def init(self):
master.set_pro_name(self.PRO_CNAME)
self.setConnect()
while True:
time.sleep(1)
master.check_gid()
for uid, rest in self.users.items():
rest.checkRest()
def init(self):
master.set_pro_name(self.PRO_CNAME)
self.initBitmex()
from config.user import USER_CONFIG
for conf in USER_CONFIG:
user = conf['user']
name = user['name']
symbol = conf['symbol']
pri_redis = self.redis[name + str(conf['sandbox'])]
pub_redis = self.redis[conf['site'] + str(user['test_net'])]
baseBoxDate = bitmexSandbox.KLINE_LIST[0]
# 从沙盒120根基础k线运行时间开始 当前测试k线
s_date = self.dataframe[baseBoxDate].iloc[0:bitmexMarket.
MAX_LINE].index[-1]
# 2019-07-03 11:00:00 5m线 第一个成交
for index, row in self.dataframe[
self.BASE_DATE].loc[s_date:].iterrows():
self.updateNowKline(index, row)
if len(self.kline[baseBoxDate]) < bitmexMarket.MAX_LINE:
continue
if len(self.kline[baseBoxDate]) > bitmexMarket.MAX_LINE:
self.kline[baseBoxDate] = self.kline[baseBoxDate][
-bitmexMarket.MAX_LINE:]
# 获取策略
self.strategy = conf['strategy'](user, pub_redis, pri_redis,
symbol)
self.strategy.realMode = False
self.strategy.backMode = True
if self.strategy.realMode:
sell = row['open']
else:
sell = 0
self.setBitmexMarket(pub_redis, symbol, row['close'], sell)
self.setBitmexKline(pub_redis, symbol)
order = self.strategy.getOrder()
self.strategy.runBox()
# todo 图表观察
# myPlot.kline(self.kline['1h'])
master.stop()
master.kill_me()
def init(self):
master.set_pro_name(self.PRO_CNAME)
for uid, wss in self.users.items():
wss.link()
def init(self):
master.set_pro_name(self.PRO_CNAME)
importlib.reload(config.user)
from config.user import USER_CONFIG
self.initUser(USER_CONFIG)
while True:
try:
time.sleep(1)
master.check_gid()
now_time = master.mictime()
for conf in USER_CONFIG:
user = conf['user']
name = user['name']
symbol = conf['symbol']
pri_redis = self.redis[name + str(conf['sandbox'])]
pub_redis = self.redis[conf['site'] +
str(user['test_net'])]
# 获取策略
strategy = conf['strategy'](user, pub_redis, pri_redis,
symbol)
# 获取开仓订单
orders = strategy.getOrder()
# 沙盒环境
if conf['sandbox'] > 0:
strategy.runBox()
continue
status = pri_redis.get(self.IS_TRUST)
# 60秒仓位日志
if int(now_time / 1000000) % 300 == 0:
logging.info({
'title': 'strategyProcessLog',
'name': name,
'sign': strategy.sign,
'status': status,
'orders': orders,
'data': strategy.data
})
# 用户订单仓位未更新
lastInfo = pri_redis.hget(self.TRUST, 'info')
if not orders or 'info' not in orders or lastInfo == orders[
'info']:
continue
# 正在下单不处理
if status in ['1', '2']:
continue
# 状态为0 新下单
elif status == '0' and len(orders) > 2:
logging.info({
'title': 'strategyCreateOrder',
'name': name,
'sign': strategy.sign,
'status': status,
'orders': orders,
'data': strategy.data
})
pri_redis.hdelete(self.TRUST)
pri_redis.hmset(self.TRUST, orders)
pri_redis.set(self.IS_TRUST, 1)
except:
master.sysError()