160 lines
4.5 KiB
Markdown
160 lines
4.5 KiB
Markdown
|
|
> Name
|
|
|
|
使用-BotVS-构建一个机械化策略
|
|
|
|
> Author
|
|
|
|
发明者量化-小小梦
|
|
|
|
> Strategy Description
|
|
|
|
知乎专栏文章 附带策略
|
|
使用 BotVS 构建一个机械化策略
|
|
|
|
|
|
|
|
> Source (javascript)
|
|
|
|
``` javascript
|
|
// 参数
|
|
var ContractType = "rb1710";
|
|
var PointAmount = 1;
|
|
var NetSize = 30;
|
|
var Interval = 500;
|
|
var SumPoints = 10;
|
|
var CoverRatio = 2;
|
|
|
|
// 全局变量
|
|
var Controller = {
|
|
symbol : null,
|
|
Amount : 0,
|
|
Size : 0,
|
|
BeginPrice : 0,
|
|
SumPoints : 0,
|
|
CoverRatio : 0,
|
|
Net_Long : [],
|
|
Net_Short : [],
|
|
ContractInfo : null,
|
|
isUpdateNetShow : false, // 是否要更新显示
|
|
};
|
|
var perBar = null;
|
|
|
|
function loop(){
|
|
var records = exchange.GetRecords();
|
|
var ticker = exchange.GetTicker();
|
|
if(!records || records.length == 0 || !ticker){
|
|
return;
|
|
}
|
|
|
|
if(records[records.length - 1].Time !== perBar.Time){ // 新 Bar 产生
|
|
UpdateNet(ticker.Last);
|
|
perBar = records[records.length - 1];
|
|
}
|
|
|
|
// 画线
|
|
$.PlotRecords(records, 'K线');
|
|
|
|
for(var i = 0; (i < Controller.Net_Long.length && Controller.isUpdateNetShow == true); i++){ // 更新显示
|
|
$.PlotHLine(Controller.Net_Long[i].open, 'long' + i);
|
|
if(i == Controller.Net_Long.length - 1){
|
|
for(var j = 0; j < Controller.Net_Short.length; j++){
|
|
$.PlotHLine(Controller.Net_Short[j].open, 'short' + j, "green");
|
|
}
|
|
$.PlotHLine(Controller.BeginPrice, 'begin', "black", "dash"); // 初始线
|
|
Controller.isUpdateNetShow = false;
|
|
Log("更新显示！"); // ceshi
|
|
}
|
|
}
|
|
// throw "stop"; // ceshi
|
|
// Log(Controller.Net_Long); // cehsi
|
|
}
|
|
|
|
function init(){
|
|
Controller.symbol = ContractType;
|
|
Controller.Amount = PointAmount;
|
|
Controller.Size = NetSize;
|
|
Controller.SumPoints = SumPoints;
|
|
Controller.CoverRatio = 2;
|
|
|
|
// 设置合约
|
|
while(exchange.IO("status") == false || Controller.ContractInfo == null){
|
|
Controller.ContractInfo = exchange.SetContractType(Controller.symbol);
|
|
LogStatus("时间：", new Date(), "等待连接服务器初始化。");
|
|
Sleep(Interval);
|
|
}
|
|
|
|
var ticker = _C(exchange.GetTicker);
|
|
var records = _C(exchange.GetRecords);
|
|
perBar = records[records.length - 1];
|
|
// 初始更新网格
|
|
UpdateNet(ticker.Last);
|
|
}
|
|
|
|
function UpdateNet(price){
|
|
// 校验网格是否没有持仓
|
|
for(var n = 0; n < Controller.Net_Long.length; n++){
|
|
if(Controller.Net_Long[n].hold !== 0){
|
|
Log("Net_Long 网格仍有持仓！无法更新。");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
for(var m = 0; m < Controller.Net_Short.length; m++){
|
|
if(Controller.Net_Short[m].hold !== 0){
|
|
Log("Net_Short 网格仍有持仓！无法更新。");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
Controller.isUpdateNetShow = true;
|
|
|
|
Controller.Net_Long = [];
|
|
Controller.Net_Short = [];
|
|
Controller.BeginPrice = price;
|
|
for(var i = 0; i < Controller.SumPoints; i++){
|
|
var Long_point = {
|
|
open : _N(Controller.BeginPrice + (i + 1) * Controller.Size, 0),
|
|
cover : _N(Controller.BeginPrice + (i + 1) * Controller.Size + Controller.CoverRatio * Controller.Size, 0),
|
|
hold : 0,
|
|
}
|
|
Controller.Net_Long.push(Long_point);
|
|
}
|
|
for(var j = 0; j < Controller.SumPoints; j++){
|
|
var Short_point = {
|
|
open : _N(Controller.BeginPrice - (j + 1) * Controller.Size, 0),
|
|
cover : _N(Controller.BeginPrice - (j + 1) * Controller.Size + Controller.CoverRatio * Controller.Size, 0),
|
|
hold : 0,
|
|
}
|
|
Controller.Net_Short.push(Short_point);
|
|
}
|
|
}
|
|
|
|
function main(){
|
|
// 入口函数初始化
|
|
|
|
// 主循环， 程序完成初始化后在此 循环执行，直到手动关闭。
|
|
var LoginState = null;
|
|
var nowTimeStamp = 0;
|
|
while(true){
|
|
nowTimeStamp = new Date().getTime();
|
|
if(exchange.IO("status") == true){
|
|
LoginState = true;
|
|
loop();
|
|
}else{
|
|
LoginState = false;
|
|
}
|
|
LogStatus("时间：", _D(nowTimeStamp), LoginState ? "已连接服务器" : "未连接服务器！"/*, 待显示的一些信息可以写在此处，如账户信息，实时行情，程序状态*/)
|
|
Sleep(Interval); // 暂停 0.5 秒， 避免轮询频率过高，访问交易所服务器过于频繁导致问题。
|
|
}
|
|
}
|
|
```
|
|
|
|
> Detail
|
|
|
|
https://www.fmz.com/strategy/40357
|
|
|
|
> Last Modified
|
|
|
|
2017-09-21 09:16:02
|