85 lines
2.3 KiB
Markdown
85 lines
2.3 KiB
Markdown
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> Name
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测试现货买卖操作分限价市价两种情况
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> Author
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韬奋量化
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> Strategy Description
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回测火币数据，以及在wexapp模拟盘交易，都得到类似下面的运行结果：
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假如目前买卖的现货币种是BTC_USDT，那么：
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限价买入，exchange.Buy(6840, 5)就是以6840的价格买入5个btc。
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市价买入，exchange.Buy(-1, 5)就是以市价买入价值5 usdt的btc。(*****请注意，这是4种情况中唯一特殊的地方***)
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限价卖出，exchange.Sell(7350, 3)就是以7350的价格卖出3个btc。
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市价卖出，exchange.Sell(-1, 3)就是以市价卖出3个btc。
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策略代码：https://www.fmz.com/m/edit-strategy/191349
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2020年4月5日
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=====我是低调的分界线=====
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好的交易平台可以让你的策略扶摇直上九万里，通过链接注册可获得两个月VIP5的手续费率优惠：
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（现货：挂单0%，吃单0.07%。合约：挂单0%，吃单0.04%）
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https://www.kucoin.cc/ucenter/signup?rcode=1wxJ2fQ&lang=zh_CN&utmsource=VIP_TF
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> Source (javascript)
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``` javascript
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/*backtest
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start: 2020-01-01 00:00:00
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end: 2020-04-01 00:00:00
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period: 1d
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exchanges: [{"eid":"Huobi","currency":"BTC_USD","balance":1000000,"stocks":0}]
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*/
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var id, order, buyAmount, lastPrice;
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function main() {
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Log(exchange.GetAccount());
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lastPrice = parseInt(exchange.GetTicker().Last);
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id = exchange.Buy(lastPrice + 50, 5); // 限价买入5个BTC，买入价是当前最新价格+50
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Log(order = exchange.GetOrder(id));
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buyAmount = parseFloat(order.DealAmount);
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Log(exchange.GetAccount());
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Sleep(1000);
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last_price = parseInt(exchange.GetTicker().Last);
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id = exchange.Sell(lastPrice - 50, buyAmount); // 限价卖出5个BTC，卖出价是当前最新价格-50
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Log(order = exchange.GetOrder(id));
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Log(exchange.GetAccount());
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Sleep(1000);
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id = exchange.Buy(-1, 5); // 市价买入BTC，成交量是5个usdt
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Sleep(1000);
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Log(order = exchange.GetOrder(id));
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buyAmount = parseFloat(order.DealAmount);
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Log(exchange.GetAccount());
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Sleep(1000);
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id = exchange.Sell(-1, buyAmount); // 市价卖出BTC，成交量是刚才买入的BTC
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Sleep(1000);
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Log(order = exchange.GetOrder(id));
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Log(exchange.GetAccount());
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}
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```
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> Detail
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https://www.fmz.com/strategy/191349
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> Last Modified
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2021-02-05 17:09:03
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