python k线顶分型_手把手教你把Python单品种策略改造成多品种策略

'''backtest

start: 2019-02-20 00:00:00

end: 2020-01-10 00:00:00

period: 1m

exchanges: [{"eid":"OKEX","currency":"BTC_USDT"},{"eid":"OKEX","currency":"ETH_USDT","stocks":30},{"eid":"OKEX","currency":"LTC_USDT","stocks":100}]'''

importtimeimportjson

params={"arrBasePrice": [-1, -1, -1], #-1

"arrRatio": [0.05, 0.05, 0.05], #0.05

"arrAcc": [], #_C(exchange.GetAccount)

"arrLastCancelAll": [0, 0, 0], #0

"arrMinStocks": [0.01, 0.01, 0.01], #0.01

"arrPricePrecision": [2, 2, 2], #2

"arrAmountPrecision": [3, 2, 2], #2

"arrTick":[]

}defCancelAll(e):whileTrue :

orders=_C(e.GetOrders)for i inrange(len(orders)) :

e.CancelOrder(orders[i]["Id"], orders[i])if len(orders) ==0 :breakSleep(1000)defprocess(e, index):globalparams

ticker=_C(e.GetTicker)

params["arrTick"][index] =tickerif params["arrBasePrice"][index] == -1:

params["arrBasePrice"][index] =ticker.Lastif ticker.Last - params["arrBasePrice"][index] > 0 and (ticker.Last - params["arrBasePrice"][index]) / params["arrBasePrice"][index] > params["arrRatio"][index]:

params["arrAcc"][index] =_C(e.GetAccount)if params["arrAcc"][index].Balance * params["arrRatio"][index] / ticker.Last > params["arrMinStocks"][index]:

e.Buy(ticker.Last, params["arrAcc"][index].Balance * params["arrRatio"][index] /ticker.Last)

params["arrBasePrice"][index] =ticker.Lastif ticker.Last - params["arrBasePrice"][index] < 0 and (params["arrBasePrice"][index] - ticker.Last) / params["arrBasePrice"][index] > params["arrRatio"][index]:

params["arrAcc"][index] =_C(e.GetAccount)if params["arrAcc"][index].Stocks * params["arrRatio"][index] > params["arrMinStocks"][index]:

e.Sell(ticker.Last, params["arrAcc"][index].Stocks * params["arrRatio"][index])

params["arrBasePrice"][index] =ticker.Last

ts=time.time()if ts - params["arrLastCancelAll"][index] > 60 * 5:

CancelAll(e)

params["arrLastCancelAll"][index] =tsdefmain():globalparamsfor i inrange(len(exchanges)) :

params["arrAcc"].append(_C(exchanges[i].GetAccount))

params["arrTick"].append(_C(exchanges[i].GetTicker))

exchanges[i].SetPrecision(params["arrPricePrecision"][i], params["arrAmountPrecision"][i])for key inparams :if len(params[key])

whileTrue:

tblAcc={"type" : "table","title": "account","cols": ["账户信息"],"rows": []

}

tblTick={"type" : "table","title": "ticker","cols": ["行情信息"],"rows": []

}for i inrange(len(exchanges)):

process(exchanges[i], i)for i inrange(len(exchanges)):

tblAcc["rows"].append([json.dumps(params["arrAcc"][i])])

tblTick["rows"].append([json.dumps(params["arrTick"][i])])

LogStatus(_D(),"\n`" + json.dumps([tblAcc, tblTick]) + "`")

Sleep(500)