def Simple_Open_Close_System(self):
future_api_client = FutureAPIClient(Future_REST_URL, Future_Api_Key,
Future_Secret_Key)
while True:
for i in range(len(self.check_open_close_diff_infos)):
if i % len(self.type_list) == 0:
print('\n\n\n\n\n')
symbol = self.check_open_close_diff_infos[i]['symbol']
contract_type = self.check_open_close_diff_infos[i][
'contract_type']
type = self.check_open_close_diff_infos[i]['type']
klinelist = future_api_client.get_kline(
symbol, contract_type, type)
if len(klinelist.klinelist) < 10:
print(
str(self.check_open_close_diff_infos[i]) +
'\tFuture_API_Client_ERROR!')
continue
s = ''
s += str(self.check_open_close_diff_infos[i])
s += '\n'
tech_indicat = FutureTechnicalIndicator(klinelist)
s += self.Simple_Open_Close_Policy(tech_indicat.open_list,
tech_indicat.close_list)
print(s)
time.sleep(1)
break
pass
def Check_Open_Close_Diff(self):
future_api_client = FutureAPIClient(Future_REST_URL, Future_Api_Key,
Future_Secret_Key)
while True:
for i in range(len(self.check_open_close_diff_infos)):
if i % len(self.type_list) == 0:
print('\n\n\n\n\n')
symbol = self.check_open_close_diff_infos[i]['symbol']
contract_type = self.check_open_close_diff_infos[i][
'contract_type']
type = self.check_open_close_diff_infos[i]['type']
klinelist = future_api_client.get_kline(
symbol, contract_type, type)
if len(klinelist.klinelist) < 10:
print(
str(self.check_open_close_diff_infos[i]) +
'\tFuture_API_Client_ERROR!')
continue
tech_indicat = FutureTechnicalIndicator(klinelist)
open_close_diff = Open_Close_Diff(tech_indicat.open_list,
tech_indicat.close_list)
s = ''
s += str(self.check_open_close_diff_infos[i])
s += '\n'
s += 'close_price_count= %d' % len(tech_indicat.close_list)
s += '\top_cl_same_count= %d' % open_close_diff.open_close_same_count
s += '\top_cl_diff_count= %d' % open_close_diff.open_close_diff_count
s += '\tsame_diff_sum= %d' % (
open_close_diff.open_close_same_count +
open_close_diff.open_close_diff_count)
s += '\n'
s += 'op_cl_all_same= %d' % open_close_diff.open_close_all_same_count
s += '\top_cl_all_diff= %d' % open_close_diff.open_close_all_diff_count
s += '\tprof_all_same= %.2f' % open_close_diff.profit_all_same
s += '\tprof_all_diff = %.2f' % open_close_diff.profit_all_diff
s += '\tprof_diff/same= %.2f' % (
open_close_diff.profit_all_diff /
open_close_diff.profit_all_same * 100)
s += '%'
s += '\tprof_diff-same= %.2f' % (
open_close_diff.profit_all_diff -
open_close_diff.profit_all_same)
s += '\tclose_avg= %.2f' % (sum(tech_indicat.close_list) /
len(tech_indicat.close_list))
s += '\tprofit_percent= %.2f' % (
(open_close_diff.profit_all_diff -
open_close_diff.profit_all_same) /
(sum(tech_indicat.close_list) /
len(tech_indicat.close_list)) * 100)
s += '%'
s += '\n'
print(s)
time.sleep(1)
break
pass
def test_Open_Close_Diff(self):
klinelist = KLineList()
for i in range(10):
klinesingle = KLineSingle()
klinelist.klinelist.append(klinesingle)
# 收盘价一直上涨的情况
if True:
for i in range(10):
klinelist.klinelist[i].open = (i + 0) + 100
klinelist.klinelist[i].close = (i + 1) + 100
tech_indicat = FutureTechnicalIndicator(klinelist)
for i in range(10):
self.assertEqual(tech_indicat.open_list[i], (i + 0) + 100)
self.assertEqual(tech_indicat.close_list[i], (i + 1) + 100)
open_close_diff = Open_Close_Diff(tech_indicat.open_list,
tech_indicat.close_list)
self.assertEqual(open_close_diff.open_close_same_count, 9)
