python 网格交易源码_Python版简单网格策略

'''backtest

start: 2019-07-01 00:00:00

end: 2020-01-03 00:00:00

period: 1m

exchanges: [{"eid":"OKEX","currency":"BTC_USDT"}]'''

importjson#参数

beginPrice = 5000 #网格区间开始价格

endPrice = 8000 #网格区间结束价格

distance = 20 #每个网格节点的价格距离

pointProfit = 50 #每个网格节点的利润差价

amount = 0.01 #每个网格节点的挂单量

minBalance = 300 #账户最小资金余额（买入时）

#全局变量

arrNet =[]

arrMsg=[]

acc=Nonedef findOrder (orderId, NumOfTimes, ordersList =[]) :for j inrange(NumOfTimes) :

orders=Noneif len(ordersList) ==0:

orders=_C(exchange.GetOrders)else:

orders=ordersListfor i inrange(len(orders)):if orderId == orders[i]["Id"]:returnTrue

Sleep(1000)returnFalsedefcancelOrder (price, orderType) :

orders=_C(exchange.GetOrders)for i inrange(len(