mirror of
https://github.com/midoks/mdserver-web.git
synced 2026-10-10 01:29:26 +08:00
update
This commit is contained in:
Mr Chen
@@ -176,7 +176,6 @@ plugins/op_auth
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plugins/l2tp
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plugins/openlitespeed
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plugins/tamper_proof
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plugins/cryptocurrency_trade
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plugins/zimg
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plugins/bk_demo
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plugins/mail
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@@ -0,0 +1,78 @@
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# plugins_cryptocurrency_trade
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- https://docs.ccxt.com/en/latest/install.html#python-proxies
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数字货币量化交易插件
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```
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cd /www/server/mdserver-web && python3 plugins/cryptocurrency_trade/ccxt/okex/strategy/st_demo.py
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python3 plugins/cryptocurrency_trade/ccxt/okex/strategy/st_demo.py
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miniconda3
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```
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# 免费TV策略
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https://cn.tradingview.com/scripts/?script_type=strategies
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### tradingview pine 指标
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```
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// © TenCloud
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//@version=5
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indicator("第一个指标",shorttitle = "开心吧")
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ema10 = ta.ema(close, 25)
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ema100 = ta.ema(close, 100)
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l1=plot(ema10, color=color.red,title = "ema10")
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l2=plot(ema100,color = color.green, title = "ema100")
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buy = ta.crossover(ema10,ema100)
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sell = ta.crossunder(ema10,ema100)
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plotchar(buy, text = "buy", color=color.green)
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plotchar(sell, text="sell", color=color.red)
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l_color = ema10>ema100 ? color.green:color.red
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fill(l1,l2,color=color.new(l_color,70))
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```
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### tradingview pine 策略
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```
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// © TenCloud
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//@version=5
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strategy("第一个指标",shorttitle = "开心吧", overlay = true, initial_capital = 1000)
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ema10 = ta.ema(close, 25)
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ema100 = ta.ema(close, 100)
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l1=plot(ema10, color=color.red,title = "ema10")
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l2=plot(ema100,color = color.green, title = "ema100")
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buy = ta.crossover(ema10,ema100)
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sell = ta.crossunder(ema10,ema100)
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if buy
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strategy.entry("long1", strategy.long,1)
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if sell
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strategy.close("long1", qty_percent = 100,comment = "平仓多单")
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// plotchar(buy, text = "buy", color=color.green)
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// plotchar(sell, text="sell", color=color.red)
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// l_color = ema10>ema100 ? color.green:color.red
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// fill(l1,l2,color=color.new(l_color,70))
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```
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@@ -0,0 +1,555 @@
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import ccxt
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from datetime import datetime
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import time
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import sys
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import json
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import os
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import glob
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import threading
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from pprint import pprint
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# print(os.getcwd())
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sys.path.append(os.getcwd() + "/class/core")
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import mw
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# cd /www/server/mdserver-web && source bin/activate
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# python3 plugins/cryptocurrency_trade/ccxt/public_data/data.py run
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# python3 plugins/cryptocurrency_trade/ccxt/public_data/data.py long
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# 查看支持的交易所
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# print(ccxt.exchanges)
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# 代理设置
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# exchange = ccxt.poloniex({
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# 'proxies': {
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# 'http': 'http://127.0.0.1:1088'
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# },
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# })
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# exchange = ccxt.poloniex()
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exchange = ccxt.okex()
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def getPluginName():
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return 'cryptocurrency_trade'
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def getPluginDir():
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return mw.getPluginDir() + '/' + getPluginName()
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def getServerDir():
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return mw.getServerDir() + '/' + getPluginName()
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def getConfigData():
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cfg_path = getServerDir() + "/data.cfg"
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if not os.path.exists(cfg_path):
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mw.writeFile(cfg_path, '{}')
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t = mw.readFile(cfg_path)
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return json.loads(t)
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def writeLog(log_str):
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if __name__ == "__main__":
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print(log_str)
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log_file = getServerDir() + '/logs/datasource.log'
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mw.writeFileLog(log_str, log_file, 1 * 1024 * 1024)
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return True
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def isSetDbConf():
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data = getConfigData()
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if 'db' in data:
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return True
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return False
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def beforeDate(day=360):
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dd = time.time() - day * 86400
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d = datetime.fromtimestamp(dd)
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day = d.strftime("%Y-%m-%d")
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return day
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def getTextTimeShow(time):
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d = datetime.fromtimestamp(time)
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day = d.strftime("%Y-%m-%d %H:%M:%S")
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return day
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def isSqlError(mysqlMsg):
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# 检测数据库执行错误
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mysqlMsg = str(mysqlMsg)
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if "MySQLdb" in mysqlMsg:
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return mw.returnJson(False, 'MySQLdb组件缺失! <br>进入SSH命令行输入: pip install mysql-python | pip install mysqlclient==2.0.3')
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if "2002," in mysqlMsg:
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return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
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if "2003," in mysqlMsg:
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return mw.returnJson(False, "Can't connect to MySQL server on '127.0.0.1' (61)")
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if "using password:" in mysqlMsg:
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return mw.returnJson(False, '数据库密码错误')
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if "1045" in mysqlMsg:
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return mw.returnJson(False, '连接错误!')
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if "SQL syntax" in mysqlMsg:
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return mw.returnJson(False, 'SQL语法错误!')
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if "Connection refused" in mysqlMsg:
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return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
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if "1133" in mysqlMsg:
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return mw.returnJson(False, '数据库用户不存在!')
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if "1007" in mysqlMsg:
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return mw.returnJson(False, '数据库已经存在!')
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return None
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def pMysqlDb():
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# pymysql
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db = mw.getMyORM()
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data = getConfigData()
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db_data = data['db']
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db.setHost(db_data['db_host'])
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db.setPort(db_data['db_port'])
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db.setUser(db_data['db_user'])
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db.setPwd(db_data['db_pass'])
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db.setDbName(db_data['db_name'])
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return db
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def makeInsertSql(table, item):
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sql = "insert into " + table
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keyStr = '('
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valueStr = ' values('
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for i in item:
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# print i, item[i]
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keyStr += '`' + str(i) + '`,'
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valueStr += "'" + str(item[i]) + "',"
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keyStrLen = len(keyStr)
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keyStr = keyStr[0:keyStrLen - 1]
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keyStr += ') '
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valueStrLen = len(valueStr)
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valueStr = valueStr[0:valueStrLen - 1]
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valueStr += ') '
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sql += keyStr
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sql += valueStr
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return sql
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def makeReplaceSql(table, item):
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sql = "replace into " + table
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keyStr = '('
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valueStr = ' values('
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for i in item:
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# print i, item[i]
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keyStr += '`' + str(i) + '`,'
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valueStr += "'" + str(item[i]) + "',"
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keyStrLen = len(keyStr)
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keyStr = keyStr[0:keyStrLen - 1]
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keyStr += ') '
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valueStrLen = len(valueStr)
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valueStr = valueStr[0:valueStrLen - 1]
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valueStr += ') '
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sql += keyStr
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sql += valueStr
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return sql
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def makeUpdateSql(table, item, mid):
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sql = "update " + table + " set "
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keyStr = ''
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for i in item:
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keyStr += '`' + str(i) + '`=' + "'" + item[i] + "',"
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keyStrLen = len(keyStr)
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keyStr = keyStr[0:keyStrLen - 1]
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sql += keyStr
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sql += " where id = '" + str(mid) + "'"
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return sql
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def dataToDb(table_name, data):
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pdb = pMysqlDb()
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for i in data:
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rdata = {
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'addtime': int(i[0] / 1000),
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'open': i[1],
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'high': i[2],
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'low': i[3],
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'close': i[4],
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'vol': i[5],
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}
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# sql = """SELECT id FROM %s where addtime='%s' LIMIT 1""" % (
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# table_name, rdata['addtime'])
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# fdata = pdb.query(sql)
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# if fdata:
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# print(table_name + ":" + str(rdata['addtime']) + ", old to db ok")
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# else:
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# isql = makeReplaceSql(table_name, rdata)
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# r = pdb.execute(isql)
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# print(table_name + ":" + str(rdata['addtime']) + ", go to db ok")
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isql = makeReplaceSql(table_name, rdata)
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r = pdb.execute(isql)
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# print(table_name + ":" + str(rdata['addtime']) + ", go to db ok")
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return True
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def makeTableName(input_type="btc", input_tf="1m"):
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table_name = "ct_%s_%s" % (input_type, input_tf)
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return table_name
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def isHasTable(input_type="btc", input_tf="1m"):
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pdb = pMysqlDb()
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# input_type = 'btc'
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# input_tf = '1m'
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table_name = makeTableName(input_type, input_tf)
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mtable = pdb.query("show tables like '%s'" % (table_name,))
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if len(mtable) != 0:
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return True
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return False
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def createSql(input_type="btc", input_tf="1m"):
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pdb = pMysqlDb()
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# input_type = 'btc'
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# input_tf = '1m'
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table_name = makeTableName(input_type, input_tf)
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mtable = pdb.query("show tables like '%s'" % (table_name,))
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if len(mtable) != 0:
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return True
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sql_tpl = getPluginDir() + "/conf/create.sql"
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content = mw.readFile(sql_tpl)
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content = content.replace("xx1", input_type)
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content = content.replace("xx2", input_tf)
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res = pdb.execute(content)
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# pprint(res)
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return True
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def getDataFetch(symbol, start_time="2023-3-1", input_tf="1m", limit=500):
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start_time = datetime.strptime(start_time, '%Y-%m-%d')
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end_time = datetime.strptime(end_time, '%Y-%m-%d')
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start_time_stamp = int(time.mktime(start_time.timetuple())) * 1000
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data = exchange.fetch_ohlcv(symbol, timeframe=input_tf,
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since=start_time_stamp, limit=limit)
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return data
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def getPointData(symbol, start_time=1677713220000, input_tf="1m", limit=500):
|
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data = exchange.fetch_ohlcv(
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symbol, timeframe=input_tf, since=start_time, limit=limit)
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return data
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|
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|
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def toUnixTimeSecond(tf="1m"):
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if tf.find("m") > -1:
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v = int(tf.replace("m", ''))
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return v * 60
|
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|
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if tf.find("h") > -1:
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v = int(tf.replace("h", ''))
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return v * 3600
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if tf.find("d") > -1:
|
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v = int(tf.replace("d", ''))
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return v * 86400
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return 0
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|
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def findAndUpdateData(tag, input_tf="1m", start_time="2023-1-1", limit=300):
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pdb = pMysqlDb()
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table_name = makeTableName(tag, input_tf)
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sql = 'SELECT addtime FROM ' + table_name + ' order by addtime desc LIMIT 1'
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qdata = pdb.query(sql)
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|
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start_time = datetime.strptime(start_time, '%Y-%m-%d')
|
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start_time = int(time.mktime(start_time.timetuple())) * 1000
|
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if len(qdata) != 0:
|
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start_time = int(qdata[0]['addtime']) * 1000
|
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|
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pre_time = toUnixTimeSecond(input_tf) * 5 * 1000
|
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start_time = start_time - pre_time
|
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# pprint(start_time)
|
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symbol = tag.upper() + "/USDT"
|
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data = getPointData(symbol, start_time, input_tf, limit)
|
||||
|
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# pprint(data)
|
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# print("------------lini===========")
|
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# pprint(data[1:])
|
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|
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if len(qdata) == 1:
|
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data = data[1:]
|
||||
|
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dataToDb(table_name, data)
|
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|
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now = time.strftime("%m/%d %H:%M:%S")
|
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data_len = len(data)
|
||||
msg_head = now + "|虚拟币:" + tag + ",tf:" + \
|
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input_tf + "!,总数:" + str(data_len)
|
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writeLog(msg_head)
|
||||
if data_len > 0:
|
||||
# print("new data time", data[data_len - 1][0])
|
||||
dt = getTextTimeShow(data[data_len - 1][0] / 1000)
|
||||
msg = now + "|最新日期:" + dt
|
||||
writeLog(msg)
|
||||
|
||||
table_name = makeTableName(tag, input_tf)
|
||||
|
||||
sql = "SELECT addtime FROM " + table_name + \
|
||||
" order by addtime desc limit 10000,1"
|
||||
qdata = pdb.query(sql)
|
||||
|
||||
if len(qdata) > 0:
|
||||
print(qdata)
|
||||
|
||||
# input_tf_time = toUnixTimeSecond(input_tf)
|
||||
# now_t = int(time.time())
|
||||
|
||||
# del_before_t = now_t - input_tf_time * 1000
|
||||
|
||||
sql = "delete from %s where addtime<'%d' " % (
|
||||
table_name, qdata[0]['addtime'],)
|
||||
writeLog("删除冗余数据:" + str(sql))
|
||||
pdb.execute(sql)
|
||||
return True
|
||||
|
||||
|
||||
def dataToDbTpl(tag='btc', input_tf="1m", start_time="2023-1-1", limit=300):
|
||||
# tag = "btc"
|
||||
# tf = "1m"
|
||||
# start_time = "2023-1-1"
|
||||
# end_time = "2023-3-2"
|
||||
symbol = tag.lower() + '/USDT'
|
||||
if not isHasTable(tag, input_tf):
|
||||
createSql(tag, input_tf)
|
||||
data = getDataFetch(symbol, start_time, input_tf, limit)
|
||||
table_name = makeTableName(tag, input_tf)
|
||||
|
||||
dataToDb(table_name, data)
|
||||
now = time.strftime("%m/%d %H:%M:%S")
|
||||
data_len = len(data)
|
||||
writeLog(now + "|数据获取成功!,总数:" + str(data_len))
|
||||
else:
|
||||
findAndUpdateData(tag, input_tf, start_time, limit)
|
||||
|
||||
return True
|
||||
|
||||
|
||||
def dataToDbList(input_tf="1m", start_time="2023-1-1"):
|
||||
|
||||
data = getConfigData()
|
||||
if not 'token' in data:
|
||||
writeLog("未设置同步配置,需要添加币种!")
|
||||
return
|
||||
|
||||
for t in data['token']:
|
||||
dataToDbTpl(t, input_tf, start_time)
|
||||
time.sleep(4)
|
||||
|
||||
|
||||
def dataRunToDb():
|
||||
data = getConfigData()
|
||||
if not 'db' in data:
|
||||
writeLog("数据库未设置!")
|
||||
return
|
||||
|
||||
tag = "btc"
|
||||
symbol = tag.upper() + '/USDT'
|
||||
|
||||
# pprint(exchange.fetch_ticker('XRP/USDT'))
|
||||
limit_count = 1
|
||||
start_time = "2023-1-1"
|
||||
end_time = "2023-3-2"
|
||||
tf = "1m"
|
||||
|
||||
if not isHasTable(tag, tf):
|
||||
createSql(tag, tf)
|
||||
data = getDataFetch(symbol, start_time, end_time, tf, limit_count)
|
||||
table_name = makeTableName(tag, tf)
|
||||
|
||||
dataToDb(table_name, data)
|
||||
china_datetime = str(datetime.now())
|
||||
data_len = len(data)
|
||||
writeLog(china_datetime + ":数据获取成功!,总数:" + str(data_len))
|
||||
else:
|
||||
findAndUpdateData(tag, tf, start_time, 30)
|
||||
return data
|
||||
|
||||
|
||||
def startTask():
|
||||
# 任务队列
|
||||
try:
|
||||
while True:
|
||||
time.sleep(5)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
startTask()
|
||||
|
||||
|
||||
def setDaemon(t):
|
||||
if sys.version_info.major == 3 and sys.version_info.minor >= 10:
|
||||
t.daemon = True
|
||||
else:
|
||||
t.setDaemon(True)
|
||||
return t
|
||||
|
||||
|
||||
def dataDay():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(2 * 365)
|
||||
dataToDbList("1d", start_time=start_time)
|
||||
time.sleep(3600)
|
||||
# time.sleep(10)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
dataDay()
|
||||
|
||||
|
||||
def data4h():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(365)
|
||||
dataToDbList("4h", start_time=start_time)
|
||||
time.sleep(10)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
data4h()
|
||||
|
||||
|
||||
def data1h():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(365)
|
||||
dataToDbList("1h", start_time=start_time)
|
||||
time.sleep(10)
|
||||
except Exception as e:
|
||||
print(e)
|
||||
time.sleep(60)
|
||||
data1h()
|
||||
|
||||
|
||||
def data15m():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(365)
|
||||
dataToDbList("15m", start_time=start_time)
|
||||
time.sleep(10)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
data15m()
|
||||
|
||||
|
||||
def data5m():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(180)
|
||||
dataToDbList("5m", start_time=start_time)
|
||||
time.sleep(10)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
data5m()
|
||||
|
||||
|
||||
def data1m():
|
||||
try:
|
||||
while True:
|
||||
if not isSetDbConf():
|
||||
print("数据库未设置!")
|
||||
else:
|
||||
start_time = beforeDate(30)
|
||||
dataToDbList("1m", start_time=start_time)
|
||||
time.sleep(10)
|
||||
except Exception as e:
|
||||
time.sleep(60)
|
||||
data1m()
|
||||
|
||||
|
||||
def longRun():
|
||||
|
||||
# 日线
|
||||
d1_tt = threading.Thread(target=dataDay)
|
||||
d1_tt = setDaemon(d1_tt)
|
||||
d1_tt.start()
|
||||
|
||||
# 4h
|
||||
h4_tt = threading.Thread(target=data4h)
|
||||
h4_tt = setDaemon(h4_tt)
|
||||
h4_tt.start()
|
||||
|
||||
# 1h
|
||||
h1_tt = threading.Thread(target=data1h)
|
||||
h1_tt = setDaemon(h1_tt)
|
||||
h1_tt.start()
|
||||
|
||||
# 15m
|
||||
m15_tt = threading.Thread(target=data15m)
|
||||
m15_tt = setDaemon(m15_tt)
|
||||
m15_tt.start()
|
||||
|
||||
# 5m
|
||||
m5_tt = threading.Thread(target=data5m)
|
||||
m5_tt = setDaemon(m5_tt)
|
||||
m5_tt.start()
|
||||
|
||||
# 1m
|
||||
# h1m_tt = threading.Thread(target=data1m)
|
||||
# h1m_tt = setDaemon(h1m_tt)
|
||||
# h1m_tt.start()
|
||||
|
||||
startTask()
|
||||
|
||||
|
||||
def dataRun():
|
||||
do_num = 0
|
||||
while True:
|
||||
if do_num > 1:
|
||||
break
|
||||
do_num = do_num + 1
|
||||
dataRunToDb()
|
||||
time.sleep(6)
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'run':
|
||||
data5m()()
|
||||
elif func == 'long':
|
||||
longRun()
|
||||
elif func == 'demo':
|
||||
writeLog('111')
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,12 @@
|
||||
#!/bin/bash
|
||||
PATH=/bin:/sbin:/usr/bin:/usr/sbin:/usr/local/bin:/usr/local/sbin:~/bin
|
||||
export PATH
|
||||
curPath=`pwd`
|
||||
|
||||
# bash plugins/cryptocurrency_trade/ccxt/public_data/data.sh
|
||||
|
||||
if [ -f ${curPath}/bin/activate ];then
|
||||
source ${curPath}/bin/activate
|
||||
fi
|
||||
|
||||
python3 plugins/cryptocurrency_trade/ccxt/public_data/data.py long
|
||||
@@ -0,0 +1,19 @@
|
||||
import time
|
||||
|
||||
from datetime import datetime
|
||||
china_datetime = datetime.now()
|
||||
print(china_datetime)
|
||||
|
||||
|
||||
# date()
|
||||
tt = time.time() - 180 * 86400
|
||||
|
||||
# print(date("%Y-%m-%d", time.time()))
|
||||
# t = datetime.strptime(str(time.time() - 180 * 86400), "%Y-%m-%d")
|
||||
# print(t)
|
||||
|
||||
|
||||
d = datetime.fromtimestamp(tt)
|
||||
# 精确到毫秒
|
||||
str1 = d.strftime("%Y-%m-%d")
|
||||
print(str1)
|
||||
@@ -0,0 +1,352 @@
|
||||
import ccxt
|
||||
|
||||
|
||||
import time
|
||||
import sys
|
||||
import json
|
||||
import os
|
||||
import glob
|
||||
import threading
|
||||
|
||||
import pandas as pd
|
||||
from decimal import Decimal
|
||||
from pprint import pprint
|
||||
from datetime import datetime
|
||||
|
||||
# print(os.getcwd())
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = ccxt.poloniex()
|
||||
|
||||
|
||||
def calc_ClosingPriceWithOutStopLossPrice(open_price, stype='buy', profit=0.5):
|
||||
# profit 百分比 %
|
||||
v = 0
|
||||
vf_len = len(str(open_price).split('.')[1])
|
||||
if stype == 'buy':
|
||||
v = open_price * (100 + profit) / 100
|
||||
else:
|
||||
v = open_price * (100 - profit) / 100
|
||||
return round(v, vf_len)
|
||||
|
||||
|
||||
def roundVal(price, compare_price):
|
||||
price = float(price)
|
||||
csplite = str(compare_price).split('.')
|
||||
clen = len(csplite)
|
||||
if clen == 2:
|
||||
vf_len = len(csplite[1])
|
||||
return round(price, vf_len)
|
||||
return price
|
||||
|
||||
|
||||
def roundValCeil(price, compare_price):
|
||||
price = float(price)
|
||||
csplite = str(compare_price).split('.')
|
||||
clen = len(csplite)
|
||||
if clen == 2:
|
||||
vf_len = len(csplite[1]) - 1
|
||||
return round(price, vf_len)
|
||||
return price
|
||||
|
||||
|
||||
def multiply(a1, a2):
|
||||
v = Decimal(str(a1)) * Decimal(str(a2))
|
||||
return v
|
||||
|
||||
|
||||
def addition(a1, a2):
|
||||
v = Decimal(str(a1)) + Decimal(str(a2))
|
||||
return v
|
||||
|
||||
|
||||
def subtract(a1, a2):
|
||||
v = Decimal(str(a1)) - Decimal(str(a2))
|
||||
return v
|
||||
|
||||
|
||||
def divided(a1, a2):
|
||||
v = Decimal(str(a1)) / Decimal(str(a2))
|
||||
return v
|
||||
|
||||
|
||||
def calc_ClosingPrice(open_price, stop_loss_price, stype='buy', profit=0.5):
|
||||
# profit 百分比 %
|
||||
v = 0
|
||||
vf_len = len(str(open_price).split('.')[1])
|
||||
if stype == 'buy':
|
||||
v = open_price * (100 + profit) / 100
|
||||
diff = open_price - stop_loss_price
|
||||
profit_price = open_price + diff * 1.5
|
||||
if profit_price > v:
|
||||
return round(profit_price, vf_len)
|
||||
else:
|
||||
v = open_price * (100 - profit) / 100
|
||||
diff = stop_loss_price - open_price
|
||||
profit_price = open_price - diff * 1.5
|
||||
if profit_price < v:
|
||||
return round(profit_price, vf_len)
|
||||
return round(v, vf_len)
|
||||
|
||||
|
||||
def toDateFromInt(time_unix, tf_format="%Y-%m-%d %H:%M:%S", time_zone="Asia/Shanghai"):
|
||||
# 取格式时间
|
||||
import time
|
||||
os.environ['TZ'] = time_zone
|
||||
time_str = time.localtime(time_unix)
|
||||
time.tzset()
|
||||
|
||||
return time.strftime(tf_format, time_str)
|
||||
|
||||
|
||||
def getPluginName():
|
||||
return 'cryptocurrency_trade'
|
||||
|
||||
|
||||
def getPluginDir():
|
||||
return mw.getPluginDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def getServerDir():
|
||||
return mw.getServerDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def getConfigData():
|
||||
cfg_path = getServerDir() + "/data.cfg"
|
||||
if not os.path.exists(cfg_path):
|
||||
mw.writeFile(cfg_path, '{}')
|
||||
t = mw.readFile(cfg_path)
|
||||
return json.loads(t)
|
||||
|
||||
|
||||
def getUserCfgData():
|
||||
data = getConfigData()
|
||||
if 'user' in data:
|
||||
try:
|
||||
udata = mw.deDoubleCrypt('mw', data['user'])
|
||||
udata = json.loads(udata)
|
||||
return udata
|
||||
except Exception as e:
|
||||
pass
|
||||
return []
|
||||
|
||||
|
||||
def initEx():
|
||||
data = getUserCfgData()
|
||||
# print(data)
|
||||
if (len(data) > 0):
|
||||
exchange = ccxt.okex({
|
||||
"apiKey": data['app_key'],
|
||||
"secret": data['secret'],
|
||||
"password": data['password'],
|
||||
})
|
||||
return exchange
|
||||
else:
|
||||
print("初始化失败，检查原因!")