self.assertEqual(open_close_diff.open_close_diff_count, 0)
# 收盘价一直下跌的情况
if True:
for i in range(10):
klinelist.klinelist[i].open = 100 - (i + 0)
klinelist.klinelist[i].close = 100 - (i + 1)
tech_indicat = FutureTechnicalIndicator(klinelist)
for i in range(10):
self.assertEqual(tech_indicat.open_list[i], 100 - (i + 0))
self.assertEqual(tech_indicat.close_list[i], 100 - (i + 1))
open_close_diff = Open_Close_Diff(tech_indicat.open_list,
tech_indicat.close_list)
self.assertEqual(open_close_diff.open_close_same_count, 9)
self.assertEqual(open_close_diff.open_close_diff_count, 0)
# 收盘价有涨有跌的情况
if True:
klinelist.klinelist[0].open = 110.0
klinelist.klinelist[0].close = 100.0
klinelist.klinelist[1].open = 110.0
klinelist.klinelist[1].close = 50.0
klinelist.klinelist[2].open = 60.0
klinelist.klinelist[2].close = 100.0
klinelist.klinelist[3].open = 90.0
klinelist.klinelist[3].close = 60.0
klinelist.klinelist[4].open = 80.0
klinelist.klinelist[4].close = 70.0 # diff
klinelist.klinelist[5].open = 75.0
klinelist.klinelist[5].close = 80.0
klinelist.klinelist[6].open = 90.0
klinelist.klinelist[6].close = 100.0
klinelist.klinelist[7].open = 95.0
klinelist.klinelist[7].close = 90.0
klinelist.klinelist[8].open = 60.0
klinelist.klinelist[8].close = 80.0 # diff
klinelist.klinelist[9].open = 75.0
klinelist.klinelist[9].close = 70.0
tech_indicat = FutureTechnicalIndicator(klinelist)
open_close_diff = Open_Close_Diff(tech_indicat.open_list,
tech_indicat.close_list)
self.assertEqual(open_close_diff.open_close_same_count, 7)
self.assertEqual(open_close_diff.open_close_diff_count, 2)
pass
def test_MA_Simple(self):
klinelist = KLineList()
for i in range(10):
klinesingle = KLineSingle()
klinelist.klinelist.append(klinesingle)
# 收盘价全都相等的情况
if True:
for i in range(10):
klinelist.klinelist[i].close = 100.0
tech_indicat = FutureTechnicalIndicator(klinelist)
for i in range(10):
self.assertEqual(tech_indicat.close_list[i], 100.0)
short_day_num = 5
long_day_num = 10
ma_simple = MA_Simple(tech_indicat.close_list, short_day_num,
long_day_num)
self.assertEqual(ma_simple.short_day_num, 5)
self.assertEqual(ma_simple.long_day_num, 10)
self.assertEqual(len(ma_simple.ma_short_list), 10)
self.assertEqual(len(ma_simple.ma_long_list), 10)
self.assertEqual(ma_simple.ma_short_list[0], 100.0)
self.assertEqual(ma_simple.ma_short_list[1], 100.0)
self.assertEqual(ma_simple.ma_short_list[2], 100.0)
self.assertEqual(ma_simple.ma_short_list[3], 100.0)
self.assertEqual(ma_simple.ma_short_list[4], 100.0)
self.assertEqual(ma_simple.ma_short_list[5], 100.0)
self.assertEqual(ma_simple.ma_short_list[6], 100.0)
self.assertEqual(ma_simple.ma_short_list[7], 100.0)
self.assertEqual(ma_simple.ma_short_list[8], 100.0)
self.assertEqual(ma_simple.ma_short_list[9], 100.0)
self.assertEqual(ma_simple.ma_long_list[0], 100.0)
self.assertEqual(ma_simple.ma_long_list[1], 100.0)
self.assertEqual(ma_simple.ma_long_list[2], 100.0)
self.assertEqual(ma_simple.ma_long_list[3], 100.0)
self.assertEqual(ma_simple.ma_long_list[4], 100.0)
self.assertEqual(ma_simple.ma_long_list[5], 100.0)
self.assertEqual(ma_simple.ma_long_list[6], 100.0)
self.assertEqual(ma_simple.ma_long_list[7], 100.0)
self.assertEqual(ma_simple.ma_long_list[8], 100.0)
self.assertEqual(ma_simple.ma_long_list[9], 100.0)
# 收盘价不相等的情况
if True:
klinelist.klinelist[0].close = 100.0
klinelist.klinelist[1].close = 50.0
