384 lines
9.6 KiB
Markdown
384 lines
9.6 KiB
Markdown
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> Name
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平台价格指标监控11
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> Author
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tfboys
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> Strategy Description
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1.5---可以监控ATR,RSI,BOLL,PRICE
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1.4---增加告警周期设置
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1.3---增加微信通知
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1.2---支持期货平台
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1.1---稳定版本
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|CType0|0|所0货币类型: 人民币|美元|
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|ContractType0|0|所0合约类型: 当周|下周|当月|季度|
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|MLevel0|0|所0杠杆大小: 10倍|20倍|
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|LoopInterval|500|轮询间隔(毫秒)|
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|MaxVal|2755|值上限|
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|MinVal|2730|值下限|
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|AlarmPeriod|2|告警周期(单位:轮询时长)|
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|Interval|500|函数重试间隔|
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|Period|14|周期|
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|Index|0|指标类型: ATR|RSI|BOLL|PRICE|
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|RecordsHand|false|手动收集K线|
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|CleanLog|true|清理日志图表|
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|Button|Default|Description|
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|----|----|----|
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|推送切换|__button__|微信推送|
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> Source (javascript)
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``` javascript
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var _ContractType0 = ["this_week", "next_week", "month", "quarter"][ContractType0];
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var _MarginLeve0 = [10, 20][MLevel0];
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var usdrate0 = 6.35;
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var rate0 = 1;
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var TS = 0; //是否告警
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var _CType0 = [0, 1][CType0];
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var _Index = [0, 1, 2, 3][Index]; //atr,rsi,boll
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var CanAlarm = true;
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var LastRcdTime = 0;
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var arrValue1 = 0;
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var arrValue1Last1 = 0;
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var arrValue1Last2 = 0;
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var ArrayPrice = null;
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var ArrayLen = 0;
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//外部值
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//var MaxRate = 104.2 //最大值
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//var MinVal = 103.2 //最小值
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//var AlarmPeriod = 120; //单位:一个ticker的时间，约0.5秒
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//var Interval = 500; //重试间隔
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//var Period = 12;
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//var RecordsHand = true; //手动收集K线
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//var CleanLog = true; //清理日志图表
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//常量
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var RsiMid = 50;
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//{自定义区间
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function UpArrayNGetAvg(valIn, arr, arrLen) {
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//变量
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var nowOp = 0;
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var nowHi = 0;
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var nowLo = 0;
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var newLen = 0;
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if (valIn) {
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if(arr.length <= 0){
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nowOp = valIn.Last;
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nowHi = valIn.Sell;
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nowLo = valIn.Buy;
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}
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else{
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nowOp = arr[arr.length - 1].Close;
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nowHi = Math.max(arr[arr.length - 1].Close, valIn.Sell, valIn.Last);
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nowLo = Math.min(arr[arr.length - 1].Close, valIn.Buy, valIn.Last);
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}
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var rcd = {Time:new Date().getTime(), Open:nowOp, High:nowHi, Low:nowLo, Close:valIn.Last, Volume:valIn.Volume};
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newLen = arr.push(rcd);
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while(newLen > arrLen){
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arr.splice(0, 1); //删除第一个元素
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newLen = arr.length;
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}
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}
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return arr;
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}
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ARRAY_ZEROS = function(len) {
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var n = [];
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return n;
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};
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//}
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function _N(v, precision) {
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if (typeof(precision) != 'number') {
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precision = 4;
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}
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if(!v)
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return 0;
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var d = parseFloat(v.toFixed(Math.max(10, precision+5)));
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s = d.toString().split(".");
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if (s.length < 2 || s[1].length <= precision) {
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return d;
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}
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var b = Math.pow(10, precision);
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return Math.floor(d*b)/b;
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}
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function GetTicker(e) {
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while (true) {
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var ticker = EnsureCall(e, 'GetTicker');
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if (ticker && ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) {
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return ticker;
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}
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Sleep(Interval);
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}
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}
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function EnsureCall(e, method) {
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var r;
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while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) {
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Sleep(Interval);
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}
