %s' % half_before)
logger.info('half_after: %s' % half_after)
logger.info('get_whichpositon(): %s' % bitmex.get_whichpositon())
logger.info('position_size(): %s' % bitmex.get_position_size())
# entry
if super_long: #long trend
logger.info(
'+ + + + + LONG + + + + + LONG + + + + + LONG + + + + + ')
if bitmex.get_whichpositon() is None:
if sma_long and rsi2_oversold or price_under:
logger.info(
'postion condition > None > and all short condition order'
)
self.exchange.entry("Long",
True,
lot,
limit=price - 0.5,
post_only=True)
else:
logger.info(
'postion condition > None > default long order')
self.exchange.entry("Long",
True,
lot,
limit=math.ceil(super_stoploss),
post_only=True)
elif bitmex.get_whichpositon() == 'LONG':
logger.info('postion condition > LONG')
if price_over: # closing
logger.info('postion condition > LONG > Closing')
self.exchange.order("Long",
False,
abs(bitmex.get_position_size()),
limit=price + 1.5,
post_only=True)
elif rsi2_overbought: # add more entry
logger.info(
'postion condition > LONG > Rsi2 overbougt add more entry'
)
self.exchange.entry("LongAdd",
True,
lot,
limit=price - 0.5,
post_only=True)
elif super_short: # stop loss
logger.info(
'postion condition > LONG > super_short(stop loss)')
self.exchange.entry("Long", True, lot)
self.exchange.entry("LongAdd", True, lot)
elif bitmex.get_whichpositon() == 'SHORT':
logger.info('cancel SHORT on long trend')
# self.exchange.cancel_all()
self.exchange.close_all()
else:
# self.exchange.cancel_all()
logger.info('Super Long --> Else')
if super_short: # short trend
logger.info(
'- - - - - SHORT - - - - - SHORT - - - - - SHORT - - - - - ')
if bitmex.get_whichpositon() is None:
if sma_short and rsi2_overbought or price_over:
logger.info(
'postion condition > None > and all short condition order'
)
self.exchange.entry("Short",
False,
lot,
limit=price + 0.5,
post_only=True)
else:
logger.info(
'postion condition > None > default short order')
self.exchange.entry("Short",
False,
lot,
limit=math.floor(super_stoploss),
post_only=True)
elif bitmex.get_whichpositon() == 'SHORT':
logger.info('postion condition > SHORT')
if price_under: # closing
logger.info(
'postion condition > SHORT > price_under(closing)')
self.exchange.order("Short",
True,
abs(bitmex.get_position_size()),
limit=price - 1.5,
post_only=True)
elif rsi2_oversold: # add more entry
logger.info(
'postion condition > SHORT > rsi2_oversold(add more entry)'
)
self.exchange.entry("ShortAdd",
False,
lot,
limit=price - 0.5,
post_only=True)
elif super_long: # stop loss
logger.info(
'postion condition > SHORT > super_short(stop loss)')
self.exchange.entry("Short", True, lot)
self.exchange.entry("ShortAdd", True, lot)
elif bitmex.get_whichpositon() == 'LONG':
logger.info('cancel LONG on short trend')
self.exchange.close_all()
else:
logger.info('Super Shot --> Else')
self.dealcount += 1
diff = (abs(bitmex.get_balance() - abs(self.prebalance)))
realised_pnl = bitmex.get_margin()['realisedPnl']
logger.info('dealcount:%s' % self.dealcount)
logger.info('prebalance():%s' % self.prebalance)
logger.info('bitmex.get_balance():%s' % bitmex.get_balance())
logger.info('diff:%s' % diff)
