def add_with_merge(self, event_name, event_param, who, bar_id, datetime):
ret_id = self.find_event(event_name, 1)
if (ret_id != -1 and bar_id - ret_id < 5):
self.df.iloc[-1].param = event_name
self.df.iloc[-1].id = bar_id
self.df.iloc[-1].datetime = datetime
return False
logUtils.my_print(self.TAG, "add event:%s from=%s" % (event_name, who))
self.df.loc[len(
self.df)] = [event_name, event_param, who, bar_id, datetime]
return True
def add(self, value, bar_id, datetime):
df_len = len(self.df)
if (df_len >= 1 and bar_id - self.df.loc[df_len - 1].id < 5):
#考虑是否两条消息合并
self.df.loc[df_len - 1].id = bar_id
self.df.loc[df_len - 1].datetime = datetime
self.df.loc[df_len - 1].value = value
logUtils.my_print(self.TAG, "last record does't timeout,combine")
return False
logUtils.my_print(self.TAG, "add one %s value=%d" % (value))
self.df.loc[df_len] = [value, bar_id, datetime]
return True
def on_bar(self, klines):
self.df.loc[len(self.df)] = [
klines.iloc[-1].id, klines.iloc[-1].datetime, self.average
]
if (klines.iloc[-1].low > self.average):
self.count_of_over += 1
if (klines.iloc[-1].high < self.average):
self.count_of_under += 1
if (self.count > 2 and klines.iloc[-2].high >= self.df.iloc[-2].avg
and klines.iloc[-1].high < self.average):
logUtils.my_print(
self.TAG, "crossunder cross_count=%d" % (len(self.cross_list)))
self.cross_list.append([klines.iloc[-1].id, self.average])
if (self.count > 2 and klines.iloc[-2].low <= self.df.iloc[-2].avg
and klines.iloc[-1].low > self.average):
logUtils.my_print(
self.TAG, "crossover cross_count=%d" % (len(self.cross_list)))
self.cross_list.append([klines.iloc[-1].id, self.average])
self.count += 1
def check(self):
if (self.position == 0):
if (self.entry_conds.count() == 0): #表示立即执行
return MyString.Open
ret = self.entry_conds.is_ok()
if (ret == True):
return MyString.Open
else:
ret = self.gain_exit_conds.is_ok()
if (ret == True):
my_print(self.name, "gain_exit_conds")
return MyString.Close
ret = self.loss_exit_conds.is_ok()
if (ret == True):
my_print(self.name, "loss_exit_conds")
return MyString.LossClose
ret = self.expired_exit_conds.is_ok()
if (ret == True):
my_print(self.name, "expired_exit_conds")
return MyString.Close
return MyString.Nothing
def add_with_interval(self, event_name, event_param, who, bar_id, datetime,
interval):
ret_id = self.find_event(event_name, 1)
df_len = len(self.df)
if (df_len >= 1 and ret_id != -1 and bar_id - ret_id < interval):
#考虑是否两条消息合并
self.df.loc[df_len - 1].id = bar_id
self.df.loc[df_len - 1].datetime = datetime
self.df.loc[df_len - 1].param = event_param
logUtils.my_print(self.TAG, "last record does't timeout,combine")
return False
if isinstance(event_param, int):
logUtils.my_print(
self.TAG, "add event=%s event_param=%d from=%s " %
(event_name, event_param, who))
elif isinstance(event_param, str):
logUtils.my_print(
self.TAG, "add event=%s event_param=%s from=%s " %
(event_name, event_param, who))
self.df.loc[len(
self.df)] = [event_name, event_param, who, bar_id, datetime]
return True