# -*- coding: UTF-8 -*-
# 載入相關套件
import haohaninfo, indicator, datetime, time, sys
# 選擇報價平台
Broker = sys.argv[1]
# 定義商品名稱
Prod = sys.argv[2]
# K棒物件
Today = time.strftime('%Y%m%d')
KBar = indicator.KBar(Today, 1)
# 訂閱報價物件
GO = haohaninfo.GOrder.GOQuote()
# 訂閱報價
for row in GO.Subscribe(Broker, 'match', Prod):
# 定義時間
Time = datetime.datetime.strptime(row[0], '%Y/%m/%d %H:%M:%S.%f')
# 定義成交價、成交量
Price = int(row[2])
Qty = int(row[3])
# 將成交欄位填入
KBar.AddPrice(Time, Price, Qty)
# 取得BBANDS
print(KBar.GetTime(), KBar.GetClose(), KBar.GetBBands(20))
# -*- coding: UTF-8 -*-
# 載入相關套件
import sys, indicator, datetime, haohaninfo
# 券商
Broker = 'Masterlink_Future'
# 定義資料類別
Table = 'match'
# 定義商品名稱
Prod = sys.argv[1]
# 取得當天日期
Date = datetime.datetime.now().strftime("%Y%m%d")
# K棒物件
KBar = indicator.KBar(Date, 'time', 1)
# 定義趨勢判斷的時間
StartTime = datetime.datetime.strptime(Date + '09:00:00', '%Y%m%d%H:%M:%S')
# 進場前判斷
GO = haohaninfo.GOrder.GOQuote()
for i in GO.Describe(Broker, Table, Prod):
time = datetime.datetime.strptime(i[0], '%Y/%m/%d %H:%M:%S.%f')
price = float(i[2])
qty = int(i[3])
tag = KBar.TimeAdd(time, price, qty)
# 如果時間到達指定的時間
if time > StartTime:
# 則取出當前最高以及最低
High = max(KBar.GetHigh())
Low = min(KBar.GetLow())
Spread = High - Low
import numpy as np
# 取得必要參數 券商代號 商品名稱
Broker = sys.argv[1]
Prod = sys.argv[2]
KMinute= int(sys.argv[3])
ShortRSIPeriod= int(sys.argv[4])
LongRSIPeriod= int(sys.argv[5])
StopLoss= int(sys.argv[6])
# 部位管理物件
RC=order.Record()
# K棒物件
Today = time.strftime('%Y%m%d')
KBar = indicator.KBar(Today,KMinute)
# 訂閱報價物件
GO = haohaninfo.GOrder.GOQuote()
# 訂閱報價
for row in GO.Subscribe(Broker, 'match', Prod):
# 定義時間
Time = datetime.datetime.strptime(row[0],'%Y/%m/%d %H:%M:%S.%f')
# 定義成交價、成交量
Price=float(row[2])
Qty=int(row[3])
# 更新K棒 若新增K棒則判斷開始判斷 策略
if KBar.AddPrice(Time,Price,Qty) == 1:
CloseList=KBar.GetClose()
# 如果 長RSI 計算出值 則開始判斷進出場
if len(CloseList) >= LongRSIPeriod+2:
# -*- coding: UTF-8 -*-
# 載入相關套件
import datetime, function, indicator
import sys
# 取得當天日期
Date = datetime.datetime.now().strftime("%Y%m%d")
# 定義股票代碼
Sid = sys.argv[1]
# 一分鐘K棒的物件
KBar1M = indicator.KBar(date=Date)
# 假設只有多單進場，本進場條件毫無意義，僅供測試
for i in function.getSIDMatch(Date, Sid):
time = datetime.datetime.strptime(Date + i[0], '%Y%m%d%H:%M:%S.%f')
price = float(i[2])
Index = 1
OrderTime = time
OrderPrice = price
print(OrderTime, "Order Buy Price:", OrderPrice, "Success!")
break
# 停損停利比率
StopLossRatio = 0.02
TakeProfitRatio = 0.03
# 出場判斷
if Index == 1:
# 多單出場判斷
StopLoss = OrderPrice * (1 - StopLossRatio)
TakeProfit = OrderPrice * (1 + TakeProfitRatio)
# -*- coding: UTF-8 -*-
# 載入相關套件
import sys,indicator,datetime,haohaninfo
# 券商
Broker = 'Masterlink_Future'
# 定義資料類別
Table = 'match'
# 定義商品名稱
Prod = sys.argv[1]
# 取得當天日期
Date = datetime.datetime.now().strftime("%Y%m%d")
# K棒物件
KBar = indicator.KBar(Date,'volume',100)
# 計算成交量K棒
GO = haohaninfo.GOrder.GOQuote()
for i in GO.Describe(Broker, Table, Prod):
price = int(i[2])
amount = int(i[4])
KBar.VolumeAdd(price,amount)
print(KBar.GetOpen(),KBar.GetHigh(),KBar.GetLow(),KBar.GetClose())