python发明者叫什么-python_test

python_test

python_test

Author: Hukybo, Date: 2020-08-31 22:13:30

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'''backtest

start: 2020-09-03 00:00:00

end: 2020-09-04 00:00:00

period: 5m

basePeriod: 1m

exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]

'''

mp=0 # 定义一个全局变量 mp=0空仓，=1开多单，=-1开空单

prc=0

def lessthan_0(arr):

arr_len=len(arr)

if arr[arr_len-1]>arr[arr_len-2] and arr[arr_len-2]<0 and arr[arr_len-1]>0:

return True

def morethan_100(arr):

arr_len=len(arr)

if arr[arr_len-1]100 and arr[arr_len-1]<100:

return True

def is_up(arr):

arr_len=len(arr)

if arr[arr_len-1]>arr[arr_len-2] and arr[arr_len-2]>arr[arr_len-3]:

return True

def is_down(arr):

arr_len=len(arr)

if arr[arr_len-1]

return True

def is_up_cross(arr1,arr2):

if arr1[len(arr1)-2]arr2[len(arr2)-1]:

return True

def is_down_cross(arr1,arr2):

if arr1[len(arr1)-2]>arr2[len(arr2)-2] and arr1[len(arr1)-1]

return True

def onTick():

exchange.SetContractType("MA888")

bar_arr=exchange.GetRecords(PERIOD_M5)

if len(bar_arr)<36:

return

all_macd=TA.MACD(bar_arr,12,26,9)

dif=all_macd[0]

dif.pop()

dea=all_macd[1]

dea.pop()

all_kdj=TA.KDJ(bar_arr,9,3,3)

j=all_kdj[2]

j.pop()

last_close=bar_arr[len(bar_arr)-1]['Close']

global mp

global prc

if mp==0 and is_up_cross(dif,dea):

Log("")

Log("开始多仓")

exchange.SetDirection("buy")

exchange.Buy(last_close,1)

prc=last_close

mp=1

if mp==0 and is_down_cross(dif,dea):

Log("")

Log("开始空仓")

exchange.SetDirection("sell")

exchange.Sell(last_close,1)

prc=last_close

mp=-1

if mp==1 and (last_close-prc==10.0 or last_close-prc==-10.0):

Log("平多前j值：",j[len(j)-1])

exchange.SetDirection("closebuy")

exchange.Sell(last_close-1,1)

mp=0

Log("平多时j值：",j[len(j)-1])

Log("平多仓")

Log("")

if mp==-1 and (last_close-prc==-10.0 or last_close-prc==13.0):#空平条件：last_close当前价-prc开空单价，赚10元执行或者赔13元执行平仓

Log("平空前j值：",j[len(j)-1])

exchange.SetDirection("closesell")

exchange.Buy(last_close-1,1)

mp=0

Log("平空时j值：",j[len(j)-1])

Log("平空仓")

Log("")

def main():

while True:

onTick()

Sleep(1000)

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