def init(context):
stbase.controller.init('z:/ams/fisher')
stbase.stocks.setup(ams.ASM_StockMarket().init(context), ams.ASM_StockTrader().init(context))
# stbase.stocks.market.setupRecorder(stbase.MarketFileRecorder(stbase.controller.data_path)) # 安裝行情記錄器
stbase.stocks.market.setupRecorder(strecoder.MarketMongoDBRecorder(db_prefix='AMS_Stocks',host='192.168.1.252')) # 安裝行情記錄器
stbase.controller.addStrategy(ASM_Strategy('ASM_Strategy',stbase.stocks).init())
stbase.controller.run()
stbase.println("Strategy : Market MongoDB Recorder Started..")
def init(context):
stbase.controller.init('z:/ams/fisher')
stbase.stocks.setup(ams.ASM_StockMarket().init(context),
ams.ASM_StockTrader().init(context))
stbase.stocks.market.setupRecorder(
stbase.MarketFileRecorder(stbase.controller.data_path)) # 安裝行情記錄器
stbase.controller.addStrategy(
ASM_Strategy('ASM_Strategy', stbase.stocks).init())
stbase.controller.run()
stbase.println("Strategy : Sample Started..")
def getYdClosePrice(self, code):
"""查詢昨日 收盤價
? 如果盤后查詢，則取最後一根而不是倒數第二
"""
import stutils
if not stutils.Stocks.in_trading_time():
stbase.println(" not in trading time ..")
return self.getHistoryBars(code, 'd', 2, True)[-1].Close
return self.getHistoryBars(code, 'd', 2)[-1].Close
def start(self):
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
code = '0600000'
to = stbase.stocks.getTradeObject(code)
pos = self.product.getPosition(code)
stbase.println(pos.dict())
amount = self.product.getAmountUsable()
asset = self.product.getAmountAsset()
stbase.println('amount:{}'.format(amount) )
stbase.println('asset:{}'.format(asset) )
def strategy_inday(code, num=100, limit=0.02, base_price=0):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
base_price : 参考基准价格 ， 0 表示采用昨收盘价格
当日仅仅允许买卖各触发一次
"""
stock = stbase.TradeManager().getStock(code)
if base_price == 0:
zf = stock.last_price / stock.yesterday_close_price - 1
else:
zf = stock.last_price / base_price - 1
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit and stock.any.flag_buy:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
stock.any.flag_buy = 0
stock.any.flag_sell = 1
if zf >= limit and stock.any.flag_sell:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20)
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1
stock.any.flag_sell = 0
stock.any.flag_buy = 1
def strategy_inday(code, num=100, limit=0.02):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
当日仅仅允许买卖各触发一次
"""
global strategy_inday_buy_count
global strategy_inday_sell_count
stock = stbase.TradeManager().getStock(code)
zf = stock.last_price / stock.yesterday_close_price - 1
# stbase.print_line('(strategy_inday) zf:%s last_price:%s yd_close_price:%s'%(zf,stock.last_price,stock.yesterday_close_price),stdout=False )
# stbase.print_line('strategy_inday,=={}=='.format(code))
strategy_name = 'strategy_inday'
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price),
stdout=False)
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1 and strategy_inday_buy_count.get(
code, 0) == 0:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
if zf >= limit:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20, 'strategy_inday')
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num and strategy_inday_sell_count.get(
code, 0) == 0:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1
def onExit(self):
import stbase
stbase.println('onExit()..')
stbase.controller.stop()
stbase.println('-- Reached End. System Shutdown. -- ')