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均线策略-赢减输加
Author:
13797386711, Date: 2022-07-24 21:29:39
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import random
def Display():
position = _C(exchange.GetPosition)#获取持仓订单
money_all = 0
if len(position) > 0:
for i in range(len(position)):
if position[i]["Type"] == 0:
Log("持仓方向：买涨","，持仓量：",position[i]["Amount"],"，仓位冻结：",position[i]["FrozenAmount"],"，持仓均价：",position[i]["Price"],
"，盯市盈亏：",position[i]["Profit"],"，合约代码：",position[i]["ContractType"],"，仓位占用保证金：",position[i]["Margin"])
elif position[i]["Type"] == 1:
Log("持仓方向：买空","，持仓量：",position[i]["Amount"],"，仓位冻结：",position[i]["FrozenAmount"],"，持仓均价：",position[i]["Price"],
"，盯市盈亏：",position[i]["Profit"],"，合约代码：",position[i]["ContractType"],"，仓位占用保证金：",position[i]["Margin"])
money_all = money_all + position[i]["Margin"]
#获取账户信息 余额 挂单余额
account = _C(exchange.GetAccount)
Log("可用余额：", account["Balance"], " 挂单冻结余额：", account["FrozenBalance"])
money_all = money_all + account["Balance"]
Log("总权益:",money_all)
def main():
num = 0
mode = exchange.IO("mode", 0)
if mode is None:
raise Exception("切换模式失败，请更新到最新托管者！")
while not exchange.IO("status"):
Sleep(3000)
LogStatus("正在等待与交易服务器连接，" + _D())
#返回交易所名称
exchange_name = _C(exchange.GetName)
Log("交易所名称：",exchange_name)
#返回期货还是股票
currency_name = _C(exchange.GetCurrency)
if currency_name == "STOCK" or currency_name == "STOCK_CNY":
Log("当前交易对象为：股票证券")
elif currency_name == "FUTURES" or currency_name == "FUTURES_CNY":
Log("当前交易对象为：商品期货")
unlock_flg = 0#锁仓标志
display_flg = 0#显示仓位标志位
trad_direction = 0#下单状态 0未下单 1买涨 -1买跌
suodin_flg = 0#锁仓标志
Price_num = 0;
sell_price_num = sell_price_num_config;
#设置合约代码
if moni_flg == 1:
Log("交易状态：实盘")
type = exchange.SetContractType("AP210")
Log(type)
else:
Log("交易状态：模拟盘")
type = exchange.SetContractType("AP888")
Log(type)
while 1:
num = num + 1
if num > 1000000:
num = 0
if num % 100 == 0:
display_flg = 1
now_time = _D()#获取当前时间zz
if int(now_time[11:13]) >= 9 and int(now_time[11:13]) <= 14:
r = exchange.GetRecords(PERIOD_M1)
ticker = _C(exchange.GetTicker)#获取行情
if trad_direction == 0:#未交易
#获取随机值
rand_num = random.randint(0,1)
#进入买空切入点
if rand_num == 1 :
exchange.SetDirection("buy")#买涨
if moni_flg == 1:
exchange.Buy(-1,trad_lots)#下单
else:
exchange.Buy(ticker["Last"] + 1,trad_lots)#下单
trad_direction = 1
Log("买涨")
elif rand_num == 0:
exchange.SetDirection("sell")#买空
if moni_flg == 1:
exchange.Sell(-1,trad_lots)#下单
else:
exchange.Sell(ticker["Last"] - 1,trad_lots)#下单
trad_direction = -1
Log("买空")
elif trad_direction == 1:
position = _C(exchange.GetPosition)#获取持仓订单
if len(position) > 0:
Price_num = ticker["Last"] - position[0]["Price"]
Log("Price_num = ：",Price_num);
if Price_num >= sell_price_num:
Display()
#符合平仓条件
exchange.SetDirection("closebuy")#设置买入平仓
if moni_flg == 1:
exchange.Sell(-1,trad_lots)#平仓
else:
