def __init__(self, ctaEngine, setting):
"""Constructor"""
super(MultiTimeframeStrategy, self).__init__(ctaEngine, setting)
self.rsiLong = 50 + self.rsiSignal
self.rsiShort = 50 - self.rsiSignal
# 创建K线合成器对象
self.bg5 = BarGenerator(self.onBar, 5, self.on5MinBar)
self.am5 = ArrayManager()
self.bg15 = BarGenerator(self.onBar, 15, self.on15MinBar)
self.am15 = ArrayManager()
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(AtrRsiStrategy, self).__init__(ctaEngine, setting)
# 创建K线合成器对象
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(BollingerBotStrategy01, self).__init__(ctaEngine, setting)
self.bm = BarGenerator(self.onBar, 5, self.onFiveBar)
self.am = ArrayManager(30)
self.orderList = []
self.entryPriceList = []
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(BollChannelStrategy01, self).__init__(ctaEngine, setting)
self.bm = BarGenerator(self.onBar, 15, self.on5minBar) # 创建K线合成器对象
self.am = ArrayManager()
self.entryPriceList = []
self.orderList = []
def __init__(self):
"""Constructor"""
super(MaSignal, self).__init__()
self.fastWindow = 5
self.slowWindow = 20
self.bg = BarGenerator(self.onBar, 5, self.onFiveBar)
self.am = ArrayManager()
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(MacdMaStrategy, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar, 5, self.onFiveBar) # 创建K线合成器对象
self.am = ArrayManager()
self.buyOrderIDList = []
self.shortOrderIDList = []
self.orderList = []
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(DeepLSTMStrategy2016, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar, 30, self.onFiveBar) # 创建K线合成器对象
self.am = ArrayManager(size=200)
self.buyOrderIDList = []
self.shortOrderIDList = []
self.orderList = []
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(AvgBreakStrategy, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar, 15, self.onMyBar) # 创建K线合成器对象
self.am = ArrayManager(size=100)
self.buyOrderIDList = []
self.shortOrderIDList = []
self.orderList = []
def __init__(self):
"""Constructor"""
super(CciSignal, self).__init__()
self.cciWindow = 30
self.cciLevel = 10
self.cciLong = self.cciLevel
self.cciShort = -self.cciLevel
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
def __init__(self):
"""Constructor"""
super(RsiSignal, self).__init__()
self.rsiWindow = 14
self.rsiLevel = 20
self.rsiLong = 50 + self.rsiLevel
self.rsiShort = 50 - self.rsiLevel
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(BollChannelStrategy, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar, 15, self.onXminBar) # 创建K线合成器对象
self.am = ArrayManager()
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(TurtleTradingStrategy, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