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return r;
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}
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function sdGetDepth(e) {
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var dpth = null;
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while ( !(dpth = e.GetDepth()) || dpth.Asks.length <= 0 || dpth.Bids.length <= 0) {
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Sleep(Interval);
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}
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return dpth;
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}
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function getCmd() {
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var cmd = GetCommand();
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if(cmd) {
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//Log(" ------ : ", cmd);
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var strNum = cmd.replace(/[^0-9]/ig,"");
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if(cmd.indexOf("推送切换") >= 0)
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{
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var ms = "现在推送状态为: ";
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if(TS == 1) {
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TS = 0;
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ms = ms + "无";
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}
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else {
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TS = 1;
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ms = ms + "有";
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}
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Log(ms, "#000000ff0000");
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}
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}
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}
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function main() {
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//清理
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if(CleanLog){
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LogProfitReset();
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LogReset();
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}
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//局部变量申请
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var ticker0 = null;
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var price0 = 0;
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var priceLast = 0;
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var tickerCnt = 0;
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var records = null;
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var name0 = exchanges[0].GetName();
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var coin0 = exchanges[0].GetCurrency();
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//检查和设置交易所
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if(exchanges[0].GetName() == 'Futures_OKCoin') {
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Log(name0, coin0, "是:期货价格");
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exchanges[0].SetContractType(_ContractType0);
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exchanges[0].SetMarginLevel(_MarginLeve0);
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}
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else
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Log(name0, coin0, "是:现货价格");
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usdrate0 = exchanges[0].GetUSDCNY();
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rate0 = exchanges[0].GetRate();
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//设置汇率和日志,内部用量值
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if(_CType0 == 1){//要求使用美元
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if(rate0 == 1) //当前人民币计价
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exchanges[0].SetRate(1/usdrate0);
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else
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exchanges[0].SetRate(1);
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}
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else //要求使用人民币
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{
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if(rate0 == 1) //当前人民币计价
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exchanges[0].SetRate(1);
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else
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exchanges[0].SetRate(usdrate0);
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}
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Log(name0, _CType0 == 0 ? "计价货币: RMB" : "计价货币: USD");
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SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset");
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EnableLogLocal(false);
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LoopInterval = Math.max(LoopInterval, 100);
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//初始化变量
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Log('当前机器人ID: ', _G(), '开始运行...');
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Log('当前告警推送状态: ', TS==0 ? '无' : '有', "#0000ff");
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Log('轮询周期: ', _N(LoopInterval / 1000.0, 1), '秒');
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Log('告警周期: 轮询', AlarmPeriod, '次告警一次 !');
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//初始化
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var rcd = exchange.GetRecords();
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while ((_Index != 3) && (!rcd || rcd.length < (Period + 20))) {
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rcd = exchange.GetRecords();
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Sleep(Interval);
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}
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ArrayLen = Math.max(rcd.length, (Period + 20));
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ArrayPrice = ARRAY_ZEROS(ArrayLen);
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while (true) {
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//获取命令
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getCmd();
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tickerCnt = tickerCnt + 1;
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//更新告警标准
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if(tickerCnt % (AlarmPeriod+1) == 0) {
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CanAlarm = true;
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tickerCnt = 0;
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}
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//{
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if(_Index == 0 || _Index == 1 || _Index == 2)
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{
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if(RecordsHand == true){
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//统计阶段
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var ticker0 = GetTicker(exchange);
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records = UpArrayNGetAvg(ticker0, ArrayPrice, ArrayLen);
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}
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else
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records = exchanges[0].GetRecords();
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if (!records || records.length < (Period + 5)) {
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Sleep(Interval);
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if(records)
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Log(records[records.length - 1]);
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continue;
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}
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if(LastRcdTime == records[records.length - 1].Time)
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continue;
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else
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LastRcdTime = records[records.length - 1].Time;