logger.info('realised_pnl:%s' % realised_pnl)
logger.info('--------------------------------------------------')
def strategy(self, open, close, high, low, volume):
self.start += 1
lot = self.exchange.get_lot()
# for test lot
lot = int(round(lot / 10))
bitmex = BitMex(threading=False)
price = bitmex.get_market_price()
sma_base_l = self.input('sma_short_len', int, 200)
resolution = self.input(
defval=1, title="resolution", type=int
) # defval 변경, 예) 5분 --> 5, 'm' or 1시간 1, 'h', 1Day 1, 'd'
source = self.exchange.security(str(resolution) +
'h') # def __init__ 비교
logger.info('source: %s' % source)
series_high = source['high'].values
series_low = source['low'].values
fb100 = last(highest(series_high, 1)) # 1시간 1, 1D의 경우는 resolution도 변경
fb0 = last(lowest(series_low, 1))
logger.info('resolution: %s' % resolution)
logger.info('fb100_resol: %s' % fb100)
logger.info('fb0_resol: %s' % fb0)
# for test
# fb100 = price + 15
# fb0 = price - 15
# 최근 1시간을 본봉단위로 획득
# fibo_l = self.input('length', int, 1440) # 1Day = 60min * 24hr
# fibo_l = self.input('length', int, 60) # 1Day = 60min * 24hr
# fibo100 = last(highest(high, fibo_l))
# fibo0 = last(lowest(low, fibo_l))
fb62 = math.ceil((fb100 - fb0) * 0.618 + fb0)
fb38 = math.ceil((fb100 - fb0) * 0.382 + fb0)
fb50 = math.ceil((fb100 - fb0) / 2 + fb0)
fb200 = math.ceil((fb100 - fb0) * 1.0 + fb100)
fb162 = math.ceil((fb100 - fb0) * 0.618 + fb100)
fb138 = math.ceil((fb100 - fb0) * 0.382 + fb100)
fb038 = math.ceil(fb0 - (fb100 - fb0) * 0.382)
fb062 = math.ceil(fb0 - (fb100 - fb0) * 0.618)
fb0100 = math.ceil(fb0 - (fb100 - fb0) * 1.00)
logger.info('self.start: %s' % self.start)
if self.start == 1:
# short position
self.exchange.order("Short200",
False,
lot * 3,
limit=fb200,
post_only=True)
self.exchange.order("Short162",
False,
lot * 2,
limit=fb162,
post_only=True)
self.exchange.order("Short138",
False,
lot * 1,
limit=fb138,
post_only=True)
self.exchange.order("Short100",
False,
lot * 1,
limit=fb100,
post_only=True)
# long position
self.exchange.order("Long0",
True,
lot * 1,
limit=fb0,
post_only=True)
self.exchange.order("Long038",
True,
lot * 1,
limit=fb038,
post_only=True)
self.exchange.order("Long062",
True,
lot * 2,
limit=fb062,
post_only=True)
self.exchange.order("Long0100",
True,
lot * 3,
limit=fb0100,
post_only=True)
Long0 = bitmex.get_open_order("Long0")
Long038 = bitmex.get_open_order("Long038")
Long062 = bitmex.get_open_order("Long062")
Long0100 = bitmex.get_open_order("Long0100")
Short200 = bitmex.get_open_order("Short200")
Short162 = bitmex.get_open_order("Short162")
Short138 = bitmex.get_open_order("Short138")
Short100 = bitmex.get_open_order("Short100")
#
#
# logger.info('Long0: %s' % Long0)
# logger.info('Long038: %s' % Long038)
# logger.info('Long062: %s' % Long062)
# logger.info('Long0100: %s' % Long0100)
# logger.info('Short200: %s' % Short200)
# logger.info('Short162: %s' % Short162)
# logger.info('Short138: %s' % Short138)
# logger.info('Short100: %s' % Short100)
#
# logger.info('(Long0 is None): %s' % (Long0 is None))
# entry order
# long position
self.exchange.order("Long0",
True,
lot * 1,
limit=fb0,
when=(Long0 is None),
post_only=True)
self.exchange.order("Long038",