exchange.Sell(ticker["Last"] - 1,trad_lots)#平仓
trad_direction = 0
Log("买涨平仓")
display_flg = 1
sell_price_num = sell_price_num - sell_price_tiao;
if sell_price_num < sell_price_tiao:
sell_price_num = sell_price_tiao;
Log("当前点位：",sell_price_num);
elif Price_num <= -sell_price_num:
Display()
#符合平仓条件
exchange.SetDirection("closebuy")#设置买入平仓
if moni_flg == 1:
exchange.Sell(-1,trad_lots)#平仓
else:
exchange.Sell(ticker["Last"] - 1,trad_lots)#平仓
trad_direction = 0
Log("买涨平仓")
display_flg = 1
sell_price_num = sell_price_num + sell_price_tiao;
if sell_price_num > sell_price_max:
sell_price_num = sell_price_max;
Log("当前点位：",sell_price_num);
# if int(now_time[11:13]) == 14 and int(now_time[14:16]) > 40 and suodin_flg == 0:
# Display()
# exchange.SetDirection("sell")#买空
# if moni_flg == 1:
# exchange.Sell(-1,trad_lots)#下单
# else:
# exchange.Sell(ticker["Last"] - 1,trad_lots)#平仓
# Log("隔夜锁仓")
# suodin_flg = 1
# elif int(now_time[11:13]) >= 9 and int(now_time[11:13]) <= 12 and int(now_time[14:16]) > 20 and suodin_flg == 1:
# Display()
# exchange.SetDirection("closesell")#设置卖出平仓
# if moni_flg == 1:
# exchange.Buy(-1,trad_lots)#平仓
# else:
# exchange.Buy(ticker["Last"] + 1,trad_lots)#平仓
# Log("仓位解锁")
# suodin_flg = 0
elif trad_direction == -1:
position = _C(exchange.GetPosition)#获取持仓订单
if len(position) > 0:
Price_num = position[0]["Price"] - ticker["Last"];
if Price_num >= sell_price_num:
Display()
#符合平仓条件
exchange.SetDirection("closesell")#设置卖出平仓
if moni_flg == 1:
exchange.Buy(-1,trad_lots)#平仓
else:
exchange.Buy(ticker["Last"] + 1,trad_lots)#平仓
trad_direction = 0
Log("买空平仓")
display_flg = 1
sell_price_num = sell_price_num - sell_price_tiao;
if sell_price_num < sell_price_tiao:
sell_price_num = sell_price_tiao;
Log("当前点位：",sell_price_num);
elif Price_num <= -sell_price_num:
Display()
#符合平仓条件
exchange.SetDirection("closesell")#设置卖出平仓
if moni_flg == 1:
exchange.Buy(-1,trad_lots)#平仓
else:
exchange.Buy(ticker["Last"] + 1,trad_lots)#平仓
trad_direction = 0
Log("买空平仓")
sell_price_num = sell_price_num + sell_price_tiao;
if sell_price_num > sell_price_max:
sell_price_num = sell_price_max;
Log("当前点位：",sell_price_num);
# if int(now_time[11:13]) == 14 and int(now_time[14:16]) > 40 and suodin_flg == 0:
# exchange.SetDirection("buy")#买涨
# if moni_flg == 1:
# exchange.Buy(-1,trad_lots)#下单
# else:
# exchange.Buy(ticker["Last"] + 1,trad_lots)#下单
# Log("隔夜锁仓")
# suodin_flg = -1
# elif int(now_time[11:13]) >= 9 and int(now_time[11:13]) <= 12 and int(now_time[14:16]) > 20 and suodin_flg == -1:
# exchange.SetDirection("closebuy")#设置买入平仓
# if moni_flg == 1:
# exchange.Sell(-1,trad_lots)#平仓
# else:
# exchange.Sell(ticker["Last"] - 1,trad_lots)#平仓
# Log("仓位解锁")
# suodin_flg = 0
if num % 1200 == 0:
Log("运行中",num)
Display()
else:
if num % 120 == 0:
Log("等待开盘",num)
Sleep(500)
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