コード例 #1
0
ファイル: algorithm2.py プロジェクト: neuroris/wTrader
    def update_transaction_info(self, item):
        # First time work
        if not self.start_price:
            self.start_time_text = datetime.now().strftime('%H:%M')
            self.start_time = self.to_min_count(self.start_time_text)
            self.start_price = item.current_price
            reference_price = wmath.get_bottom(item.current_price, self.interval)
            self.set_reference(reference_price)
            self.leverage.buy(self.buy_limit, self.capital // item.current_price, 'MARKET')
            return

        # Trade
        if self.sell_off_ordered:
            msg = ('sale.ordered:' + str(self.leverage.episode_sale.ordered), 'open_amount:' + str(self.leverage.episode_sale.open_amount))
            self.post('(SELL_OFF)', *msg)
            if self.leverage.episode_sale.ordered or self.leverage.episode_sale.open_amount:
                return
            self.sell_off_ordered = False

        if item.current_price >= self.reference_price + self.interval:
            self.post('Situation 1')
            self.shift_reference_up()
            if self.leverage.holding_amount:
                self.leverage.correct_purchase(self.buy_limit)
        elif item.current_price >= self.buy_limit + self.loss_cut:
            self.post('Situation 2')
            self.leverage.sell_out(self.reference_price)
        elif item.current_price <= self.loss_limit:
            self.post('Situation 4')
            self.sell_off_ordered = True
            self.leverage.sell_off_deprecated()
            self.shift_reference_down()
        elif item.current_price <= self.reference_price - self.loss_cut:
            self.post('Situation 3')
            self.leverage.buy_up()
コード例 #2
0
 def set_reference(self, current_price):
     if self.trade_position == LONG_POSITION:
         self.reference_price = wmath.get_top(current_price, self.interval)
         self.trade_limit = self.reference_price - self.interval
         self.loss_limit = self.trade_limit - self.loss_cut
         self.episode_amount = int(self.capital // (self.trade_limit * MULTIPLIER))
     elif self.trade_position == SHORT_POSITION:
         self.reference_price = wmath.get_bottom(current_price, self.interval)
         self.trade_limit = self.reference_price + self.interval
         self.loss_limit = self.trade_limit + self.loss_cut
         self.episode_amount = int(self.capital // (self.trade_limit * MULTIPLIER))