def releaseAll(self):
print '清空风控设置'
self.realOpenKonPrice = None
self.realOpenDuoPrice = None
self.locking = False
# 持久化，下次策略重载时风控对象重新初始化从数据库读取
dao.releaseRealOpenKonPrice(security=self.security)
dao.releaseRealOpenDuoPrice(security=self.security)
dao.releaseLocking(security=self.security)
def controlOnTick(self, tick):
if self.realOpenDuoPrice is not None and self.realOpenKonPrice is not None:
smtp.notifyError('realOpenDuoPrice和realOpenKonPrice都不为空，将中止进程')
exit()
# 监听区域!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!##########################################
# 持有多仓风控计算实时盈亏
rate = None
if self.realOpenKonPrice is not None:
openPrice = self.realOpenKonPrice
rate = round((openPrice - tick.lastPrice) / openPrice, 8) * 100
print '[' + str(
util.getYMDHMS()) + '] RiskControl realOpenKonPrice: ' + str(
self.realOpenDuoPrice) + ' rate: ' + str(rate)
if rate < RiskControlRate:
self.lockActionToken = True # 发出放狗指令
if self.locking is True and rate > -RiskControlRate:
self.unlockActionToken = True # 发出放狗指令
# 持有空仓风控计算实时盈亏
elif self.realOpenDuoPrice is not None:
openPrice = self.realOpenDuoPrice
rate = round((tick.lastPrice - openPrice) / openPrice, 8) * 100
print '[' + str(
util.getYMDHMS()) + '] RiskControl realOpenDuoPrice: ' + str(
self.realOpenDuoPrice) + ' rate: ' + str(rate)
if rate < RiskControlRate:
self.lockActionToken = True # 发出放狗指令
if self.locking is True and rate > -RiskControlRate:
self.unlockActionToken = True # 发出放狗指令
#Return的话，说明还没有开仓，或者开仓时候没有设置这两个值
if self.realOpenDuoPrice is None and self.realOpenKonPrice is None:
return
# 动作执行区域!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!##########################################
# 锁动作执行
if self.lockActionToken is True and self.locking is False:
if self.realOpenKonPrice is not None:
if self.ctaEngine is not None:
self.ctaEngine.cover(
tick.upperLimit * 0.995, int32(self.maxPosition)
) # 平空!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
smtp.notifyLockKon(security=self.security)
if self.realOpenDuoPrice is not None:
if self.ctaEngine is not None:
self.ctaEngine.sell(
tick.lowerLimit * 1.005, int32(self.maxPosition)
) # 平多!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
smtp.notifyLockDuo(security=self.security)
self.locking = True
# 持久化，下次策略重载时风控对象重新初始化从数据库读取
dao.activeLocking(security=self.security)
self.lockActionToken = False
# 解锁动作执行
if self.unlockActionToken is True and self.locking is True:
if self.realOpenKonPrice is not None:
if self.ctaEngine is not None:
smtp.notifyUnLockKon(security=self.security)
if self.realOpenDuoPrice is not None:
if self.ctaEngine is not None:
smtp.notifyUnLockDuo(security=self.security)
self.locking = False
# 持久化，下次策略重载时风控对象重新初始化从数据库读取
dao.releaseLocking(security=self.security)
self.unlockActionToken = False
