#!/usr/bin/env python # -*- coding: utf-8 -*- import talib import cross_order as order import time def TDSequential(close): tdlist = [0, 0, 0, 0] # tdlist是存储TD结果用的,前4个无效用0占位置.因为TD定义是下标第n和n-4比较 top = 0 # 初始化上标 bot = 0 # 初始化下标 for i in range(4, len(close)): # 为何会从4开始,因为要用index n与index n-4 作比较,比他大才算TD上标1 if close.iloc[i] > close.iloc[i - 4]: # 由于i本身就是从4开始, 所以就是由4与0比较,i的最后一个循环到列表的最后一个数字,能够遍历完 top += 1 bot *= 0 if top <= 13: tdlist.append(top) else: top *= 0 bot += 1 if top >= -13: tdlist.append(-bot) return tdlist 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='25') # 获取标的的最新价 df = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(300)) tdsequential = TDSequential(df['close']) if (tdsequential[-2] == -8) and (tdsequential[-1] == -9): order.up_cross(symbol, 'td(-9) 策略做多') print('td(-9) 策略做多: ' + symbol) elif (tdsequential[-2] == 8) and (tdsequential[-1] == 9): order.down_cross(symbol, 'td(9) 策略做空') print('td(9) 策略做空: ' + symbol) if (tdsequential[-2] == -12) and (tdsequential[-1] == -13): order.up_cross(symbol, 'td(-13) 策略做多') print('td(-13) 策略做多: ' + symbol) elif (tdsequential[-2] == 12) and (tdsequential[-1] == 13): order.down_cross(symbol, 'td(13) 策略做空') print('td(13) 策略做空: ' + symbol) 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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