新增cross_dualma_order.py
# -*- coding: utf-8 -*-import cross_order as orderimport time
SHORT_WIN = 50 # 短周期窗口
LONG_WIN = 200 # 长周期窗口def main():print("任务开始时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))for symbol in order.symbol_pool:# 设置杠杆倍数 order.set_leverage(symbol=symbol, leverage='25')# 获取标的的最新价 current_price = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(LONG_WIN + 1))
close = current_price['close']# 计算双均线 short_avgs = close.rolling(window=SHORT_WIN).mean()
long_avgs = close.rolling(window=LONG_WIN).mean()# 双均线策略 # 短期均线上穿长期均线,做多 if short_avgs.iloc[-2] < long_avgs.iloc[-2] and short_avgs.iloc[-1] >= long_avgs.iloc[-1]:
order.up_cross_order(symbol, '短期均线上穿长期均线,做多')# 短期均线下穿长期均线,做空 elif short_avgs.iloc[-2] > long_avgs.iloc[-2] and short_avgs.iloc[-1] <= long_avgs.iloc[-1]:
order.down_cross_order(symbol, '短期均线下穿长期均线,做空')
time.sleep(5)print("任务结束时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))if __name__ == '__main__':print("程序运行时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))
main()
SHORT_WIN = 50 # 短周期窗口
LONG_WIN = 200 # 长周期窗口def main():print("任务开始时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))for symbol in order.symbol_pool:# 设置杠杆倍数 order.set_leverage(symbol=symbol, leverage='25')# 获取标的的最新价 current_price = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(LONG_WIN + 1))
close = current_price['close']# 计算双均线 short_avgs = close.rolling(window=SHORT_WIN).mean()
long_avgs = close.rolling(window=LONG_WIN).mean()# 双均线策略 # 短期均线上穿长期均线,做多 if short_avgs.iloc[-2] < long_avgs.iloc[-2] and short_avgs.iloc[-1] >= long_avgs.iloc[-1]:
order.up_cross_order(symbol, '短期均线上穿长期均线,做多')# 短期均线下穿长期均线,做空 elif short_avgs.iloc[-2] > long_avgs.iloc[-2] and short_avgs.iloc[-1] <= long_avgs.iloc[-1]:
order.down_cross_order(symbol, '短期均线下穿长期均线,做空')
time.sleep(5)print("任务结束时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))if __name__ == '__main__':print("程序运行时间:", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))
main()