klinelist.klinelist[2].close = 100.0
klinelist.klinelist[3].close = 60.0
klinelist.klinelist[4].close = 100.0
klinelist.klinelist[5].close = 70.0
klinelist.klinelist[6].close = 100.0
klinelist.klinelist[7].close = 80.0
klinelist.klinelist[8].close = 100.0
klinelist.klinelist[9].close = 90.0
tech_indicat = FutureTechnicalIndicator(klinelist) # sum5 sum10
self.assertEqual(tech_indicat.close_list[0], 100.0) # 100 100
self.assertEqual(tech_indicat.close_list[1], 50.0) # 150 150
self.assertEqual(tech_indicat.close_list[2], 100.0) # 250 250
self.assertEqual(tech_indicat.close_list[3], 60.0) # 310 310
self.assertEqual(tech_indicat.close_list[4], 100.0) # 410 410
self.assertEqual(tech_indicat.close_list[5], 70.0) ##380 480
self.assertEqual(tech_indicat.close_list[6], 100.0) # 430 580
self.assertEqual(tech_indicat.close_list[7], 80.0) # 410 660
self.assertEqual(tech_indicat.close_list[8], 100.0) # 450 760
self.assertEqual(tech_indicat.close_list[9], 90.0) # 440 850
short_day_num = 5
long_day_num = 10
ma_simple = MA_Simple(tech_indicat.close_list, short_day_num,
long_day_num)
self.assertEqual(ma_simple.short_day_num, 5)
self.assertEqual(ma_simple.long_day_num, 10)
self.assertEqual(len(ma_simple.ma_short_list), 10)
self.assertEqual(len(ma_simple.ma_long_list), 10)
self.assertEqual(ma_simple.ma_short_list[0], 100.0 / 1)
self.assertEqual(ma_simple.ma_short_list[1], 150.0 / 2)
self.assertEqual(ma_simple.ma_short_list[2], 250.0 / 3)
self.assertEqual(ma_simple.ma_short_list[3], 310.0 / 4)
self.assertEqual(ma_simple.ma_short_list[4], 410.0 / 5)
self.assertEqual(ma_simple.ma_short_list[5], 380.0 / 5)
self.assertEqual(ma_simple.ma_short_list[6], 430.0 / 5)
self.assertEqual(ma_simple.ma_short_list[7], 410.0 / 5)
self.assertEqual(ma_simple.ma_short_list[8], 450.0 / 5)
self.assertEqual(ma_simple.ma_short_list[9], 440.0 / 5)
self.assertEqual(ma_simple.ma_long_list[0], 100.0 / 1)
self.assertEqual(ma_simple.ma_long_list[1], 150.0 / 2)
self.assertEqual(ma_simple.ma_long_list[2], 250.0 / 3)
self.assertEqual(ma_simple.ma_long_list[3], 310.0 / 4)
self.assertEqual(ma_simple.ma_long_list[4], 410.0 / 5)
self.assertEqual(ma_simple.ma_long_list[5], 480.0 / 6)
self.assertEqual(ma_simple.ma_long_list[6], 580.0 / 7)
self.assertEqual(ma_simple.ma_long_list[7], 660.0 / 8)
self.assertEqual(ma_simple.ma_long_list[8], 760.0 / 9)
self.assertEqual(ma_simple.ma_long_list[9], 850.0 / 10)
pass
def test_OBV_Simple(self):
klinelist = KLineList()
for i in range(10):
klinesingle = KLineSingle()
klinelist.klinelist.append(klinesingle)
# 收盘价一直上涨的情况
if True:
for i in range(10):
klinelist.klinelist[i].close = (i + 1) + 100
klinelist.klinelist[i].vol = (i + 1) * 100
tech_indicat = FutureTechnicalIndicator(klinelist)
for i in range(10):
self.assertEqual(tech_indicat.close_list[i], (i + 1) + 100)
self.assertEqual(tech_indicat.vol_list[i], (i + 1) * 100)
ma_day_num = 5
obv_simple = OBV_Simple(tech_indicat.vol_list,
tech_indicat.close_list, ma_day_num)
self.assertEqual(obv_simple.ma_day_num, 5)
self.assertEqual(len(obv_simple.obv_list), 10)
self.assertEqual(len(obv_simple.ma_obv_list), 10)
self.assertEqual(obv_simple.obv_list[0], 100.0)
self.assertEqual(obv_simple.obv_list[1], 300.0)
self.assertEqual(obv_simple.obv_list[2], 600.0)
self.assertEqual(obv_simple.obv_list[3], 1000.0)
self.assertEqual(obv_simple.obv_list[4], 1500.0)
self.assertEqual(obv_simple.obv_list[5], 2100.0)
