def add_default_exit_cond(self, task):
#
target_loss_cond = LowerLimitCondition(
StgEvent.Gain, 1,
random.randint(MyDefaultValue.LossStd - 20,
MyDefaultValue.LossStd + 50))
task.addLossExitCond(target_loss_cond)
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
task.addLossExitCond(checksum_cond)
greater_cond = UpperLimitCondition(Indicator.GreaterContinuousCount, 3,
10)
task.addLossExitCond(greater_cond)
#===========================================#
expired_cond = UpperLimitCondition(StgEvent.HoldExpire, 1,
MyDefaultValue.ExpiredStd)
task.add_expired_exit_cond(expired_cond)
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
task.add_expired_exit_cond(checksum_cond)
greater_cond = UpperLimitCondition(Indicator.GreaterContinuousCount, 3,
10)
task.add_expired_exit_cond(greater_cond)
def default_params(self):
'''
up_h_cond = UpperLimitCondition("UpH", 1, 15)
up_wide_cond = RangeCondition("UpW", 2, 1, 10)
flat_h_cond = UpperLimitCondition("UpH", 1, 8)
flat_wide_cond = RangeCondition("UpW", 2, 1, 10)
down_h_cond = LowerLimitCondition("DownH", 1, -15)
down_wide_cond = RangeCondition("DownW", 2, 1, 10)
'''
up_h_cond = UpperLimitCondition(Indicator.LastSwingHeightShort, 1, 15)
up_w_cond = RangeCondition(Indicator.LastSwingWidthShort, 2, 1, 10)
setp1 = CondtionSet("up")
setp1.index = 1
setp1.add_cond(up_h_cond)
setp1.add_cond(up_w_cond)
self.add_sets(setp1)
flat_h_cond = UpperLimitCondition("UpH", 1, 8)
flat_w_cond = RangeCondition("UpW", 2, 1, 10)
setp2 = CondtionSet("flat")
setp2.index = 2
setp2.add_cond(flat_h_cond)
setp2.add_cond(flat_w_cond)
self.add_sets(setp2)
down_h_cond = LowerLimitCondition("DownH", 1, -15)
down_wide_cond = RangeCondition("DownW", 2, 1, 10)
setp3 = CondtionSet("down")
setp3.index = 3
setp3.add_cond(down_h_cond)
setp3.add_cond(down_wide_cond)
self.add_sets(setp3)
def add_default_buy_expired_exit_cond(self, task):
#时间
expired_cond = UpperLimitCondition(StgEvent.HoldExpire, 1, MyDefaultValue.ExpiredStd)
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
greater_cond = UpperLimitCondition(Indicator.GreaterContinuousCount, 3, 10)
task.add_expired_exit_cond(greater_cond)
task.add_expired_exit_cond(expired_cond)
task.add_expired_exit_cond(checksum_cond)
def create_buy_task_by_back(self, downs):
task = TradeTask("DefaultBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
price_cond = UpperLimitCondition(Indicator.Downs, 1, downs)
task.addEntryCond(price_cond)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def add_default_sell_exit_cond(self, task):
#价格
target_loss_cond = LowerLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.LossStd-20, MyDefaultValue.LossStd+50))
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
lesser_cond = UpperLimitCondition(Indicator.LessContinuousCount, 3, 10)
task.addLossExitCond(target_loss_cond)
task.addLossExitCond(checksum_cond)
task.addLossExitCond(lesser_cond)
#时间
expired_cond = UpperLimitCondition(StgEvent.HoldExpire, 1, MyDefaultValue.ExpiredStd)
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
lesser_cond = UpperLimitCondition(Indicator.LessContinuousCount, 3, 10)
task.add_expired_exit_cond(checksum_cond)
task.add_expired_exit_cond(expired_cond)
task.add_expired_exit_cond(lesser_cond)
def create_classic_buy_task(self, unders):
task = TradeTask("ClassicBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
downs_cond = UpperLimitCondition(Indicator.Downs, 1, unders)
task.addEntryCond(downs_cond)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
if (target_profit > 10):
target_profit = 10
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
return task
def __init__(self):
gain_cond = self.create_default_gain_exit_cond()
# over avg and in range bottom
up_task1 = TradeTask("OverAvgInRgeBot", MyString.Buy,
self.clock.cur_bar, 300, 300)
avg_cond = EventSampleCondition(StgEvent.OverAvgLineAtOpen, 1, 0, 60)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task1.addEntryCond(avg_cond)
up_task1.addEntryCond(btm_cond)
up_task1.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task1)
#v and inrange bottom
up_task2 = TradeTask("VInRgeBot", MyString.Buy, self.clock.cur_bar,
300, 300)
avg_cond = EventSampleCondition(StgEvent.RushBottomAndBack, 1, 10, 360)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task2.addEntryCond(avg_cond)
up_task2.addEntryCond(btm_cond)
up_task2.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task2)
# far from day_bottom and in range bottom
up_task3 = TradeTask("farFromLL", MyString.Buy, self.clock.cur_bar,
300, 300)
away_cond = EventSampleCondition(StgEvent.FarFromLL, 1, 0, 500)
downs_cond = UpperLimitCondition(Indicator.Downs, 2, 20)
ck = RangeCondition(Indicator.CheckSum15, 3, -6, 6)
up_task3.addEntryCond(away_cond)
up_task3.addEntryCond(downs_cond)
up_task3.addEntryCond(ck)
up_task3.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task3)
def create_range_buy_task(self):