|
||||
exchange = ccxt.poloniex()
|
||||
return exchange
|
||||
|
||||
|
||||
def toUnixTimeSecond(tf="1m"):
|
||||
if tf.find("m") > -1:
|
||||
v = int(tf.replace("m", ''))
|
||||
return v * 60
|
||||
|
||||
if tf.find("h") > -1:
|
||||
v = int(tf.replace("h", ''))
|
||||
return v * 3600
|
||||
|
||||
if tf.find("d") > -1:
|
||||
v = int(tf.replace("d", ''))
|
||||
return v * 86400
|
||||
return 0
|
||||
|
||||
|
||||
def notifyMsg(msg, tf='15m', tag='btc'):
|
||||
trigger_time = toUnixTimeSecond(tf)
|
||||
return mw.notifyMessage(msg, '量化交易/' + tag, trigger_time)
|
||||
|
||||
|
||||
def makeTableName(input_type="btc", input_tf="1m"):
|
||||
table_name = "ct_%s_%s" % (input_type, input_tf,)
|
||||
return table_name
|
||||
|
||||
|
||||
def writeLog(log_str):
|
||||
if __name__ == "__main__":
|
||||
print(log_str)
|
||||
|
||||
log_file = getServerDir() + '/logs/strategy.log'
|
||||
mw.writeFileLog(log_str, log_file)
|
||||
return True
|
||||
|
||||
|
||||
def writeLogEx(log_str, tag='btc'):
|
||||
tag = tag.replace('/', '_')
|
||||
# 各种币的详细API日志
|
||||
if __name__ == "__main__":
|
||||
print(log_str)
|
||||
|
||||
log_file = getServerDir() + '/logs/strategy_' + tag + '.log'
|
||||
mw.writeFileLog(log_str, log_file)
|
||||
return True
|
||||
|
||||
|
||||
def writeLogErrorEx(log_str, tag='btc'):
|
||||
tag = tag.replace('/', '_')
|
||||
# 各种币的详细API日志
|
||||
if __name__ == "__main__":
|
||||
print(log_str)
|
||||
|
||||
log_file = getServerDir() + '/logs/strategy_' + tag + '.err.log'
|
||||
mw.writeFileLog(log_str, log_file)
|
||||
return True
|
||||
|
||||
|
||||
def pMysqlDb():
|
||||
# pymysql
|
||||
db = mw.getMyORM()
|
||||
data = getConfigData()
|
||||
db_data = data['db']
|
||||
|
||||
# print(db_data)
|
||||
db.setHost(db_data['db_host'])
|
||||
db.setPort(db_data['db_port'])
|
||||
db.setUser(db_data['db_user'])
|
||||
db.setPwd(db_data['db_pass'])
|
||||
db.setDbName(db_data['db_name'])
|
||||
return db
|
||||
|
||||
|
||||
def getOnlineData(symbol, input_tf="15m", limit=200):
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
return df
|
||||
|
||||
|
||||
def toDataFrame(data):
|
||||
# print(data)
|
||||
data = sorted(data, key=lambda x: x["addtime"], reverse=False)
|
||||
|
||||
dfield = ['addtime', 'open', 'high', 'low', 'close']
|
||||
v = {}
|
||||
for dx in dfield:
|
||||
v[dx] = []
|
||||
|
||||
for x in data:
|
||||
for i in range(len(x)):
|
||||
field = dfield[i]
|
||||
# print(i, field)
|
||||
v[field].append(x[field])
|
||||
# pprint(data)
|
||||
frame = pd.DataFrame(v)
|
||||
# frame = frame.sort_values(by=['addtime'])
|
||||
|
||||
frame['dt'] = pd.to_datetime(frame['addtime'], unit='s')
|
||||
frame.set_index('dt', inplace=True)
|
||||
frame.index = frame.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
|
||||
return frame
|
||||
|
||||
|
||||
def getDataFromDb(tf="1m", tag='btc', limit=1000):
|
||||
tn = makeTableName(tag, tf)
|
||||
sql = 'select addtime,open,high,low,close from ' + \
|
||||
tn + ' order by addtime desc limit ' + str(limit)
|
||||
|
||||
pdb = pMysqlDb()
|
||||
fdata = pdb.query(sql)
|
||||
# print(fdata)
|
||||
return fdata
|
||||
|
||||
|
||||
def getDataFromDb_DF(tf="5m", tag='btc', limit=1000):
|
||||
data = getDataFromDb(tf, tag, limit)
|
||||
rdata = toDataFrame(data)
|
||||
return rdata
|
||||
|
||||
|
||||
# 消息模板类
|
||||
class MsgTpl():
|
||||
|
||||
__name = ''
|
||||
__strategy_name = ''
|
||||
__time_frame = ''
|
||||
__content = ''
|
||||
__open_time = ''
|
||||
__strategy_dt = ''
|
||||
|
||||
__stop_loss_price = ''
|
||||
__closing_price = ''
|
||||
__open_price = ''
|
||||
|
||||
__msg = ''
|
||||
|
||||
def setName(self, name):
|
||||
self.__name = name
|
||||
|
||||
def setStrategyName(self, name):
|
||||
self.__strategy_name = name
|
||||
|
||||
def setTimeFrame(self, tf):
|
||||
self.__time_frame = tf
|
||||
|
||||
def setContent(self, content):
|
||||
self.__content = content
|
||||
|
||||
def setOpenTime(self, time):
|
||||
self.__open_time = toDateFromInt(time)
|
||||
|
||||
def setStrategicDt(self, stype='buy'):
|
||||
if stype == 'buy':
|
||||
self.__strategy_dt = '做多'
|
||||
else:
|
||||
self.__strategy_dt = '做空'
|
||||
|
||||
def setStopLossPrice(self, price):
|
||||
self.__stop_loss_price = price
|
||||
|
||||
def setClosingPrice(self, price):
|
||||
self.__closing_price = price
|
||||
|
||||
def setOpenPrice(self, price):
|
||||
self.__open_price = price
|
||||
|
||||
def setMsg(self, msg):
|
||||
self.__msg = msg
|
||||
|
||||
def toText(self):
|
||||
msg = ''
|
||||
msg += '名称:' + self.__name + "\n"
|
||||
|
||||
if self.__strategy_name != '':
|
||||
msg += '策略名称:' + self.__strategy_name + "\n"
|
||||
|
||||
if self.__time_frame != '':
|
||||
msg += '时间周期:' + self.__time_frame + "\n"
|
||||
|
||||
if self.__content != '':
|
||||
msg += '策略描述:' + self.__content + "\n"
|
||||
|
||||
if self.__open_time != '':
|
||||
msg += '开盘时间:' + self.__open_time + "\n"
|
||||
|
||||
if self.__strategy_dt != '':
|
||||
msg += '开仓方向:' + self.__strategy_dt + "\n"
|
||||
|
||||
if self.__open_price != '':
|
||||
msg += '开仓价:' + str(self.__open_price) + "\n"
|
||||
|
||||
if self.__stop_loss_price != '':
|
||||
msg += '止损价:' + str(self.__stop_loss_price) + "\n"
|
||||
|
||||
if self.__closing_price != '':
|
||||
msg += '止盈价:' + str(self.__closing_price) + "\n"
|
||||
|
||||
msg += '发送时间:' + mw.getDateFromNow() + "\n"
|
||||
|
||||
if self.__msg != '':
|
||||
msg += __msg
|
||||
return msg
|
||||
@@ -0,0 +1,57 @@
|
||||
# import ccxt
|
||||
# import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
# import pandas as pd
|
||||
from pprint import pprint
|
||||
from decimal import Decimal
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/func_test.py run
|
||||
|
||||
# common.notifyMsg("任务开始")
|
||||
|
||||
|
||||
def toUnixTimeSecond(tf="1m"):
|
||||
if tf.find("m") > -1:
|
||||
v = int(tf.replace("m", ''))
|
||||
return v * 60
|
||||
|
||||
if tf.find("h") > -1:
|
||||
v = int(tf.replace("h", ''))
|
||||
return v * 3600
|
||||
|
||||
if tf.find("d") > -1:
|
||||
v = int(tf.replace("d", ''))
|
||||
return v * 86400
|
||||
return 0
|
||||
|
||||
|
||||
def multiply(a1, a2):
|
||||
v = Decimal(str(a1)) * Decimal(str(a2))
|
||||
return v
|
||||
|
||||
# print(toUnixTimeSecond("1d"))
|
||||
|
||||
# f = 19911.2
|
||||
# s = common.calc_ClosingPrice(f, 19890.2, 'buy')
|
||||
# print(s)
|
||||
|
||||
# print(sys.version_info)
|
||||
# os.environ['TZ'] = 'Europe/London'
|
||||
# time.tzset()
|
||||
# t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime())
|
||||
# print(t)
|
||||
|
||||
# v = multiply(26236.8, 0.003)
|
||||
# print(float(v))
|
||||
# print(v)
|
||||
|
||||
print(float('0.00255234') + float('-0.00000255234'))
|
||||
v1 = common.addition('0.00255234', '-0.00000255234')
|
||||
print(v1)
|
||||
@@ -0,0 +1,440 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/gate_100.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/gate_100.py long
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import json
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = ccxt.gate({
|
||||
"apiKey": '756e1ff80526cb0ac9620c75680fc506',
|
||||
"secret": '95ac89362056bcf12ce37aabff6eb7ec78185483105f39b4a35e8dc8db8b4d3c',
|
||||
})
|
||||
|
||||
exchange.load_markets()
|
||||
|
||||
# 默认开仓数据
|
||||
# default_open_num = 10
|
||||
|
||||
default_open = {
|
||||
"BTC/USDT": 0.01,
|
||||
'ETH/USDT': 30,
|
||||
'DOT/USDT': 30,
|
||||
'CEL/USDT': 30,
|
||||
}
|
||||
|
||||
default_sell = {
|
||||
"BTC/USDT": 0.01,
|
||||
'ETH/USDT': 0.01,
|
||||
'DOT/USDT': 5,
|
||||
'CEL/USDT': 85,
|
||||
}
|
||||
|
||||
|
||||
# 做多开仓
|
||||
def onBuyOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
|
||||
common.writeLogEx('------做多----------------------------------', symbol)
|
||||
|
||||
default_open_num = default_open[symbol]
|
||||
# 做多开仓 | 市价
|
||||
data = exchange.createMarketBuyOrder(
|
||||
symbol, default_open_num, {"tdMode": "cross"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 做多-止损价大于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 - 0.003))
|
||||
|
||||
# property_val = float(order_data['info']['accFillSz']) + float(order_data['info']['fee'])
|
||||
property_val = common.addition(
|
||||
order_data['info']['accFillSz'], order_data['info']['fee'])
|
||||
property_val = float(property_val)
|
||||
|
||||
# 可平仓的数量
|
||||
property_val = common.roundValCeil(
|
||||
property_val, order_data['info']['accFillSz'])
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(property_val), symbol)
|
||||
|
||||
# 止盈价
|
||||
diff = float(open_price) - float(stop_loss_price)
|
||||
closing_price_c = float(open_price) + (diff * 2)
|
||||
closing_price = float(open_price) * float((1 + profit))
|
||||
# 选择盈利多的
|
||||
if closing_price_c > closing_price:
|
||||
closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, stop_loss_price)
|
||||
# stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价/止盈价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
# 止损条件单
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
# 止赢条件单
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止赢数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做多 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onBuyOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做多开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onBuyOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def onSellOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
common.writeLogEx('------做空----------------------------------', symbol)
|
||||
|
||||
# 计算借币卖币多多少,以USDT为基准
|
||||
# sell_num = float(default_open_num) / float(stop_loss_price)
|
||||
# sell_num = round(sell_num, 8)
|
||||
|
||||
sell_num = default_sell[symbol]
|
||||
# 做空开仓 | 市价
|
||||
data = exchange.createMarketSellOrder(
|
||||
symbol, sell_num, {"tdMode": "cross", 'ccy': "USDT"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(sell_num), symbol)
|
||||
|
||||
# 做空-止损价小于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 + 0.003))
|
||||
|
||||
# 止盈价
|
||||
diff = float(stop_loss_price) - float(open_price)
|
||||
closing_price_c = float(open_price) - (diff * 2)
|
||||
closing_price = float(open_price) * float((1 - profit))
|
||||
# 选择盈利多的
|
||||
if closing_price_c < closing_price:
|
||||
closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
sl_amount = common.multiply(stop_loss_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
sl_amount = common.addition(sl_amount, 0.1)
|
||||
common.writeLogEx('止损总价值:' + str(sl_amount), symbol)
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
sl_amount), stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', sl_amount, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
# 设置 -止盈价
|
||||
tp_amount = common.multiply(closing_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
tp_amount = common.addition(tp_amount, 0.1)
|
||||
common.writeLogEx('止盈总价值:' + str(tp_amount), symbol)
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
tp_amount), closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', tp_amount, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做空 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onSellOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做空开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onSellOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def getOnlineData(symbol, input_tf="15m", limit=230):
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
df.set_index('dt', inplace=True)
|
||||
df.index = df.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
|
||||
return df
|
||||
|
||||
|
||||
def isKdj(last, last_pre):
|
||||
# 判断是否是金叉
|
||||
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isDeadFork(last, last_pre):
|
||||
# 判断是否是死叉
|
||||
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def getMACD(df, lenght=-60):
|
||||
if len(df['close'].values) < 100:
|
||||
return False, None
|
||||
|
||||
close_p = df['close'].values
|
||||
df['dif'], df['dea'], df['macd'] = talib.MACD(close_p,
|
||||
fastperiod=12,
|
||||
slowperiod=26,
|
||||
signalperiod=9)
|
||||
return df[lenght:]
|
||||
|
||||
|
||||
def getEMA(df):
|
||||
close_p = df['close'].values
|
||||
df['ema'] = talib.EMA(np.array(close_p), timeperiod=200)
|
||||
return df
|
||||
|
||||
|
||||
def doneMacd(data, tag, timeframe):
|
||||
data = getEMA(data)
|
||||
|
||||
ma_data = getMACD(data)
|
||||
# alen = len(data)
|
||||
# print(ma_data)
|
||||
|
||||
t_data = ma_data.tail(3)
|
||||
print(t_data)
|
||||
|
||||
last_pre = t_data.iloc[0]
|
||||
last = t_data.iloc[1]
|
||||
|
||||
print(last)
|
||||
# print(last.index)
|
||||
|
||||
# print('close:', last['close'], 'ema:', last['ema'])
|
||||
|
||||
obj = common.MsgTpl()
|
||||
symbol = tag.upper() + '/USDT'
|
||||
obj.setName(symbol)
|
||||
obj.setStrategyName("MACD检查")
|
||||
obj.setTimeFrame(timeframe)
|
||||
obj.setOpenTime(last['timestamp'] / 1000)
|
||||
|
||||
now_data = t_data.iloc[2]
|
||||
# print('now_data:', now_data)
|
||||
|
||||
# msg = obj.toText()
|
||||
# print(msg)
|
||||
|
||||
if isKdj(last, last_pre) and last['close'] > last['ema']:
|
||||
# if isKdj(last, last_pre):
|
||||
|
||||
# closing_price = common.calc_ClosingPrice(
|
||||
# now_data['close'], last_pre['low'], 'buy')
|
||||
# # print('closing_price:', closing_price)
|
||||
|
||||
# 做多止损点
|
||||
stop_loss_price = last_pre['low']
|
||||
buy_status, open_price, closing_price = onBuyOrder(
|
||||
symbol, stop_loss_price, 0.005, timeframe)
|
||||
|
||||
if buy_status:
|
||||
obj.setStrategicDt('buy')
|
||||
# 做多止损点
|
||||
obj.setStopLossPrice(str(stop_loss_price))
|
||||
obj.setOpenPrice(str(open_price))
|
||||
obj.setClosingPrice(str(closing_price))
|
||||
obj.setContent("检查到金叉状态")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
if isDeadFork(last, last_pre) and last['close'] < last['ema']:
|
||||
# if isDeadFork(last, last_pre):
|
||||
# closing_price = common.calc_ClosingPrice(
|
||||
# now_data['close'], last_pre['high'], 'sell')
|
||||
|
||||
# 做空止损点
|
||||
stop_loss_price = last_pre['high']
|
||||
sell_status, open_price, closing_price = onSellOrder(
|
||||
symbol, stop_loss_price, 0.005, timeframe)
|
||||
if sell_status:
|
||||
obj.setStopLossPrice(str(stop_loss_price))
|
||||
obj.setOpenPrice(str(open_price))
|
||||
obj.setClosingPrice(str(closing_price))
|
||||
obj.setStrategicDt('sell')
|
||||
obj.setContent("检查到死叉状态")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
|
||||
def mainProcess(tag, timeframe='15m'):
|
||||
symbol = tag.upper() + '/USDT'
|
||||
data = getOnlineData(symbol, timeframe)
|
||||
|
||||
doneMacd(data, tag, timeframe)
|
||||
|
||||
|
||||
def foreachList():
|
||||
tag_list = ['btc']
|
||||
|
||||
for tag in tag_list:
|
||||
mainProcess(tag, '15m')
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
foreachList()
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
def debug():
|
||||
while True:
|
||||
mainProcess('xrp', '1m')
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,138 @@
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import pandas as pd
|
||||
import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/hammer_robot.py run
|
||||
|
||||
|
||||
pd.set_option('display.max_rows', None)
|
||||
|
||||
exchange = common.initEx()
|
||||
|
||||
exchange.load_markets()
|
||||
|
||||
entry_rsi = 30
|
||||
exit_rsi = 40
|
||||
|
||||
|
||||
symbol = 'XRP/USDT'
|
||||
timeframe = '15m'
|
||||
|
||||
tf_mult = exchange.parse_timeframe(timeframe) * 1000
|
||||
|
||||
|
||||
def indicators(data):
|
||||
|
||||
data['rsi'] = data.ta.rsi(length=10)
|
||||
data['ema'] = data.ta.ema(length=200)
|
||||
|
||||
# close_p = data['close'].values
|
||||
# data['rsi'] = talib.RSI(close_p, timeperiod=10)
|
||||
# data['ema'] = talib.EMA(close_p, timeperiod=200)
|
||||
return data
|
||||
|
||||
|
||||
def check_buy_sell_signals(df):
|
||||
last_row_index = len(df.index) - 1
|
||||
lastest_rsi = round(df['rsi'].iloc[-1], 2)
|
||||
lastest_price = round(df['close'].iloc[-1], 5)
|
||||
lastest_ema = round(df['ema'].iloc[-1], 5)
|
||||
lastest_ts = df['timestamp'].iloc[-1]
|
||||
|
||||
msg = "lastest_rsi:" + str(lastest_rsi) + " < entry_rsi:" + str(entry_rsi)
|
||||
msg += ",lastest_price:" + \
|
||||
str(lastest_price) + " > lastest_ema:" + str(lastest_ema)
|
||||
print(msg)
|
||||
|
||||
long_cond = (lastest_rsi < entry_rsi) and (lastest_price > lastest_ema)
|
||||
if long_cond:
|
||||
print("买入")
|
||||
order = exchange.create_market_buy_order(symbol, 1)
|
||||
|
||||
closed_orders = exchange.fetchClosedOrders(symbol, limit=2)
|
||||
if len(closed_orders) > 0:
|
||||
print("closed_orders:", closed_orders)
|
||||
most_recent_closed_order = closed_orders[-1]
|
||||
diff = lastest_ts - most_recent_closed_order['timestamp']
|
||||
last_buy_signal_cnt = int(diff / tf_mult)
|
||||
|
||||
exit_cond = (lastest_rsi > exit_rsi) and (last_buy_signal_cnt > 10)
|
||||
if exit_cond:
|
||||
print("卖出")
|
||||
order = exchange.create_market_sell_order(symbol, 1)
|
||||
return
|
||||
|
||||
|
||||
def get_hammer(df, lenght):
|
||||
# 影线要大于body的多少倍
|
||||
factor = 2
|
||||
hl_range = df['high'] - df['low']
|
||||
|
||||
body_hi = df.apply(lambda x: max(x['close'], x['open']), axis=1)
|
||||
body_lo = df.apply(lambda x: min(x['close'], x['open']), axis=1)
|
||||
body = body_hi - body_lo
|
||||
|
||||
body_avg = ta.ema(body, lenght=lenght)
|
||||
small_body = body < body_avg
|
||||
|
||||
# 上下影线站body的百分比
|
||||
shadow_percent = 10
|
||||
|
||||
# 上影线
|
||||
up_shadow = df['high'] - body_hi
|
||||
dn_shadow = body_lo - df['low']
|
||||
has_up_shadow = up_shadow > shadow_percent / 100 * body
|
||||
has_dn_shadow = dn_shadow > shadow_percent / 100 * body
|
||||
|
||||
downtrend = df['close'] < ta.ema(df['close'], 50)
|
||||
bullish_hammer = downtrend & small_body & (body > 0) & (
|
||||
dn_shadow >= factor * body) & (has_up_shadow == False)
|
||||
return bullish_hammer
|
||||
|
||||
|
||||
def runBot():
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=timeframe, limit=200)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
|
||||
# format='%Y-%m-%d %H:%M:%S',
|
||||
df['dt'] = pd.to_datetime(
|
||||
df['timestamp'], unit="ms")
|
||||
|
||||
df['hammer'] = get_hammer(df, 10)
|
||||
|
||||
lastest_hammer = df.iloc[-1, -1]
|
||||
lastest_price = df.iloc[-1, 0]
|
||||
|
||||
print("lastest_price:" + str(lastest_price))
|
||||
print("lastest_hammer:" + str(lastest_hammer))
|
||||
print(df.tail())
|
||||
|
||||
if lastest_hammer:
|
||||
print("购买，做多")
|
||||
notifyMsg("购买，做多")
|
||||
|
||||
|
||||
def longRunBot():
|
||||
common.notifyMsg("任务开始")
|
||||
while True:
|
||||
runBot()
|
||||
time.sleep(10)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'run':
|
||||
longRunBot()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,33 @@
|
||||
[
|
||||
{
|
||||
"id":"01",
|
||||
"name": "MACD-KDJ策略检测|1h",
|
||||
"file": "macd_kdj.py"
|
||||
},
|
||||
{
|
||||
"id":"02",
|
||||
"name": "通知测试|60s",
|
||||
"file": "notify_demo.py"
|
||||
},
|
||||
{
|
||||
"id":"03",
|
||||
"name": "okex|macd交易策略|15m",
|
||||
"file": "online_macd_trade.py"
|
||||
},
|
||||
{
|
||||
"id":"04",
|
||||
"name": "okex|动量交易策略|5m",
|
||||
"file": "momentun_trade.py"
|
||||
},
|
||||
{
|
||||
"id":"05",
|
||||
"name": "gate.io|动量交易策略|5m",
|
||||
"file": "gate_100.py"
|
||||
},
|
||||
{
|
||||
"id":"06",
|
||||
"name": "仅提醒|Vega交易策略|5m",
|
||||
"file": "vega_trade.py"
|
||||
}
|
||||
|
||||
]
|
||||
@@ -0,0 +1,121 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/macd_kdj.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/macd_kdj.py long
|
||||
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
import pandas as pd
|
||||
import time
|
||||
|
||||
import sys
|
||||
import os
|
||||
from pprint import pprint
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
|
||||
pd.set_option('display.max_rows', None)
|
||||
|
||||
# import warnings
|
||||
# warnings.filterwarnings('error')
|
||||
|
||||
|
||||
def getMACD(df, lenght=-60):
|
||||
if len(df['close'].values) < 100:
|
||||
return False, None
|
||||
|
||||
close_p = df['close'].values
|
||||
df['dif'], df['dea'], df['macd'] = talib.MACD(close_p,
|
||||
fastperiod=12,
|
||||
slowperiod=26,
|
||||
signalperiod=9)
|
||||
return True, df[lenght:]
|
||||
|
||||
|
||||
def isKdj(last, last_pre):
|
||||
# 判断是否是金叉
|
||||
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isDeadFork(last, last_pre):
|
||||
# 判断是否是死叉
|
||||
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def checkData():
|
||||
tag = 'btc'
|
||||
tf_frame = '1h'
|
||||
|
||||
data = common.getDataFromDb_DF(tf_frame, tag, 300)
|
||||
|
||||
# print(data)
|
||||
b, r = getMACD(data)
|
||||
if b:
|
||||
# rlen = len(r)
|
||||
# r = r.copy()
|
||||
# r['dt'] = pd.to_datetime(
|
||||
# r['addtime'], unit='s')
|
||||
|
||||
# r['dt'] = r['dt'].dt.tz_convert('Asia/Shanghai')
|
||||
# print(r)
|
||||
rlen = len(r)
|
||||
|
||||
t_data = r.tail(2)
|
||||
# print(r.tail(2))
|
||||
|
||||
last_pre = t_data.iloc[0]
|
||||
last = t_data.iloc[1]
|
||||
|
||||
# print(last_pre)
|
||||
# print(last)
|
||||
# print(last_pre['addtime'])
|
||||
# print(last_pre['open'])
|
||||
# print(last_pre['high'])
|
||||
# print(last_pre['low'])
|
||||
# print(last_pre['close'])
|
||||
|
||||
# print(last['addtime'])
|
||||
# print(last['open'])
|
||||
# print(last['high'])
|
||||
# print(last['low'])
|
||||
# print(last['close'])
|
||||
|
||||
now = mw.getDateFromNow()
|
||||
if isKdj(last, last_pre):
|
||||
msg = now + "|{}|{}|检查到金叉状态!".format(tag, tf_frame)
|
||||
common.notifyMsg(msg, tf_frame, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
if isDeadFork(last, last_pre):
|
||||
msg = now + "|{}|{}|检查到死叉状态!".format(tag, tf_frame)
|
||||
common.notifyMsg(msg, tf_frame, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
|
||||
def run():
|
||||
checkData()
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
checkData()
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'run':
|
||||
run()
|
||||
elif func == 'long':
|
||||
longRun()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,505 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/momentun_trade.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/momentun_trade.py long
|
||||
|
||||
|
||||
# 动量策略交易
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import json
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = common.initEx()
|
||||
exchange.load_markets()
|
||||
|
||||
# 默认开仓数据
|
||||
# default_open_num = 70
|
||||
# default_sell_num = 0.003
|
||||
|
||||
default_open = {
|
||||
'BTC/USDT': 30,
|
||||
'XRP/USDT': 30,
|
||||
}
|
||||
|
||||
default_sell = {
|
||||
'BTC/USDT': 0.001,
|
||||
'XRP/USDT': 100,
|
||||
}
|
||||
|
||||
|
||||
# 做多开仓
|
||||
def onBuyOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
|
||||
common.writeLogEx('------做多----------------------------------', symbol)
|
||||
|
||||
default_open_num = default_open[symbol]
|
||||
# 做多开仓 | 市价
|
||||
data = exchange.createMarketBuyOrder(
