#!/usr/bin/env python # -*- coding: utf-8 -*- import talib import cross_order as order import time # kd指标参数 fastk_period = 5 slowk_period = 3 slowk_matype = 0 slowd_period = 3 slowd_matype = 0 # kd指标超买、超卖参数 slowk_bid = 25 slowk_sell = 75 slowd_bid = 25 slowd_sell = 75 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='18') # 获取标的的最新价 df = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(20)) # 计算kdj slowk, slowd = talib.STOCH(df['high'], df['low'], df['close'], fastk_period=fastk_period, slowk_period=slowk_period, slowk_matype=slowk_matype, slowd_period=slowd_period, slowd_matype=slowd_matype) # kdj策略 if slowk.values[-1] < slowk_bid or slowd.values[-1] < slowd_bid: order.up_cross_order(symbol=symbol,ordtype='market', message='KD小于25 KDJ策略做多') elif slowk.values[-1] > slowk_sell or slowd.values[-1] > slowd_sell: order.down_cross_order(symbol=symbol,ordtype='market', message='KD大于75 KDJ策略做空') 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__': main()
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