def main():
data = [20171020]
instrumentid_array = ["rb1801"]
for item in data:
for instrumentid in instrumentid_array:
path = "../kdata/" + instrumentid + '_' + str(item) + '.csv'
data = bf.read_data_from_csv(path)
start_create_config(instrumentid, data)
def main(filename):
# path = "../create_data/"+filename+"_band_data.csv"
path = "../tmp/" + filename + "_band_data.csv"
# path = "../everydayoutdata/"+filename+"_band_data.csv"
# path = "../zn/"+filename
csv_data = bf.read_data_from_csv(path)
path = "../outdata_one_hour/" + filename + "_trade_limit_time_volume.txt"
file = open(path, "w")
# 这个是螺纹钢的 tick 1
param_dict = {
"limit_rsi_data": 70,
"band_profit_edge": 2,
"limit_bar_volume_tick": 10,
"limit_large_period": 5,
"limit_multiple": 2,
"file": file
}
if "rb" in filename:
param_dict["volume_open_edge"] = 600
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 10
param_dict["band_loss_edge"] = 5
param_dict["max_loss"] = 10
param_dict["max_profit"] = 30000
param_dict["cross_middle_edge"] = 2
elif "ru" in filename:
param_dict["volume_open_edge"] = 20
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 50
param_dict["band_loss_edge"] = 25
param_dict["max_loss"] = 50
param_dict["max_profit"] = 150
elif "pb" in filename:
param_dict["volume_open_edge"] = 20
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 50
param_dict["band_loss_edge"] = 25
param_dict["max_loss"] = 50
param_dict["max_profit"] = 150
elif "zn" in filename:
param_dict["volume_open_edge"] = 20
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 50
param_dict["band_loss_edge"] = 25
param_dict["max_loss"] = 50
param_dict["max_profit"] = 150
elif "cu" in filename:
param_dict["volume_open_edge"] = 40
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 100
param_dict["band_loss_edge"] = 50
param_dict["max_loss"] = 100
elif "hc" in filename:
param_dict["volume_open_edge"] = 400
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 0.5
param_dict["band_loss_edge"] = 0.5
param_dict["limit_sd"] = 4
param_dict["open_interest_edge"] = 0
param_dict["limit_sd_close_edge"] = 1
param_dict["limit_sd_open_edge"] = 2
param_dict["spread"] = 90
param_dict["limit_wvad"] = 2000
elif "i" in filename and "ni" not in filename:
param_dict["volume_open_edge"] = 900
param_dict["limit_sd"] = 4
param_dict["open_interest_edge"] = 0
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 0.5
param_dict["band_loss_edge"] = 0.5
param_dict["limit_sd_close_edge"] = 1
param_dict["limit_sd_open_edge"] = 2
param_dict["spread"] = 100
param_dict["limit_wvad"] = 5000
elif "ni" in filename:
param_dict["volume_open_edge"] = 200
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 100
param_dict["band_loss_edge"] = 50
elif "al" in filename:
param_dict["volume_open_edge"] = 100
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 50
param_dict["band_loss_edge"] = 25
param_dict["max_loss"] = 50
elif "au" in filename:
param_dict["volume_open_edge"] = 20
param_dict["limit_sd"] = 0.3
param_dict["open_interest_edge"] = 0
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 0.5
param_dict["band_loss_edge"] = 0.5
param_dict["limit_sd_close_edge"] = 1
param_dict["spread"] = 100
param_dict["limit_wvad"] = 2000
elif "ag" in filename:
param_dict["volume_open_edge"] = 600
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 10
param_dict["band_loss_edge"] = 5
param_dict["max_loss"] = 10
param_dict["max_profit"] = 30
elif "j" in filename and "m" not in filename:
param_dict["volume_open_edge"] = 100
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 5
param_dict["band_loss_edge"] = 2.5
param_dict["max_loss"] = 5
param_dict["max_profit"] = 20
elif "jm" in filename:
param_dict["volume_open_edge"] = 100
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 5
param_dict["band_loss_edge"] = 2.5
param_dict["max_loss"] = 5
param_dict["max_profit"] = 20
elif "pp" in filename:
param_dict["volume_open_edge"] = 80
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 10
param_dict["band_loss_edge"] = 5
param_dict["max_loss"] = 10
param_dict["max_profit"] = 30
elif "v" in filename:
param_dict["volume_open_edge"] = 80
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 50
param_dict["band_loss_edge"] = 25
param_dict["max_loss"] = 25
param_dict["max_profit"] = 100
elif "y" in filename:
param_dict["volume_open_edge"] = 100
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 20
param_dict["band_loss_edge"] = 10
param_dict["max_loss"] = 10
param_dict["max_profit"] = 140
elif "p" in filename and "pp" not in filename:
param_dict["volume_open_edge"] = 100
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 20
param_dict["band_loss_edge"] = 10
param_dict["max_loss"] = 20
param_dict["max_profit"] = 100
elif "c1801" in filename:
param_dict["volume_open_edge"] = 40
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 5
param_dict["band_loss_edge"] = 3
param_dict["max_loss"] = 5
param_dict["max_profit"] = 30
elif "a1801" in filename:
param_dict["volume_open_edge"] = 40
param_dict["band_open_edge1"] = 0
param_dict["band_open_edge2"] = 10
param_dict["band_loss_edge"] = 3
param_dict["max_loss"] = 5
param_dict["max_profit"] = 30
else:
print "the instrument is not in the parm " + filename
return
create_band_obj(csv_data, param_dict)
file.close()