65 lines
1.4 KiB
Markdown
65 lines
1.4 KiB
Markdown
|
|
> Name
|
|
|
|
单独计算收益代码来自zero
|
|
|
|
> Author
|
|
|
|
小草
|
|
|
|
> Strategy Description
|
|
|
|
收益可以和策略放在一起，但还是独立出来更好。原因：1、交易策略更改中断时，收益不会被重置。2、收益计算本身会调用API函数，经常造成策略API网络错误，影响交易运行，独立出来减少这种可能性。3、可以自定义循环间隔。
|
|
|
|
|
|
|
|
> Source (javascript)
|
|
|
|
``` javascript
|
|
|
|
function adjustFloat(v) {
|
|
|
|
return Math.floor(v*1000)/1000;
|
|
}
|
|
|
|
|
|
function GetAccount() {
|
|
var account;
|
|
while (!(account = exchange.GetAccount())) {
|
|
Sleep(1000);
|
|
}
|
|
return account;
|
|
}
|
|
|
|
function GetTicker() {
|
|
var ticker;
|
|
while (!(ticker = exchange.GetTicker())) {
|
|
Sleep(1000);
|
|
}
|
|
return ticker;
|
|
}
|
|
|
|
function updateProfit(accountInit, accountNow, ticker) {
|
|
var netNow = accountNow.Balance + accountNow.FrozenBalance + ((accountNow.Stocks + accountNow.FrozenStocks) * ticker.Buy);
|
|
var netInit = accountInit.Balance + accountInit.FrozenBalance + ((accountInit.Stocks + accountInit.FrozenStocks) * ticker.Buy);
|
|
LogProfit(adjustFloat(netNow - netInit), accountNow);
|
|
|
|
}
|
|
|
|
function main() {
|
|
InitAccount = GetAccount();
|
|
while (true) {
|
|
updateProfit(InitAccount, GetAccount(), GetTicker());
|
|
Sleep(5000);
|
|
}
|
|
}
|
|
```
|
|
|
|
> Detail
|
|
|
|
https://www.fmz.com/strategy/1084
|
|
|
|
> Last Modified
|
|
|
|
2016-05-10 20:05:02
|