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2016-04-18 16:42:46 +08:00
parent b2be7a9c71
commit edc8686c1f
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README.md
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@@ -4,8 +4,8 @@
> 开源策略列表
- [窜天猴 - 移动止损版](https://www.botvs.com/strategy/13594)
- [窜天猴 多空较量 爆破版](https://www.botvs.com/strategy/13597)
- [窜天猴 - 移动止损版](https://www.botvs.com/strategy/13594)
- [均线策略 30 行打造一个正向收益系统](https://www.botvs.com/strategy/12348)
- [破冰者](https://www.botvs.com/strategy/9929)
- [Dual Thrust 商品期货](https://www.botvs.com/strategy/13011)
@@ -32,6 +32,7 @@
- [【Demo】速度测试 websocket vs rest](https://www.botvs.com/strategy/7547)
- [记录净资产变动情况2.0](https://www.botvs.com/strategy/8916)
- [入门模板之各个平台余额](https://www.botvs.com/strategy/48)
- [平台价格比较1.0](https://www.botvs.com/strategy/8266)
- [MACD低买高卖自动跟单滑动止损](https://www.botvs.com/strategy/3)
- [均线买卖策略](https://www.botvs.com/strategy/143)
- [趋势跟踪震荡策略](https://www.botvs.com/strategy/179)
平台价格比较1.0.js
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/*
策略出处: https://www.botvs.com/strategy/8266
策略名称: 平台价格比较1.0
策略作者: luoluchang
策略描述:
1.4---增加告警周期设置
1.3---增加微信通知
1.2---支持期货平台
1.1---稳定版本
参数 默认值 描述
------------- ----- ----------------------------
CType0 0 所0货币类型: 人民币|美元
ContractType0 0 所0合约类型: 当周|下周|当月|季度
MLevel0 0 所0杠杆大小: 10倍|20倍
ContractType1 0 所1合约类型: 当周|下周|当月|季度
MLevel1 0 所1杠杠大小: 10倍|20倍
LoopInterval 5000 轮询间隔(毫秒)
MaxVal 105 值上限
MinVal 102 值下限
AlarmPeriod 20 告警周期(单位:轮询时长)
CType1 0 所1货币类型: 人民币|美元
Interval 1000 函数重试间隔
Price0 0 所0价格类型: Asks[0]|Last|Bids[0]
Price1 0 所1价格类型: Asks[0]|Last|Bids[0]
Option 0 比较类型: Sub|Dev
按钮 默认值 描述
---- ---------- ----
推送切换 __button__ 微信推送
*/
var _ContractType0 = ["this_week", "next_week", "month", "quarter"][ContractType0];
var _MarginLeve0 = [10, 20][MLevel0];
var _ContractType1 = ["this_week", "next_week", "month", "quarter"][ContractType1];
var _MarginLeve1 = [10, 20][MLevel1];
var usdrate0 = 6.35;
var usdrate1 = 6.35;
var rate0 = 1;
var rate1 = 1;
var TS = 0; //是否告警
var _CType0 = [0, 1][CType0];
var _CType1 = [0, 1][CType1];
var _Price0 = [0, 1, 2][Price0];//Asks[0], Last, Bids[0]
var _Price1 = [0, 1, 2][Price1];//Asks[0], Last, Bids[0]
var _Option = [0, 1][Option]; //Sub, Dev
var CanAlarm = true;
//外部值
//var MaxRate = 104.2 //最大值
//var MinVal = 103.2 //最小值
//var AlarmPeriod = 120; //单位:一个ticker的时间，约0.5秒
//var Interval = 500; //重试间隔
function _N(v, precision) {
if (typeof(precision) != 'number') {
precision = 4;
}
if(!v)
return 0;
var d = parseFloat(v.toFixed(Math.max(10, precision+5)));
s = d.toString().split(".");
if (s.length < 2 || s[1].length <= precision) {
return d;
}
var b = Math.pow(10, precision);
return Math.floor(d*b)/b;
}
function GetTicker(e) {
while (true) {
var ticker = EnsureCall(e, 'GetTicker');
if (ticker && ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) {
return ticker;
}
Sleep(Interval);
}
}
function EnsureCall(e, method) {
var r;
while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) {
Sleep(Interval);
}
return r;
}
function sdGetDepth(e) {
var dpth = null;
while ( !(dpth = e.GetDepth()) || dpth.Asks.length <= 0 || dpth.Bids.length <= 0) {
Sleep(Interval);
}
return dpth;
}
function getCmd() {
var cmd = GetCommand();
if(cmd) {
//Log(" ------ : ", cmd);
var strNum = cmd.replace(/[^0-9]/ig,"");
if(cmd.indexOf("推送切换") >= 0)
{
var ms = "现在推送状态为: ";
if(TS == 1) {
TS = 0;
ms = ms + "无";
}
else {
TS = 1;
ms = ms + "有";
}
Log(ms, "#000000ff0000");
}
}
}
function main() {
//局部变量申请
var ticker0 = null;
var ticker1 = null;
var depths0 = null;
var depths1 = null;
var price0 = 1;
var price1 = 1;
var priceDev = 0.0;
var tickerCnt = 0;
var name0 = exchanges[0].GetName();
var name1 = exchanges[1].GetName();
var coin0 = exchanges[0].GetCurrency();
var coin1 = exchanges[1].GetCurrency();
//检查和设置交易所
if(exchanges[0].GetName() == 'Futures_OKCoin') {
Log(name0, coin0, "是:期货价格");