True,
lot * 1,
limit=fb038,
when=(Long038 is None),
post_only=True)
self.exchange.order("Long062",
True,
lot * 2,
limit=fb062,
when=(Long0100 is None),
post_only=True)
self.exchange.order("Long0100",
True,
lot * 3,
limit=fb0100,
when=(Long0100 is None),
post_only=True)
# short position
self.exchange.order("Short200",
False,
lot * 3,
limit=fb200,
when=(Short200 is None),
post_only=True)
self.exchange.order("Short162",
False,
lot * 2,
limit=fb162,
when=(Short162 is None),
post_only=True)
self.exchange.order("Short138",
False,
lot * 1,
limit=fb138,
when=(Short138 is None),
post_only=True)
self.exchange.order("Short100",
False,
lot * 1,
limit=fb100,
when=(Short100 is None),
post_only=True)
# win order
if price <= fb0:
self.exchange.order("Long0_w",
False,
lot * 1,
limit=fb38,
stop=fb0)
logger.info('rice <= fb0: %s' % fb0)
if price <= fb038:
self.exchange.order("Long038_w",
False,
lot * 1,
limit=fb0,
stop=fb038)
if price <= fb062:
self.exchange.order("Long062_w",
False,
lot * 2,
limit=fb038,
stop=fb062)
if price <= fb0100:
self.exchange.order("Long0100_w",
False,
lot * 3,
limit=fb062,
stop=fb0100)
if price >= fb100:
logger.info('price >= fb100: %s' % fb100)
self.exchange.order("Short100_w",
True,
lot * 1,
limit=fb62,
stop=fb100)
if price >= fb138:
self.exchange.order("Short138_w",
True,
lot * 1,
limit=fb100,
stop=fb138)
if price >= fb162:
self.exchange.order("Short162_w",
True,
lot * 2,
limit=fb138,
stop=fb162)
if price >= fb200:
self.exchange.order("Short200_w",
True,
lot * 3,
limit=fb162,
stop=fb200)
# logger.info('bitmex.get_margin():%s' % bitmex.get_margin())
# logger.info('bitmex.get_position():%s' % bitmex.get_position())
# for debug
# logger.info('fb200: %s' % fb200)
# logger.info('fb162: %s' % fb162)
# logger.info('fb138: %s' % fb138)
# logger.info('fb100: %s' % fb100)
# logger.info('fb62: %s' % fb62)
# logger.info('fb50: %s' % fb50)
# logger.info('fb38: %s' % fb38)
# logger.info('fb0: %s' % fb0)
# logger.info('fb038: %s' % fb038)
# logger.info('fb062: %s' % fb062)
# logger.info('fb0100: %s' % fb0100)
diff = (abs(bitmex.get_balance() - abs(self.prebalance)))
realised_pnl = bitmex.get_margin()['realisedPnl']
logger.info('prebalance():%s' % self.prebalance)
logger.info('bitmex.get_balance():%s' % bitmex.get_balance())
logger.info('diff:%s' % diff)
logger.info('realised_pnl:%s' % realised_pnl)
logger.info('--------------------------------------------------')
def strategy(self, open, close, high, low, volume):
lot = self.exchange.get_lot()
# for test lot
lot = int(round(lot / 50))
bitmex = BitMex(threading=False)
price = bitmex.get_market_price()
position_avg_price = bitmex.get_position_avg_price()
# variants settings
rsi2_len = self.input('length', int, 2)
rsi50_len = self.input('length50', int, 50)
rsi2 = rsi(close, rsi2_len)
rsi50 = rsi(close, rsi50_len)
factor = self.input('factor', int, 3)
period = self.input('period', int, 7)
factor2 = self.input('factor2', int, 20)
period2 = self.input('period2', int, 7)
resolution = self.input(defval=1, title="resolution",
type=int) # defval 변경, 예) 5분 --> 5
source = self.exchange.security(str(resolution) +
'm') # def __init__ 비교
supertrenddf = supertrend(source, factor, period)
