コード例 #1
0
# -*- coding: utf-8 -*-
import sys,haohaninfo 
from indicator import getFutureDailyInfo

# 定義契約(需要輸入期交所查詢行情的商品名稱)
WebProduct=sys.argv[1]
# 定義交易商品
Product=sys.argv[2]
# 定義券商
Broker='Simulator'

# 取得期貨行情資料
DailyInfo=getFutureDailyInfo(WebProduct,1)[0]
DailyTime,DailyHigh,DailyLow,DailyClose=DailyInfo[0],float(DailyInfo[4]),float(DailyInfo[5]),float(DailyInfo[6])

# 計算 CDP
CDP=(DailyHigh+DailyLow+DailyClose)/3
AH=CDP+DailyHigh-DailyLow
NH=2*CDP-DailyLow
NL=2*CDP-DailyHigh
AL=CDP-DailyHigh+DailyLow
print('NH',NH,'NL',NL)

# 訂閱報價
GO = haohaninfo.GOrder.GOQuote()
for row in GO.Subscribe( Broker, 'match', Product ):
    # 取得價格欄位
    Price=float(row[2])
    # 突破壓力支撐價位
    if Price > NH:
        print('當前價',Price,'突破壓力價位',NH,',代表可能反轉或有趨勢發生')
コード例 #2
0
# -*- coding: utf-8 -*-

import sys
from indicator import getFutureDailyInfo

# 定義契約、取得日期
product = sys.argv[1]
info_num = int(sys.argv[2])

print(getFutureDailyInfo(product, info_num))
コード例 #3
0
ファイル: 7-3.py プロジェクト: penguinwang96825/Auto-Trading
# -*- coding: utf-8 -*-
import sys
from indicator import getFutureDailyInfo, getFutureContractInfo

# 取得最前一日的行情資料
LastDailyInfo = getFutureDailyInfo('MTX', 1)
OnOpenInterest = sum([int(i[13]) for i in LastDailyInfo])

# 取得最前三日的法人資料
LastContractInfo = getFutureContractInfo('MXF', 1)
LegalBuyOnOpenInterest = sum([int(i[8]) for i in LastContractInfo])
LegalSellOnOpenInterest = sum([int(i[10]) for i in LastContractInfo])

# 計算散戶的多空剩餘留倉部位
IndividualBuy = OnOpenInterest - LegalBuyOnOpenInterest
IndividualSell = OnOpenInterest - LegalSellOnOpenInterest

# 將散戶的多空剩餘留倉部位相除,取得散戶多空比例
IndividualRatio = IndividualBuy / IndividualSell

# 若散戶留多單則市場趨勢看跌
if IndividualRatio > 1:
    print('散戶看多,市場看跌')
# 若散戶留空單則市場趨勢看漲
elif IndividualRatio < 1:
    print('散戶看多,市場看跌')
コード例 #4
0
# -*- coding: utf-8 -*-
import sys
from indicator import getFutureDailyInfo

# 定義契約、取得日期
product = sys.argv[1]
info_num = 1

# 取得期貨行情資料
DailyInfo = getFutureDailyInfo(product, 1)[0]
DailyTime = DailyInfo[0]
DailyHigh = float(DailyInfo[4])
DailyLow = float(DailyInfo[5])
DailyClose = float(DailyInfo[6])

# 計算 Pivot Point
PP = (DailyHigh + DailyLow + DailyClose) / 3
R3 = DailyHigh + (2 * (PP - DailyLow))
R2 = PP + DailyHigh - DailyLow
R1 = (PP * 2) - DailyLow
S1 = (PP * 2) - DailyHigh
S2 = PP - DailyHigh + DailyLow
S3 = DailyLow + (2 * (DailyHigh - PP))

print(DailyTime,
      'R3',
      R3,
      'R2',
      R2,
      'R1',
      R1,