self.assertEqual(obv_simple.obv_list[6], 2800.0)
self.assertEqual(obv_simple.obv_list[7], 3600.0)
self.assertEqual(obv_simple.obv_list[8], 4500.0)
self.assertEqual(obv_simple.obv_list[9], 5500.0)
self.assertEqual(obv_simple.ma_obv_list[0], 100.0 / 1)
self.assertEqual(obv_simple.ma_obv_list[1], 400.0 / 2)
self.assertEqual(obv_simple.ma_obv_list[2], 1000.0 / 3)
self.assertEqual(obv_simple.ma_obv_list[3], 2000.0 / 4)
self.assertEqual(obv_simple.ma_obv_list[4], 3500.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[5], 5500.0 / 5) #
self.assertEqual(obv_simple.ma_obv_list[6], 8000.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[7], 11000.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[8], 14500.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[9], 18500.0 / 5)
# 收盘价一直下跌的情况
if True:
for i in range(10):
klinelist.klinelist[i].close = 100 - (i + 1)
klinelist.klinelist[i].vol = i * 100
tech_indicat = FutureTechnicalIndicator(klinelist)
for i in range(10):
self.assertEqual(tech_indicat.close_list[i], 100 - (i + 1))
self.assertEqual(tech_indicat.vol_list[i], i * 100)
ma_day_num = 5
obv_simple = OBV_Simple(tech_indicat.vol_list,
tech_indicat.close_list, ma_day_num)
self.assertEqual(obv_simple.ma_day_num, 5)
self.assertEqual(len(obv_simple.obv_list), 10)
self.assertEqual(len(obv_simple.ma_obv_list), 10)
self.assertEqual(obv_simple.obv_list[0], 0.0)
self.assertEqual(obv_simple.obv_list[1], -100.0)
self.assertEqual(obv_simple.obv_list[2], -300.0)
self.assertEqual(obv_simple.obv_list[3], -600.0)
self.assertEqual(obv_simple.obv_list[4], -1000.0)
self.assertEqual(obv_simple.obv_list[5], -1500.0)
self.assertEqual(obv_simple.obv_list[6], -2100.0)
self.assertEqual(obv_simple.obv_list[7], -2800.0)
self.assertEqual(obv_simple.obv_list[8], -3600.0)
self.assertEqual(obv_simple.obv_list[9], -4500.0)
self.assertEqual(obv_simple.ma_obv_list[0], 0.0 / 1)
self.assertEqual(obv_simple.ma_obv_list[1], -100.0 / 2)
self.assertEqual(obv_simple.ma_obv_list[2], -400.0 / 3)
self.assertEqual(obv_simple.ma_obv_list[3], -1000.0 / 4)
self.assertEqual(obv_simple.ma_obv_list[4], -2000.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[5], -3500.0 / 5) #
self.assertEqual(obv_simple.ma_obv_list[6], -5500.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[7], -8000.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[8], -11000.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[9], -14500.0 / 5)
# 收盘价有涨有跌的情况
if True:
klinelist.klinelist[0].close = 100.0
klinelist.klinelist[1].close = 50.0
klinelist.klinelist[2].close = 100.0
klinelist.klinelist[3].close = 60.0
klinelist.klinelist[4].close = 70.0
klinelist.klinelist[5].close = 80.0
klinelist.klinelist[6].close = 100.0
klinelist.klinelist[7].close = 90.0
klinelist.klinelist[8].close = 80.0
klinelist.klinelist[9].close = 70.0
for i in range(10):
klinelist.klinelist[i].vol = (i + 1) * 100
tech_indicat = FutureTechnicalIndicator(klinelist)
self.assertEqual(tech_indicat.close_list[0], 100.0)
self.assertEqual(tech_indicat.close_list[1], 50.0)
self.assertEqual(tech_indicat.close_list[2], 100.0)
self.assertEqual(tech_indicat.close_list[3], 60.0)
self.assertEqual(tech_indicat.close_list[4], 70.0)
self.assertEqual(tech_indicat.close_list[5], 80.0)
self.assertEqual(tech_indicat.close_list[6], 100.0)
self.assertEqual(tech_indicat.close_list[7], 90.0)
self.assertEqual(tech_indicat.close_list[8], 80.0)