|
||||
symbol, default_open_num, {"tdMode": "cross"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 修正小数点位数
|
||||
open_price = common.roundVal(open_price, stop_loss_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
|
||||
# 做多-止损价大于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 - 0.003))
|
||||
|
||||
# property_val = float(order_data['info']['accFillSz']) + float(order_data['info']['fee'])
|
||||
|
||||
property_val = common.addition(order_data['info'][
|
||||
'accFillSz'], order_data['info']['fee'])
|
||||
property_val = float(property_val)
|
||||
# 可平仓的数量
|
||||
# property_val = common.roundValCeil(
|
||||
# property_val, order_data['info']['accFillSz'])
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(property_val), symbol)
|
||||
|
||||
# 止盈价
|
||||
diff = float(open_price) - float(stop_loss_price)
|
||||
closing_price = float(open_price) + (diff * 1.5)
|
||||
# closing_price = float(open_price) * float((1 + profit))
|
||||
# # 选择盈利多的
|
||||
# if closing_price_c > closing_price:
|
||||
# closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价/止盈价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
# 止损条件单
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
# 止赢条件单
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做多 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onBuyOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做多开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onBuyOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def onSellOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
common.writeLogEx('------做空----------------------------------', symbol)
|
||||
|
||||
# 计算借币卖币多多少,以USDT为基准
|
||||
# sell_num = float(default_open_num) / float(stop_loss_price)
|
||||
# sell_num = round(sell_num, 8)
|
||||
# sell_num = default_sell_num
|
||||
sell_num = default_sell[symbol]
|
||||
|
||||
# 做空开仓 | 市价
|
||||
data = exchange.createMarketSellOrder(
|
||||
symbol, sell_num, {"tdMode": "cross", 'ccy': "USDT"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 修正
|
||||
open_price = common.roundVal(open_price, stop_loss_price)
|
||||
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('可平仓资产:' + str(sell_num), symbol)
|
||||
|
||||
# 做空-止损价小于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 + 0.003))
|
||||
|
||||
# 止盈价
|
||||
diff = float(stop_loss_price) - float(open_price)
|
||||
closing_price = float(open_price) - (diff * 1.5)
|
||||
# closing_price = float(open_price) * float((1 - profit))
|
||||
# 选择盈利多的
|
||||
# if closing_price_c < closing_price:
|
||||
# closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
sl_amount = common.multiply(stop_loss_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
sl_amount = common.addition(sl_amount, 0.1)
|
||||
common.writeLogEx('止损总价值:' + str(sl_amount), symbol)
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
sl_amount), stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', float(sl_amount), stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
# 设置 -止盈价
|
||||
# tp_amount = closing_price * sell_num
|
||||
tp_amount = common.multiply(closing_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
tp_amount = common.addition(tp_amount, 0.1)
|
||||
common.writeLogEx('止盈总价值:' + str(tp_amount), symbol)
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
tp_amount), closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', float(tp_amount), closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做空 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onSellOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做空开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onSellOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def getOnlineData(symbol, input_tf="15m", limit=230):
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
df.set_index('dt', inplace=True)
|
||||
df.index = df.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
|
||||
return df
|
||||
|
||||
|
||||
def isKdj(last, last_pre):
|
||||
# 判断是否是金叉
|
||||
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isDeadFork(last, last_pre):
|
||||
# 判断是否是死叉
|
||||
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def getMACD(df, lenght=-60):
|
||||
if len(df['close'].values) < 100:
|
||||
return False, None
|
||||
|
||||
close_p = df['close'].values
|
||||
df['dif'], df['dea'], df['macd'] = talib.MACD(close_p,
|
||||
fastperiod=12,
|
||||
slowperiod=26,
|
||||
signalperiod=9)
|
||||
return df[lenght:]
|
||||
|
||||
|
||||
def getTarget(df):
|
||||
close = df['close'].values
|
||||
df['ema'] = talib.EMA(np.array(close), timeperiod=10)
|
||||
df['ema_200'] = talib.EMA(np.array(close), timeperiod=200)
|
||||
df['ma'] = talib.MA(close, timeperiod=10)
|
||||
df['rsi'] = talib.RSI(close, timeperiod=14)
|
||||
return df
|
||||
|
||||
|
||||
# 多头信号
|
||||
def isBuyCrondSignal(last):
|
||||
if last['ema'] > last['ma'] and (last['rsi'] > 50 and last['rsi'] < 70) and last['low'] >= last['ma'] and last['close'] > last['open']:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isBuyFristSignal(data):
|
||||
data = data.sort_values(by=['timestamp'], ascending=False)
|
||||
# print(data)
|
||||
data_len = len(data)
|
||||
signal_num = 0
|
||||
|
||||
first_data = data.iloc[1]
|
||||
# print(1, first_data['close'], first_data['ema'])
|
||||
is_buy_signal = isBuyCrondSignal(first_data)
|
||||
|
||||
for x in range(2, data_len):
|
||||
tmp = data.iloc[x]
|
||||
# print(data.iloc[x])
|
||||
# print(x, tmp['close'], tmp['ema'])
|
||||
if isBuyCrondSignal(tmp):
|
||||
signal_num = + 1
|
||||
|
||||
# print('signal_num:', signal_num)
|
||||
|
||||
if (tmp['ema'] < tmp['ma']):
|
||||
break
|
||||
|
||||
if str(tmp['ema']) == 'nan':
|
||||
break
|
||||
|
||||
print("is_buy_signal:", is_buy_signal, 'signal_num:', signal_num)
|
||||
if is_buy_signal and signal_num == 0:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
# 空头信号
|
||||
def isSellCrondSignal(last):
|
||||
if last['ema'] < last['ma'] and (last['rsi'] > 30 and last['rsi'] < 50) and last['high'] <= last['ema'] and last['close'] < last['open']:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isSellFristSignal(data):
|
||||
data = data.sort_values(by=['timestamp'], ascending=False)
|
||||
# print(data)
|
||||
data_len = len(data)
|
||||
signal_num = 0
|
||||
|
||||
first_data = data.iloc[1]
|
||||
# print(1, first_data['close'], first_data['ema'])
|
||||
is_sell_signal = isSellCrondSignal(first_data)
|
||||
|
||||
for x in range(2, data_len):
|
||||
tmp = data.iloc[x]
|
||||
# print(data.iloc[x])
|
||||
# print(x, tmp['close'], tmp['ema'])
|
||||
if isSellCrondSignal(tmp):
|
||||
signal_num = + 1
|
||||
|
||||
# print('signal_num:', signal_num)
|
||||
|
||||
if (tmp['ema'] < tmp['ma']):
|
||||
break
|
||||
|
||||
if str(tmp['ema']) == 'nan':
|
||||
break
|
||||
|
||||
print("is_sell_signal:", is_sell_signal, 'signal_num:', signal_num)
|
||||
if is_sell_signal and signal_num == 0:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
def monentunTrade(data, tag, timeframe):
|
||||
data = getTarget(data)
|
||||
# print(data)
|
||||
|
||||
key_data = data.tail(3)
|
||||
print(key_data)
|
||||
last_pre = key_data.iloc[0]
|
||||
last = key_data.iloc[1]
|
||||
|
||||
obj = common.MsgTpl()
|
||||
symbol = tag.upper() + '/USDT'
|
||||
obj.setName(symbol)
|
||||
obj.setStrategyName("动量交易策略")
|
||||
obj.setTimeFrame(timeframe)
|
||||
obj.setOpenTime(last['timestamp'] / 1000)
|
||||
|
||||
# 买入信号，并且收盘价要大于200 ema
|
||||
if isBuyFristSignal(data) and last['close'] > last['ema_200']:
|
||||
obj.setStrategicDt('buy')
|
||||
|
||||
# 做多止损点
|
||||
stop_loss_price = last['ma']
|
||||
stop_loss_price = common.roundVal(stop_loss_price, last['open'])
|
||||
buy_status, open_price, closing_price = onBuyOrder(
|
||||
symbol, stop_loss_price, 0.005, timeframe)
|
||||
|
||||
if buy_status:
|
||||
# 做多止损点
|
||||
obj.setStopLossPrice(str(stop_loss_price))
|
||||
obj.setOpenPrice(str(open_price))
|
||||
obj.setClosingPrice(str(closing_price))
|
||||
obj.setContent("动量交易策略做多!")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
# 卖出信号，并且收盘价要小于200 ema
|
||||
# if isSellFristSignal(data) and last['close'] < last['ema_200']:
|
||||
# obj.setStrategicDt('sell')
|
||||
|
||||
# stop_loss_price = last['ma']
|
||||
# stop_loss_price = common.roundVal(stop_loss_price, last['open'])
|
||||
# sell_status, open_price, closing_price = onSellOrder(
|
||||
# symbol, stop_loss_price, 0.005, timeframe)
|
||||
# if sell_status:
|
||||
# obj.setStopLossPrice(str(stop_loss_price))
|
||||
# obj.setOpenPrice(str(open_price))
|
||||
# obj.setClosingPrice(str(closing_price))
|
||||
# obj.setStrategicDt('sell')
|
||||
# obj.setContent("动量交易策略作空!")
|
||||
# msg = obj.toText()
|
||||
# print(msg)
|
||||
# common.notifyMsg(msg, timeframe, tag)
|
||||
# common.writeLog(msg)
|
||||
|
||||
|
||||
def mainProcess(tag, timeframe='15m'):
|
||||
symbol = tag.upper() + '/USDT'
|
||||
data = getOnlineData(symbol, timeframe)
|
||||
|
||||
monentunTrade(data, tag, timeframe)
|
||||
|
||||
|
||||
def foreachList():
|
||||
tag_list = ['btc', 'xrp']
|
||||
for tag in tag_list:
|
||||
mainProcess(tag, '15m')
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
foreachList()
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
def debug():
|
||||
while True:
|
||||
mainProcess('btc', '5m')
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,48 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/notify_demo.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/notify_demo.py long
|
||||
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
import pandas as pd
|
||||
import time
|
||||
|
||||
import sys
|
||||
import os
|
||||
from pprint import pprint
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
|
||||
def run():
|
||||
print('debug')
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
|
||||
obj = common.MsgTpl()
|
||||
obj.setName("通知测试")
|
||||
obj.setStrategyName("无")
|
||||
obj.setTimeFrame("1m")
|
||||
obj.setContent("60s通知测试")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, '1m', 'debug')
|
||||
common.writeLog(msg)
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'run':
|
||||
run()
|
||||
if func == 'long':
|
||||
longRun()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,294 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_buy_open
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_buy_close
|
||||
|
||||
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_sell_open
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_sell_cloe
|
||||
|
||||
# 获取仓位数据
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_get_trade
|
||||
|
||||
# API地址
|
||||
# https://www.gate.io/docs/developers/apiv4/zh_CN/#api
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = ccxt.gate({
|
||||
"apiKey": '756e1ff80526cb0ac9620c75680fc506',
|
||||
"secret": '95ac89362056bcf12ce37aabff6eb7ec78185483105f39b4a35e8dc8db8b4d3c',
|
||||
})
|
||||
|
||||
exchange.load_markets()
|
||||
|
||||
|
||||
def t_get_trade():
|
||||
data = exchange.fetchPositions()
|
||||
print(data)
|
||||
|
||||
|
||||
def btc_test():
|
||||
closing_price = 24599.9
|
||||
stop_loss_price = 24740.4
|
||||
|
||||
# ---------------------------
|
||||
stop_loss_args = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
print('---------止损价 执行 START ----------------------------------')
|
||||
|
||||
sl_amount = stop_loss_price * 0.001
|
||||
print(amount)
|
||||
data = exchange.create_order(
|
||||
'BTC/USDT', 'limit', 'buy', sl_amount, stop_loss_price, stop_loss_args)
|
||||
print(data)
|
||||
print('---------止损价 执行 END ----------------------------------')
|
||||
|
||||
print('---------止盈价 执行 START ----------------------------------')
|
||||
|
||||
closing_price_args = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
cp_amount = closing_price * 0.001
|
||||
print(amount)
|
||||
data = exchange.create_order(
|
||||
'BTC/USDT', 'limit', 'buy', cp_amount, closing_price, closing_price_args)
|
||||
print(data)
|
||||
print('---------止盈价 执行 END ----------------------------------')
|
||||
|
||||
|
||||
def testK_buy_open_sz():
|
||||
# 做多开仓
|
||||
|
||||
data = exchange.fetchTicker('BTC/USDT')
|
||||
print(data)
|
||||
# data = exchange.createMarketBuyOrder('DOT/USDT', 1, {"tdMode": "cross"})
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
|
||||
def testK_buy_open():
|
||||
# 做多开仓
|
||||
|
||||
# print(dir(exchange))
|
||||
|
||||
# exchange['options']['createMarketBuyOrderRequiresPrice'] = False
|
||||
data = exchange.fetch_ticker('BTC/USDT')
|
||||
print("now price:", data['ask'])
|
||||
|
||||
amount = 0.001
|
||||
price = data['ask']
|
||||
cost = amount * float(price)
|
||||
print('total price:', cost)
|
||||
print('amount price:', amount)
|
||||
# a_amount = round(amount / data['ask'], 5)
|
||||
# print('amount :', amount)
|
||||
# print('amount :', str(amount))
|
||||
|
||||
#
|
||||
data = exchange.createOrder(
|
||||
"BTC/USDT", type="limit", side="buy", amount=amount, price=price, params={'account': "cross_margin"})
|
||||
# data = exchange.createMarketBuyOrder('BTC/USDT', amount)
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# 数据
|
||||
# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
|
||||
|
||||
# 查询委托单
|
||||
# order_id = data['info']['ordId']
|
||||
# order_id = '554437054223302656'
|
||||
# data = exchange.fetchOrder(order_id, 'BTC/USDT')
|
||||
# print(data['info'])
|
||||
# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
|
||||
|
||||
# open_price = data['info']['avgPx']
|
||||
# print("开仓平均价", open_price)
|
||||
|
||||
# # 止盈价
|
||||
# closing_price = float(open_price) * float((1 + 0.005))
|
||||
# closing_price = common.roundVal(closing_price, open_price)
|
||||
# print("止盈价", closing_price)
|
||||
|
||||
# # 止损价
|
||||
# stop_loss_price = float(open_price) * float((1 - 0.01))
|
||||
# stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
# print("止损价", stop_loss_price)
|
||||
|
||||
# property_val = float(data['info']['accFillSz']) + \
|
||||
# float(data['info']['fee'])
|
||||
|
||||
# # 相同位数
|
||||
# property_val = common.roundValCeil(property_val, data['info']['accFillSz'])
|
||||
# print("可平仓资产", property_val)
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('DOT/USDT', limit=2)
|
||||
# print('closed_orders', closed_orders)
|
||||
|
||||
# print(exchange.fetchBalance())
|
||||
|
||||
# 可以用,限价单
|
||||
# time.sleep(1)
|
||||
# data = exchange.createLimitSellOrder(
|
||||
# 'DOT/USDT', property_val, closing_price, {"tdMode": "cross", 'ccy': 'USDT', "reduceOnly": True})
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
# 止损价
|
||||
# 止盈价
|
||||
|
||||
# exchange_params = {
|
||||
# 'ccy': "USDT",
|
||||
# 'reduceOnly': True,
|
||||
# 'tdMode': "cross",
|
||||
# 'tpOrdPx': "-1",
|
||||
# 'tpTriggerPx': closing_price,
|
||||
# 'slOrdPx': "-1",
|
||||
# 'slTriggerPx': stop_loss_price,
|
||||
# }
|
||||
# print('---------止损价 执行----------------------------------')
|
||||
|
||||
# data = exchange.create_order(
|
||||
# 'BTC/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
# print('---------止盈价 执行----------------------------------')
|
||||
|
||||
# exchange_params = {
|
||||
# 'stopPrice': closing_price,
|
||||
# 'type': 'stopLimit',
|
||||
# }
|
||||
# data = exchange.create_order(
|
||||
# 'DOT/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
|
||||
def testK_buy_close():
|
||||
# 平多
|
||||
data = exchange.create_limit_buy_order(
|
||||
'DOT/USDT', 1, 5, {"tdMode": "cross"})
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
|
||||
def testK_sell_open():
|
||||
# 做空开仓
|
||||
|
||||
# data = exchange.createMarketSellOrder(
|
||||
# 'DOT/USDT', 1, {"tdMode": "cross", 'ccy': "USDT", })
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
# 数据
|
||||
# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
|
||||
|
||||
# # 查询委托单
|
||||
# order_id = data['info']['ordId']
|
||||
order_id = '554516809819832320'
|
||||
data = exchange.fetchOrder(order_id, 'DOT/USDT')
|
||||
print(data['info'])
|
||||
# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
|
||||
|
||||
open_price = data['info']['avgPx']
|
||||
|
||||
print("开仓平均价", open_price)
|
||||
|
||||
# 止盈价
|
||||
closing_price = float(open_price) * float((1 - 0.005))
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
print("止盈价", closing_price)
|
||||
|
||||
# 止损价
|
||||
stop_loss_price = float(open_price) * float((1 + 0.01))
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
print("止损价", stop_loss_price)
|
||||
|
||||
property_val = float(data['info']['accFillSz'])
|
||||
# 相同位数
|
||||
print("可平仓资产", property_val)
|
||||
|
||||
# 止损价
|
||||
# 止盈价
|
||||
exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
print('---------止损价 执行----------------------------------')
|
||||
|
||||
data = exchange.create_order(
|
||||
'DOT/USDT', 'limit', 'buy', property_val, closing_price, exchange_params)
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
|
||||
def testK_sell_close():
|
||||
# 平多
|
||||
data = exchange.create_limit_buy_order(
|
||||
'DOT/USDT', 1, 5, {"tdMode": "cross"})
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
elif func == 'test':
|
||||
testKdan()
|
||||
elif func == 't_get_trade':
|
||||
t_get_trade()
|
||||
elif func == 't_buy_open':
|
||||
testK_buy_open()
|
||||
elif func == 't_buy_close':
|
||||
testK_buy_close()
|
||||
elif func == 't_sell_open':
|
||||
testK_sell_open()
|
||||
elif func == 't_sell_cloe':
|
||||
testK_sell_close()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,437 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_macd_trade.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_macd_trade.py long
|
||||
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import json
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = common.initEx()
|
||||
exchange.load_markets()
|
||||
|
||||
# 默认开仓数据
|
||||
# default_open_num = 10
|
||||
|
||||
default_open = {
|
||||
'ETH/USDT': 30,
|
||||
'DOT/USDT': 30,
|
||||
'CEL/USDT': 30,
|
||||
}
|
||||
|
||||
default_sell = {
|
||||
'ETH/USDT': 0.02,
|
||||
'DOT/USDT': 5,
|
||||
'CEL/USDT': 85,
|
||||
}
|
||||
|
||||
|
||||
# 做多开仓
|
||||
def onBuyOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
|
||||
common.writeLogEx('------做多----------------------------------', symbol)
|
||||
|
||||
default_open_num = default_open[symbol]
|
||||
# 做多开仓 | 市价
|
||||
data = exchange.createMarketBuyOrder(
|
||||
symbol, default_open_num, {"tdMode": "cross"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 做多-止损价大于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 - 0.003))
|
||||
|
||||
# property_val = float(order_data['info']['accFillSz']) + float(order_data['info']['fee'])
|
||||
property_val = common.addition(
|
||||
order_data['info']['accFillSz'], order_data['info']['fee'])
|
||||
property_val = float(property_val)
|
||||
|
||||
# 可平仓的数量
|
||||
property_val = common.roundValCeil(
|
||||
property_val, order_data['info']['accFillSz'])
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(property_val), symbol)
|
||||
|
||||
# 止盈价
|
||||
diff = float(open_price) - float(stop_loss_price)
|
||||
closing_price_c = float(open_price) + (diff * 2)
|
||||
closing_price = float(open_price) * float((1 + profit))
|
||||
# 选择盈利多的
|
||||
if closing_price_c > closing_price:
|
||||
closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, stop_loss_price)
|
||||
# stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价/止盈价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
# 止损条件单
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
# 止赢条件单
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止赢数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做多 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onBuyOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做多开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onBuyOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def onSellOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
common.writeLogEx('------做空----------------------------------', symbol)
|
||||
|
||||
# 计算借币卖币多多少,以USDT为基准
|
||||
# sell_num = float(default_open_num) / float(stop_loss_price)
|
||||
# sell_num = round(sell_num, 8)
|
||||
|
||||
sell_num = default_sell[symbol]
|
||||
# 做空开仓 | 市价
|
||||
data = exchange.createMarketSellOrder(
|
||||
symbol, sell_num, {"tdMode": "cross", 'ccy': "USDT"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(sell_num), symbol)
|
||||
|
||||
# 做空-止损价小于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 + 0.003))
|
||||
|
||||
# 止盈价
|
||||
diff = float(stop_loss_price) - float(open_price)
|
||||
closing_price_c = float(open_price) - (diff * 2)
|
||||
closing_price = float(open_price) * float((1 - profit))
|
||||
# 选择盈利多的
|
||||
if closing_price_c < closing_price:
|
||||
closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
sl_amount = common.multiply(stop_loss_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
sl_amount = common.addition(sl_amount, 0.1)
|
||||
common.writeLogEx('止损总价值:' + str(sl_amount), symbol)
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
sl_amount), stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', sl_amount, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
# 设置 -止盈价
|
||||
tp_amount = common.multiply(closing_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
tp_amount = common.addition(tp_amount, 0.1)
|
||||
common.writeLogEx('止盈总价值:' + str(tp_amount), symbol)
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
tp_amount), closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', tp_amount, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做空 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onSellOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做空开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onSellOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def getOnlineData(symbol, input_tf="15m", limit=230):
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=limit)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
df.set_index('dt', inplace=True)
|
||||
df.index = df.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
|
||||
return df
|
||||
|
||||
|
||||
def isKdj(last, last_pre):
|
||||
# 判断是否是金叉
|
||||
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isDeadFork(last, last_pre):
|
||||
# 判断是否是死叉
|
||||
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def getMACD(df, lenght=-60):
|
||||
if len(df['close'].values) < 100:
|
||||
return False, None
|
||||
|
||||
close_p = df['close'].values
|
||||
df['dif'], df['dea'], df['macd'] = talib.MACD(close_p,
|
||||
fastperiod=12,
|
||||
slowperiod=26,
|
||||
signalperiod=9)
|
||||
return df[lenght:]
|
||||
|
||||
|
||||
def getEMA(df):
|
||||
close_p = df['close'].values
|
||||
df['ema'] = talib.EMA(np.array(close_p), timeperiod=200)
|
||||
return df
|
||||
|
||||
|
||||
def doneMacd(data, tag, timeframe):
|
||||
data = getEMA(data)
|
||||
|
||||
ma_data = getMACD(data)
|
||||
# alen = len(data)
|
||||
# print(ma_data)
|
