def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
# loads score chart from file
self.score_chart = scorechart.from_file(
Config.get_instance().get(Config.SCORECHART_FILE)
)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "KillerNinja", manager)
self.TAG = "KillerNinja"
self.MAX_EARN = 25
self.MAX_TRADE_TERM =20 #最长交易时间
self.BREAK_PROFIT2 = 25
self.BREAK_PROFIT2 = 20
self.BREAK_PROFIT1 = 13
self.RUSH_PROFIT = 15
self.trade_dir = TradeDirection.BUYSELL
self.hh = 0
self.ll = 0
self.event_recorder = EventRecorder("NinjaRecorder") #记录传入的event
self.idor_record = KIndictorRecorder("idor_rd") #内部记录
self.last_greaters = 0
self.last_greaters_mark_bar = 0
self.last_lesses = 0
self.last_lesses_mark_bar = 0
self.greaters = 0
self.lesses = 0
self.step = 0
self.make_type = 0 # 1 overs and downs; 2 break flow; 3 break opposite; 4 open
print("........[%s] running..........."%(self.TAG))
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyFlowStronger", manager)
self.MAX_HOLD = 120
self.TAG = "StrategyFlowStronger"
self.trade_dir = TradeDirection.BUYSELL
#big bang
self.bigbang_up_height = 0
self.bigbang_up_bar_start = 0
self.bigbang_up_bar_end = 0
self.bigbang_down_height = 0
self.bigbang_down_bar_start = 0
self.bigbang_down_bar_end = 0
#
self.region_last_h = 0
self.region_last_l = 0
self.break_region_bar = 0
#调整 when loss
self.adjust_loss = 0
self.kpi = 0
print("[%s] running..........."%(self.TAG))
self.init_data()
def __init__(self, symbol, managerager, HH2, HH1, LL1, LL2):
StrategyBase.__init__(self, symbol, "StrategyGrid", managerager)
self.TAG = "StrategyGrid"
self.FLOW_GAP_BAR = 3
self.MAX_HOLD = 100
self.HH2 = HH2
self.HH1 = HH1
self.LL1 = LL1
self.LL2 = LL2
self.run_flag = True
self.h_break_flag = False
self.l_break_flag = False
self.cur_price_flag = 0
self.price_immediate = False
self.H2_breakout_flag = False
self.H2_breakout_index = 0
self.L2_breakout_flag = False
self.L2_breakout_index = 0
self.mark_bar = 0
self.report_flag = 0
self.STD_CHECHSUM = 5
print("[%s] runing............" % (self.TAG))
print("[%s] hh2=%d hh1=%d ll1=%d ll2=%d" %
(self.TAG, self.HH2, self.HH1, self.LL1, self.LL2))
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
# uses score chart to determine best response
self.score_chart = scorechart.from_file(
Config.get_instance().get(Config.SCORECHART_FILE)
)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyAvgCross", manager)
self.MAX_HOLD = 159
self.interval_bar = 20
self.cross_avg_run_flag = 0
self.total_bars_inday = 4 * 60 - 15
self.short_term = 10
self.long_term = 30
self.init_crs_downs = 0
self.init_crs_overs = 0
self.trade_dir = TradeDirection.BUYSELL
self.TAG = "StrategyAvgCross"
#=============================================#
self.lastday_bar = 2
self.hh_20 = 0
self.ll_20 = 0
self.to_hh_20_bar = 0
self.to_ll_20_bar = 0
self.d_hh_3 = 0
self.d_hh_3_bar = 0
self.d_ll_3 = 0
self.d_ll_3_bar = 0
self.last_crossdown_bar = 999
self.last_crossover_bar = 999
print("[%s] runing............" % (self.TAG))
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyBollDaily", manager)
self.TAG = "StrategyBollDaily"
self.boll_trade_dir = TradeDirection.BUYSELL
self.mark_bar = 0
self.debug("runing.......................")
