def create_over_avgline_in_range_bottom_task(self, prior):
# over avg and in range bottom
gain_cond = self.create_default_gain_exit_cond()
up_task1 = TradeTask("OverAvgInRgeBot", MyString.Buy, self.clock.cur_bar, 300, 300)
avg_cond = EventRelativeBarCondition(StgEvent.OverAvgLineAtOpen, 1, 0,60)
btm_cond = EventRelativeBarCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task1.addEntryCond(avg_cond)
up_task1.addEntryCond(btm_cond)
up_task1.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task1)
up_task1.set_priority(prior)
return up_task1
def if_bigbangup(self, kstatus):
#create_tradecondition()
chsum_cond = RangeCondition(Indicator.SCheckSum, 1, -2, 2)
task = TradeTask("WaitForBack", MyString.Buy, kstatus.cur_bar_id, 30, 200) #回调
task.addEntryCond(chsum_cond)
lowrange_cond = RangeCondition(Indicator.RangeHeight15, 1, 10, 20)
task.addGainExitCond(lowrange_cond)
loss_cond = UpperLimitCondition(Indicator.HoldProfit, 1, -200)
task.addLossExitCond(loss_cond)
#task.add_gain_exit_event(StgEvent.Loss200)
self.addTradeTask(task)
def create_buy_task_by_price(self, entry_price):
task = TradeTask("DefaultBuyPirce", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, entry_price)
task.addEntryCond(price_cond)
back_rest_event = EventSampleRlBarCondition(StgEvent.StdBackRestOfDown, 2, 0, 10)
task.addEntryCond(back_rest_event)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def default_strategy(self):
entry_timeout = 300
hold_time = 300
task = TradeTask("SellTest", MyString.Sell, 0, entry_timeout,
hold_time)
#entry
open_price = 3730
#price_cond = LowerLimitCondition(Indicator.CurPrice, 1, open_price)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, open_price)
task.addEntryCond(price_cond)
#gain exit
#price_cond = UpperLimitCondition(Indicator.CurPrice, 1, open_price-2)
price_cond = LowerLimitCondition(Indicator.CurPrice, 1, open_price - 2)
task.addGainExitCond(price_cond)
#loss exit
TradeFactory.add_default_exit_cond(task)
task.set_callbacker(self)
self.addTradeTask(task)
def create_range_sell_task(self):
task = TradeTask("TradeRangeSell", MyString.Sell, self.clock.cur_bar, 300, 300)
#entry
range_h = self.stg.get_indor_value(Indicator.RangeHInDay)
if (range_h < 100):
return
range_l = self.stg.get_indor_value(Indicator.RangeLInDay)
cur_price = self.stg.get_indor_value(Indicator.CurPrice)
if (range_l > cur_price):
range_l = cur_price + random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, range_h)
task.addGainExitCond(price_cond)
#gain exit
price_cond = LowerLimitCondition(Indicator.CurPrice, 1, range_l)
task.addGainExitCond(price_cond)
target_gain_cond = UpperLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50))
task.addGainExitCond(target_gain_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def create_buy_task_by_back(self, downs):
task = TradeTask("DefaultBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
price_cond = UpperLimitCondition(Indicator.Downs, 1, downs)
task.addEntryCond(price_cond)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def create_classic_buy_task(self, unders):
task = TradeTask("ClassicBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
#cur_price = self.stg.get_indor_value(Indicator.CurPrice)
downs_cond = UpperLimitCondition(Indicator.Downs, 1, unders)
task.addEntryCond(downs_cond)
#gain exit
target_profit = self.stg.get_indor_value(Indicator.PreBuyProfit)
if (target_profit > 10):
target_profit = 10
target_cond = UpperLimitCondition(Indicator.HoldProfit, 1, target_profit)
task.addGainExitCond(target_cond)
#loss exit
self.add_default_exit_cond(task)
return task
def create_range_buy_task(self):
task = TradeTask("TradeRangeBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
range_h = self.stg.get_indor_value(Indicator.RangeHInDay)