||||
|
||||
t_data = ma_data.tail(3)
|
||||
# print(t_data)
|
||||
|
||||
last_pre = t_data.iloc[0]
|
||||
last = t_data.iloc[1]
|
||||
|
||||
# print(last)
|
||||
# print(last.index)
|
||||
|
||||
# print('close:', last['close'], 'ema:', last['ema'])
|
||||
|
||||
obj = common.MsgTpl()
|
||||
symbol = tag.upper() + '/USDT'
|
||||
obj.setName(symbol)
|
||||
obj.setStrategyName("MACD检查")
|
||||
obj.setTimeFrame(timeframe)
|
||||
obj.setOpenTime(last['timestamp'] / 1000)
|
||||
|
||||
now_data = t_data.iloc[2]
|
||||
# print('now_data:', now_data)
|
||||
|
||||
# msg = obj.toText()
|
||||
# print(msg)
|
||||
|
||||
if isKdj(last, last_pre) and last['close'] > last['ema']:
|
||||
# if isKdj(last, last_pre):
|
||||
|
||||
# closing_price = common.calc_ClosingPrice(
|
||||
# now_data['close'], last_pre['low'], 'buy')
|
||||
# # print('closing_price:', closing_price)
|
||||
|
||||
# 做多止损点
|
||||
stop_loss_price = last_pre['low']
|
||||
buy_status, open_price, closing_price = onBuyOrder(
|
||||
symbol, stop_loss_price, 0.005, timeframe)
|
||||
|
||||
if buy_status:
|
||||
obj.setStrategicDt('buy')
|
||||
# 做多止损点
|
||||
obj.setStopLossPrice(str(stop_loss_price))
|
||||
obj.setOpenPrice(str(open_price))
|
||||
obj.setClosingPrice(str(closing_price))
|
||||
obj.setContent("检查到金叉状态")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
if isDeadFork(last, last_pre) and last['close'] < last['ema']:
|
||||
# if isDeadFork(last, last_pre):
|
||||
# closing_price = common.calc_ClosingPrice(
|
||||
# now_data['close'], last_pre['high'], 'sell')
|
||||
|
||||
# 做空止损点
|
||||
stop_loss_price = last_pre['high']
|
||||
sell_status, open_price, closing_price = onSellOrder(
|
||||
symbol, stop_loss_price, 0.005, timeframe)
|
||||
if sell_status:
|
||||
obj.setStopLossPrice(str(stop_loss_price))
|
||||
obj.setOpenPrice(str(open_price))
|
||||
obj.setClosingPrice(str(closing_price))
|
||||
obj.setStrategicDt('sell')
|
||||
obj.setContent("检查到死叉状态")
|
||||
msg = obj.toText()
|
||||
print(msg)
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
|
||||
def mainProcess(tag, timeframe='15m'):
|
||||
symbol = tag.upper() + '/USDT'
|
||||
data = getOnlineData(symbol, timeframe)
|
||||
|
||||
doneMacd(data, tag, timeframe)
|
||||
|
||||
|
||||
def foreachList():
|
||||
tag_list = [
|
||||
'eth', 'dot'
|
||||
]
|
||||
|
||||
for tag in tag_list:
|
||||
mainProcess(tag, '15m')
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
foreachList()
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
def debug():
|
||||
while True:
|
||||
mainProcess('xrp', '1m')
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,273 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_test.py t_buy_open
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_test.py t_buy_close
|
||||
|
||||
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_test.py t_sell_open
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_test.py t_sell_cloe
|
||||
|
||||
# 获取仓位数据
|
||||
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/online_test.py t_get_trade
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = common.initEx()
|
||||
|
||||
exchange.load_markets()
|
||||
|
||||
|
||||
def t_get_trade():
|
||||
data = exchange.fetchPositions()
|
||||
print(data)
|
||||
|
||||
|
||||
def btc_test():
|
||||
closing_price = 24599.9
|
||||
stop_loss_price = 24740.4
|
||||
|
||||
# ---------------------------
|
||||
stop_loss_args = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
print('---------止损价 执行 START ----------------------------------')
|
||||
|
||||
sl_amount = stop_loss_price * 0.003
|
||||
print(amount)
|
||||
data = exchange.create_order(
|
||||
'BTC/USDT', 'limit', 'buy', sl_amount, stop_loss_price, stop_loss_args)
|
||||
print(data)
|
||||
print('---------止损价 执行 END ----------------------------------')
|
||||
|
||||
print('---------止盈价 执行 START ----------------------------------')
|
||||
|
||||
closing_price_args = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
cp_amount = closing_price * 0.003
|
||||
print(amount)
|
||||
data = exchange.create_order(
|
||||
'BTC/USDT', 'limit', 'buy', cp_amount, closing_price, closing_price_args)
|
||||
print(data)
|
||||
print('---------止盈价 执行 END ----------------------------------')
|
||||
|
||||
|
||||
def testK_buy_open_sz():
|
||||
# 做多开仓
|
||||
|
||||
data = exchange.fetchTicker('DOT/USDT')
|
||||
print(data)
|
||||
# data = exchange.createMarketBuyOrder('DOT/USDT', 1, {"tdMode": "cross"})
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
|
||||
def testK_buy_open():
|
||||
# 做多开仓
|
||||
|
||||
data = exchange.createMarketBuyOrder(
|
||||
'DOT/USDT', 1, {"tdMode": "cross"})
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# 数据
|
||||
# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
|
||||
|
||||
# 查询委托单
|
||||
order_id = data['info']['ordId']
|
||||
# order_id = '554437054223302656'
|
||||
data = exchange.fetchOrder(order_id, 'DOT/USDT')
|
||||
print(data['info'])
|
||||
# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
|
||||
|
||||
open_price = data['info']['avgPx']
|
||||
|
||||
print("开仓平均价", open_price)
|
||||
|
||||
# 止盈价
|
||||
closing_price = float(open_price) * float((1 + 0.005))
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
print("止盈价", closing_price)
|
||||
|
||||
# 止损价
|
||||
stop_loss_price = float(open_price) * float((1 - 0.01))
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
print("止损价", stop_loss_price)
|
||||
|
||||
property_val = float(data['info']['accFillSz']) + \
|
||||
float(data['info']['fee'])
|
||||
|
||||
# 相同位数
|
||||
property_val = common.roundValCeil(property_val, data['info']['accFillSz'])
|
||||
print("可平仓资产", property_val)
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('DOT/USDT', limit=2)
|
||||
# print('closed_orders', closed_orders)
|
||||
|
||||
# print(exchange.fetchBalance())
|
||||
|
||||
# 可以用,限价单
|
||||
# time.sleep(1)
|
||||
# data = exchange.createLimitSellOrder(
|
||||
# 'DOT/USDT', property_val, closing_price, {"tdMode": "cross", 'ccy': 'USDT', "reduceOnly": True})
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
# 止损价
|
||||
# 止盈价
|
||||
|
||||
exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
print('---------止损价 执行----------------------------------')
|
||||
|
||||
data = exchange.create_order(
|
||||
'DOT/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# print('---------止盈价 执行----------------------------------')
|
||||
|
||||
# exchange_params = {
|
||||
# 'stopPrice': closing_price,
|
||||
# 'type': 'stopLimit',
|
||||
# }
|
||||
# data = exchange.create_order(
|
||||
# 'DOT/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
|
||||
def testK_buy_close():
|
||||
# 平多
|
||||
data = exchange.create_limit_buy_order(
|
||||
'DOT/USDT', 1, 5, {"tdMode": "cross"})
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
|
||||
def testK_sell_open():
|
||||
# 做空开仓
|
||||
|
||||
# data = exchange.createMarketSellOrder(
|
||||
# 'DOT/USDT', 1, {"tdMode": "cross", 'ccy': "USDT", })
|
||||
# print(data)
|
||||
# print(type(data))
|
||||
|
||||
# 数据
|
||||
# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
|
||||
|
||||
# # 查询委托单
|
||||
# order_id = data['info']['ordId']
|
||||
order_id = '554516809819832320'
|
||||
data = exchange.fetchOrder(order_id, 'DOT/USDT')
|
||||
print(data['info'])
|
||||
# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
|
||||
|
||||
open_price = data['info']['avgPx']
|
||||
|
||||
print("开仓平均价", open_price)
|
||||
|
||||
# 止盈价
|
||||
closing_price = float(open_price) * float((1 - 0.005))
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
print("止盈价", closing_price)
|
||||
|
||||
# 止损价
|
||||
stop_loss_price = float(open_price) * float((1 + 0.01))
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
print("止损价", stop_loss_price)
|
||||
|
||||
property_val = float(data['info']['accFillSz'])
|
||||
# 相同位数
|
||||
print("可平仓资产", property_val)
|
||||
|
||||
# 止损价
|
||||
# 止盈价
|
||||
exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
print('---------止损价 执行----------------------------------')
|
||||
|
||||
data = exchange.create_order(
|
||||
'DOT/USDT', 'limit', 'buy', property_val, closing_price, exchange_params)
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
|
||||
def testK_sell_close():
|
||||
# 平多
|
||||
data = exchange.create_limit_buy_order(
|
||||
'DOT/USDT', 1, 5, {"tdMode": "cross"})
|
||||
print(data)
|
||||
print(type(data))
|
||||
|
||||
# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
|
||||
# print(closed_orders)
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
elif func == 'test':
|
||||
testKdan()
|
||||
elif func == 't_get_trade':
|
||||
t_get_trade()
|
||||
elif func == 't_buy_open':
|
||||
btc_test()
|
||||
elif func == 't_buy_close':
|
||||
testK_buy_close()
|
||||
elif func == 't_sell_open':
|
||||
testK_sell_open()
|
||||
elif func == 't_sell_cloe':
|
||||
testK_sell_close()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,102 @@
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import pandas as pd
|
||||
import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/rsi_robot.py run
|
||||
|
||||
|
||||
pd.set_option('display.max_rows', None)
|
||||
|
||||
exchange = common.initEx()
|
||||
|
||||
# 查看隐形方法
|
||||
# print(dir(exchange))
|
||||
|
||||
|
||||
exchange.load_markets()
|
||||
|
||||
entry_rsi = 30
|
||||
exit_rsi = 40
|
||||
|
||||
|
||||
symbol = 'XRP/USDT'
|
||||
timeframe = '15m'
|
||||
|
||||
tf_mult = exchange.parse_timeframe(timeframe) * 1000
|
||||
|
||||
|
||||
def indicators(data):
|
||||
|
||||
data['rsi'] = data.ta.rsi(length=10)
|
||||
data['ema'] = data.ta.ema(length=200)
|
||||
|
||||
# close_p = data['close'].values
|
||||
# data['rsi'] = talib.RSI(close_p, timeperiod=10)
|
||||
# data['ema'] = talib.EMA(close_p, timeperiod=200)
|
||||
return data
|
||||
|
||||
|
||||
def check_buy_sell_signals(df):
|
||||
last_row_index = len(df.index) - 1
|
||||
lastest_rsi = round(df['rsi'].iloc[-1], 2)
|
||||
lastest_price = round(df['close'].iloc[-1], 5)
|
||||
lastest_ema = round(df['ema'].iloc[-1], 5)
|
||||
lastest_ts = df['timestamp'].iloc[-1]
|
||||
|
||||
msg = "lastest_rsi:" + str(lastest_rsi) + " < entry_rsi:" + str(entry_rsi)
|
||||
msg += ",lastest_price:" + \
|
||||
str(lastest_price) + " > lastest_ema:" + str(lastest_ema)
|
||||
print(msg)
|
||||
|
||||
long_cond = (lastest_rsi < entry_rsi) and (lastest_price > lastest_ema)
|
||||
if long_cond:
|
||||
print("买入")
|
||||
order = exchange.create_market_buy_order(symbol, 1)
|
||||
|
||||
closed_orders = exchange.fetchClosedOrders(symbol, limit=2)
|
||||
if len(closed_orders) > 0:
|
||||
print("closed_orders:", closed_orders)
|
||||
most_recent_closed_order = closed_orders[-1]
|
||||
diff = lastest_ts - most_recent_closed_order['timestamp']
|
||||
last_buy_signal_cnt = int(diff / tf_mult)
|
||||
|
||||
exit_cond = (lastest_rsi > exit_rsi) and (last_buy_signal_cnt > 10)
|
||||
if exit_cond:
|
||||
print("卖出")
|
||||
order = exchange.create_market_sell_order(symbol, 1)
|
||||
return
|
||||
|
||||
|
||||
def runBot():
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=timeframe, limit=200)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
|
||||
df = indicators(df).tail(30)
|
||||
|
||||
check_buy_sell_signals(df)
|
||||
|
||||
|
||||
def longRunBot():
|
||||
while True:
|
||||
runBot()
|
||||
time.sleep(10)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'run':
|
||||
longRunBot()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,536 @@
|
||||
# cd /www/server/mdserver-web && source bin/activate
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/vega_trade.py run
|
||||
# python3 plugins/cryptocurrency_trade/ccxt/strategy/vega_trade.py long
|
||||
|
||||
|
||||
# 动量策略交易
|
||||
################
|
||||
|
||||
|
||||
import ccxt
|
||||
import talib
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import json
|
||||
import pandas as pd
|
||||
# import pandas_ta as ta
|
||||
from pprint import pprint
|
||||
import numpy as np
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
|
||||
import common
|
||||
|
||||
sys.path.append(os.getcwd() + "/class/core")
|
||||
import mw
|
||||
|
||||
exchange = common.initEx()
|
||||
exchange.load_markets()
|
||||
|
||||
# 默认开仓数据
|
||||
# default_open_num = 70
|
||||
# default_sell_num = 0.003
|
||||
|
||||
default_open = {
|
||||
'BTC/USDT': 70,
|
||||
'XRP/USDT': 70,
|
||||
}
|
||||
|
||||
default_sell = {
|
||||
'BTC/USDT': 0.003,
|
||||
'XRP/USDT': 185,
|
||||
}
|
||||
|
||||
|
||||
# 做多开仓
|
||||
def onBuyOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
|
||||
common.writeLogEx('------做多----------------------------------', symbol)
|
||||
|
||||
default_open_num = default_open[symbol]
|
||||
# 做多开仓 | 市价
|
||||
data = exchange.createMarketBuyOrder(
|
||||
symbol, default_open_num, {"tdMode": "cross"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 修正小数点位数
|
||||
open_price = common.roundVal(open_price, stop_loss_price)
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
|
||||
# 做多-止损价大于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 - 0.003))
|
||||
|
||||
# property_val = float(order_data['info']['accFillSz']) + float(order_data['info']['fee'])
|
||||
|
||||
property_val = common.addition(order_data['info'][
|
||||
'accFillSz'], order_data['info']['fee'])
|
||||
property_val = float(property_val)
|
||||
# 可平仓的数量
|
||||
# property_val = common.roundValCeil(
|
||||
# property_val, order_data['info']['accFillSz'])
|
||||
|
||||
common.writeLogEx('可平仓资产:' + str(property_val), symbol)
|
||||
|
||||
# 止盈价
|
||||
diff = float(open_price) - float(stop_loss_price)
|
||||
closing_price = float(open_price) + (diff * 1.5)
|
||||
# closing_price = float(open_price) * float((1 + profit))
|
||||
# # 选择盈利多的
|
||||
# if closing_price_c > closing_price:
|
||||
# closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价/止盈价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
# 止损条件单
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
# 止赢条件单
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'sell',
|
||||
property_val, closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'sell', property_val, closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做多 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onBuyOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做多开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onBuyOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def onSellOrderTry(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
|
||||
# 信号只在一个周期内执行一次|start
|
||||
lock_file = common.getServerDir() + '/signal.json'
|
||||
if not os.path.exists(lock_file):
|
||||
mw.writeFile(lock_file, '{}')
|
||||
|
||||
stype = symbol.replace('/', '_') + '_' + timeframe
|
||||
trigger_time = common.toUnixTimeSecond(timeframe)
|
||||
lock_data = json.loads(mw.readFile(lock_file))
|
||||
if stype in lock_data:
|
||||
diff_time = time.time() - lock_data[stype]['do_time']
|
||||
if diff_time >= trigger_time:
|
||||
lock_data[stype]['do_time'] = time.time()
|
||||
else:
|
||||
return False, 0, 0
|
||||
else:
|
||||
lock_data[stype] = {'do_time': time.time()}
|
||||
|
||||
mw.writeFile(lock_file, json.dumps(lock_data))
|
||||
# 信号只在一个周期内执行一次|end
|
||||
common.writeLogEx('------做空----------------------------------', symbol)
|
||||
|
||||
# 计算借币卖币多多少,以USDT为基准
|
||||
# sell_num = float(default_open_num) / float(stop_loss_price)
|
||||
# sell_num = round(sell_num, 8)
|
||||
# sell_num = default_sell_num
|
||||
sell_num = default_sell[symbol]
|
||||
|
||||
# 做空开仓 | 市价
|
||||
data = exchange.createMarketSellOrder(
|
||||
symbol, sell_num, {"tdMode": "cross", 'ccy': "USDT"})
|
||||
|
||||
common.writeLogEx('开仓数据:', symbol)
|
||||
common.writeLogEx(json.dumps(data), symbol)
|
||||
|
||||
order_id = data['info']['ordId']
|
||||
order_data = exchange.fetchOrder(order_id, symbol)
|
||||
|
||||
common.writeLogEx('订单数据:', symbol)
|
||||
common.writeLogEx(json.dumps(order_data), symbol)
|
||||
|
||||
# 实际开场平均价
|
||||
open_price = order_data['info']['avgPx']
|
||||
|
||||
# 修正
|
||||
open_price = common.roundVal(open_price, stop_loss_price)
|
||||
|
||||
common.writeLogEx('实际开仓价:' + str(open_price), symbol)
|
||||
common.writeLogEx('可平仓资产:' + str(sell_num), symbol)
|
||||
|
||||
# 做空-止损价小于开仓价,重设止损价
|
||||
if float(stop_loss_price) <= float(open_price):
|
||||
stop_loss_price = float(open_price) * float((1 + 0.003))
|
||||
|
||||
# 止盈价
|
||||
diff = float(stop_loss_price) - float(open_price)
|
||||
closing_price = float(open_price) - (diff * 1.5)
|
||||
# closing_price = float(open_price) * float((1 - profit))
|
||||
# 选择盈利多的
|
||||
# if closing_price_c < closing_price:
|
||||
# closing_price = closing_price_c
|
||||
|
||||
closing_price = common.roundVal(closing_price, open_price)
|
||||
stop_loss_price = common.roundVal(stop_loss_price, open_price)
|
||||
|
||||
common.writeLogEx('止盈价:' + str(closing_price), symbol)
|
||||
common.writeLogEx('止损价:' + str(stop_loss_price), symbol)
|
||||
|
||||
# 设置 - 止损价
|
||||
sl_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'slOrdPx': "-1",
|
||||
'slTriggerPx': stop_loss_price,
|
||||
}
|
||||
|
||||
sl_amount = common.multiply(stop_loss_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
sl_amount = common.addition(sl_amount, 0.1)
|
||||
common.writeLogEx('止损总价值:' + str(sl_amount), symbol)
|
||||
common.writeLogEx('止损参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
sl_amount), stop_loss_price, sl_exchange_params]), symbol)
|
||||
sl_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', float(sl_amount), stop_loss_price, sl_exchange_params)
|
||||
|
||||
common.writeLogEx('止损价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(sl_cond_data), symbol)
|
||||
|
||||
tp_exchange_params = {
|
||||
'ccy': "USDT",
|
||||
'reduceOnly': True,
|
||||
'tdMode': "cross",
|
||||
'tpOrdPx': "-1",
|
||||
'tpTriggerPx': closing_price,
|
||||
}
|
||||
|
||||
# 设置 -止盈价
|
||||
# tp_amount = closing_price * sell_num
|
||||
tp_amount = common.multiply(closing_price, sell_num)
|
||||
# 解决平仓时,未全部平仓
|
||||
tp_amount = common.addition(tp_amount, 0.1)
|
||||
common.writeLogEx('止盈总价值:' + str(tp_amount), symbol)
|
||||
common.writeLogEx('止盈参数:' + json.dumps([symbol, 'limit', 'buy', float(
|
||||
tp_amount), closing_price, tp_exchange_params]), symbol)
|
||||
tp_cond_data = exchange.create_order(
|
||||
symbol, 'limit', 'buy', float(tp_amount), closing_price, tp_exchange_params)
|
||||
|
||||
common.writeLogEx('止盈价数据:', symbol)
|
||||
common.writeLogEx(json.dumps(tp_cond_data), symbol)
|
||||
|
||||
common.writeLogEx('------做空 end----------------------------------', symbol)
|
||||
return True, open_price, closing_price
|
||||
|
||||
|
||||
def onSellOrder(symbol, stop_loss_price, profit=0.005, timeframe='15m'):
|
||||
# 做空开仓
|
||||
# profit 百分比
|
||||
try:
|
||||
return onSellOrderTry(symbol, stop_loss_price, profit, timeframe)
|
||||
except Exception as e:
|
||||
common.writeLogErrorEx(mw.getTracebackInfo(), symbol)
|
||||
return False, 0, 0
|
||||
|
||||
|
||||
def getOnlineData(symbol, input_tf="15m", limit=500):
|
||||
bars = exchange.fetch_ohlcv(symbol, timeframe=input_tf, limit=500)
|
||||
df = pd.DataFrame(bars[:], columns=['timestamp',
|
||||
'open', 'high', 'low', 'close', 'volume'])
|
||||
df['dt'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
df.set_index('dt', inplace=True)
|
||||
df.index = df.index.tz_localize('UTC').tz_convert('Asia/Shanghai')
|
||||
return df
|
||||
|
||||
|
||||
def isKdj(last, last_pre):
|
||||
# 判断是否是金叉
|
||||
if (float(last_pre['macd']) < 0) and (float(last['macd']) > 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isDeadFork(last, last_pre):
|
||||
# 判断是否是死叉
|
||||
if (float(last_pre['macd']) > 0) and (float(last['macd']) < 0):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def getTarget(df):
|
||||
close = df['close'].values
|
||||
|
||||
# vega
|
||||
df['ema144'] = talib.EMA(np.array(close), timeperiod=144)
|
||||
df['ema169'] = talib.EMA(np.array(close), timeperiod=169)
|
||||
|
||||
df['ema288'] = talib.EMA(np.array(close), timeperiod=288)
|
||||
df['ema388'] = talib.EMA(np.array(close), timeperiod=388)
|
||||
|
||||
df['rsi'] = talib.RSI(close, timeperiod=14)
|
||||
return df
|
||||
|
||||
|
||||
# 多头信号
|
||||
def isBuyCrondSignal(last):
|
||||
if last['ema'] > last['ma'] and (last['rsi'] > 50 and last['rsi'] < 70) and last['low'] >= last['ma'] and last['close'] > last['open']:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isBuyFristSignal(data):
|
||||
data = data.sort_values(by=['timestamp'], ascending=False)
|
||||
# print(data)
|
||||
data_len = len(data)
|
||||
signal_num = 0
|
||||
|
||||
first_data = data.iloc[1]
|
||||
# print(1, first_data['close'], first_data['ema'])
|
||||
is_buy_signal = isBuyCrondSignal(first_data)
|
||||
|
||||
for x in range(2, data_len):
|
||||
tmp = data.iloc[x]
|
||||
# print(data.iloc[x])
|
||||
# print(x, tmp['close'], tmp['ema'])
|
||||
if isBuyCrondSignal(tmp):
|
||||
signal_num = + 1
|
||||
|
||||
# print('signal_num:', signal_num)
|
||||
|
||||
if (tmp['ema'] < tmp['ma']):
|
||||
break
|
||||
|
||||
if str(tmp['ema']) == 'nan':
|
||||
break
|
||||
|
||||
print("is_buy_signal:", is_buy_signal, 'signal_num:', signal_num)
|
||||
if is_buy_signal and signal_num == 0:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
# 空头信号
|
||||
def isSellCrondSignal(last):
|
||||
if last['ema'] < last['ma'] and (last['rsi'] > 30 and last['rsi'] < 50) and last['high'] <= last['ema'] and last['close'] < last['open']:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def isSellFristSignal(data):
|
||||
data = data.sort_values(by=['timestamp'], ascending=False)
|
||||
# print(data)
|
||||
data_len = len(data)
|
||||
signal_num = 0
|
||||
|
||||
first_data = data.iloc[1]
|
||||
# print(1, first_data['close'], first_data['ema'])
|
||||
is_sell_signal = isSellCrondSignal(first_data)
|
||||
|
||||
for x in range(2, data_len):
|
||||
tmp = data.iloc[x]
|
||||
# print(data.iloc[x])
|
||||
# print(x, tmp['close'], tmp['ema'])
|
||||
if isSellCrondSignal(tmp):
|
||||
signal_num = + 1
|
||||
|
||||
# print('signal_num:', signal_num)
|
||||
|
||||
if (tmp['ema'] < tmp['ma']):
|
||||
break
|
||||
|
||||
if str(tmp['ema']) == 'nan':
|
||||
break
|
||||
|
||||
print("is_sell_signal:", is_sell_signal, 'signal_num:', signal_num)
|
||||
if is_sell_signal and signal_num == 0:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
def isDownTrendCover(data, tag, timeframe):
|
||||
# print(tag, timeframe, "开始检测是否下跌趋势")
|
||||
# 下跌趋势回调
|
||||
key_data = data.tail(2)
|
||||
last_pre = key_data.iloc[0]
|
||||
last = key_data.iloc[1]
|
||||
|
||||
pdata = data.tail(11)
|
||||
|
||||
for x in range(10):
|
||||
t = pdata.iloc[x]
|
||||
if t['low'] > t['ema388']:
|
||||
print(tag, timeframe, "上升震荡行情过滤")
|
||||
# print(t)
|
||||
return False
|
||||
|
||||
if last['ema144'] > last['ema388']:
|
||||
return False
|
||||
|
||||
print(tag, timeframe, "检查是下跌趋势!")
