def __init__(self, name):
super().__init__(name)
self.manager = ArrayManager(100)
self.instrument_set = ["rb2101.SHFE"] # 这个里面的变量 如果你开启了行情分离选项， 当数据进来的时候会判断数据 只会把相应的行情送进来， 还要就是可以通过来订阅指定行情
self.buy = 0
self.sell = 0
self.slow = 60
self.fast = 30
def __init__(self, name):
super().__init__(name)
self.manager = ArrayManager(500)
self.instrument_set = ["rb2010.SHFE"]
self.fast_window = 10
self.slow_window = 20
self.pos = 0
self.open = False
self.price = []
self.open = False
self.open_price = None
self.buy = 0
self.sell = 0
self.slow = 60
self.fast = 30
class OIDoubleMaStrategy(LooperApi):
def __init__(self, name):
super().__init__(name)
self.manager = ArrayManager(500)
self.instrument_set = ["OI2009.CZCE"]
self.fast_window = 10
self.slow_window = 20
self.pos = 0
self.open = False
self.price = []
self.open = False
self.open_price = None
self.buy = 0
self.sell = 0
self.slow = 30
self.fast = 15
def on_trade(self, trade: TradeData):
if trade.offset == Offset.OPEN:
if trade.direction == Direction.LONG:
self.buy += trade.volume
else:
self.sell += trade.volume
else:
if trade.direction == Direction.LONG:
self.sell -= trade.volume
else:
self.buy -= trade.volume
def on_bar(self, bar):
""" """
self.manager.add_data(bar)
if not self.manager.inited:
return
fast_avg = self.manager.sma(self.fast, array=True)
slow_avg = self.manager.sma(self.slow, array=True)
if slow_avg[-2] < fast_avg[-2] and slow_avg[-1] >= fast_avg[-1]:
self.action.cover(bar.close_price, self.buy, bar)
self.action.sell(bar.close_price, 3, bar)
if fast_avg[-2] < slow_avg[-2] and fast_avg[-1] >= slow_avg[-1]:
self.action.sell(bar.close_price, self.sell, bar)
self.action.buy(bar.close_price, 3, bar)
def on_tick(self, tick):
pass
class DoubleMaStrategy(CtpbeeApi):
def __init__(self, name):
super().__init__(name)
self.manager = ArrayManager(100)
self.instrument_set = [
"rb2101.SHFE"
] # 这个里面的变量 如果你开启了行情分离选项， 当数据进来的时候会判断数据 只会把相应的行情送进来， 还要就是可以通过来订阅指定行情
self.buy = 0
self.sell = 0
self.slow = 60
self.fast = 30
def on_trade(self, trade: TradeData):
if trade.offset == Offset.OPEN:
if trade.direction == Direction.LONG:
self.buy += trade.volume
else:
self.sell += trade.volume
else:
if trade.direction == Direction.LONG:
self.sell -= trade.volume
else:
self.buy -= trade.volume
def on_bar(self, bar):
""" """
self.manager.add_data(bar)
if not self.manager.inited:
return
fast_avg = self.manager.sma(self.fast, array=True)
slow_avg = self.manager.sma(self.slow, array=True)
if slow_avg[-2] < fast_avg[-2] and slow_avg[-1] >= fast_avg[-1]:
self.action.cover(bar.close_price, self.buy, bar)
self.action.sell(bar.close_price, 3, bar)
if fast_avg[-2] < slow_avg[-2] and fast_avg[-1] >= slow_avg[-1]:
self.action.sell(bar.close_price, self.sell, bar)
self.action.buy(bar.close_price, 3, bar)
def on_tick(self, tick):
pass
def on_init(self, init: bool):
print("初始化成功了, 这里可能会触发两次哦")