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}
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else if(_Index == 3)
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{
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ticker0 = GetTicker(exchanges[0]);
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price0 = ticker0.Last;
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}
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var arr = null;
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if(_Index == 0) //atr
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arr = TA.ATR(records, Period);
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else if(_Index == 1) //rsi
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arr = TA.RSI(records, Period);
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else if(_Index == 2) //boll
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arr = TA.BOLL(records, Period, 2);
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//打印
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if(_Index == 0){
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arrValue1 = arr[arr.length - 2];
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LogProfit(arrValue1, "时间: ", records[records.length - 1]);
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}
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else if(_Index == 1){
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arrValue1 = arr[arr.length - 2];
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LogProfit(arrValue1, "时间: ", records[records.length - 1].Time);
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}
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else if(_Index == 2){
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arrValue1 = arr[0][arr[0].length - 2] - arr[2][arr[2].length - 2];
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LogProfit(arrValue1, "时间: ", records[records.length - 1].Time, "upValue: ", arr[0][arr[0].length - 2], "downValue: ", arr[2][arr[2].length - 2]);
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}
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else if(_Index == 3){
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arrValue1 = price0;
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//var nowDate = new Date();
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LogProfit(arrValue1, "时间: ", new Date().getTime());
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}
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//}
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//推送
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if(TS)
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{
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if(_Index == 0) {
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if(arrValue1 >= MaxVal && CanAlarm == true) {
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Log('ATR低值: ', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
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CanAlarm = false;
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}
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if(arrValue1 <= MinVal && CanAlarm == true) {
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Log('ATR高值:', arrValue1, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
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CanAlarm = false;
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}
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}
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else if(_Index == 1) {
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if(arrValue1 >= RsiMid && arrValue1Last1 <= RsiMid && arrValue1 > arrValue1Last1 && CanAlarm == true) {
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Log('RSI上穿越: 值 ---> ', arrValue1, '! 穿越值区间:<', arrValue1Last1, ', ', arrValue1,'> !@');
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CanAlarm = false;
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}
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if(arrValue1 <= RsiMid && arrValue1Last1 >= RsiMid && arrValue1 < arrValue1Last1 && CanAlarm == true) {
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Log('RSI下穿越: 值 ---> ', arrValue1, '! 警戒值区间:<', arrValue1Last1, ', ', arrValue1,'> !@');
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CanAlarm = false;
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}
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}
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else if(_Index == 2){
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if(arrValue1Last1 > arrValue1Last2 && arrValue1Last1 > arrValue1 && arrValue1Last2 != 0) {
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Log('BOLL值见顶:', arrValue1, '! 见顶区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@');
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CanAlarm = false;
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}
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if(arrValue1Last1 < arrValue1Last2 && arrValue1Last1 < arrValue1 && arrValue1Last2 != 0) {
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Log('BOLL值见底:', arrValue1, '! 见底区间:<', arrValue1Last2, ', ', arrValue1Last1, ', ', arrValue1,'> !@');
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CanAlarm = false;
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}
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}
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else if(_Index == 3){
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if(price0 >= MaxVal && priceLast <= MaxVal && price0 > priceLast && CanAlarm == true) {
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Log('价格升出区间: ', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
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CanAlarm = false;
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}
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if(price0 <= MinVal && priceLast >= MaxVal && price0 < priceLast && CanAlarm == true) {
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Log('价格跌出区间:', price0, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@');
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CanAlarm = false;
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}
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}
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}
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//更新状态值
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if(_Index == 0){
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//if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1;
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//if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;
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}
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else if(_Index == 1){
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if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1;
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//if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;
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}
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else if(_Index == 2){
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if(arrValue1Last2 != arrValue1Last1) arrValue1Last2 = arrValue1Last1;// 2 <--- 1
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if(arrValue1Last1 != arrValue1) arrValue1Last1 = arrValue1; // 1 <--- 0
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}
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else if(_Index == 3){
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if(priceLast != price0) priceLast = price0;
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}
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Sleep(LoopInterval);
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}
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}
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```
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> Detail
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https://www.fmz.com/strategy/12442
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> Last Modified
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2016-04-25 12:56:03
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