|
||||
# 检查是否是下跌趋势
|
||||
if last['high'] > last['ema388']:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
def isUpTrendAndCover(data, tag, timeframe):
|
||||
# print(tag, timeframe, "开始检测是否上升趋势")
|
||||
# 上升趋势回调
|
||||
key_data = data.tail(2)
|
||||
# print(key_data)
|
||||
last_pre = key_data.iloc[0]
|
||||
last = key_data.iloc[1]
|
||||
|
||||
pdata = data.tail(11)
|
||||
|
||||
for x in range(10):
|
||||
t = pdata.iloc[x]
|
||||
if t['low'] < t['ema144']:
|
||||
print(tag, timeframe, "上升震荡行情过滤")
|
||||
return False
|
||||
|
||||
if last['ema144'] < last['ema388']:
|
||||
return False
|
||||
|
||||
print(tag, timeframe, "检查是上升趋势")
|
||||
|
||||
# 检查是否是上升趋势
|
||||
if last['low'] < last['ema144']:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def vegaTrade(data, tag, timeframe):
|
||||
data = getTarget(data)
|
||||
# print(data)
|
||||
|
||||
key_data = data.tail(2)
|
||||
# print(key_data)
|
||||
# last_pre = key_data.iloc[0]
|
||||
last = key_data.iloc[1]
|
||||
# print(last)
|
||||
|
||||
obj = common.MsgTpl()
|
||||
symbol = tag.upper() + '/USDT'
|
||||
obj.setName(symbol)
|
||||
obj.setStrategyName("VEGA交易策略|仅具有指导作用")
|
||||
obj.setTimeFrame(timeframe)
|
||||
obj.setOpenTime(last['addtime'])
|
||||
|
||||
if isUpTrendAndCover(data, tag, timeframe):
|
||||
obj.setStrategicDt('buy')
|
||||
obj.setContent("VEGA上升趋势!回调做多~建议!")
|
||||
|
||||
msg = obj.toText()
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
if isDownTrendCover(data, tag, timeframe):
|
||||
obj.setStrategicDt('sell')
|
||||
obj.setContent("Vega下跌趋势!回调做空~建议!")
|
||||
msg = obj.toText()
|
||||
common.notifyMsg(msg, timeframe, tag)
|
||||
common.writeLog(msg)
|
||||
|
||||
|
||||
def mainProcess(tag, timeframe='5m'):
|
||||
symbol = tag.upper() + '/USDT'
|
||||
data = common.getDataFromDb_DF(timeframe, tag.lower())
|
||||
vegaTrade(data, tag, timeframe)
|
||||
return True
|
||||
|
||||
|
||||
def foreachList():
|
||||
tag_list = ['btc', 'xrp', 'eth', 'ltc', 'okb']
|
||||
for tag in tag_list:
|
||||
trame_list = ['5m', '15m', '1h', '4h']
|
||||
for tf in trame_list:
|
||||
mainProcess(tag, tf)
|
||||
# time.sleep(1)
|
||||
|
||||
|
||||
def longRun():
|
||||
while True:
|
||||
try:
|
||||
foreachList()
|
||||
time.sleep(1)
|
||||
except Exception as e:
|
||||
print(mw.getTracebackInfo())
|
||||
time.sleep(3)
|
||||
|
||||
|
||||
def debug():
|
||||
while True:
|
||||
mainProcess('btc', '5m')
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'long':
|
||||
longRun()
|
||||
elif func == 'run':
|
||||
debug()
|
||||
else:
|
||||
print('error')
|
||||
@@ -0,0 +1,128 @@
|
||||
'''
|
||||
pip install git+https://github.com/catalyst-team/catalyst@master --upgrade
|
||||
|
||||
|
||||
cd /www/server/mdserver-web && python3 plugins/cryptocurrency_trade/ccxt/test/p1.py
|
||||
|
||||
|
||||
cd /Users/midoks/Desktop/mwdev/server/mdserver-web && source bin/activate
|
||||
|
||||
python3 plugins/cryptocurrency_trade/ccxt/test/p1.py
|
||||
'''
|
||||
|
||||
from datetime import datetime
|
||||
import akshare as ak
|
||||
import pandas as pd
|
||||
import backtrader as bt
|
||||
|
||||
|
||||
class BollStrategy(bt.Strategy): # BOLL策略程序
|
||||
params = (("nk", 13), # 求均值的天数
|
||||
('printlog', False),) # 打印log
|
||||
|
||||
def __init__(self): # 初始化
|
||||
self.data_close = self.datas[0].close # 指定价格序列
|
||||
# 初始化交易指令、买卖价格和手续费
|
||||
self.order = None
|
||||
self.buy_price = None
|
||||
self.buy_comm = None
|
||||
# Boll指标计算
|
||||
self.top = bt.indicators.BollingerBands(
|
||||
self.datas[0], period=self.params.nk).top
|
||||
self.bot = bt.indicators.BollingerBands(
|
||||
self.datas[0], period=self.params.nk).bot
|
||||
# 添加移动均线指标
|
||||
self.sma = bt.indicators.SimpleMovingAverage(
|
||||
self.datas[0], period=self.params.nk)
|
||||
|
||||
def next(self): # 买卖策略
|
||||
if self.order: # 检查是否有指令等待执行
|
||||
return
|
||||
# 检查是否持仓
|
||||
"""
|
||||
if not self.position: # 没有持仓
|
||||
if self.data_close[0] > self.sma[0]: # 执行买入条件判断：收盘价格上涨突破20日均线
|
||||
self.order = self.buy(size=100) # 执行买入
|
||||
else:
|
||||
if self.data_close[0] < self.sma[0]: # 执行卖出条件判断：收盘价格跌破20日均线
|
||||
self.order = self.sell(size=100) # 执行卖出
|
||||
"""
|
||||
if not self.position: # 没有持仓
|
||||
if self.data_close[0] < self.bot[0]: # 收盘价格跌破下轨
|
||||
self.log("BUY CREATE, %.2f" % self.data_close[0])
|
||||
self.order = self.buy() # 执行买入
|
||||
else:
|
||||
if self.data_close[0] > self.top[0]: # 收盘价格上涨突破上轨
|
||||
self.log("SELL CREATE, %.2f" % self.data_close[0])
|
||||
self.order = self.sell() # 执行卖出
|
||||
|
||||
def log(self, txt, dt=None, do_print=False): # 日志函数
|
||||
if self.params.printlog or do_print:
|
||||
dt = dt or self.datas[0].datetime.date(0)
|
||||
print('%s, %s' % (dt.isoformat(), txt))
|
||||
|
||||
def notify_order(self, order): # 记录交易执行情况
|
||||
# 如果order为submitted/accepted,返回空
|
||||
if order.status in [order.Submitted, order.Accepted]:
|
||||
return
|
||||
# 指令为buy/sell,报告价格结果
|
||||
if order.status in [order.Completed]:
|
||||
if order.isbuy():
|
||||
self.log(
|
||||
f"买入:\n价格:{order.executed.price},\
|
||||
成本:{order.executed.value},\
|
||||
手续费:{order.executed.comm}"
|
||||
)
|
||||
self.buyprice = order.executed.price
|
||||
self.buycomm = order.executed.comm
|
||||
else:
|
||||
self.log(
|
||||
f"卖出:\n价格：{order.executed.price},\
|
||||
成本: {order.executed.value},\
|
||||
手续费{order.executed.comm}"
|
||||
)
|
||||
self.bar_executed = len(self)
|
||||
|
||||
elif order.status in [order.Canceled, order.Margin, order.Rejected]:
|
||||
self.log("交易失败") # 指令取消/交易失败, 报告结果
|
||||
self.order = None
|
||||
|
||||
def notify_trade(self, trade): # 记录交易收益情况
|
||||
if not trade.isclosed:
|
||||
return
|
||||
self.log(f"策略收益：\n毛收益 {trade.pnl:.2f}, 净收益 {trade.pnlcomm:.2f}")
|
||||
|
||||
def stop(self): # 回测结束后输出结果
|
||||
self.log("(BOLL线： %2d日) 期末总资金 %.2f" %
|
||||
(self.params.nk, self.broker.getvalue()), do_print=True)
|
||||
|
||||
code = "600036" # 股票代码
|
||||
start_cash = 1000000 # 初始自己为1000000
|
||||
stake = 100 # 单次交易数量为1手
|
||||
commfee = 0.0005 # 佣金为万5
|
||||
sdate = '20210101' # 回测时间段
|
||||
edate = '20220930'
|
||||
cerebro = bt.Cerebro() # 创建回测系统实例
|
||||
# 利用AKShare获取股票的前复权数据的前6列
|
||||
df_qfq = ak.stock_zh_a_hist(
|
||||
symbol=code, adjust="qfq", start_date=sdate, end_date=edate).iloc[:, :6]
|
||||
# 处理字段命名，以符合Backtrader的要求
|
||||
df_qfq.columns = ['date', 'open', 'close', 'high', 'low', 'volume', ]
|
||||
# 把date作为日期索引，以符合Backtrader的要求
|
||||
df_qfq.index = pd.to_datetime(df_qfq['date'])
|
||||
start_date = datetime.strptime(sdate, "%Y%m%d") # 转换日期格式
|
||||
end_date = datetime.strptime(edate, "%Y%m%d")
|
||||
# start_date=datetime(2022,1,4)
|
||||
# end_date=datetime(2022,9,16)
|
||||
data = bt.feeds.PandasData(
|
||||
dataname=df_qfq, fromdate=start_date, todate=end_date) # 规范化数据格式
|
||||
cerebro.adddata(data) # 加载数据
|
||||
cerebro.addstrategy(BollStrategy, nk=13, printlog=True) # 加载交易策略
|
||||
cerebro.broker.setcash(start_cash) # broker设置资金
|
||||
cerebro.broker.setcommission(commission=commfee) # broker手续费
|
||||
cerebro.addsizer(bt.sizers.FixedSize, stake=stake) # 设置买入数量
|
||||
print("期初总资金: %.2f" % start_cash)
|
||||
cerebro.run() # 运行回测
|
||||
end_value = cerebro.broker.getvalue() # 获取回测结束后的总资金
|
||||
print("期末总资金: %.2f" % end_value)
|
||||
cerebro.plot()
|
||||
@@ -0,0 +1,154 @@
|
||||
'''
|
||||
pip install git+https://github.com/catalyst-team/catalyst@master --upgrade
|
||||
|
||||
|
||||
cd /www/server/mdserver-web && python3 plugins/cryptocurrency_trade/ccxt/test/p1.py
|
||||
|
||||
|
||||
cd /Users/midoks/Desktop/mwdev/server/mdserver-web && source bin/activate
|
||||
|
||||
python3 plugins/cryptocurrency_trade/ccxt/test/p1.py
|
||||
'''
|
||||
|
||||
from datetime import datetime
|
||||
import akshare as ak
|
||||
import pandas as pd
|
||||
import backtrader as bt
|
||||
|
||||
|
||||
import sys
|
||||
import os
|
||||
|
||||
sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/ccxt/strategy")
|
||||
import common
|
||||
|
||||
|
||||
class BollStrategy(bt.Strategy): # BOLL策略程序
|
||||
params = (("nk", 13), # 求均值的天数
|
||||
('printlog', False),) # 打印log
|
||||
|
||||
def __init__(self): # 初始化
|
||||
self.data_close = self.datas[0].close # 指定价格序列
|
||||
# 初始化交易指令、买卖价格和手续费
|
||||
self.order = None
|
||||
self.buy_price = None
|
||||
self.buy_comm = None
|
||||
# Boll指标计算
|
||||
self.top = bt.indicators.BollingerBands(
|
||||
self.datas[0], period=self.params.nk).top
|
||||
self.bot = bt.indicators.BollingerBands(
|
||||
self.datas[0], period=self.params.nk).bot
|
||||
# 添加移动均线指标
|
||||
self.sma = bt.indicators.SimpleMovingAverage(
|
||||
self.datas[0], period=self.params.nk)
|
||||
|
||||
def next(self): # 买卖策略
|
||||
if self.order: # 检查是否有指令等待执行
|
||||
return
|
||||
# 检查是否持仓
|
||||
"""
|
||||
if not self.position: # 没有持仓
|
||||
if self.data_close[0] > self.sma[0]: # 执行买入条件判断：收盘价格上涨突破20日均线
|
||||
self.order = self.buy(size=100) # 执行买入
|
||||
else:
|
||||
if self.data_close[0] < self.sma[0]: # 执行卖出条件判断：收盘价格跌破20日均线
|
||||
self.order = self.sell(size=100) # 执行卖出
|
||||
"""
|
||||
if not self.position: # 没有持仓
|
||||
if self.data_close[0] < self.bot[0]: # 收盘价格跌破下轨
|
||||
self.log("BUY CREATE, %.2f" % self.data_close[0])
|
||||
self.order = self.buy() # 执行买入
|
||||
else:
|
||||
if self.data_close[0] > self.top[0]: # 收盘价格上涨突破上轨
|
||||
self.log("SELL CREATE, %.2f" % self.data_close[0])
|
||||
self.order = self.sell() # 执行卖出
|
||||
|
||||
def log(self, txt, dt=None, do_print=False): # 日志函数
|
||||
if self.params.printlog or do_print:
|
||||
dt = dt or self.datas[0].datetime.date(0)
|
||||
print('%s, %s' % (dt.isoformat(), txt))
|
||||
|
||||
def notify_order(self, order): # 记录交易执行情况
|
||||
# 如果order为submitted/accepted,返回空
|
||||
if order.status in [order.Submitted, order.Accepted]:
|
||||
return
|
||||
# 指令为buy/sell,报告价格结果
|
||||
if order.status in [order.Completed]:
|
||||
if order.isbuy():
|
||||
self.log(
|
||||
f"买入:\n价格:{order.executed.price},\
|
||||
成本:{order.executed.value},\
|
||||
手续费:{order.executed.comm}"
|
||||
)
|
||||
self.buyprice = order.executed.price
|
||||
self.buycomm = order.executed.comm
|
||||
else:
|
||||
self.log(
|
||||
f"卖出:\n价格：{order.executed.price},\
|
||||
成本: {order.executed.value},\
|
||||
手续费{order.executed.comm}"
|
||||
)
|
||||
self.bar_executed = len(self)
|
||||
|
||||
elif order.status in [order.Canceled, order.Margin, order.Rejected]:
|
||||
self.log("交易失败") # 指令取消/交易失败, 报告结果
|
||||
self.order = None
|
||||
|
||||
def notify_trade(self, trade): # 记录交易收益情况
|
||||
if not trade.isclosed:
|
||||
return
|
||||
self.log(f"策略收益：\n毛收益 {trade.pnl:.2f}, 净收益 {trade.pnlcomm:.2f}")
|
||||
|
||||
def stop(self): # 回测结束后输出结果
|
||||
self.log("(BOLL线： %2d日) 期末总资金 %.2f" %
|
||||
(self.params.nk, self.broker.getvalue()), do_print=True)
|
||||
|
||||
code = "600036" # 股票代码
|
||||
start_cash = 1000000 # 初始自己为1000000
|
||||
stake = 100 # 单次交易数量为1手
|
||||
commfee = 0.0005 # 佣金为万5
|
||||
sdate = '20210101' # 回测时间段
|
||||
edate = '20220930'
|
||||
cerebro = bt.Cerebro() # 创建回测系统实例
|
||||
# 利用AKShare获取股票的前复权数据的前6列
|
||||
# df_qfq = ak.stock_zh_a_hist(
|
||||
# symbol=code, adjust="qfq", start_date=sdate, end_date=edate).iloc[:, :6]
|
||||
# 日期 开盘 收盘 最高 最低 成交量
|
||||
# 0 2021-01-04 40.46 40.40 41.01 39.25 1549523
|
||||
# 1 2021-01-05 39.99 39.41 40.03 38.67 1387177
|
||||
# 2 2021-01-06 39.33 41.38 41.43 39.23 1200646
|
||||
# 3 2021-01-07 41.52 43.13 43.20 41.49 1078322
|
||||
# 4 2021-01-08 43.52 43.83 44.25 43.04 1299595
|
||||
# .. ... ... ... ... ... ...
|
||||
# 420 2022-09-26 34.02 33.95 34.52 33.84 525491
|
||||
# 421 2022-09-27 33.89 33.90 34.05 33.44 475414
|
||||
# 422 2022-09-28 33.79 33.67 34.00 33.42 487299
|
||||
# 423 2022-09-29 33.99 33.15 34.32 33.00 617859
|
||||
# 424 2022-09-30 33.26 33.65 33.95 33.12 539717
|
||||
|
||||
tag = 'btc'
|
||||
symbol = tag.upper() + '/USDT'
|
||||
df_qfq = common.getDataFromDb_DF('15m', tag.lower())
|
||||
print(df_qfq)
|
||||
|
||||
# # 处理字段命名，以符合Backtrader的要求
|
||||
# df_qfq.columns = ['date', 'open', 'close', 'high', 'low', 'volume', ]
|
||||
# # 把date作为日期索引，以符合Backtrader的要求
|
||||
# df_qfq.index = pd.to_datetime(df_qfq['date'])
|
||||
# start_date = datetime.strptime(sdate, "%Y%m%d") # 转换日期格式
|
||||
# end_date = datetime.strptime(edate, "%Y%m%d")
|
||||
start_date = datetime(2023, 4, 6)
|
||||
end_date = datetime(2023, 4, 9)
|
||||
data = bt.feeds.PandasData(dataname=df_qfq, fromdate=start_date,
|
||||
todate=end_date) # 规范化数据格式
|
||||
|
||||
cerebro.adddata(data) # 加载数据
|
||||
cerebro.addstrategy(BollStrategy, nk=13, printlog=True) # 加载交易策略
|
||||
cerebro.broker.setcash(start_cash) # broker设置资金
|
||||
cerebro.broker.setcommission(commission=commfee) # broker手续费
|
||||
cerebro.addsizer(bt.sizers.FixedSize, stake=stake) # 设置买入数量
|
||||
print("期初总资金: %.2f" % start_cash)
|
||||
cerebro.run() # 运行回测
|
||||
end_value = cerebro.broker.getvalue() # 获取回测结束后的总资金
|
||||
print("期末总资金: %.2f" % end_value)
|
||||
# cerebro.plot(style='candle')
|
||||
@@ -0,0 +1,61 @@
|
||||
# coding:utf-8
|
||||
|
||||
import pandas as pd
|
||||
|
||||
import matplotlib.pyplot as plt
|
||||
|
||||
|
||||
from catalyst import run_algorithm
|
||||
from catalyst.api import order, record, symbol
|
||||
|
||||
'''
|
||||
cd /Users/midoks/Desktop/mwdev/server/mdserver-web && source bin/activate
|
||||
|
||||
|
||||
cd /www/server/mdserver-web && source bin/activate && source activate catalys
|
||||
|
||||
cd /Users/midoks/Desktop/mwdev/server/mdserver-web && python3 plugins/cryptocurrency_trade/ccxt/test/p_test.py
|
||||
catalyst ingest-exchange -x binance -i btc_usdt -f minute
|
||||
|
||||
cd /www/server/mdserver-web && python3 plugins/cryptocurrency_trade/ccxt/test/p_test.py
|
||||
'''
|
||||
|
||||
|
||||
def initialize(context):
|
||||
# 初始化
|
||||
context.asset = symbol('btc_usdt')
|
||||
|
||||
|
||||
def handle_data(context, data):
|
||||
# 循环策略
|
||||
order(context.asset, 1)
|
||||
record(btc=data.current(context.asset, 'price'))
|
||||
|
||||
|
||||
def analyze(context, perf):
|
||||
|
||||
print(perf.portfolio_value)
|
||||
|
||||
ax1 = plt.subplot(211)
|
||||
perf.portfolio_value.plot(ax=ax1)
|
||||
|
||||
ax1.set_ylabel('portfolio value')
|
||||
|
||||
ax2 = plt.subplot(212, sharex=ax1)
|
||||
perf.btc.plot(ax=ax2)
|
||||
ax2.set_ylabel('bitcoin value')
|
||||
plt.show()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
run_algorithm(
|
||||
capital_base=10000,
|
||||
data_frequency='daily',
|
||||
initialize=initialize,
|
||||
handle_data=handle_data,
|
||||
analyze=analyze,
|
||||
exchange_name='binance',
|
||||
quote_currenty='usdt',
|
||||
start=pd.to_datetime("2018-01-01", utc=True),
|
||||
end=pd.to_datetime("2018-10-01", utc=True),
|
||||
)
|
||||
@@ -0,0 +1,9 @@
|
||||
CREATE TABLE IF NOT EXISTS `ct_xx1_xx2` (
|
||||
`addtime` BIGINT(20) not NULL,
|
||||
`open` float NOT NULL,
|
||||
`high` float NOT NULL,
|
||||
`low` float NOT NULL,
|
||||
`close` float NOT NULL,
|
||||
`vol` float NOT NULL,
|
||||
UNIQUE KEY `addtime` (`addtime`)
|
||||
);
|
||||
@@ -0,0 +1,11 @@
|
||||
CREATE TABLE IF NOT EXISTS `ct_order_list` (
|
||||
`id` BIGINT(20) not NULL,
|
||||
'strategy_name' varchar(50) NULL,
|
||||
`symbol` varchar(50) NOT NULL,
|
||||
`fee` float NOT NULL,
|
||||
`price` float NOT NULL,
|
||||
`closing_price` float NOT NULL comment '',
|
||||
`profit` float NOT NULL,
|
||||
`source` TEXT,
|
||||
`addtime` BIGINT(20) not NULL
|
||||
);
|
||||
@@ -0,0 +1,14 @@
|
||||
[program:{$NAME}]
|
||||
command=bash -c "cd {$RUN_ROOT} && source bin/activate && python3 {$ABS_FILE} long"
|
||||
directory={$RUN_ROOT}
|
||||
autorestart=true
|
||||
startsecs=3
|
||||
startretries=3
|
||||
stdout_logfile={$SUP_ROOT}/log/{$NAME}.out.log
|
||||
stderr_logfile={$SUP_ROOT}/log/{$NAME}.err.log
|
||||
stdout_logfile_maxbytes=2MB
|
||||
stderr_logfile_maxbytes=2MB
|
||||
user=root
|
||||
priority=999
|
||||
numprocs=1
|
||||
process_name=%(program_name)s
|
||||
@@ -0,0 +1,14 @@
|
||||
[program:{$NAME}]
|
||||
command=bash -c "cd {$RUN_ROOT} && source bin/activate && python3 plugins/cryptocurrency_trade/ccxt/public_data/data.py long"
|
||||
directory={$RUN_ROOT}
|
||||
autorestart=true
|
||||
startsecs=3
|
||||
startretries=3
|
||||
stdout_logfile={$SUP_ROOT}/log/{$NAME}.out.log
|
||||
stderr_logfile={$SUP_ROOT}/log/{$NAME}.err.log
|
||||
stdout_logfile_maxbytes=2MB
|
||||
stderr_logfile_maxbytes=2MB
|
||||
user=root
|
||||
priority=999
|
||||
numprocs=1
|
||||
process_name=%(program_name)s
|
||||
@@ -0,0 +1,350 @@
|
||||
# coding:utf-8
|
||||
|
||||
import sys
|
||||
import io
|
||||
import os
|
||||
import time
|
||||
import re
|
||||
import string
|
||||
import subprocess
|
||||
import json
|
||||
|
||||
web_dir = os.getcwd() + "/web"
|
||||
if os.path.exists(web_dir):
|
||||
sys.path.append(web_dir)
|
||||
os.chdir(web_dir)
|
||||
|
||||
import core.mw as mw
|
||||
|
||||
app_debug = False
|
||||
if mw.isAppleSystem():
|
||||
app_debug = True
|
||||
|
||||
|
||||
def getPluginName():
|
||||
return 'cryptocurrency_trade'
|
||||
|
||||
|
||||
def getPluginDir():
|
||||
return mw.getPluginDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def getServerDir():
|
||||
return mw.getServerDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def contentReplace(content):
|
||||
service_path = mw.getServerDir()
|
||||
content = content.replace('{$ROOT_PATH}', mw.getFatherDir())
|
||||
content = content.replace('{$SERVER_PATH}', service_path)
|
||||
content = content.replace(
|
||||
'{$SERVER_APP}', service_path + '/' + getPluginName())
|
||||
return content
|
||||
|
||||
|
||||
def getArgs():
|
||||
args = sys.argv[2:]
|
||||
tmp = {}
|
||||
args_len = len(args)
|
||||
if args_len == 1:
|
||||
t = args[0].strip('{').strip('}')
|
||||
if t.strip() == '':
|
||||
tmp = []
|
||||
else:
|
||||
t = t.split(':', 1)
|
||||
tmp[t[0]] = t[1]
|
||||
tmp[t[0]] = t[1]
|
||||
elif args_len > 1:
|
||||
|
||||
for i in range(len(args)):
|
||||
t = args[i].split(':', 1)
|
||||
tmp[t[0]] = t[1]
|
||||
return tmp
|
||||
|
||||
|
||||
def checkArgs(data, ck=[]):
|
||||
for i in range(len(ck)):
|
||||
if not ck[i] in data:
|
||||
return (False, mw.returnJson(False, '参数:(' + ck[i] + ')没有!'))