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
# uses score chart to determine best response
self.score_chart = scorechart.from_file(
Config.get_instance().get(Config.SCORECHART_FILE),
self.bot_list
)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "KillerS", manager)
self.MAX_EARN = 30
self.level = 3
self.mark_start_bar = 0
self.done_flag = False
print("........[KillerS] running........")
def __init__(self, strategy_name):
"""
Initializes epsilon-greedy strategy selection method
"""
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
self.epsilon = Config.get_instance().egreedy_exploration
def __init__(self, symbol,manager):
StrategyBase.__init__(self, symbol, "KillerPriceDirect",manager)
self.hh = 0
self.ll = 0
self.TAG = "KillerPriceDirect"
self.MAX_LOSS = 20
print(".....[%s] running......."%(self.TAG))
def __init__(self, strategy_name):
"""
Initializes epsilon-greedy strategy selection method
"""
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
self.epsilon = Config.get_instance().egreedy_exploration
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "KillerL", manager)
self.MAX_EARN = 50
self.level = 1
self.mark_start_id = 0
self.init_flag = False
self.done_flag = False
print("........[KillerL] running........")
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "McIndictors", manager)
self.TAG = "McIndictors"
self.symbol = symbol
self.UPDATE_INTERVAL = 2 # minute
self.trade_dir = TradeDirection.INVALID
self.init_flag = False
self.init_var()
def __init__(self, strategy_name):
"""
Initializes UCB1 strategy selection method
"""
StrategyBase.__init__(self, strategy_name)
self.formula = self.ucb1
# overrides bot_list with bandit choices
self.bot_list = Config.get_instance().get_bandit_choices()
self.data = {choice: {'trials': 0, 'sum': 0, 'sum_of_squares': 0} for choice in self.bot_list}
def __init__(self, strategy_name):
"""
Initializes Exp3
"""
StrategyBase.__init__(self, strategy_name)
# overrides bot_list with bandit choices
self.bot_list = Config.get_instance().get_bandit_choices()
self.gamma = Config.get_instance().exp3_gamma
self.alpha = 1
#self.weights = {choice: 1.0 for choice in self.bot_list}
self.weights = {choice: 0.0 for choice in self.bot_list}
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
config = Config.get_instance()
# read score chart from a file
self.score_chart = scorechart.from_file(
config.get(Config.SCORECHART_FILE))
# get weights
self.regrets = config.get(Config.INITIAL_REGRETS)
def __init__(self, strategy_name):
"""
Initializes Exp3
"""
StrategyBase.__init__(self, strategy_name)
# overrides bot_list with bandit choices
self.bot_list = Config.get_instance().get_bandit_choices()
self.gamma = Config.get_instance().exp3_gamma
self.alpha = 1
#self.weights = {choice: 1.0 for choice in self.bot_list}
self.weights = {choice: 0.0 for choice in self.bot_list}
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "RiskManager", manager)
self.TAG = "RiskManager"
self.update_interval = 5
self.trade_dir = TradeDirection.BUYSELL
self.hold_pos = 0
self.mark_price = 0
self.ABS_MAX_LOSS = 20
self.hold_profit = 0
self.filter_head_bar = 5
self.bar_count = 0
self.exit_internal = 0
self.last_bigbang_up_id = 99
self.last_bigbang_down_id = 99
self.lastday_bar = 2
self.hh_50 = 0
self.ll_50 = 0
self.to_hh_50_bar = 0
self.to_ll_50_bar = 0
self.key_hh = 0
self.key_ll = 0
self.key_mark_bar = 0
self.key_mark_flag = 0
self.dklines = []
self.account_recorder = IndicatorRecorder("account")
self.account_recorder.set_interval(1)
self.capital_record = CapitalRecord(0)
#key_price =
self.kp = KParser()
self.kpt_record = KPatternRecord("RiskHave")
self.task_list = []
#c = ['id', 'account']
#self.df_profit = pd.DataFrame(columns=c)
self.controler_manager = ControlerManager()
#self.this_new_data()
print("[RiskManager] running .....................")