self.assertEqual(tech_indicat.close_list[9], 70.0)
for i in range(10):
self.assertEqual(tech_indicat.vol_list[i], (i + 1) * 100)
ma_day_num = 5
obv_simple = OBV_Simple(tech_indicat.vol_list,
tech_indicat.close_list, ma_day_num)
self.assertEqual(obv_simple.ma_day_num, 5)
self.assertEqual(len(obv_simple.obv_list), 10)
self.assertEqual(len(obv_simple.ma_obv_list), 10)
self.assertEqual(obv_simple.obv_list[0], 100.0) # +100
self.assertEqual(obv_simple.obv_list[1], -100.0) # -200
self.assertEqual(obv_simple.obv_list[2], 200.0) # +300
self.assertEqual(obv_simple.obv_list[3], -200.0) # -400
self.assertEqual(obv_simple.obv_list[4], 300.0) # +500
self.assertEqual(obv_simple.obv_list[5], 900.0) # +600
self.assertEqual(obv_simple.obv_list[6], 1600.0) # +700
self.assertEqual(obv_simple.obv_list[7], 800.0) # -800
self.assertEqual(obv_simple.obv_list[8], -100.0) # -900
self.assertEqual(obv_simple.obv_list[9], -1100.0) # -1000
self.assertEqual(obv_simple.ma_obv_list[0], 100.0 / 1)
self.assertEqual(obv_simple.ma_obv_list[1], 0.0 / 2)
self.assertEqual(obv_simple.ma_obv_list[2], 200.0 / 3)
self.assertEqual(obv_simple.ma_obv_list[3], 0.0 / 4)
self.assertEqual(obv_simple.ma_obv_list[4], 300.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[5], 1100.0 / 5) #
self.assertEqual(obv_simple.ma_obv_list[6], 2800.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[7], 3400.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[8], 3500.0 / 5)
self.assertEqual(obv_simple.ma_obv_list[9], 2100.0 / 5)
pass
def trade_buy_for_one_contract(self):
future_api_client = FutureAPIClient(Future_REST_URL, Future_Api_Key, Future_Secret_Key)
while True:
for i in range(len(self.ticker_infos)):
if (i % self.ma_day_num_group_count) == 0:
print ('\n')
symbol = self.ticker_infos[i]['symbol']
contract_type = self.ticker_infos[i]['contract']
type = self.ticker_infos[i]['type']
klinelist = future_api_client.get_kline(symbol, contract_type, type)
if len(klinelist.klinelist) < 10:
print(str(self.ticker_infos[i]) + '\tFuture_API_Client_ERROR!')
continue
tech_indicat = FutureTechnicalIndicator(klinelist)
ma_day_num = self.ticker_infos[i]['ma_day_num']
obv_simple = OBV_Simple(tech_indicat.vol_list, tech_indicat.close_list, ma_day_num)
buy_count = 0
buy_price_sum = 0.0
last_buy_price = 0.0
sell_count = 0
sell_price_sum = 0.0
last_sell_price = 0.0
profit_sum = 0.0
for j in range(len(tech_indicat.close_list)):
s = ''
s += str(self.ticker_infos[i])
s += ' close[%d]' % j
s += ' ma_day[%d]' % self.ticker_infos[i]['ma_day_num']
s += ' %.2f' % obv_simple.close_list[j]
s += ' %d' % (obv_simple.vol_list[j] / 10000)
s += ' %d' % (obv_simple.obv_list[j] / 10000)
s += ' %d' % (obv_simple.ma_obv_list[j] / 10000)
if obv_simple.ma_obv_list[j] > obv_simple.ma_obv_list[j-1]:
s += '\t ++++'
if j - 2 >= 0 and obv_simple.ma_obv_list[j-1] < obv_simple.ma_obv_list[j-2]:
s += ' Buy'
last_buy_price = obv_simple.close_list[j]
if last_sell_price > 0:
sell_count += 1
sell_price_sum += last_sell_price
buy_count += 1
buy_price_sum += obv_simple.close_list[j]
s += '\t\t%+.2f' % (last_sell_price - last_buy_price)
s += ' =%.2f-%.2f' % (last_sell_price, last_buy_price)
profit_sum += last_sell_price - last_buy_price
s += '\t\tsum= %+.2f' % profit_sum
#print(s)
else:
s += '\t---- '
if j - 2 >= 0 and obv_simple.ma_obv_list[j-1] > obv_simple.ma_obv_list[j-2]:
s += ' Sell'