|
||||
return (True, mw.returnJson(True, 'ok'))
|
||||
|
||||
|
||||
def isSqlError(mysqlMsg):
|
||||
# 检测数据库执行错误
|
||||
mysqlMsg = str(mysqlMsg)
|
||||
if "MySQLdb" in mysqlMsg:
|
||||
return mw.returnJson(False, 'MySQLdb组件缺失! <br>进入SSH命令行输入: pip install mysql-python | pip install mysqlclient==2.0.3')
|
||||
if "2002," in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
|
||||
if "2003," in mysqlMsg:
|
||||
return mw.returnJson(False, "Can't connect to MySQL server on '127.0.0.1' (61)")
|
||||
if "using password:" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库密码错误')
|
||||
if "1045" in mysqlMsg:
|
||||
return mw.returnJson(False, '连接错误!')
|
||||
if "SQL syntax" in mysqlMsg:
|
||||
return mw.returnJson(False, 'SQL语法错误!')
|
||||
if "Connection refused" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
|
||||
if "1133," in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库用户不存在!')
|
||||
if "1007," in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库已经存在!')
|
||||
return None
|
||||
|
||||
|
||||
def getConfigData():
|
||||
cfg_path = getServerDir() + "/data.cfg"
|
||||
if not os.path.exists(cfg_path):
|
||||
mw.writeFile(cfg_path, '{}')
|
||||
t = mw.readFile(cfg_path)
|
||||
return json.loads(t)
|
||||
|
||||
|
||||
def writeConf(data):
|
||||
cfg_path = getServerDir() + "/data.cfg"
|
||||
mw.writeFile(cfg_path, json.dumps(data))
|
||||
return True
|
||||
|
||||
|
||||
def getDbConf():
|
||||
data = getConfigData()
|
||||
if 'db' in data:
|
||||
return mw.returnJson(True, 'ok', data['db'])
|
||||
return mw.returnJson(False, 'ok', {})
|
||||
|
||||
|
||||
def getUserConf():
|
||||
data = getConfigData()
|
||||
if 'user' in data:
|
||||
return mw.returnJson(True, 'ok', data['user'])
|
||||
return mw.returnJson(False, 'ok', {})
|
||||
|
||||
|
||||
def restartSup():
|
||||
cmd = 'python3 plugins/supervisor/index.py restart'
|
||||
mw.execShell(cmd)
|
||||
|
||||
|
||||
def restartSupDst(name):
|
||||
cmd = 'python3 plugins/supervisor/index.py restart_job {"name":"' + \
|
||||
name + '","status":"stop"}'
|
||||
mw.execShell(cmd)
|
||||
|
||||
|
||||
def syncDataAddTaskUninstall():
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnJson(False, '需要安装并启动supervisor插件')
|
||||
|
||||
name = "ct_task"
|
||||
sup_task_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
if os.path.exists(sup_task_dst):
|
||||
mw.execShell('rm -rf ' + sup_task_dst)
|
||||
|
||||
restartSup()
|
||||
return mw.returnJson(True, '删除同步数据任务成功!')
|
||||
|
||||
|
||||
def syncDataAddTaskInstall():
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnJson(False, '需要安装并启动supervisor插件')
|
||||
|
||||
name = "ct_task"
|
||||
sup_task_tpl = getPluginDir() + '/conf/sup_task.tpl'
|
||||
sup_task_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
content = mw.readFile(sup_task_tpl)
|
||||
content = content.replace(
|
||||
'{$RUN_ROOT}', mw.getServerDir() + '/mdserver-web')
|
||||
content = content.replace(
|
||||
'{$SUP_ROOT}', sup_path)
|
||||
content = content.replace(
|
||||
'{$NAME}', name)
|
||||
|
||||
mw.writeFile(sup_task_dst, content)
|
||||
restartSup()
|
||||
return mw.returnJson(True, '添加同步数据任务成功!')
|
||||
|
||||
|
||||
def syncDataAddTask():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['check'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
if args['check'] == "0":
|
||||
return syncDataAddTaskUninstall()
|
||||
return syncDataAddTaskInstall()
|
||||
|
||||
|
||||
def syncDataDelete():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['token'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
del_token = args['token']
|
||||
data = getConfigData()
|
||||
|
||||
if 'token' in data:
|
||||
data['token'].remove(del_token)
|
||||
writeConf(data)
|
||||
|
||||
return mw.returnJson(True, '删除成功!')
|
||||
|
||||
|
||||
# callback ---------------------------------- start
|
||||
def get_datasource_logs(args):
|
||||
log_file = getServerDir() + '/logs/datasource.log'
|
||||
if not os.path.exists(log_file):
|
||||
return '暂无日志'
|
||||
data = mw.getLastLine(log_file, 10)
|
||||
return data
|
||||
|
||||
|
||||
def get_strategy_logs(args):
|
||||
log_file = getServerDir() + '/logs/strategy.log'
|
||||
if not os.path.exists(log_file):
|
||||
return '暂无日志'
|
||||
data = mw.getLastLine(log_file, 10)
|
||||
return data
|
||||
|
||||
|
||||
def save_body(args):
|
||||
|
||||
path = args['path']
|
||||
encoding = args['encoding']
|
||||
data = args['data']
|
||||
|
||||
tag = args['tag']
|
||||
|
||||
if not os.path.exists(path):
|
||||
return mw.returnData(False, '文件不存在')
|
||||
try:
|
||||
if encoding == 'ascii':
|
||||
encoding = 'utf-8'
|
||||
|
||||
data = data.encode(
|
||||
encoding, errors='ignore').decode(encoding)
|
||||
|
||||
fp = open(path, 'w+', encoding=encoding)
|
||||
fp.write(data)
|
||||
fp.close()
|
||||
|
||||
set_strategy_restart({'id': tag})
|
||||
return mw.returnData(True, '文件保存成功')
|
||||
except Exception as ex:
|
||||
return mw.returnData(False, '文件保存错误:' + str(ex))
|
||||
|
||||
|
||||
def get_strategy_path(args):
|
||||
abs_id = args['id']
|
||||
name = "ct_strategy_" + abs_id
|
||||
|
||||
abs_file = get_strategy_absfile(abs_id)
|
||||
return mw.returnData(True, abs_file)
|
||||
|
||||
|
||||
def set_strategy_restart(args):
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnData(False, '需要安装并启动supervisor插件')
|
||||
|
||||
abs_id = args['id']
|
||||
name = "ct_strategy_" + abs_id
|
||||
|
||||
sup_strategy_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
|
||||
if not os.path.exists(sup_strategy_dst):
|
||||
return mw.returnData(False, '策略任务' + abs_id + '未添加!')
|
||||
|
||||
restartSupDst(name)
|
||||
return mw.returnData(True, '重启策略任务' + abs_id + '成功!')
|
||||
|
||||
|
||||
def set_strategy_status(args):
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnData(False, '需要安装并启动supervisor插件')
|
||||
|
||||
abs_id = args['id']
|
||||
name = "ct_strategy_" + abs_id
|
||||
sup_strategy_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
|
||||
if args['status'] == 'stop':
|
||||
if os.path.exists(sup_strategy_dst):
|
||||
os.remove(sup_strategy_dst)
|
||||
restartSup()
|
||||
return mw.returnData(True, '删除策略任务' + abs_id + '成功!')
|
||||
|
||||
abs_file = get_strategy_absfile(abs_id)
|
||||
sup_strategy_tpl = getPluginDir() + '/conf/sup_strategy.tpl'
|
||||
|
||||
content = mw.readFile(sup_strategy_tpl)
|
||||
content = content.replace(
|
||||
'{$RUN_ROOT}', mw.getServerDir() + '/mdserver-web')
|
||||
content = content.replace(
|
||||
'{$SUP_ROOT}', sup_path)
|
||||
content = content.replace(
|
||||
'{$NAME}', name)
|
||||
content = content.replace(
|
||||
'{$ABS_FILE}', abs_file)
|
||||
|
||||
mw.writeFile(sup_strategy_dst, content)
|
||||
restartSup()
|
||||
return mw.returnData(True, '添加策略任务' + abs_id + '成功!')
|
||||
|
||||
|
||||
def get_strategy_absfile(abs_id):
|
||||
info = getPluginDir() + '/ccxt/strategy/info.json'
|
||||
info = json.loads(mw.readFile(info))
|
||||
|
||||
path = getPluginDir() + '/ccxt/strategy'
|
||||
for x in range(len(info)):
|
||||
if info[x]['id'] == abs_id:
|
||||
return path + '/' + info[x]['file']
|
||||
|
||||
return path + '/abs.py'
|
||||
|
||||
|
||||
def get_strategy_list(args):
|
||||
info = getPluginDir() + '/ccxt/strategy/info.json'
|
||||
info = json.loads(mw.readFile(info))
|
||||
|
||||
st_path = mw.getServerDir() + '/supervisor/conf.d'
|
||||
|
||||
page = 1
|
||||
page_size = 5
|
||||
search = ''
|
||||
data = {}
|
||||
if 'page' in args:
|
||||
page = int(args['page'])
|
||||
|
||||
if 'page_size' in args:
|
||||
page_size = int(args['page_size'])
|
||||
|
||||
dlist_sum = len(info)
|
||||
|
||||
page_start = int((page - 1) * page_size)
|
||||
page_end = page_start + page_size
|
||||
|
||||
if page_end >= dlist_sum:
|
||||
ret_data = info[page_start:]
|
||||
else:
|
||||
ret_data = info[page_start:page_end]
|
||||
|
||||
for x in range(len(ret_data)):
|
||||
strategy_dst = st_path + '/ct_strategy_' + ret_data[x]['id'] + '.ini'
|
||||
if os.path.exists(strategy_dst):
|
||||
ret_data[x]['status'] = 'start'
|
||||
else:
|
||||
ret_data[x]['status'] = 'stop'
|
||||
|
||||
data['data'] = ret_data
|
||||
data['args'] = args
|
||||
data['list'] = mw.getPage(
|
||||
{'count': dlist_sum, 'p': page, 'row': page_size, 'tojs': 'getStrategyList'})
|
||||
|
||||
return data
|
||||
# callback ---------------------------------- end
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 1.1 KiB |
Executable
+26
@@ -0,0 +1,26 @@
|
||||
<style type="text/css">
|
||||
.conf_p span{width: 100px;}
|
||||
.code{padding: 20px 5px;border: 1px solid #e1e1e1;background: #fcfcfc;border-radius: 4px;line-height: 24px;}
|
||||
.code span {display: block;margin-left: 15px;margin-bottom: 0;}
|
||||
</style>
|
||||
<div class="bt-form">
|
||||
<div class="bt-w-main">
|
||||
<div class="bt-w-menu">
|
||||
<p class="bgw" onclick="pluginService('cryptocurrency_trade');">服务</p>
|
||||
<p onclick="dbConf();">数据库配置</p>
|
||||
<p onclick="syncDataList();">同步数据配置</p>
|
||||
<p onclick="userConf();">账户配置</p>
|
||||
</div>
|
||||
<div class="bt-w-con pd15">
|
||||
<div class="soft-man-con"></div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<script type="text/javascript">
|
||||
|
||||
// resetPluginWinWidth(480);
|
||||
resetPluginWinHeight(400);
|
||||
$.getScript( "/plugins/file?name=cryptocurrency_trade&f=static/js/cryptocurrency_trade.js",function(){
|
||||
pluginService('cryptocurrency_trade');
|
||||
});
|
||||
</script>
|
||||
@@ -0,0 +1,347 @@
|
||||
# coding:utf-8
|
||||
|
||||
import sys
|
||||
import io
|
||||
import os
|
||||
import time
|
||||
import re
|
||||
import string
|
||||
import subprocess
|
||||
import json
|
||||
|
||||
web_dir = os.getcwd() + "/web"
|
||||
if os.path.exists(web_dir):
|
||||
sys.path.append(web_dir)
|
||||
os.chdir(web_dir)
|
||||
|
||||
import core.mw as mw
|
||||
|
||||
app_debug = False
|
||||
if mw.isAppleSystem():
|
||||
app_debug = True
|
||||
|
||||
|
||||
def getPluginName():
|
||||
return 'cryptocurrency_trade'
|
||||
|
||||
|
||||
def getPluginDir():
|
||||
return mw.getPluginDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def getServerDir():
|
||||
return mw.getServerDir() + '/' + getPluginName()
|
||||
|
||||
|
||||
def contentReplace(content):
|
||||
service_path = mw.getServerDir()
|
||||
content = content.replace('{$ROOT_PATH}', mw.getFatherDir())
|
||||
content = content.replace('{$SERVER_PATH}', service_path)
|
||||
content = content.replace(
|
||||
'{$SERVER_APP}', service_path + '/' + getPluginName())
|
||||
return content
|
||||
|
||||
|
||||
def getArgs():
|
||||
args = sys.argv[2:]
|
||||
tmp = {}
|
||||
args_len = len(args)
|
||||
if args_len == 1:
|
||||
t = args[0].strip('{').strip('}')
|
||||
if t.strip() == '':
|
||||
tmp = []
|
||||
else:
|
||||
t = t.split(':', 1)
|
||||
tmp[t[0]] = t[1]
|
||||
tmp[t[0]] = t[1]
|
||||
elif args_len > 1:
|
||||
|
||||
for i in range(len(args)):
|
||||
t = args[i].split(':', 1)
|
||||
tmp[t[0]] = t[1]
|
||||
return tmp
|
||||
|
||||
|
||||
def checkArgs(data, ck=[]):
|
||||
for i in range(len(ck)):
|
||||
if not ck[i] in data:
|
||||
return (False, mw.returnJson(False, '参数:(' + ck[i] + ')没有!'))
|
||||
return (True, mw.returnJson(True, 'ok'))
|
||||
|
||||
|
||||
def isSqlError(mysqlMsg):
|
||||
# 检测数据库执行错误
|
||||
mysqlMsg = str(mysqlMsg)
|
||||
if "MySQLdb" in mysqlMsg:
|
||||
return mw.returnJson(False, 'MySQLdb组件缺失! <br>进入SSH命令行输入: pip install mysql-python | pip install mysqlclient==2.0.3')
|
||||
if "2002," in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
|
||||
if "2003," in mysqlMsg:
|
||||
return mw.returnJson(False, "Can't connect to MySQL server on '127.0.0.1' (61)")
|
||||
if "using password:" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库密码错误')
|
||||
if "1045" in mysqlMsg:
|
||||
return mw.returnJson(False, '连接错误!')
|
||||
if "SQL syntax" in mysqlMsg:
|
||||
return mw.returnJson(False, 'SQL语法错误!')
|
||||
if "Connection refused" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库连接失败,请检查数据库服务是否启动!')
|
||||
if "1133" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库用户不存在!')
|
||||
if "1007" in mysqlMsg:
|
||||
return mw.returnJson(False, '数据库已经存在!')
|
||||
return None
|
||||
|
||||
|
||||
def initDreplace():
|
||||
log_dir = getServerDir() + '/logs'
|
||||
if not os.path.exists(log_dir):
|
||||
d = mw.execShell('mkdir -p ' + log_dir)
|
||||
|
||||
data = getConfigData()
|
||||
data['token'] = ['btc']
|
||||
writeConf(data)
|
||||
|
||||
return True
|
||||
|
||||
|
||||
def status():
|
||||
initDreplace()
|
||||
return 'start'
|
||||
|
||||
|
||||
def start():
|
||||
syncDataAddTaskInstall()
|
||||
return 'ok'
|
||||
|
||||
|
||||
def stop():
|
||||
syncDataAddTaskUninstall()
|
||||
return 'ok'
|
||||
|
||||
|
||||
def op():
|
||||
return 'ok'
|
||||
|
||||
|
||||
def getConfigData():
|
||||
cfg_path = getServerDir() + "/data.cfg"
|
||||
if not os.path.exists(cfg_path):
|
||||
mw.writeFile(cfg_path, '{}')
|
||||
t = mw.readFile(cfg_path)
|
||||
return json.loads(t)
|
||||
|
||||
|
||||
def writeConf(data):
|
||||
cfg_path = getServerDir() + "/data.cfg"
|
||||
mw.writeFile(cfg_path, json.dumps(data))
|
||||
return True
|
||||
|
||||
|
||||
def getDbConf():
|
||||
data = getConfigData()
|
||||
if 'db' in data:
|
||||
return mw.returnJson(True, 'ok', data['db'])
|
||||
return mw.returnJson(False, 'ok', {})
|
||||
|
||||
|
||||
def setDbConf():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['db_host', 'db_port',
|
||||
'db_name', 'db_user', 'db_pass'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
data = getConfigData()
|
||||
data['db'] = args
|
||||
writeConf(data)
|
||||
|
||||
db = mw.getMyORM()
|
||||
|
||||
db.setHost(args['db_host'])
|
||||
db.setPort(args['db_port'])
|
||||
db.setUser(args['db_user'])
|
||||
db.setPwd(args['db_pass'])
|
||||
testdata = db.query('select version()')
|
||||
|
||||
isError = isSqlError(testdata)
|
||||
if isError != None:
|
||||
return isError
|
||||
|
||||
return mw.returnJson(True, '保存成功,并连通成功!', [])
|
||||
|
||||
|
||||
def getUserConf():
|
||||
data = getConfigData()
|
||||
if 'user' in data:
|
||||
return mw.returnJson(True, 'ok', data['user'])
|
||||
return mw.returnJson(False, 'ok', {})
|
||||
|
||||
|
||||
def getUserConf():
|
||||
data = getConfigData()
|
||||
if 'user' in data:
|
||||
try:
|
||||
udata = mw.deDoubleCrypt('mw', data['user'])
|
||||
udata = json.loads(udata)
|
||||
|
||||
return mw.returnJson(True, 'ok', udata)
|
||||
except Exception as e:
|
||||
pass
|
||||
return mw.returnJson(False, 'ok', {})
|
||||
|
||||
|
||||
def setUserConf():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['app_key', 'secret',
|
||||
'password', 'uid', 'exchange'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
data = getConfigData()
|
||||
data['user'] = mw.enDoubleCrypt('mw', json.dumps(args))
|
||||
writeConf(data)
|
||||
|
||||
return mw.returnJson(True, '保存成功!', [])
|
||||
|
||||
|
||||
def syncDataList():
|
||||
data = getConfigData()
|
||||
|
||||
name = "ct_task"
|
||||
if 'token' in data:
|
||||
|
||||
rdata = {}
|
||||
rdata['task_status'] = False
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
sup_task_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
if os.path.exists(sup_task_dst):
|
||||
rdata['task_status'] = True
|
||||
|
||||
rdata['list'] = data['token']
|
||||
return mw.returnJson(True, 'ok', rdata)
|
||||
return mw.returnJson(False, 'ok')
|
||||
|
||||
|
||||
def syncDataAdd():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['token'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
add_token = args['token']
|
||||
data = getConfigData()
|
||||
|
||||
if 'token' in data and data['token']:
|
||||
if not add_token in data['token']:
|
||||
data['token'].append(add_token)
|
||||
else:
|
||||
data['token'] = [add_token]
|
||||
writeConf(data)
|
||||
|
||||
return mw.returnJson(True, '保存成功!')
|
||||
|
||||
|
||||
def restartSup():
|
||||
cmd = 'python3 plugins/supervisor/index.py restart'
|
||||
mw.execShell(cmd)
|
||||
|
||||
|
||||
def restartSupDst(name):
|
||||
cmd = 'python3 plugins/supervisor/index.py restart_job {"name":"' + \
|
||||
name + '","status":"stop"}'
|
||||
mw.execShell(cmd)
|
||||
|
||||
|
||||
def syncDataAddTaskUninstall():
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnJson(False, '需要安装并启动supervisor插件')
|
||||
|
||||
name = "ct_task"
|
||||
sup_task_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
if os.path.exists(sup_task_dst):
|
||||
mw.execShell('rm -rf ' + sup_task_dst)
|
||||
|
||||
restartSup()
|
||||
return mw.returnJson(True, '删除同步数据任务成功!')
|
||||
|
||||
|
||||
def syncDataAddTaskInstall():
|
||||
sup_path = mw.getServerDir() + '/supervisor'
|
||||
if not os.path.exists(sup_path):
|
||||
return mw.returnJson(False, '需要安装并启动supervisor插件')
|
||||
|
||||
name = "ct_task"
|
||||
sup_task_tpl = getPluginDir() + '/conf/sup_task.tpl'
|
||||
sup_task_dst = sup_path + '/conf.d/' + name + '.ini'
|
||||
content = mw.readFile(sup_task_tpl)
|
||||
content = content.replace(
|
||||
'{$RUN_ROOT}', mw.getServerDir() + '/mdserver-web')
|
||||
content = content.replace(
|
||||
'{$SUP_ROOT}', sup_path)
|
||||
content = content.replace(
|
||||
'{$NAME}', name)
|
||||
|
||||
mw.writeFile(sup_task_dst, content)
|
||||
restartSup()
|
||||
return mw.returnJson(True, '添加同步数据任务成功!')
|
||||
|
||||
|
||||
def syncDataAddTask():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['check'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
if args['check'] == "0":
|
||||
return syncDataAddTaskUninstall()
|
||||
return syncDataAddTaskInstall()
|
||||
|
||||
|
||||
def syncDataDelete():
|
||||
args = getArgs()
|
||||
data_args = checkArgs(args, ['token'])
|
||||
if not data_args[0]:
|
||||
return data_args[1]
|
||||
|
||||
del_token = args['token']
|
||||
data = getConfigData()
|
||||
|
||||
if 'token' in data:
|
||||
data['token'].remove(del_token)
|
||||
writeConf(data)
|
||||
|
||||
return mw.returnJson(True, '删除成功!')