cur_price = self.stg.get_indor_value(Indicator.CurPrice)
if (range_h < cur_price):
range_h = cur_price + random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50)
#gain exit
random.randint(MyDefaultValue.GainStd-2, MyDefaultValue.GainStd+5)
price_cond = UpperLimitCondition(Indicator.CurPrice, 1, range_h)
task.addGainExitCond(price_cond)
target_gain_cond = UpperLimitCondition(Indicator.HoldProfit, 1, random.randint(MyDefaultValue.GainStd-20, MyDefaultValue.GainStd+50))
task.addGainExitCond(target_gain_cond)
#loss exit
self.add_default_exit_cond(task)
self.addTradeTask(task)
def create_target_sell_task(self, name, target_profit):
buy_task = TradeTask(name, MyString.Sell, 0, 300, 300)
self.add_default_sell_entry_cond(buy_task, 10, 100)
self.add_target_gain_exit_cond(buy_task, target_profit)
self.add_default_sell_loss_exit_cond(buy_task)
return buy_task
def create_in_range_bottom_buy_task(self, prior):
gain_cond = self.create_default_gain_exit_cond()
up_task3 = TradeTask("farFromLL", MyString.Buy, self.clock.cur_bar, 300, 300)
away_cond = EventRelativeBarCondition(StgEvent.FarFromLL, 1, 0, 500)
downs_cond = UpperLimitCondition(Indicator.Downs, 2, 20)
ck = RangeCondition(Indicator.CheckSum15, 3, -6, 6)
price_pos = LowerLimitCondition(Indicator.DistanceAvgLine, 3, -10) #均线以下
up_task3.addEntryCond(away_cond)
up_task3.addEntryCond(downs_cond)
up_task3.addEntryCond(ck)
up_task3.addEntryCond(price_pos)
up_task3.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task3)
return up_task3
def create_range_task(self):
task = TradeTask("TradeRangeBuy", MyString.Buy, self.clock.cur_bar, 300, 300)
#cksum = TradeCondition()
#event =
pass
def __init__(self):
gain_cond = self.create_default_gain_exit_cond()
# over avg and in range bottom
up_task1 = TradeTask("OverAvgInRgeBot", MyString.Buy,
self.clock.cur_bar, 300, 300)
avg_cond = EventSampleCondition(StgEvent.OverAvgLineAtOpen, 1, 0, 60)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task1.addEntryCond(avg_cond)
up_task1.addEntryCond(btm_cond)
up_task1.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task1)
#v and inrange bottom
up_task2 = TradeTask("VInRgeBot", MyString.Buy, self.clock.cur_bar,
300, 300)
avg_cond = EventSampleCondition(StgEvent.RushBottomAndBack, 1, 10, 360)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task2.addEntryCond(avg_cond)
up_task2.addEntryCond(btm_cond)
up_task2.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task2)
# far from day_bottom and in range bottom
up_task3 = TradeTask("farFromLL", MyString.Buy, self.clock.cur_bar,
300, 300)
away_cond = EventSampleCondition(StgEvent.FarFromLL, 1, 0, 500)
downs_cond = UpperLimitCondition(Indicator.Downs, 2, 20)
ck = RangeCondition(Indicator.CheckSum15, 3, -6, 6)
up_task3.addEntryCond(away_cond)
up_task3.addEntryCond(downs_cond)
up_task3.addEntryCond(ck)
up_task3.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task3)
def __init__(self):
gain_cond = self.create_default_gain_exit_cond()
# over avg and in range bottom
up_task1 = TradeTask("OverAvgInRgeBot", MyString.Buy,
self.clock.cur_bar, 300, 300)
avg_cond = EventSampleCondition(StgEvent.OverAvgLineAtOpen, 1, 0, 60)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task1.addEntryCond(avg_cond)
up_task1.addEntryCond(btm_cond)
up_task1.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task1)
#v and inrange bottom
up_task2 = TradeTask("OverAvgInRgeBot", MyString.Buy,
self.clock.cur_bar, 300, 300)
avg_cond = EventSampleCondition(StgEvent.RushBottomAndBack, 1, 10, 360)
btm_cond = EventSampleCondition(StgEvent.InRangeBottom, 2, 0, 100)
up_task2.addEntryCond(avg_cond)
up_task2.addEntryCond(btm_cond)
up_task2.addGainExitCond(gain_cond)
self.add_default_exit_cond(up_task2)