Esempio n. 1
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    def on_tick(self, serial):
        StrategyBase.on_tick(self, serial)
        if (self.run_flag == False):
            return
        
        if (self.hh ==0 or self.ll==0):
            return

        if (self.ask_price <=self.ll and self.position != 1):
            self.set_position(1)
        
        if (self.bid_price>=self.hh and self.position != -1):
            self.set_position(-1)
Esempio n. 2
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    def on_tick(self, serial):
        if (self.run_flag == False or self.key_price == 0):
            return
        StrategyBase.on_tick(self, serial)
        if (self.inited == False):
            self.init_data()
            self.inited = True

        if (abs(self.ask_price - self.key_price) > 30):
            return

        #防止一启动就达到关键位置(参数未更新)
        if (self.init_price_state == 1
                and abs(self.ask_price - self.key_price + 15) < 11):
            self.mark_bar = self.get_current_minute_bar()
        elif (self.init_price_state == -1
              and abs(self.ask_price - self.key_price) < 11):
            self.mark_bar = self.get_current_minute_bar()
Esempio n. 3
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 def on_tick(self, serial):
     StrategyBase.on_tick(self, serial)
Esempio n. 4
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 def on_tick(self, serial):
     if (self.run_flag == False):
         return
     StrategyBase.on_tick(self, serial)