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
func = sys.argv[1]
|
||||
if func == 'status':
|
||||
print(status())
|
||||
elif func == 'start':
|
||||
print(start())
|
||||
elif func == 'stop':
|
||||
print(stop())
|
||||
elif func == 'restart':
|
||||
print(op())
|
||||
elif func == 'reload':
|
||||
print(op())
|
||||
elif func == 'get_db_conf':
|
||||
print(getDbConf())
|
||||
elif func == 'set_db_conf':
|
||||
print(setDbConf())
|
||||
elif func == 'get_user_conf':
|
||||
print(getUserConf())
|
||||
elif func == 'set_user_conf':
|
||||
print(setUserConf())
|
||||
elif func == 'sync_data_list':
|
||||
print(syncDataList())
|
||||
elif func == 'sync_data_add':
|
||||
print(syncDataAdd())
|
||||
elif func == 'sync_data_delete':
|
||||
print(syncDataDelete())
|
||||
elif func == 'sync_data_add_task':
|
||||
print(syncDataAddTask())
|
||||
else:
|
||||
print('error')
|
||||
Executable
+36
@@ -0,0 +1,36 @@
|
||||
{
|
||||
"hook":[
|
||||
{
|
||||
"tag":"menu",
|
||||
"menu": {
|
||||
"title":"量化交易",
|
||||
"name":"cryptocurrency_trade",
|
||||
"path":"static/html/index.html",
|
||||
"css_path":"static/css/cryptocurrency_trade.css",
|
||||
"js_path":"static/js/cryptocurrency_trade.js"
|
||||
}
|
||||
},
|
||||
{
|
||||
"tag":"global_static",
|
||||
"global_static": {
|
||||
"title":"量化交易",
|
||||
"name":"cryptocurrency_trade",
|
||||
"css_path":"static/css/ico.css"
|
||||
}
|
||||
}
|
||||
],
|
||||
"ps": "基于CCXT的数字货币量化交易插件",
|
||||
"name": "cryptocurrency_trade",
|
||||
"title": "量化交易",
|
||||
"versions": ["1.0"],
|
||||
"tip": "soft",
|
||||
"checks": "server/cryptocurrency_trade",
|
||||
"path":"server/cryptocurrency_trade",
|
||||
"author": "midoks",
|
||||
"date": "2022-02-25",
|
||||
"home": "https://github.com/ccxt/ccxt",
|
||||
"type": "量化交易",
|
||||
"shell": "install.sh",
|
||||
"pid": "5",
|
||||
"sort": 7
|
||||
}
|
||||
Executable
+63
@@ -0,0 +1,63 @@
|
||||
#!/bin/bash
|
||||
PATH=/bin:/sbin:/usr/bin:/usr/sbin:/usr/local/bin:/usr/local/sbin:~/bin
|
||||
export PATH
|
||||
|
||||
# cd /www/server/mdserver-web/plugins/cryptocurrency_trade && bash install.sh install
|
||||
|
||||
curPath=`pwd`
|
||||
rootPath=$(dirname "$curPath")
|
||||
rootPath=$(dirname "$rootPath")
|
||||
serverPath=$(dirname "$rootPath")
|
||||
|
||||
|
||||
VERSION=$2
|
||||
|
||||
# pip3 install ccxt
|
||||
if [ -f ${rootPath}/bin/activate ];then
|
||||
source ${rootPath}/bin/activate
|
||||
fi
|
||||
pip3 install ccxt
|
||||
pip3 install pandas
|
||||
pip3 install pandas_ta
|
||||
pip3 install pyTelegramBotAPI
|
||||
pip3 install catalyst
|
||||
pip3 install matplotlib==3.2.2
|
||||
|
||||
|
||||
Install_App()
|
||||
{
|
||||
echo '正在安装脚本文件...'
|
||||
mkdir -p $serverPath/source/cryptocurrency_trade
|
||||
mkdir -p $serverPath/cryptocurrency_trade
|
||||
echo "${VERSION}" > $serverPath/cryptocurrency_trade/version.pl
|
||||
|
||||
if [ ! -f $serverPath/source/cryptocurrency_trade/ta-lib-0.4.0-src.tar.gz ];then
|
||||
wget -O $serverPath/source/cryptocurrency_trade/ta-lib-0.4.0-src.tar.gz https://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz
|
||||
fi
|
||||
|
||||
if [ ! -d $serverPath/source/cryptocurrency_trade/ta-lib ];then
|
||||
cd $serverPath/source/cryptocurrency_trade/ta-lib && tar -xzf ta-lib-0.4.0-src.tar.gz
|
||||
cd ta-lib && ./configure --prefix=/usr && make && make install
|
||||
rm -rf $serverPath/source/cryptocurrency_trade/ta-lib
|
||||
|
||||
pip3 install ta-lib
|
||||
fi
|
||||
|
||||
cd ${rootPath} && python3 ${rootPath}/plugins/cryptocurrency_trade/index.py start
|
||||
echo '安装完成'
|
||||
|
||||
}
|
||||
|
||||
Uninstall_App()
|
||||
{
|
||||
rm -rf $serverPath/cryptocurrency_trade
|
||||
cd ${rootPath} && python3 ${rootPath}/plugins/cryptocurrency_trade/index.py stop
|
||||
echo "卸载完成"
|
||||
}
|
||||
|
||||
action=$1
|
||||
if [ "${1}" == 'install' ];then
|
||||
Install_App
|
||||
else
|
||||
Uninstall_App
|
||||
fi
|
||||
@@ -0,0 +1,11 @@
|
||||
.screen-all {
|
||||
padding: 5px;
|
||||
}
|
||||
|
||||
.s-right .panel-default{
|
||||
margin-bottom: 10px;
|
||||
}
|
||||
|
||||
.s-left .panel-default{
|
||||
margin-bottom: 10px;
|
||||
}
|
||||
@@ -0,0 +1,11 @@
|
||||
|
||||
/* menu start */
|
||||
.menu .current .menu_plugin_cryptocurrency_trade:hover {
|
||||
background-image: url("/plugins/file?name=cryptocurrency_trade&f=ico.png");
|
||||
}
|
||||
|
||||
.menu .menu_plugin_cryptocurrency_trade {
|
||||
background-image: url("/plugins/file?name=cryptocurrency_trade&f=ico.png");
|
||||
}
|
||||
|
||||
/* menu end */
|
||||
@@ -0,0 +1,65 @@
|
||||
|
||||
<div class="main-content">
|
||||
<div class="screen-all">
|
||||
<div class="content-screen safe bgw mtb15 ptb10 radius4 row" style="height: 300px;">
|
||||
<!-- start -->
|
||||
|
||||
<div class="s-left col-md-8" style="padding-left: 2.5px;padding-right: 5px; overflow-y: scroll;height: 400px;">
|
||||
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-heading">订单数据</div>
|
||||
<div class="panel-body">Panel content</div>
|
||||
</div>
|
||||
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-heading">交易图表</div>
|
||||
<div class="panel-body" style="padding: 0px;">
|
||||
<div></div>
|
||||
<div id="k_echarts" style="width: auto;height:400px;"></div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-heading">策略交易日志</div>
|
||||
<div class="panel-body" style="padding: 0px;">
|
||||
<pre id="strategy_log" style="border:none;font-size:12px;white-space: pre;margin: 0px;width: auto;height: 200px;background-color: #333;color:#fff; padding:0 5px">当前没有日志.</pre>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="s-right col-md-4" style="padding-left: 2.5px;padding-right: 5px; overflow-y: scroll;height: 400px;">
|
||||
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-heading">策略配置</div>
|
||||
<div class="panel-body divtable pd15 relative" style="padding: 2px 2px 5px;">
|
||||
<table class="table table-hover" width="100%" cellspacing="0" cellpadding="0" border="0">
|
||||
<thead>
|
||||
<tr>
|
||||
<th width="20">序列</th>
|
||||
<th width="120">说明</th>
|
||||
<th width="10">状态</th>
|
||||
<th style="text-align: right;" width="50">操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="strategy_list"></tbody>
|
||||
</table>
|
||||
<div class="dataTables_paginate paging_bootstrap pagination">
|
||||
<ul id="strategy_list_page" class="page"></ul>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-heading">数据源日志</div>
|
||||
<div class="panel-body" style="padding: 0px;">
|
||||
<pre id="datasource_log" style="border:none;font-size:12px;white-space: pre;margin: 0px;width: auto;height: 200px;background-color: #333;color:#fff; padding:0 5px">当前没有日志.</pre>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<!-- end -->
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -0,0 +1,964 @@
|
||||
|
||||
function appPost(method,args,callback, title){
|
||||
var _args = null;
|
||||
if (typeof(args) == 'string'){
|
||||
_args = JSON.stringify(toArrayObject(args));
|
||||
} else {
|
||||
_args = JSON.stringify(args);
|
||||
}
|
||||
|
||||
var _title = '正在获取...';
|
||||
if (typeof(title) != 'undefined'){
|
||||
_title = title;
|
||||
}
|
||||
|
||||
var loadT = layer.msg(_title, { icon: 16, time: 0, shade: 0.3 });
|
||||
$.post('/plugins/run', {name:'cryptocurrency_trade', func:method, args:_args}, function(data) {
|
||||
layer.close(loadT);
|
||||
if (!data.status){
|
||||
layer.msg(data.msg,{icon:0,time:2000,shade: [0.3, '#000']});
|
||||
return;
|
||||
}
|
||||
|
||||
if(typeof(callback) == 'function'){
|
||||
callback(data);
|
||||
}
|
||||
},'json');
|
||||
}
|
||||
|
||||
function appPostN(method,args,callback, title){
|
||||
|
||||
var _args = null;
|
||||
if (typeof(args) == 'string'){
|
||||
_args = JSON.stringify(toArrayObject(args));
|
||||
} else {
|
||||
_args = JSON.stringify(args);
|
||||
}
|
||||
|
||||
var _title = '正在获取...';
|
||||
if (typeof(title) != 'undefined'){
|
||||
_title = title;
|
||||
}
|
||||
$.post('/plugins/run', {name:'cryptocurrency_trade', func:method, args:_args}, function(data) {
|
||||
if(typeof(callback) == 'function'){
|
||||
callback(data);
|
||||
}
|
||||
},'json');
|
||||
}
|
||||
|
||||
function appAsyncPost(method,args){
|
||||
var _args = null;
|
||||
if (typeof(args) == 'string'){
|
||||
_args = JSON.stringify(toArrayObject(args));
|
||||
} else {
|
||||
_args = JSON.stringify(args);
|
||||
}
|
||||
|
||||
var loadT = layer.msg('正在获取...', { icon: 16, time: 0, shade: 0.3 });
|
||||
return syncPost('/plugins/run', {name:'cryptocurrency_trade', func:method, args:_args});
|
||||
}
|
||||
|
||||
|
||||
function appPostCallbak(method, args,callback, script){
|
||||
var loadT = layer.msg('正在获取...', { icon: 16, time: 0, shade: 0.3 });
|
||||
|
||||
var req_data = {};
|
||||
req_data['name'] = 'cryptocurrency_trade';
|
||||
req_data['func'] = method;
|
||||
|
||||
if (typeof(script) != 'undefined'){
|
||||
req_data['script'] = script;
|
||||
}
|
||||
|
||||
|
||||
if (typeof(args) == 'string'){
|
||||
req_data['args'] = JSON.stringify(toArrayObject(args));
|
||||
} else {
|
||||
req_data['args'] = JSON.stringify(args);
|
||||
}
|
||||
|
||||
$.post('/plugins/callback', req_data, function(data) {
|
||||
layer.close(loadT);
|
||||
if (!data.status){
|
||||
layer.msg(data.msg,{icon:0,time:2000,shade: [0.3, '#000']});
|
||||
return;
|
||||
}
|
||||
|
||||
if(typeof(callback) == 'function'){
|
||||
callback(data);
|
||||
}
|
||||
},'json');
|
||||
}
|
||||
|
||||
|
||||
function appPostCallbakNoMsg(method, args,callback, script){
|
||||
|
||||
var req_data = {};
|
||||
req_data['name'] = 'cryptocurrency_trade';
|
||||
req_data['func'] = method;
|
||||
|
||||
if (typeof(script) != 'undefined'){
|
||||
req_data['script'] = script;
|
||||
} else {
|
||||
req_data['script'] = req_data['name'];
|
||||
}
|
||||
|
||||
|
||||
if (typeof(args) == 'string'){
|
||||
req_data['args'] = JSON.stringify(toArrayObject(args));
|
||||
} else {
|
||||
req_data['args'] = JSON.stringify(args);
|
||||
}
|
||||
|
||||
$.post('/plugins/callback', req_data, function(data) {
|
||||
if (!data.status){
|
||||
layer.msg(data.msg,{icon:0,time:2000,shade: [0.3, '#000']});
|
||||
return;
|
||||
}
|
||||
|
||||
if(typeof(callback) == 'function'){
|
||||
callback(data);
|
||||
}
|
||||
},'json');
|
||||
}
|
||||
|
||||
|
||||
function dbConf(){
|
||||
appPost('get_db_conf','',function(data){
|
||||
var rdata = $.parseJSON(data.data);
|
||||
// console.log(rdata);
|
||||
var db_host = '127.0.0.1';
|
||||
var db_port = '3306';
|
||||
var db_name = 'cryptocurrency_trade';
|
||||
var db_user = 'cryptocurrency_trade';
|
||||
var db_pass = 'cryptocurrency_trade';
|
||||
if(rdata['status']){
|
||||
db_data = rdata['data'];
|
||||
db_host = db_data['db_host'];
|
||||
db_port = db_data['db_port'];
|
||||
db_name = db_data['db_name'];
|
||||
db_user = db_data['db_user'];
|
||||
db_pass = db_data['db_pass'];
|
||||
}
|
||||
|
||||
var mlist = '';
|
||||
mlist += '<p><span>数据库地址</span><input style="width: 250px;" class="bt-input-text mr5" name="db_host" value="'+db_host+'" type="text"></p>'
|
||||
mlist += '<p><span>数据库端口</span><input style="width: 250px;" class="bt-input-text mr5" name="db_port" value="'+db_port+'" type="text"></p>'
|
||||
mlist += '<p><span>数据库名称</span><input style="width: 250px;" class="bt-input-text mr5" name="db_name" value="'+db_name+'" type="text"></p>'
|
||||
mlist += '<p><span>用户名</span><input style="width: 250px;" class="bt-input-text mr5" name="db_user" value="'+db_user+'" type="text"></p>'
|
||||
mlist += '<p><span>密码</span><input style="width: 250px;" class="bt-input-text mr5" name="db_pass" value="'+db_pass+'" type="text"></p>'
|
||||
|
||||
var option = '<style>.conf_p p{margin-bottom: 2px}</style>\
|
||||
<div class="conf_p" style="margin-bottom:0">\
|
||||
' + mlist + '\
|
||||
<div style="margin-top:10px; padding-right:15px" class="text-right">\
|
||||
<button class="btn btn-success btn-sm" onclick="submitDbConf()">保存</button>\
|
||||
</div>\
|
||||
</div>';
|
||||
$(".soft-man-con").html(option);
|
||||
});
|
||||
}
|
||||
|
||||
function submitDbConf(){
|
||||
|
||||
var pull_data = {};
|
||||
|
||||
pull_data['db_host'] = $('input[name="db_host"]').val();
|
||||
pull_data['db_port'] = $('input[name="db_port"]').val();
|
||||
pull_data['db_name'] = $('input[name="db_name"]').val();
|
||||
pull_data['db_user'] = $('input[name="db_user"]').val();
|
||||
pull_data['db_pass'] = $('input[name="db_pass"]').val();
|
||||
|
||||
appPost('set_db_conf',pull_data,function(data){
|
||||
var rdata = $.parseJSON(data.data);
|
||||
layer.msg(rdata['msg'],{icon:rdata['status']?1:2,time:2000,shade: [0.3, '#000']});
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function userConf(){
|
||||
appPost('get_user_conf','',function(data){
|
||||
var rdata = $.parseJSON(data.data);
|
||||
var app_key = 'app_key';
|
||||
var secret = 'secret';
|
||||
var password = 'password';
|
||||
var uid = 'uid';
|
||||
var exchange = 'okex';
|
||||
if(rdata['status']){
|
||||
db_data = rdata['data'];
|
||||
app_key = db_data['app_key'];
|
||||
secret = db_data['secret'];
|
||||
password = db_data['password'];
|
||||
uid = db_data['uid'];
|
||||
exchange = db_data['exchange'];;
|
||||
}
|
||||
|
||||
var mlist = '';
|
||||
mlist += '<p><span>交易所</span><input style="width: 250px;" class="bt-input-text mr5" name="exchange" value="'+exchange+'" type="text"><font>必填写[okex, binance]</font></p>'
|
||||
mlist += '<p><span>apiKey</span><input style="width: 250px;" class="bt-input-text mr5" name="app_key" value="'+app_key+'" type="text"><font>必填写</font></p>'
|
||||
mlist += '<p><span>secret</span><input style="width: 250px;" class="bt-input-text mr5" name="secret" value="'+secret+'" type="text"><font>必填写</font></p>'
|
||||
mlist += '<p><span>password</span><input style="width: 250px;" class="bt-input-text mr5" name="password" value="'+password+'" type="text"><font>根据情况填写</font></p>'
|
||||
mlist += '<p><span>uid</span><input style="width: 250px;" class="bt-input-text mr5" name="uid" value="'+uid+'" type="text"><font>根据情况填写</font></p>'
|
||||
|
||||
var option = '<style>.conf_p p{margin-bottom: 2px}</style>\
|
||||
<div class="conf_p" style="margin-bottom:0">\
|
||||
' + mlist + '\
|
||||
<div style="margin-top:10px; padding-right:15px" class="text-right">\
|
||||
<button class="btn btn-success btn-sm" onclick="submitUserConf()">保存</button>\
|
||||
</div>\
|
||||
</div>';
|
||||
$(".soft-man-con").html(option);
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function submitUserConf(){
|
||||
var pull_data = {};
|
||||
|
||||
pull_data['app_key'] = $('input[name="app_key"]').val();
|
||||
pull_data['secret'] = $('input[name="secret"]').val();
|
||||
pull_data['password'] = $('input[name="password"]').val();
|
||||
pull_data['uid'] = $('input[name="uid"]').val();
|
||||
pull_data['exchange'] = $('input[name="exchange"]').val();
|
||||
|
||||
appPost('set_user_conf',pull_data,function(data){
|
||||
var rdata = $.parseJSON(data.data);
|
||||
layer.msg(rdata['msg'],{icon:rdata['status']?1:2,time:2000,shade: [0.3, '#000']});
|
||||
});
|
||||
}
|
||||
|
||||
function syncDataList(){
|
||||
appPost('sync_data_list', {}, function(data){
|
||||
var rdata = $.parseJSON(data.data);
|
||||
|
||||
|
||||
var list = '';
|
||||
if (rdata['status']){
|
||||
var dlist = rdata['data']['list'];
|
||||
for(i in dlist){
|
||||
|
||||
list += '<tr>';
|
||||
list += '<td>' + dlist[i] +'</td>';
|
||||
list += '<td style="text-align:right">' +
|
||||
'<a href="javascript:;" class="btlink" onclick="syncDataDelete(\''+dlist[i]+'\')" title="删除">删除</a>' +
|
||||
'</td>';
|
||||
list += '</tr>';
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
if( list == '' ){
|
||||
list = "<tr><td colspan='2'>当前没有数据</td></tr>";
|
||||
}
|
||||
|
||||
var task_status = rdata['data']['task_status'];
|
||||
var task_status_check = '';
|
||||
if (task_status){
|
||||
task_status_check = 'checked';
|
||||
}
|
||||
|
||||
var con = '<div class="safe bgw">\
|
||||
<div>\
|
||||
<button onclick="syncDataAdd()" title="添加币种" class="btn btn-success btn-sm" type="button" style="margin-right: 5px;">添加币种</button>\
|
||||
<div class="ss-text pull-left mr50">\
|
||||
<em>是否启动</em>\
|
||||
<div class="ssh-item">\
|
||||
<input class="btswitch btswitch-ios" id="add_task" type="checkbox" '+task_status_check+'>\
|
||||
<label class="btswitch-btn" for="add_task" onclick="syncDataAddTask()"></label>\
|
||||
</div>\
|
||||
</div>\
|
||||
</div>\
|
||||
<div class="divtable mtb10">\
|
||||
<div class="tablescroll">\
|
||||
<table id="DataBody" class="table table-hover" width="100%" cellspacing="0" cellpadding="0" border="0" style="border: 0 none;">\
|
||||
<thead>\
|
||||
<th>名称</th>\
|
||||
<th style="text-align:right;">操作</th></tr>\
|
||||
</thead>\
|
||||
<tbody>'+ list +'</tbody>\
|
||||
</table>\
|
||||
</div>\
|
||||
</div>\
|
||||
</div>';
|
||||
|
||||
con += '<div class="code">\
|
||||
<span>详细如下：</span>\
|
||||
<span>*：添加同步的币种,都小写,以USDT为本币同步数据。</span>\
|
||||
<span>*：需要提前安装supervisor插件。</span>\
|
||||
</div>'
|
||||
|
||||
$(".soft-man-con").html(con);
|
||||
$('#databasePage').html(rdata.page);
|
||||
});
|
||||
}
|
||||
|
||||
function syncDataAddTask(){
|
||||
var at_check = $('#add_task').prop('checked');
|
||||
appPost("sync_data_add_task", {'check':at_check?'0':'1'}, function(data){
|
||||
rdata = $.parseJSON(data.data);
|
||||
|
||||
showMsg(rdata.msg,function(){
|
||||
if (rdata.status){
|
||||
syncDataList();
|
||||
}
|
||||
},{icon:rdata.status?1:2});
|
||||
});
|
||||
}
|
||||
|
||||
function syncDataDelete(name){
|
||||
appPost("sync_data_delete", {"token":name}, function(data){
|
||||
rdata = $.parseJSON(data.data);
|
||||
|
||||
showMsg(rdata.msg,function(){
|
||||
if (rdata.status){
|
||||
syncDataList();
|
||||
}
|
||||
},{icon:rdata.status?1:2});
|
||||
});
|
||||
}
|
||||
|
||||
function syncDataAdd() {
|
||||
layer.open({
|
||||
type: 1,
|
||||
area: '500px',
|
||||
title: '添加同步数据',
|
||||
closeBtn: 2,
|
||||
shift: 0,
|
||||
shadeClose: false,
|
||||
btn: ['确定', '取消'],
|
||||
content: "<div class='bt_conter bt-form pd15' style='height:auto;width:100%;'>\
|
||||
<div class='line'>\
|
||||
<span class='tname'>名称</span>\
|
||||
<div class='info-r c4'>\
|
||||
<input id='name' class='bt-input-text' type='text' name='name' placeholder='请输入名称' style='width:270px' />\
|
||||
</div>\
|
||||
</div>\
|
||||
<ul class='help-info-text c7' style='padding-left: 29px;margin-top:5px;'>\
|
||||
<li style='color:#F00'>注意：币种名称用小写！</li>\
|
||||
</ul>\
|
||||
</div>",
|
||||
yes: function(index, layero){
|
||||
|
||||
var token = $('input[name="name"]').val();
|
||||
appPost("sync_data_add", {"token":token}, function(data){
|
||||
rdata = $.parseJSON(data.data);
|
||||
showMsg(rdata.msg,function(){
|
||||
if (rdata.status){
|
||||
layer.close(index);
|
||||
syncDataList();
