def __init__( self, cta_engine: Any, strategy_name: str, vt_symbol: str, setting: dict, ): """""" super().__init__(cta_engine, strategy_name, vt_symbol, setting) self.atr_stop_array = np.zeros(10) self.bg_xhour = NewBarGenerator( on_bar=self.on_bar, window=self.max_window, on_window_bar=self.on_xhour_bar, interval=Interval.MINUTE # 由小时修改到分钟级 ) self.am_hour = ArrayManager(self.boll_length + 100) self.bg_xminute = NewBarGenerator( on_bar=self.on_bar, window=self.min_window, on_window_bar=self.on_xminute_bar ) self.am_xminute = ArrayManager(self.boll_length + 100) self.bg_open = NewBarGenerator( on_bar=self.on_bar, window=self.open_window, on_window_bar=self.on_5min_bar ) self.am_open = ArrayManager(self.dc_length * int(self.min_window / self.open_window) + 30)
def __init__(
self,
cta_engine: Any,
strategy_name: str,
vt_symbol: str,
setting: dict,
):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.atr_stop_array = np.zeros(10)
self.bg_xhour = NewBarGenerator(on_bar=self.on_bar,
window=self.hour_window,
on_window_bar=self.on_xhour_bar,
interval=Interval.HOUR)
self.am_hour = ArrayManager()
self.bg_xminute = NewBarGenerator(on_bar=self.on_bar,
window=self.minute_window,
on_window_bar=self.on_xminute_bar)
self.am_xminute = ArrayManager()
self.bg_open = NewBarGenerator(on_bar=self.on_bar,
window=self.open_window,
on_window_bar=self.on_5min_bar)
self.am_open = ArrayManager()
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = NewBarGenerator(self.on_bar, self.open_window,
self.on_xmin_bar)
self.am = ArrayManager(int(self.boll_length) + 100)
def __init__(
self,
cta_engine: Any,
strategy_name: str,
vt_symbol: str,
setting: dict,
):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.atr_stop_array = np.zeros(10)
self.bg_xmin = NewBarGenerator(self.on_bar,
window=self.atrstop_window,
on_window_bar=self.on_xmin_bar,
interval=Interval.MINUTE)
self.am_xmin = ArrayManager()
self.bg_5min = BarGenerator(self.on_bar,
window=self.open_window,
on_window_bar=self.on_5min_bar)
self.am_5min = ArrayManager(self.exit_dc_length *
int(self.atr_length / self.open_window) +
10)
self.inited_atr_stop = False
def __init__(self, cta_engine, strategy_nam_xminutee, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_nam_xminutee, vt_symbol, setting)
self.bg_open = NewBarGenerator(self.on_bar, self.open_window,
self.on_open_bar)
self.am_open = ArrayManager()
self.bg_xminute = NewBarGenerator(self.on_bar, self.xminute_window,
self.on_xminute_bar)
self.am_xminute = ArrayManager(150)
self.bg_xhour = NewBarGenerator(self.on_bar,
self.xhour_window,
self.on_xhour_bar,
interval=Interval.HOUR)
self.am_xhour = ArrayManager()
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = NewBarGenerator(on_bar=self.on_bar,
window=self.xminute_window,
on_window_bar=self.on_min_bar,
interval=Interval.MINUTE)
self.am = ArrayManager()
def __init__(
self,
cta_engine: Any,
strategy_name: str,
vt_symbol: str,
setting: dict,
):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg_xminute = NewBarGenerator(on_bar=self.on_bar,
window=self.min_window,
on_window_bar=self.on_xminute_bar)
self.am_xminute = ArrayManager(self.kk_length * 2 + 10)
self.bg_open = NewBarGenerator(on_bar=self.on_bar,
window=self.open_window,
on_window_bar=self.on_5min_bar)
self.am_open = ArrayManager()
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = NewBarGenerator(self.on_bar, self.open_window,
self.on_15min_bar)
self.am = ArrayManager(self.rsi_window * 2)
self.count: int = 0
self.size: int = 4
self.rsi_inited: bool = False
self.rsi_up_array: np.ndarray = np.zeros(self.size)
self.rsi_down_array: np.ndarray = np.zeros(self.size)
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg_open = BarGenerator(on_bar=self.on_bar,
window=self.open_window,
on_window_bar=self.on_open_bar)
self.am_open = ArrayManager()
self.bg = NewBarGenerator(on_bar=self.on_bar,
window=self.xminute_window,
on_window_bar=self.on_xmin_bar)
self.am = ArrayManager(self.rolling_period + 50)
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = NewBarGenerator(self.on_bar, self.open_window, self.on_minute_bar, interval=Interval.MINUTE)
self.am = ArrayManager(self.boll_window * 2)
self.up_array: np.ndarray = np.zeros(5)
self.down_array: np.ndarray = np.zeros(5)
self.boll_inited = False
self.boll_count = 0
self.engine_type = self.get_engine_type()
self.vt_orderids = []
self.order_price = 0
self.pos_inited = 0
def __init__( self, cta_engine: Any, strategy_name: str, vt_symbol: str, setting: dict, ): """""" super().__init__(cta_engine, strategy_name, vt_symbol, setting) self.atr_stop_array = np.zeros(10) self.bg_xmin = NewBarGenerator( self.on_bar, window=self.atrstop_window, on_window_bar=self.on_xmin_bar, interval=Interval.MINUTE ) self.am_xmin = ArrayManager() self.bg_5min = BarGenerator( self.on_bar, window=self.open_window, on_window_bar=self.on_5min_bar ) self.am_5min = ArrayManager(self.exit_dc_length * int(self.atr_length / self.open_window) + 10) self.inited_atr_stop = False # 状态控制初始化 self.chase_long_trigger = False self.chase_sell_trigger = False self.chase_short_trigger = False self.chase_cover_trigger = False self.cancel_status = False self.long_trade_volume = 0 self.short_trade_volume = 0 self.sell_trade_volume = 0 self.cover_trade_volume = 0 self.chase_interval = 10 # 拆单间隔:秒
def __init__(
self,
cta_engine: Any,
strategy_name: str,
vt_symbol: str,
setting: dict,
):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.atr_stop_array = np.zeros(10)
self.bg_xmin = NewBarGenerator(
self.on_bar,
window=self.atrstop_window,
on_window_bar=self.on_xmin_bar
)
self.am_xmin = ArrayManager()
self.bg_5min = BarGenerator(
self.on_bar,
window=self.open_window,
on_window_bar=self.on_5min_bar
)
self.am_5min = ArrayManager()