class Mood():
def __init__(self):
self.KLines = KLine()
self.lastidx = -1
self.limitcount = 0
self.data = []
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume'
])
for k, arr in enumerate(self.stats):
d = []
for i in range(0, len(arr)):
nd = arr[i]
d.append(nd['k'].increase)
d.append(nd['k'].amplitude)
d.append(nd['k'].c)
d.append(nd['k'].vol)
d.append(nd['value'])
d.append(nd['volume'])
w.writerow(d)
f.close()
def Run(self, d, period=None, servertimestamp=None):
lastidx = self.KLines.Input(d)
ret = {
"stat": 0,
"open_increase": 0,
"increase": 0,
'limit_count': 0
}
if len(self.KLines) < 10:
return ret
k = self.KLines[-1]
if servertimestamp != None and servertimestamp - k.t > 24 * 60 * 60 * 10:
self.limitcount = 0
if lastidx != self.lastidx:
stat = self.KLines.Stat()
# pre
prek = self.KLines[-2]
if stat == 3:
self.limitcount += 1
else:
self.limitcount = 0
ret["open_increase"] = (k.o - prek.c) / prek.c
ret["increase"] = (k.c - prek.c) / prek.c
ret["stat"] = stat
self.lastidx = lastidx
self.data.append(ret)
ret['limit_count'] = self.limitcount
return ret
def OrderResult(self, ret, orderresult):
return None
class TrutleAverage():
def __init__(self):
self.KLines = KLine()
self.lastidx = -1
self.data = []
self.MA = []
self.N = 10
self.HHVVol = []
self.LimitAmount = 1 * 100000000
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume',
'increase', 'amplitude', 'close', 'vol', 'value', 'volume'
])
for k, arr in enumerate(self.stats):
d = []
for i in range(0, len(arr)):
nd = arr[i]
d.append(nd['k'].increase)
d.append(nd['k'].amplitude)
d.append(nd['k'].c)
d.append(nd['k'].vol)
d.append(nd['value'])
d.append(nd['volume'])
w.writerow(d)
f.close()
def Run(self, d, period=None, servertimestamp=None):
lastidx = self.KLines.Input(d)
ret = {
'result': 0,
'vol_rate': 0,
'rate': 0
}
if len(self.KLines) < self.N:
return ret
MA(self.KLines.prices, self.MA, self.N)
if self.KLines[-1].amount < self.LimitAmount:
return ret
if not self.CheckCurentKLegal():
return ret
cals = self.CalIntervalIncreaseLegal()
if not cals[0]:
return ret
count = cals[1]
hkidx = cals[2]
hlamplitude = cals[3]
hlimitcount = 0
for i in range(1, count):
if self.KLines.Stat(-i) == 3:
hlimitcount += 1
if hlimitcount < 3:
return ret
hhvVol = []
HIGH(self.KLines.volumes, hhvVol, count)
ck = self.KLines[-1]
rate = round(ck.vol / hhvVol[-1], 2)
if rate <= 0.5:
ret['result'] = 1
ret['vol_rate'] = rate
ret['rate'] = hlimitcount + 1 - rate
# print ret, cals, rate, hlimitcount, type(ret['rate']);
return ret
def CheckCurentKLegal(self):
ck = self.KLines[-1]
ll = ck.l * 0.97
hh = ck.h
if self.MA[-1] < ll or self.MA[-1] > hh:
return False
return True
def CalIntervalIncreaseLegal(self):
c = 2
hc = 0
lc = 100000
hidx = -2
while c < len(self.KLines):
cck = self.KLines[-c]
if cck.c < self.MA[-c]:
break
else:
if cck.h > hc:
hc = cck.h
hidx = -c
if cck.l < lc:
lc = cck.l
c = c + 1
icv = (hc - lc) / lc
if icv < 0.33:
return [False]
return [True, c, hidx, icv]
def OrderResult(self, ret, orderresult):
return None