task = TradeTask("TradeRangeBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
range_h = self.stg.get_indor_value(Indicator.RangeHInDay)
cur_price = self.stg.get_indor_value(Indicator.CurPrice)
if (range_h < cur_price):
range_h = cur_price + random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50)
#gain exit
random.randint(MyDefaultValue.GainStd-2, MyDefaultValue.GainStd+5)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, range_h)
task.addGainExitCond(price_cond)
target_gain_cond = UpperLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50))
task.addGainExitCond(target_gain_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def create_buy_task_by_price(self, entry_price):
task = TradeTask("DefaultBuyPirce", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, entry_price)
task.addEntryCond(price_cond)
back_rest_event = EventSampleRlBarCondition(StgEvent.StdBackRestOfDown, 2, 0, 10)
task.addEntryCond(back_rest_event)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def add_default_buy_loss_exit_cond(self, task):
#价格
target_loss_cond = LowerLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.LossStd-20, MyDefaultValue.LossStd+50))
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
greater_cond = UpperLimitCondition(Indicator.GreaterContinuousCount, 3, 10)
task.addLossExitCond(target_loss_cond)
task.addLossExitCond(checksum_cond)
task.addLossExitCond(greater_cond)
def create_range_sell_task(self):
task = TradeTask("TradeRangeSell", MyString.Sell, self.clock.cur_bar, 300, 300)
#entry
range_h = self.stg.get_indor_value(Indicator.RangeHInDay)
if (range_h < 100):
return
range_l = self.stg.get_indor_value(Indicator.RangeLInDay)
cur_price = self.stg.get_indor_value(Indicator.CurPrice)
if (range_l > cur_price):
range_l = cur_price + random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, range_h)
task.addGainExitCond(price_cond)
#gain exit
price_cond = LowerLimitCondition(Indicator.CurPrice, 1, range_l)
task.addGainExitCond(price_cond)
target_gain_cond = UpperLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50))
task.addGainExitCond(target_gain_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def create_in_range_bottom_buy_task(self, prior):
gain_cond = self.create_default_gain_exit_cond()
up_task3 = TradeTask("farFromLL", MyString.Buy, self.clock.cur_bar, 300, 300)
away_cond = EventRelativeBarCondition(StgEvent.FarFromLL, 1, 0, 500)
downs_cond = UpperLimitCondition(Indicator.Downs, 2, 20)
ck = RangeCondition(Indicator.CheckSum15, 3, -6, 6)
price_pos = LowerLimitCondition(Indicator.DistanceAvgLine, 3, -10) #均线以下
up_task3.addEntryCond(away_cond)
up_task3.addEntryCond(downs_cond)
up_task3.addEntryCond(ck)
up_task3.addEntryCond(price_pos)
up_task3.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task3)
return up_task3
def if_bigbangup(self, kstatus):
#create_tradecondition()
chsum_cond = RangeCondition(Indicator.SCheckSum, 1, -2, 2)
task = TradeTask("WaitForBack", MyString.Buy, kstatus.cur_bar_id, 30, 200) #回调
task.addEntryCond(chsum_cond)
lowrange_cond = RangeCondition(Indicator.RangeHeight15, 1, 10, 20)
task.addGainExitCond(lowrange_cond)
loss_cond = UpperLimitCondition(Indicator.HoldProfit, 1, -200)
task.addLossExitCond(loss_cond)
#task.add_gain_exit_event(StgEvent.Loss200)
self.addTradeTask(task)
def add_default_sell_entry_cond(self, task, ups, end_bar):
#task = TradeTask("SellTest", MyString.Sell, 0, entry_timeout, hold_time)
#price_cond = UpperLimitCondition(Indicator.CurPrice, 1, open_price)
cksum_cond = RangeCondition(Indicator.SCheckSum, 1, 0, 4)
height8_cond = LowerLimitCondition(Indicator.RangeHeight15, 2, 10)
height15_cond = LowerLimitCondition(Indicator.RangeHeight15, 3, 16)
#二选一
downs_cond = RangeCondition(Indicator.Downs, 4, ups, ups+20)
#or
expired_cond = UpperLimitCondition(Indicator.CurBar, 4, end_bar)
task.addEntryCond(cksum_cond)
task.addEntryCond(height8_cond)
task.addEntryCond(height15_cond)
task.addEntryCond(downs_cond)
task.addEntryCond(expired_cond)
def default_strategy(self):
entry_timeout = 300
hold_time = 300
task = TradeTask("SellTest", MyString.Sell, 0, entry_timeout,
hold_time)
#entry
open_price = 3730
#price_cond = LowerLimitCondition(Indicator.CurPrice, 1, open_price)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, open_price)
task.addEntryCond(price_cond)
#gain exit
#price_cond = UpperLimitCondition(Indicator.CurPrice, 1, open_price-2)
price_cond = LowerLimitCondition(Indicator.CurPrice, 1, open_price - 2)
task.addGainExitCond(price_cond)
#loss exit
TradeFactory.add_default_exit_cond(task)
task.set_callbacker(self)
self.addTradeTask(task)
def add_target_gain_exit_cond(self, task,target_profit):
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
checksum_cond = RangeCondition(Indicator.SCheckSum, 2, -3, 3)
task.addGainExitCond(target_cond)
task.addGainExitCond(checksum_cond)
def create_default_gain_exit_cond(self):
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
return target_cond