last_sell_price = obv_simple.close_list[j]
if last_buy_price > 0:
buy_count += 1
buy_price_sum += last_buy_price
sell_count += 1
sell_price_sum += obv_simple.close_list[j]
s += '\t\t%+.2f' % (last_sell_price - last_buy_price)
s += ' =%.2f-%.2f' % (last_sell_price, last_buy_price)
profit_sum += last_sell_price - last_buy_price
s += '\t\tsum= %+.2f' % profit_sum
#print(s)
#print(s)
s = ''
s += str(self.ticker_infos[i])
s += '\tProfit_Sum=\t%+6.2f' % profit_sum
s += '\tProfit_Per=\t%+.2f' % (profit_sum / (buy_price_sum / buy_count) * 100)
s += '%'
s += '\tDiff_Trade=\t%+6.2f' % (sell_price_sum - buy_price_sum)
s += '\tBUY_Trade=\t%3d\t* %6.2f' % (buy_count, buy_price_sum / buy_count)
s += '\tSELL_Trade=\t%3d\t* %6.2f' % (sell_count, sell_price_sum / sell_count)
print(s)
time.sleep(0.5)
break
pass
def trade_buy_for_one_contract(self):
future_api_client = FutureAPIClient(Future_REST_URL, Future_Api_Key,
Future_Secret_Key)
while True:
for k in range(len(self.ticker_infos_list)):
print('\n')
time.sleep(1)
self.ticker_infos = self.ticker_infos_list[k]
symbol = self.ticker_infos[0]['symbol']
contract_type = self.ticker_infos[0]['contract']
type = self.ticker_infos[0]['type']
klinelist = future_api_client.get_kline(
symbol, contract_type, type)
if len(klinelist.klinelist) < 10:
print(
str(self.ticker_infos[0]) +
'\tFuture_API_Client_ERROR!\n\n')
continue
tech_indicat = FutureTechnicalIndicator(klinelist)
obv_simple_list = []
for i in range(len(self.ticker_infos)):
ma_day_num = self.ticker_infos[i]['ma_day_num']
obv_simple = OBV_Simple(tech_indicat.vol_list,
tech_indicat.close_list,
ma_day_num)
obv_simple_list.append(obv_simple)
order_count_list = []
for j in range(len(tech_indicat.close_list)):
order_count_list.append(0)
if j == 0:
continue
if j < len(tech_indicat.close_list) * 10 / 100:
continue
for i in range(len(obv_simple_list)):
if obv_simple_list[i].ma_obv_list[j] > obv_simple_list[
i].ma_obv_list[j - 1]:
order_count_list[j] += 1
else:
order_count_list[j] -= 1
profit_sum = 0.0
order_list = []
for j in range(len(tech_indicat.close_list)):
for i in range(len(obv_simple_list)):
if i < len(obv_simple_list) - 1:
continue
else:
s = ''
s += str(self.ticker_infos[i])
s += '\tclose[%d]' % j
s += ' ma_day[%d]' % self.ticker_infos[i][
'ma_day_num']
s += ' %.2f' % obv_simple_list[i].close_list[j]
s += ' %d' % (obv_simple_list[i].vol_list[j] /
10000)
s += ' %d' % (obv_simple_list[i].obv_list[j] /
10000)
s += ' %d' % (obv_simple_list[i].ma_obv_list[j] /
10000)
diff_order_count = 0
if j == 0:
diff_order_count = order_count_list[j]
else:
diff_order_count = order_count_list[
j] - order_count_list[j - 1]
s += ' %+2d' % order_count_list[j]
s += ' %+2d' % diff_order_count
stat_orders = Stat_Orders()
closed_profit = stat_orders.trade_orders(
order_list, diff_order_count,
obv_simple_list[i].close_list[j])
opened_profit = stat_orders.profit_opened_orders(
order_list, obv_simple_list[i].close_list[j])
profit_sum += closed_profit
s += '\tclo_prof_one=\t%+6.2f' % closed_profit
s += '\tProfit_Sum=\t%+6.2f' % (profit_sum +
opened_profit)
s += '\tclo_prof_all=\t%+6.2f' % profit_sum
s += '\topn_prof_one=\t%+6.2f' % opened_profit
#s += '\torder_list=%s' % str(order_list)
#if j % 24 == 0:
# print(s)
#if j == len(tech_indicat.close_list) - 1:
# print(s)
print(s)
#print()
print(
'----------------------------Game Over----------------------------\n\n'
)
break
pass