exchanges[0].SetContractType(_ContractType0);
exchanges[0].SetMarginLevel(_MarginLeve0);
}
else
Log(name0, coin0, "是:现货价格");
if(exchanges[1].GetName() == 'Futures_OKCoin') {
Log(name1, coin1, "是:期货价格");
exchanges[1].SetContractType(_ContractType1);
exchanges[1].SetMarginLevel(_MarginLeve1);
}
else
Log(name1, coin1, "是:现货价格");
usdrate0 = exchanges[0].GetUSDCNY();
usdrate1 = exchanges[1].GetUSDCNY();
rate0 = exchanges[0].GetRate();
rate1 = exchanges[1].GetRate();
//设置汇率和日志,内部用量值
if(_CType0 == 1){//要求使用美元
if(rate0 == 1) //当前人民币计价
exchanges[0].SetRate(1/usdrate0);
else
exchanges[0].SetRate(1);
}
else //要求使用人民币
{
if(rate0 == 1) //当前人民币计价
exchanges[0].SetRate(1);
else
exchanges[0].SetRate(usdrate0);
}
if(_CType1 == 1){//要求使用美元
if(rate1 == 1) //当前人民币计价
exchanges[1].SetRate(1/usdrate1);
else
exchanges[1].SetRate(1);
}
else //要求使用人民币
{
if(rate1 == 1) //当前人民币计价
exchanges[1].SetRate(1);
else
exchanges[1].SetRate(usdrate1);
}
Log(name0, _CType0 == 0 ? "计价货币: RMB" : "计价货币: USD");
Log(name1, _CType1 == 0 ? "计价货币: RMB" : "计价货币: USD");
SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset");
EnableLogLocal(false);
LoopInterval = Math.max(LoopInterval, 100);
//初始化变量
Log('当前机器人ID: ', _G(), '开始运行...');
Log('当前告警推送状态: ', TS==0 ? '无' : '有', "#0000ff");
Log('轮询周期: ', _N(LoopInterval / 1000.0, 1), '秒');
Log('告警周期: 轮询', AlarmPeriod, '次告警一次 !');
Log('告警区间: [', MinVal, ', ', MaxVal, ']');
while (true) {
//获取命令
getCmd();
//更新市场价格和深度
ticker0 = GetTicker(exchanges[0]);
ticker1 = GetTicker(exchanges[1]);
depths0 = sdGetDepth(exchanges[0]);
depths1 = sdGetDepth(exchanges[1]);
tickerCnt = tickerCnt + 1;
//更新告警标准
if(tickerCnt % (AlarmPeriod+1) == 0) {
CanAlarm = true;
tickerCnt = 0;
}
if(_Price0 == 0)
price0 = depths0.Asks[0].Price;
else if(_Price0 == 1)
price0 = ticker0.Last;
else if(_Price0 == 2)
price0 = depths0.Bids[0].Price;
if(_Price1 == 0)
price1 = depths1.Asks[0].Price;
else if(_Price1 == 1)
price1 = ticker1.Last;
else if(_Price1 == 2)
price1 = depths1.Bids[0].Price;
if(price1 <= 0) {//err
continue;
}
if(_Option == 0) //Sub
priceDev = price0 - price1;
else //Dev
priceDev = price0 / price1;
priceDev = _N(priceDev, 4);
LogProfit(priceDev, name0, coin0, "价格: ", _N(price0,4), name1, coin1, "价格: ", _N(price1,4));
if(TS) {
if(priceDev >= MaxVal && CanAlarm == true) {
Log('上穿值: ', priceDev, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
if(priceDev <= MinVal && CanAlarm == true) {
Log('下穿值:', priceDev, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
CanAlarm = false;
}
}
Sleep(LoopInterval);
}
}
窜天猴 多空较量 爆破版.js
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@@ -43,6 +43,7 @@ function main() {
Log(initAccount);
var pos = null;
while (true) {
Sleep(Interval*1000);
if (state === STATE_IDLE) {
var n = 0;
while (Math.abs(n) < EnterPeriod) {
@@ -78,10 +79,13 @@ function main() {
}
} else {
var ticker = exchange.GetTicker();
if (!ticker) {
continue;
}
var dynamicProfit = (state === PD_LONG ? (ticker.Last - pos.price) : (pos.price - pos.price)) * pos.amount;
LogStatus("持仓类型", (state === PD_LONG ? "多仓" : "空仓"), "持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "止损价:", pos.stopLossPrice, "止盈价:", pos.stopProfitPrice);
if ((state === PD_LONG && (ticker.Last > pos.stopProfitPrice) || (ticker.Last < pos.stopLossPrice)) ||
(state === PD_SHORT && (ticker.Last < pos.stopProfitPrice) || (ticker.Last > pos.stopLossPrice)) ){
if ((state === PD_LONG && ((ticker.Last > pos.stopProfitPrice) || (ticker.Last < pos.stopLossPrice))) ||
(state === PD_SHORT && ((ticker.Last < pos.stopProfitPrice) || (ticker.Last > pos.stopLossPrice))) ){
Log("止损, 持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "最后成交价:", ticker.Last);
var nowAccount = $.GetAccount();
var obj = state === PD_LONG ? $.Sell(nowAccount.Stocks - initAccount.Stocks) : $.Buy(initAccount.Stocks - nowAccount.Stocks);
@@ -91,5 +95,4 @@ function main() {
}
}
}
Sleep(Interval*1000);
}