|
||||
}
|
||||
},{icon:rdata.status?1:2});
|
||||
})
|
||||
return;
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function onlineEditStrategyFile(k, f, tag) {
|
||||
if(k != 0) {
|
||||
var l = $("#PathPlace input").val();
|
||||
var h = $("#textBody").val();
|
||||
var a = $("select[name=encoding]").val();
|
||||
var loadT = layer.msg("正在保存中...", {icon: 16,time: 0});
|
||||
appPostCallbakNoMsg('save_body',{'data':h,'path':f,'encoding':a,"tag":tag}, function(data){
|
||||
var rdata = data.data;
|
||||
showMsg(rdata.msg, function(){
|
||||
if (rdata.status){
|
||||
layer.close(loadT);
|
||||
}
|
||||
},{icon: rdata.status ? 1 : 2});
|
||||
});
|
||||
return
|
||||
}
|
||||
var e = layer.msg("正在读取文件,请稍候...", {icon: 16,time: 0});
|
||||
var g = f.split(".");
|
||||
var b = g[g.length - 1];
|
||||
var d;
|
||||
switch(b) {
|
||||
case "html":
|
||||
var j = {
|
||||
name: "htmlmixed",
|
||||
scriptTypes: [{
|
||||
matches: /\/x-handlebars-template|\/x-mustache/i,
|
||||
mode: null
|
||||
}, {
|
||||
matches: /(text|application)\/(x-)?vb(a|script)/i,
|
||||
mode: "vbscript"
|
||||
}]
|
||||
};
|
||||
d = j;
|
||||
break;
|
||||
case "htm":
|
||||
var j = {
|
||||
name: "htmlmixed",
|
||||
scriptTypes: [{
|
||||
matches: /\/x-handlebars-template|\/x-mustache/i,
|
||||
mode: null
|
||||
}, {
|
||||
matches: /(text|application)\/(x-)?vb(a|script)/i,
|
||||
mode: "vbscript"
|
||||
}]
|
||||
};
|
||||
d = j;
|
||||
break;
|
||||
case "js":
|
||||
d = "text/javascript";
|
||||
break;
|
||||
case "json":
|
||||
d = "application/ld+json";
|
||||
break;
|
||||
case "css":
|
||||
d = "text/css";
|
||||
break;
|
||||
case "php":
|
||||
d = "application/x-httpd-php";
|
||||
break;
|
||||
case "tpl":
|
||||
d = "application/x-httpd-php";
|
||||
break;
|
||||
case "xml":
|
||||
d = "application/xml";
|
||||
break;
|
||||
case "sql":
|
||||
d = "text/x-sql";
|
||||
break;
|
||||
case "conf":
|
||||
d = "text/x-nginx-conf";
|
||||
break;
|
||||
default:
|
||||
var j = {
|
||||
name: "htmlmixed",
|
||||
scriptTypes: [{
|
||||
matches: /\/x-handlebars-template|\/x-mustache/i,
|
||||
mode: null
|
||||
}, {
|
||||
matches: /(text|application)\/(x-)?vb(a|script)/i,
|
||||
mode: "vbscript"
|
||||
}]
|
||||
};
|
||||
d = j
|
||||
}
|
||||
$.post("/files/get_body", "path=" + encodeURIComponent(f), function(s) {
|
||||
if(s.status === false){
|
||||
layer.msg(s.msg,{icon:5});
|
||||
return;
|
||||
}
|
||||
layer.close(e);
|
||||
var u = ["utf-8", "GBK", "GB2312", "BIG5"];
|
||||
var n = "";
|
||||
var m = "";
|
||||
var o = "";
|
||||
for(var p = 0; p < u.length; p++) {
|
||||
m = s.data.encoding == u[p] ? "selected" : "";
|
||||
n += '<option value="' + u[p] + '" ' + m + ">" + u[p] + "</option>";
|
||||
}
|
||||
var code_mirror = null;
|
||||
var r = layer.open({
|
||||
type: 1,
|
||||
shift: 5,
|
||||
closeBtn: 1,
|
||||
area: ["90%", "90%"],
|
||||
title: "在线编辑[" + f + "]",
|
||||
btn:['保存','关闭'],
|
||||
content: '<form class="bt-form pd20">\
|
||||
<div class="line">\
|
||||
<p style="color:red;margin-bottom:10px">提示：Ctrl+F 搜索关键字，Ctrl+G 查找下一个，Ctrl+S 保存，Ctrl+Shift+R 查找替换!\
|
||||
<select class="bt-input-text" name="encoding" style="width: 74px;position: absolute;top: 31px;right: 19px;height: 22px;z-index: 9999;border-radius: 0;">' + n + '</select>\
|
||||
</p>\
|
||||
<textarea class="mCustomScrollbar bt-input-text" id="textBody" style="width:100%;margin:0 auto;line-height: 1.8;position: relative;top: 10px;" value="" />\
|
||||
</div>\
|
||||
</form>',
|
||||
success:function(){
|
||||
$("#textBody").text(s.data.data);
|
||||
var q = $(window).height() * 0.9;
|
||||
$("#textBody").height(q - 160);
|
||||
code_mirror = CodeMirror.fromTextArea(document.getElementById("textBody"), {
|
||||
extraKeys: {
|
||||
"Ctrl-F": "findPersistent",
|
||||
"Ctrl-H": "replaceAll",
|
||||
"Ctrl-S": function() {
|
||||
$("#textBody").text(code_mirror.getValue());
|
||||
onlineEditStrategyFile(2, f,tag);
|
||||
},
|
||||
"Cmd-S":function() {
|
||||
$("#textBody").text(code_mirror.getValue());
|
||||
onlineEditStrategyFile(2, f,tag);
|
||||
},
|
||||
},
|
||||
mode: d,
|
||||
lineNumbers: true,
|
||||
matchBrackets: true,
|
||||
matchtags: true,
|
||||
autoMatchParens: true
|
||||
});
|
||||
code_mirror.focus();
|
||||
code_mirror.setSize("auto", q - 150);
|
||||
$(window).resize(function(){
|
||||
var q = $(window).height() * 0.9;
|
||||
code_mirror.setSize("auto", q - 150);
|
||||
});
|
||||
},
|
||||
yes:function(){
|
||||
$("#textBody").text(code_mirror.getValue());
|
||||
onlineEditStrategyFile(1, f, tag);
|
||||
}
|
||||
});
|
||||
//////////////////
|
||||
},'json');
|
||||
}
|
||||
|
||||
|
||||
// ------------------------------------------------------------------------------
|
||||
// ------------------------------------------------------------------------------
|
||||
// 大屏页功能 --------------------------------------------------------------------
|
||||
// ------------------------------------------------------------------------------
|
||||
// ------------------------------------------------------------------------------
|
||||
|
||||
|
||||
function changeDivH(){
|
||||
var l = $(window).height();
|
||||
$('.content-screen').css('height',l-80);
|
||||
$('.s-right').css('height',l-80-10);
|
||||
$('.s-left').css('height',l-80-10);
|
||||
}
|
||||
|
||||
|
||||
function dataSourceLog(){
|
||||
appPostCallbakNoMsg('get_datasource_logs',{}, function(rdata){
|
||||
$('#datasource_log').html(rdata.data);
|
||||
});
|
||||
}
|
||||
|
||||
function dataStrategyLog(){
|
||||
appPostCallbakNoMsg('get_strategy_logs',{}, function(rdata){
|
||||
$('#strategy_log').html(rdata.data);
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
// $('#strategy_list').find('span[data-id="01"]')
|
||||
function setStrategyStatus(id,status){
|
||||
appPostCallbakNoMsg('set_strategy_status',{"id":id,"status":status}, function(data){
|
||||
var rdata = data.data;
|
||||
showMsg(rdata.msg,function(){
|
||||
if (rdata.status){
|
||||
if (status == 'start'){
|
||||
$('#strategy_list').find('tr[data-id="'+id+'"] td span').removeClass('glyphicon-pause').addClass('glyphicon-play').css('color','#20a53a');
|
||||
} else{
|
||||
$('#strategy_list').find('tr[data-id="'+id+'"] td span').removeClass('glyphicon-play').addClass('glyphicon-pause').css('color','red');
|
||||
}
|
||||
}
|
||||
},{icon:rdata.status?1:2},2000);
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function setStrategyRestart(id){
|
||||
appPostCallbakNoMsg('set_strategy_restart',{"id":id}, function(data){
|
||||
console.log(data);
|
||||
var rdata = data.data;
|
||||
showMsg(rdata.msg,function(){
|
||||
if (rdata.status){
|
||||
}
|
||||
},{icon:rdata.status?1:2},2000);
|
||||
});
|
||||
}
|
||||
|
||||
function setStrategyEdit(id){
|
||||
appPostCallbakNoMsg('get_strategy_path',{"id":id}, function(data){
|
||||
onlineEditStrategyFile(0,data.data.msg,id);
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function getStrategyList(p=1){
|
||||
appPostCallbakNoMsg('get_strategy_list',{'page':p}, function(rdata){
|
||||
// console.log(rdata);
|
||||
|
||||
ldata = rdata.data.data;
|
||||
var tBody = '';
|
||||
|
||||
for (var i = 0; i < ldata.length; i++) {
|
||||
tBody += '<tr data-id="'+ldata[i]['id']+'">'
|
||||
tBody += '<td>'+ldata[i]['id']+'</td>';
|
||||
tBody += '<td>'+ldata[i]['name']+'</td>';
|
||||
|
||||
if (ldata[i]['status'] == 'start'){
|
||||
tBody += '<td><span style="color:#20a53a;cursor: pointer;" class="strategy_status glyphicon glyphicon-play"></span></td>';
|
||||
} else{
|
||||
tBody += '<td><span style="color:red;cursor: pointer;" class="strategy_status glyphicon glyphicon-pause"></span></td>';
|
||||
}
|
||||
|
||||
tBody += "<td style='text-align: right;'><a class='btlink restart'>重启</a> | <a class='btlink edit'>编辑</a></td>";
|
||||
tBody +='<tr>';
|
||||
}
|
||||
|
||||
// console.log(tBody);
|
||||
$('#strategy_list').html(tBody);
|
||||
$('#strategy_list_page').html(rdata.data.list);
|
||||
|
||||
|
||||
$('#strategy_list .strategy_status').click(function(){
|
||||
var id = $(this).parent().parent().data('id');
|
||||
var status = 'stop';
|
||||
if ($(this).hasClass('glyphicon-pause')){
|
||||
status = 'start';
|
||||
}
|
||||
setStrategyStatus(id,status);
|
||||
});
|
||||
|
||||
$('#strategy_list .restart').click(function(){
|
||||
var id = $(this).parent().parent().data('id');
|
||||
setStrategyRestart(id);
|
||||
});
|
||||
|
||||
$('#strategy_list .edit').click(function(){
|
||||
var id = $(this).parent().parent().data('id');
|
||||
setStrategyEdit(id);
|
||||
});
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
function calcKLineChats(){
|
||||
|
||||
var chartDom = document.getElementById('k_echarts');
|
||||
var myChart = echarts.init(chartDom);
|
||||
var option;
|
||||
|
||||
const upColor = '#ec0000';
|
||||
const upBorderColor = '#8A0000';
|
||||
const downColor = '#00da3c';
|
||||
const downBorderColor = '#008F28';
|
||||
// Each item: open，close，lowest，highest
|
||||
const data0 = splitData([
|
||||
['2013/1/24', 2320.26, 2320.26, 2287.3, 2362.94],
|
||||
['2013/1/25', 2300, 2291.3, 2288.26, 2308.38],
|
||||
['2013/1/28', 2295.35, 2346.5, 2295.35, 2346.92],
|
||||
['2013/1/29', 2347.22, 2358.98, 2337.35, 2363.8],
|
||||
['2013/1/30', 2360.75, 2382.48, 2347.89, 2383.76],
|
||||
['2013/1/31', 2383.43, 2385.42, 2371.23, 2391.82],
|
||||
['2013/2/1', 2377.41, 2419.02, 2369.57, 2421.15],
|
||||
['2013/2/4', 2425.92, 2428.15, 2417.58, 2440.38],
|
||||
['2013/2/5', 2411, 2433.13, 2403.3, 2437.42],
|
||||
['2013/2/6', 2432.68, 2434.48, 2427.7, 2441.73],
|
||||
['2013/2/7', 2430.69, 2418.53, 2394.22, 2433.89],
|
||||
['2013/2/8', 2416.62, 2432.4, 2414.4, 2443.03],
|
||||
['2013/2/18', 2441.91, 2421.56, 2415.43, 2444.8],
|
||||
['2013/2/19', 2420.26, 2382.91, 2373.53, 2427.07],
|
||||
['2013/2/20', 2383.49, 2397.18, 2370.61, 2397.94],
|
||||
['2013/2/21', 2378.82, 2325.95, 2309.17, 2378.82],
|
||||
['2013/2/22', 2322.94, 2314.16, 2308.76, 2330.88],
|
||||
['2013/2/25', 2320.62, 2325.82, 2315.01, 2338.78],
|
||||
['2013/2/26', 2313.74, 2293.34, 2289.89, 2340.71],
|
||||
['2013/2/27', 2297.77, 2313.22, 2292.03, 2324.63],
|
||||
['2013/2/28', 2322.32, 2365.59, 2308.92, 2366.16],
|
||||
['2013/3/1', 2364.54, 2359.51, 2330.86, 2369.65],
|
||||
['2013/3/4', 2332.08, 2273.4, 2259.25, 2333.54],
|
||||
['2013/3/5', 2274.81, 2326.31, 2270.1, 2328.14],
|
||||
['2013/3/6', 2333.61, 2347.18, 2321.6, 2351.44],
|
||||
['2013/3/7', 2340.44, 2324.29, 2304.27, 2352.02],
|
||||
['2013/3/8', 2326.42, 2318.61, 2314.59, 2333.67],
|
||||
['2013/3/11', 2314.68, 2310.59, 2296.58, 2320.96],
|
||||
['2013/3/12', 2309.16, 2286.6, 2264.83, 2333.29],
|
||||
['2013/3/13', 2282.17, 2263.97, 2253.25, 2286.33],
|
||||
['2013/3/14', 2255.77, 2270.28, 2253.31, 2276.22],
|
||||
['2013/3/15', 2269.31, 2278.4, 2250, 2312.08],
|
||||
['2013/3/18', 2267.29, 2240.02, 2239.21, 2276.05],
|
||||
['2013/3/19', 2244.26, 2257.43, 2232.02, 2261.31],
|
||||
['2013/3/20', 2257.74, 2317.37, 2257.42, 2317.86],
|
||||
['2013/3/21', 2318.21, 2324.24, 2311.6, 2330.81],
|
||||
['2013/3/22', 2321.4, 2328.28, 2314.97, 2332],
|
||||
['2013/3/25', 2334.74, 2326.72, 2319.91, 2344.89],
|
||||
['2013/3/26', 2318.58, 2297.67, 2281.12, 2319.99],
|
||||
['2013/3/27', 2299.38, 2301.26, 2289, 2323.48],
|
||||
['2013/3/28', 2273.55, 2236.3, 2232.91, 2273.55],
|
||||
['2013/3/29', 2238.49, 2236.62, 2228.81, 2246.87],
|
||||
['2013/4/1', 2229.46, 2234.4, 2227.31, 2243.95],
|
||||
['2013/4/2', 2234.9, 2227.74, 2220.44, 2253.42],
|
||||
['2013/4/3', 2232.69, 2225.29, 2217.25, 2241.34],
|
||||
['2013/4/8', 2196.24, 2211.59, 2180.67, 2212.59],
|
||||
['2013/4/9', 2215.47, 2225.77, 2215.47, 2234.73],
|
||||
['2013/4/10', 2224.93, 2226.13, 2212.56, 2233.04],
|
||||
['2013/4/11', 2236.98, 2219.55, 2217.26, 2242.48],
|
||||
['2013/4/12', 2218.09, 2206.78, 2204.44, 2226.26],
|
||||
['2013/4/15', 2199.91, 2181.94, 2177.39, 2204.99],
|
||||
['2013/4/16', 2169.63, 2194.85, 2165.78, 2196.43],
|
||||
['2013/4/17', 2195.03, 2193.8, 2178.47, 2197.51],
|
||||
['2013/4/18', 2181.82, 2197.6, 2175.44, 2206.03],
|
||||
['2013/4/19', 2201.12, 2244.64, 2200.58, 2250.11],
|
||||
['2013/4/22', 2236.4, 2242.17, 2232.26, 2245.12],
|
||||
['2013/4/23', 2242.62, 2184.54, 2182.81, 2242.62],
|
||||
['2013/4/24', 2187.35, 2218.32, 2184.11, 2226.12],
|
||||
['2013/4/25', 2213.19, 2199.31, 2191.85, 2224.63],
|
||||
['2013/4/26', 2203.89, 2177.91, 2173.86, 2210.58],
|
||||
['2013/5/2', 2170.78, 2174.12, 2161.14, 2179.65],
|
||||
['2013/5/3', 2179.05, 2205.5, 2179.05, 2222.81],
|
||||
['2013/5/6', 2212.5, 2231.17, 2212.5, 2236.07],
|
||||
['2013/5/7', 2227.86, 2235.57, 2219.44, 2240.26],
|
||||
['2013/5/8', 2242.39, 2246.3, 2235.42, 2255.21],
|
||||
['2013/5/9', 2246.96, 2232.97, 2221.38, 2247.86],
|
||||
['2013/5/10', 2228.82, 2246.83, 2225.81, 2247.67],
|
||||
['2013/5/13', 2247.68, 2241.92, 2231.36, 2250.85],
|
||||
['2013/5/14', 2238.9, 2217.01, 2205.87, 2239.93],
|
||||
['2013/5/15', 2217.09, 2224.8, 2213.58, 2225.19],
|
||||
['2013/5/16', 2221.34, 2251.81, 2210.77, 2252.87],
|
||||
['2013/5/17', 2249.81, 2282.87, 2248.41, 2288.09],
|
||||
['2013/5/20', 2286.33, 2299.99, 2281.9, 2309.39],
|
||||
['2013/5/21', 2297.11, 2305.11, 2290.12, 2305.3],
|
||||
['2013/5/22', 2303.75, 2302.4, 2292.43, 2314.18],
|
||||
['2013/5/23', 2293.81, 2275.67, 2274.1, 2304.95],
|
||||
['2013/5/24', 2281.45, 2288.53, 2270.25, 2292.59],
|
||||
['2013/5/27', 2286.66, 2293.08, 2283.94, 2301.7],
|
||||
['2013/5/28', 2293.4, 2321.32, 2281.47, 2322.1],
|
||||
['2013/5/29', 2323.54, 2324.02, 2321.17, 2334.33],
|
||||
['2013/5/30', 2316.25, 2317.75, 2310.49, 2325.72],
|
||||
['2013/5/31', 2320.74, 2300.59, 2299.37, 2325.53],
|
||||
['2013/6/3', 2300.21, 2299.25, 2294.11, 2313.43],
|
||||
['2013/6/4', 2297.1, 2272.42, 2264.76, 2297.1],
|
||||
['2013/6/5', 2270.71, 2270.93, 2260.87, 2276.86],
|
||||
['2013/6/6', 2264.43, 2242.11, 2240.07, 2266.69],
|
||||
['2013/6/7', 2242.26, 2210.9, 2205.07, 2250.63],
|
||||
['2013/6/13', 2190.1, 2148.35, 2126.22, 2190.1]
|
||||
]);
|
||||
function splitData(rawData) {
|
||||
const categoryData = [];
|
||||
const values = [];
|
||||
for (var i = 0; i < rawData.length; i++) {
|
||||
categoryData.push(rawData[i].splice(0, 1)[0]);
|
||||
values.push(rawData[i]);
|
||||
}
|
||||
return {
|
||||
categoryData: categoryData,
|
||||
values: values
|
||||
};
|
||||
}
|
||||
function calculateMA(dayCount) {
|
||||
var result = [];
|
||||
for (var i = 0, len = data0.values.length; i < len; i++) {
|
||||
if (i < dayCount) {
|
||||
result.push('-');
|
||||
continue;
|
||||
}
|
||||
var sum = 0;
|
||||
for (var j = 0; j < dayCount; j++) {
|
||||
sum += +data0.values[i - j][1];
|
||||
}
|
||||
result.push(sum / dayCount);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
option = {
|
||||
title: {
|
||||
text: '上证指数',
|
||||
left: 0
|
||||
},
|
||||
tooltip: {
|
||||
trigger: 'axis',
|
||||
axisPointer: {
|
||||
type: 'cross'
|
||||
}
|
||||
},
|
||||
legend: {
|
||||
data: ['日K', 'MA5', 'MA10', 'MA20', 'MA30']
|
||||
},
|
||||
grid: {
|
||||
left: '10%',
|
||||
right: '10%',
|
||||
bottom: '15%'
|
||||
},
|
||||
xAxis: {
|
||||
type: 'category',
|
||||
data: data0.categoryData,
|
||||
boundaryGap: false,
|
||||
axisLine: { onZero: false },
|
||||
splitLine: { show: false },
|
||||
min: 'dataMin',
|
||||
max: 'dataMax'
|
||||
},
|
||||
yAxis: {
|
||||
scale: true,
|
||||
splitArea: {
|
||||
show: true
|
||||
}
|
||||
},
|
||||
dataZoom: [
|
||||
{
|
||||
type: 'inside',
|
||||
start: 50,
|
||||
end: 100
|
||||
},
|
||||
{
|
||||
show: true,
|
||||
type: 'slider',
|
||||
top: '90%',
|
||||
start: 50,
|
||||
end: 100
|
||||
}
|
||||
],
|
||||
series: [
|
||||
{
|
||||
name: '日K',
|
||||
type: 'candlestick',
|
||||
data: data0.values,
|
||||
itemStyle: {
|
||||
color: upColor,
|
||||
color0: downColor,
|
||||
borderColor: upBorderColor,
|
||||
borderColor0: downBorderColor
|
||||
},
|
||||
markPoint: {
|
||||
label: {
|
||||
formatter: function (param) {
|
||||
return param != null ? Math.round(param.value) + '' : '';
|
||||
}
|
||||
},
|
||||
data: [
|
||||
{
|
||||
name: 'Mark',
|
||||
coord: ['2013/5/31', 2300],
|
||||
value: 2300,
|
||||
itemStyle: {
|
||||
color: 'rgb(41,60,85)'
|
||||
}
|
||||
},
|
||||
{
|
||||
name: 'highest value',
|
||||
type: 'max',
|
||||
valueDim: 'highest'
|
||||
},
|
||||
{
|
||||
name: 'lowest value',
|
||||
type: 'min',
|
||||
valueDim: 'lowest'
|
||||
},
|
||||
{
|
||||
name: 'average value on close',
|
||||
type: 'average',
|
||||
valueDim: 'close'
|
||||
}
|
||||
],
|
||||
tooltip: {
|
||||
formatter: function (param) {
|
||||
return param.name + '<br>' + (param.data.coord || '');
|
||||
}
|
||||
}
|
||||
},
|
||||
markLine: {
|
||||
symbol: ['none', 'none'],
|
||||
data: [
|
||||
[
|
||||
{
|
||||
name: 'from lowest to highest',
|
||||
type: 'min',
|
||||
valueDim: 'lowest',
|
||||
symbol: 'circle',
|
||||
symbolSize: 10,
|
||||
label: {
|
||||
show: false
|
||||
},
|
||||
emphasis: {
|
||||
label: {
|
||||
show: false
|
||||
}
|
||||
}
|
||||
},
|
||||
{
|
||||
type: 'max',
|
||||
valueDim: 'highest',
|
||||
symbol: 'circle',
|
||||
symbolSize: 10,
|
||||
label: {
|
||||
show: false
|
||||
},
|
||||
emphasis: {
|
||||
label: {
|
||||
show: false
|
||||
}
|
||||
}
|
||||
}
|
||||
],
|
||||
{
|
||||
name: 'min line on close',
|
||||
type: 'min',
|
||||
valueDim: 'close'
|
||||
},
|
||||
{
|
||||
name: 'max line on close',
|
||||
type: 'max',
|
||||
valueDim: 'close'
|
||||
}
|
||||
]
|
||||
}
|
||||
},
|
||||
{
|
||||
name: 'MA5',
|
||||
type: 'line',
|
||||
data: calculateMA(5),
|
||||
smooth: true,
|
||||
lineStyle: {
|
||||
opacity: 0.5
|
||||
}
|
||||
},
|
||||
{
|
||||
name: 'MA10',
|
||||
type: 'line',
|
||||
data: calculateMA(10),
|
||||
smooth: true,
|
||||
lineStyle: {
|
||||
opacity: 0.5
|
||||
}
|
||||
},
|
||||
{
|
||||
name: 'MA20',
|
||||
type: 'line',
|
||||
data: calculateMA(20),
|
||||
smooth: true,
|
||||
lineStyle: {
|
||||
opacity: 0.5
|
||||
}
|
||||
},
|
||||
{
|
||||
name: 'MA30',
|
||||
type: 'line',
|
||||
data: calculateMA(30),
|
||||
smooth: true,
|
||||
lineStyle: {
|
||||
opacity: 0.5
|
||||
}
|
||||
}
|
||||
]
|
||||
};
|
||||
|
||||
option && myChart.setOption(option);
|
||||
}
|
||||
|
||||
$(document).ready(function(){
|
||||
var tag = $.getUrlParam('tag');
|
||||
if(tag == 'cryptocurrency_trade'){
|
||||
changeDivH();
|
||||
|
||||
// 获取数据源更新日志
|
||||
dataSourceLog();
|
||||
setInterval(function(){
|
||||
dataSourceLog();
|
||||
},3000);
|
||||
|
||||
// 获取策略更新日志
|
||||
dataStrategyLog();
|
||||
setInterval(function(){
|
||||
dataStrategyLog();
|
||||
},5000);
|
||||
|
||||
getStrategyList(1);
|
||||
|
||||
calcKLineChats();
|
||||
}
|
||||
});
|
||||
|
||||
$(window).resize(function(){
|
||||
changeDivH();
|
||||
});
|
||||
|
||||
|
||||
Reference in New Issue
Block a user