self.define_data()
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
config = Config.get_instance()
# read score chart from a file
self.score_chart = scorechart.from_file(
config.get(Config.SCORECHART_FILE)
)
# get weights
self.regrets = config.get(Config.INITIAL_REGRETS)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "KillerRush", manager)
self.TAG = "KillerRush"
self.MAX_EARN = 45
self.MAX_TRADE_TERM = 65 #最长交易时间
self.trade_dir = TradeDirection.BUYSELL
self.hh = 0
self.ll = 0
self.inited = False
self.start_bar_id = 0
self.step = 0
print("........[%s] running..........." % (self.TAG))
def __init__(self, strategy_name):
"""
Initializes Epsilon-Nash strategy
:param epsilon: probability of EXPLOITATION
:return:
"""
StrategyBase.__init__(self, strategy_name)
# probability of exploitation (different of e-greedy which is exploration)
self.epsilon = Config.get_instance().enash_exploitation
# Nash equilibrium strategy
self.nash = nash.Nash('Nash inside e-Nash')
# exploitation strategy
self.exploitation = frequentist.Frequentist(
'Frequentist inside e-Nash')
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyThreeStepLDaliy", manager)
self.MAX_EARN = 50
self.level = 1
self.mark_start_id = 0
self.init_flag = False
self.done_flag = False
self.last_red_or_green = 0
self.continue_flag = False
self.low_range_flag = False
self.hh_3day = 0
self.ll_3day = 0
self.skip_flag = False
print("........[StrategyThreeStepLDaliy] running........")
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyKeyPrice", manager)
self.TAG = "StrategyKeyPrice"
self.key_price = 0
self.inited = False
self.init_price_state = 0
self.KEY_MA = 1
self.KEY_STRONG = 2
self.KEY_GOOG_NUM = 3
self.auto = True
self.KParser = KParser()
self.debug("running..........")
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "KillerTank", manager)
self.TAG = "KillerTank"
self.SMALL_COUNT = 35
self.LARGE_COUNT = 60
self.EXTENDED_BARS = 20
self.std_overs_max = 130
self.std_downs_max = 130
self.trade_dir = TradeDirection.BUYSELL
self.manager = manager
self.run_flag = True
self.position = 0
self.cond_down_count = 0
self.cond_up_count = 0
self.entry_bar = 0
self.ups = 0
self.downs = 0
self.last_uper_bar = -999
self.last_downer_bar = -999
self.last_uper_count = 0
self.last_downer_count = 0
self.low_range_flag = False
self.count_for_checksum = 10
if (self.trade_dir == TradeDirection.SELLONLY):
self.cond_down_count = self.LARGE_COUNT
self.cond_up_count = self.SMALL_COUNT
elif (self.trade_dir == TradeDirection.BUYONLY):
self.cond_down_count = self.SMALL_COUNT
self.cond_up_count = self.LARGE_COUNT
else:
self.cond_down_count = 50
self.cond_up_count = 50
c = ['id', 'time', 'avg']
self.list_ = pd.DataFrame(columns=c)
print("[%s] running..........." % (self.TAG))
self.debug("cond_down_count=%d cond_up_count=%d" %
(self.cond_down_count, self.cond_up_count))
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyWatcher", manager)
#def __init__(self):
self.TAG = "StrategyWatcher"
self.MAX_LOSS = 25
#self.manager = manager
self.ATR_day = 60
self.last_inrange_bar = 999
self.last_inrange_height = 0
self.last_inrange_high = 0
self.last_inrange_low = 0
self.last_big_red_candle = 999
self.last_big_green_candle = 999
self.last_break_bar = 999
self.cur_price = 0
self.trade_dir = TradeDirection.BUYSELL
self.position = 0
#preset
self.preset_dir = TradeDirection.INVALID
##runing time##
self.inited = False
self.run_break_flag = 0
self.entry_bar = 999
self.entry_price = 0
self.cond_flag = 0
self.cond_mark_bar = 0
self.BreakOut = 0
self.TrendGoOn = 1
self.GoBack = 2
#parse
self.trend_status = TrendStatus.Unkown
self.predict_walkpath = WalkPath.InRange
self.my_print("running.......")
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyWaves", manager)
self.TAG = "StrategyWaves"
self.period = 1 #min
self.MAX_HOLD = 55
self.run_flag = True
self.manager = manager
self.position = 0
self.trade_dir = 0
self.init_flag = False
self.hh = 0
self.ll = 0
self.w_checksum = 0
self.m_checksum = 0
self.ups_at_open = 0
self.downs_at_open = 0
self.swing_trade_dir = TradeDirection.BUYONLY
print("[%s] running....." % (self.TAG))
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
pass
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
pass
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyAtr", manager)