def record_signal(code, data, name=''):
stbase.print_line(data, stdout=True)
if name:
name = name + '_' + code + '.signal'
fname = stbase.TradeManager().getDataPath(name)
data = current_datetime_string() + ' ' + data
fp = open(fname, 'a+')
# fp.writelines([data])
fp.write(data + '\n')
fp.close()
def strategy_inday(code, num=100, limit=0.02, base_price=0):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
base_price : 参考基准价格 ， 0 表示采用昨收盘价格
当日仅仅允许买卖各触发一次
"""
stock = stbase.TradeManager().getStock(code)
if base_price == 0:
zf = stock.last_price / stock.yesterday_close_price - 1
else:
zf = stock.last_price / base_price - 1
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit and stock.any.flag_buy:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
stock.any.flag_buy = 0
stock.any.flag_sell = 1
if zf >= limit and stock.any.flag_sell:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20)
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1
stock.any.flag_sell = 0
stock.any.flag_buy = 1
def strategy_ma(code=CODE, interval=5):
"""计算均线策略"""
# close = get_bars(code, interval)
stock = stbase.TradeManager().getStock(code)
bars = stock.get_hist_bars('m{}'.format(interval), limit=30)
close = map(lambda _: _.Close, bars)
close = np.array(close)
stbase.print_line('size:%s' % len(close))
# if not close:
# print 'error: close is null.'
print close.tolist()
stbase.print_line(close.tolist())
print 'to ma calculating...'
ma5 = ta.MA(close, 5)
ma10 = ta.MA(close, 10)
a, b = ma5[-2:]
c, d = ma10[-2:]
strategy_name = 'strategy_ma'
# print 'ma5:',ma5
# print 'ma10:',ma10
stbase.print_line('=={}=={}=='.format(code, interval))
stbase.print_line('(strategy_ma) ma5:{}'.format(ma5.tolist()),
stdout=False)
stbase.print_line('(strategy_ma) ma10:{}'.format(ma10.tolist()),
stdout=False)
stbase.print_line('(strategy_ma）a:{} b:{} c:{} d:{}'.format(a, b, c, d),
stdout=False)
last_price = stbase.TradeManager().getStock(code).last_price
if b >= d and a < c:
num = 100
# stbase.print_line('-*'*20,stdout=False)
# stbase.print_line('strategy_ma signal occur. (b >= d and a< c)',stdout=False)
# stbase.print_line('a:{} b:{} c:{} d:{}'.format(a,b,c,d),stdout=False)
stbase.record_signal(code, '-*' * 20)
stbase.record_signal(code, '=={}=={}=='.format(code, interval))
stbase.record_signal(code,
'strategy_ma signal occur. (b >= d and a< c)')
stbase.record_signal(code, 'a:{} b:{} c:{} d:{}'.format(a, b, c, d))
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
cost = last_price * num
if cost <= amount * 0.1:
stbase.record_signal(
code, 'do buy: {} , {} , {}'.format(code, last_price, num))
stbase.TradeManager().xy_proxy.buy(code, last_price, num)
if b <= d and a > c:
num = 100
# stbase.print_line('-*' * 20, stdout=False)
# stbase.print_line('strategy_ma signal occur. (b <=d and a > c)',stdout=False)
# stbase.print_line('a:{} b:{} c:{} d:{}'.format(a, b, c, d),stdout=False)
stbase.record_signal(code, '-*' * 20)
stbase.record_signal(code, '=={}=={}=='.format(code, interval))
stbase.record_signal(code,
'strategy_ma signal occur. (b <=d and a > c)')
stbase.record_signal(code, 'a:{} b:{} c:{} d:{}'.format(a, b, c, d))
if num <= stbase.TradeManager().getStock(code).pos.net_yd:
stbase.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, last_price, num))
stbase.TradeManager().xy_proxy.sell(code, last_price, num)
def strategy_inday(code, num=100, limit=0.02):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
当日仅仅允许买卖各触发一次
"""
global strategy_inday_buy_count
global strategy_inday_sell_count
stock = stbase.TradeManager().getStock(code)
zf = stock.last_price / stock.yesterday_close_price - 1
# stbase.print_line('(strategy_inday) zf:%s last_price:%s yd_close_price:%s'%(zf,stock.last_price,stock.yesterday_close_price),stdout=False )
# stbase.print_line('strategy_inday,=={}=='.format(code))
strategy_name = 'strategy_inday'
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price),
stdout=False)
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1 and strategy_inday_buy_count.get(
code, 0) == 0:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
if zf >= limit:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20, 'strategy_inday')
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num and strategy_inday_sell_count.get(
code, 0) == 0:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1