def closeShort(self, msg, count=basecount):
bs, ss = getDepth()
ss = ss[::-1]
print bs
print ss
price = 0.0
counttmp = 0
n = 0
while True:
n -= 1
counttmp += ss[n][1]
if counttmp >= count:
price = ss[-n][0]
break
if n < -5:
price = bs[-5][0]
break
strtime = str(timetool.getNowDate())
oustr = 'closeShort_%.4f_%d,%s,%s\n' % (price, count, strtime, msg)
print oustr
f = open(self.savepth, 'a')
f.write(oustr)
f.close()
self.isOpenShort = False #closlong
def closeShortTrade(msg, count=basecount):
bs, ss = getDepth()
print bs
print ss
price = 0.0
counttmp = 0
n = 0
while True:
n -= 1
counttmp += ss[n][1]
if counttmp >= count:
price = ss[-n][0]
break
if n < -5:
price = bs[-5][0]
break
strtime = str(timetool.getNowDate())
oustr = 'closeShort_%.4f_%d,%s,%s\n' % (price, count, strtime, msg)
print oustr
f = open(savepth, 'a')
f.write(oustr)
f.close()
tradetool.isOpenShort = False
tradetool.openIndex = -1
cmd = 'say 平空操作'
os.system(cmd)
def openShort(count=basecount):
bs, ss = getDepth()
price = 0.0
counttmp = 0
n = 0
while True:
n -= 1
counttmp += bs[n][1]
if counttmp >= count:
price = bs[-n][0]
break
if n < -5:
price = bs[-5][0]
break
strtime = str(timetool.getNowDate())
oustr = 'openShort_%.4f_%d,%s\n' % (price, count, strtime)
print oustr
f = open(savepth, 'a')
f.write(oustr)
f.close()
tradetool.isOpenShort = True
tradetool.openIndex = 0
cmd = 'say 开空操作'
os.system(cmd)
def getTreadeType():
k1d = get1minKline()
# isUP = isClose(k1d)
if not k1d:
return
dif, dea, macd = get_MACD(k1d)
outstr = ''
tp = 0
s = -2
e = -1
if dea[-1] <= 0: #0轴以下
if macd[s] >= 0 and macd[e] < 0:
outstr = '零轴以下死叉'
cmd = 'say %s' % (outstr)
os.system(cmd)
tradetool.isOpenShort = True
elif macd[s] <= 0 and macd[e] > 0:
outstr = '零轴以下金叉'
cmd = 'say %s' % (outstr)
os.system(cmd)
tradetool.isOpenLong = True
else:
outstr = '零轴以下'
print outstr
elif dea[-1] >= 0: #0轴以上
if macd[s] >= 0 and macd[e] < 0:
outstr = '零轴以上死叉'
cmd = 'say %s' % (outstr)
os.system(cmd)
tradetool.isOpenShort = True
elif macd[s] <= 0 and macd[e] > 0:
outstr = '零轴以上金叉'
cmd = 'say %s' % (outstr)
os.system(cmd)
tradetool.isOpenLong = True
else:
outstr = '零轴以上'
print outstr
# openShort()
outstr = outstr + '%.4f' % (dea[-1])
print outstr
print timetool.getNowDate(k1d[-1][0] / 1000)
def get1minKline():
turl = 'https://www.okex.com/api/v1/future_kline.do?symbol=ltc_usd&type=1min&contract_type=quarter&size=300'
try:
data = urltool.getUrl(turl)
ddic = json.loads(data)
print len(ddic)
return ddic
except Exception as e:
print '获取数据错误,%s' % (str(timetool.getNowDate()))
return None
def test():
koutdatas = readout5Data()
dlen = len(koutdatas)
klinedats = read5MimKline()[-dlen:]
print len(klinedats),len(koutdatas)
maxy = [None,None]
miny = [None,None]
maxx = [None,None]
minx = [None,None]
max_xy = [None,None]
min_xy = [None,None]
max_xy_ = [None,None]
min_xy_ = [None,None]
ym = 0
ys = 1000
xm = 0
xs = 1000
lm = 0
ls = 10000
for n in range(len(koutdatas)):
d = koutdatas[n]
k = klinedats[n]
if d[0] > xm:
xm = d[0]
maxx[0] = d
maxx[1] = k
if d[0] < xs:
xs = d[0]
minx[0] = d
minx[1] = k
if d[1] > ym:
ym = d[1]
maxy[0] = d
maxy[1] = k
if d[1] < ys:
ys = d[1]
miny[0] = d
miny[1] = k
lth = getLeath(d[0], d[1])
if lth > lm:
lm = lth
max_xy[0] = d
max_xy[1] = k
if lth < ls:
min_xy[0] = d
min_xy[1] = k
print 'minx:',minx,timetool.getNowDate(int(minx[1][0])/1000)
print 'maxx:',maxx,timetool.getNowDate(int(maxx[1][0])/1000)
print 'miny:',miny,timetool.getNowDate(int(miny[1][0])/1000)
print 'maxy:',maxy,timetool.getNowDate(int(maxy[1][0])/1000)
print 'min_xy:',min_xy,timetool.getNowDate(int(min_xy[1][0])/1000)
print 'max_xy:',max_xy,timetool.getNowDate(int(max_xy[1][0])/1000)
def closeLong(msg, count=basecount):
bs, ss = getDepth()
price = 0.0
counttmp = 0
n = 0
while True:
n -= 1
counttmp += bs[n][1]
if counttmp >= count:
price = bs[-n][0]
break
if n < -5:
price = bs[-5][0]
break
strtime = str(timetool.getNowDate())
oustr = 'closeLong_%.4f_%d,%s,%s\n' % (price, count, strtime, msg)
print oustr
f = open(savepth, 'a')
f.write(oustr)
f.close()
tradetool.isOpenLong = False #closlong
def openLong(self, count=basecount):
bs, ss = getDepth()
ss = ss[::-1]
price = 0.0
counttmp = 0
n = 0
while True:
n -= 1
counttmp += ss[n][1]
if counttmp >= count:
price = ss[-n][0]
break
if n < -5:
price = bs[-5][0]
break
strtime = str(timetool.getNowDate())
oustr = 'openLong_%.4f_%d,%s\n' % (price, count, strtime)
print oustr
f = open(self.savepth, 'a')
f.write(oustr)
f.close()
self.isOpenLong = True #openlong
def conventDataForMTCL():
koutdatas = readout5Data()
dlen = len(koutdatas)
klinedats = read5MimKline()[-dlen:]
print len(klinedats),len(koutdatas)
ndatas = []
for n in range(len(koutdatas)):
d = koutdatas[n]
k = klinedats[n]
ttime = timetool.getNowDate(int(k[0])/1000)
#数据状态分配方法，(x + 2000) * 10000 + (y + 2000)
# ds = int(((d[0]/10) + 200) * 1000 + ((d[1]/10) + 200)) #数据量太少，获得相同状态过少
# ds = int(((d[0]/20) + 100) * 1000 + ((d[1]/20) + 100)) #数据量太少
ds = int(((d[0]/50) + 50) * 500 + ((d[1]/50) + 50))
tmpd = [ds,d,k,str(ttime)]
ndatas.append(tmpd)
jsonpth = 'data/nnout/allout.json'
txtpth = 'data/nnout/allout.txt'
saveListWithJson(ndatas, jsonpth)
saveListWithLineTxt(ndatas, txtpth)
def test():
# openLong()
print timetool.getNowDate()