supertrenddf2 = supertrend(source, factor2, period2)
print('supertrenddf:%s' % supertrenddf)
print('supertrenddf2:%s' % supertrenddf2)
fast_len = self.input('fast_len', int, 5)
half_len = self.input('half_len', int, 50)
slow_len = self.input('slow_len', int, 200)
fast_sma = sma(close, fast_len)
half_sma = sma(close, half_len)
slow_sma = sma(close, slow_len)
# conditions
sma_long = over(fast_sma[-1], slow_sma[-1])
sma_short = under(fast_sma[-1], slow_sma[-1])
super_long = over(close[-1], supertrenddf['SuperTrend'][-1])
super_short = under(close[-1], supertrenddf['SuperTrend'][-1])
supertrendtrend = supertrenddf['Trend'][-1]
super2_long = over(close[-1], supertrenddf2['SuperTrend'][-1])
super2_short = under(close[-1], supertrenddf2['SuperTrend'][-1])
supertrendtrend2 = supertrenddf2['Trend'][-1]
super_centerline = (supertrenddf['SuperTrend'][-1] +
supertrenddf2['SuperTrend'][-1]) / 2
rsi2_overbought = over(rsi2[-1], 95)
rsi2_oversold = under(rsi2[-1], 5)
rsi50_over = over(rsi50[-1], 50)
rsi50_under = under(rsi50[-1], 50)
price_under = under(price, half_sma[-1])
price_over = over(price, half_sma[-1])
half_before = over(close[-1], half_sma[-1])
half_after = under(close[-1], half_sma[-1])
# show infomations
logger.info('price: %s' % price)
logger.info('fast_sma[-1]: %s' % fast_sma[-1])
logger.info('slow_sma[-1]: %s' % slow_sma[-1])
logger.info('sma_long: %s' % sma_long)
logger.info('sma_short: %s' % sma_short)
logger.info('super_long: %s' % super_long)
logger.info('super_short: %s' % super_short)
logger.info('sma_trend: %s\n' % supertrendtrend)
logger.info('supertrend value:%s' % supertrenddf['SuperTrend'][-1])
logger.info('supertrend Upper Band:%s' %
supertrenddf['Upper Band'][-1])
logger.info('supertrend Lower Band:%s' %
supertrenddf['Lower Band'][-1])
logger.info('supertrenddf[Trend][-1]:%s' % supertrenddf['Trend'][-1])
logger.info('supertrenddf[TSL][-1]:%s' % supertrenddf['TSL'][-1])
logger.info('supertrenddf[ATR][-1]:%s\n' % supertrenddf['ATR'][-1])
logger.info('supertrend2 value:%s' % supertrenddf2['SuperTrend'][-1])
logger.info('supertrend2 Upper Band:%s' %
supertrenddf2['Upper Band'][-1])
logger.info('supertrend2 Lower Band:%s' %
supertrenddf2['Lower Band'][-1])
logger.info('supertrenddf2[Trend][-1]:%s' % supertrenddf2['Trend'][-1])
logger.info('supertrenddf2[TSL][-1]:%s' % supertrenddf2['TSL'][-1])
logger.info('supertrenddf2[ATR][-1]:%s\n' % supertrenddf2['ATR'][-1])
logger.info(
'supertrenddf[SuperTrend][-1]:%s + supertrenddf2[SuperTrend][-1]:%s '
%
(supertrenddf['SuperTrend'][-1], supertrenddf2['SuperTrend'][-1]))
logger.info('super_centerline: %s' % super_centerline)
logger.info('rsi2[-1 ]%s' % rsi2[-1])
logger.info('rsi50[-1 ]%s' % rsi50[-1])
logger.info('rsi2_oversold: %s' % rsi2_oversold)
logger.info('rsi2_overbought: %s' % rsi2_overbought)
logger.info('price_under: %s' % price_under)
logger.info('price_over: %s' % price_over)
logger.info('half_before: %s' % half_before)
logger.info('half_after: %s' % half_after)
logger.info('get_whichpositon(): %s' % bitmex.get_whichpositon())
logger.info('position_size(): %s' % bitmex.get_position_size())
# entry
if super2_long:
logger.info(
'+ + + + + LONG + + + + + LONG + + + + + LONG + + + + + ')
if bitmex.get_whichpositon(
) is None: # and (not supertrendtrend and supertrendtrend2) and rsi2_overbought:
logger.info('postion condition > None')
if bitmex.get_open_order('Short'):
self.exchange.cancel('Short')
self.exchange.entry("Long",
True,
lot,
limit=math.ceil(super_centerline),
post_only=True)
elif bitmex.get_whichpositon() == 'LONG':
logger.info('postion condition > LONG')
if supertrendtrend and supertrendtrend2 and rsi2_oversold: # closing
logger.info('postion condition > LONG > Closing')
self.exchange.order("Long",
False,
abs(bitmex.get_position_size()),
limit=price + 2.5,
post_only=True)
elif rsi2_overbought: # add more entry
logger.info('postion condition > LONG > Rsi2 overbout')
self.exchange.entry("LongAdd",
True,
lot,
limit=price - 0.5,
post_only=True)
elif super_short: # stop loss
logger.info(
'postion condition > LONG > super_short(stop loss)')
self.exchange.entry("Long", True, lot)
self.exchange.entry("LongAdd", True, lot)
else:
logger.info('postion condition > LONG > else')
self.exchange.order("Long",
False,
abs(bitmex.get_position_size()),
limit=price + 10,
post_only=True)
elif bitmex.get_whichpositon() == 'SHORT':
logger.info('cancel SHORT on long trend')
# self.exchange.cancel_all()
self.exchange.close_all()
self.exchange.close_all()
else:
logger.info('Super Shot --> Else')
if super2_short:
logger.info(
'- - - - - SHORT - - - - - SHORT - - - - - SHORT - - - - - ')
if bitmex.get_whichpositon(
) is None: #and rsi2_overbought and price_over:
logger.info('postion condition > None')
if bitmex.get_open_order('Long'):
self.exchange.cancel('Long')
self.exchange.entry("Short",
False,
lot,
limit=math.floor(super_centerline),
post_only=True)
elif bitmex.get_whichpositon() == 'SHORT':
logger.info('postion condition > SHORT')
if price_under: # closing
logger.info(
'postion condition > SHORT > price_under(closing)')
self.exchange.order("Short",
True,
abs(bitmex.get_position_size()),
limit=price - 2.5,
when=price_under,
post_only=True)
elif rsi2_oversold: # add more entry
logger.info(
'postion condition > SHORT > rsi2_oversold(add more entry)'
)
self.exchange.entry("ShortAdd",
False,
lot,
limit=price - 0.5,
post_only=True)
elif super_long: # stop loss
logger.info(
'postion condition > SHORT > super_short(stop loss)')
self.exchange.entry("Short", True, lot)
self.exchange.entry("ShortAdd", True, lot)
else:
logger.info('postion condition > SHORT > else')
self.exchange.order("Short",
True,
abs(bitmex.get_position_size()),
limit=price - 10,
post_only=True)
elif bitmex.get_whichpositon() == 'LONG':
logger.info('cancel LONG on short trend')
self.exchange.close_all()
else:
logger.info('Super Shot --> Else')
self.dealcount += 1
diff = (abs(bitmex.get_balance() - abs(self.prebalance)))
realised_pnl = bitmex.get_margin()['realisedPnl']
logger.info('dealcount:%s' % self.dealcount)
logger.info('prebalance():%s' % self.prebalance)
logger.info('bitmex.get_balance():%s' % bitmex.get_balance())
logger.info('diff:%s' % diff)
logger.info('realised_pnl:%s' % realised_pnl)
logger.info('--------------------------------------------------')