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Porter
2025-06-16 01:23:27 +08:00
parent db62648dbb
commit 28a14cf6d3
3 changed files with 40 additions and 22 deletions
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ChanPY.py
+24 -6
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@@ -288,7 +288,7 @@ class ChanPY():
#print(zs.begin.time, zs.end.time) #print(zs.begin.time, zs.end.time)
return bsps, updown, bi_sure return bsps, updown, bi_sure
def get_bsp_state(self, dataframe:DataFrame): def get_bsp_state1(self, dataframe:DataFrame):
fields = "time,open,high,low,close,volume" fields = "time,open,high,low,close,volume"
bsps = [] bsps = []
if self.chanIn: if self.chanIn:
@@ -302,7 +302,7 @@ class ChanPY():
bsp = bsp_list[bsp_index] bsp = bsp_list[bsp_index]
if klu.idx == bsp.klu.idx: if klu.idx == bsp.klu.idx:
bsp_type = self.get_bsp_type(bsp.type[0], bsp.is_buy) bsp_type = self.get_bsp_type(bsp.type[0], bsp.is_buy)
if abs(bsp_type) == 1 or abs(bsp_type) == 2: if abs(bsp_type) == 1 or abs(bsp_type) == 10:
bsps.append(1) bsps.append(1)
else: else:
bsps.append(0) bsps.append(0)
@@ -316,7 +316,7 @@ class ChanPY():
self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线 self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
self.last_kline = klu self.last_kline = klu
return bsps return bsps
def get_bsp_state1(self, dataframe:DataFrame): def get_bsp_state(self, dataframe:DataFrame):
fields = "time,open,high,low,close,volume" fields = "time,open,high,low,close,volume"
bsps = [] bsps = []
if self.chanIn: if self.chanIn:
@@ -324,6 +324,7 @@ class ChanPY():
bsp_list = [] bsp_list = []
bsp_list_pre_len = 0 bsp_list_pre_len = 0
last_bsp_value = 0 last_bsp_value = 0
last_bsp_index = 0
for klu in kl_data: # 获取单根K线 for klu in kl_data: # 获取单根K线
self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线 self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
self.last_kline = klu self.last_kline = klu
@@ -335,7 +336,7 @@ class ChanPY():
last_bsp = bsp_list[-1] last_bsp = bsp_list[-1]
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, lst[-2].fx, bi_list[-1].dir, bi_list[-1].is_sure,klu.close) #print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, lst[-2].fx, bi_list[-1].dir, bi_list[-1].is_sure,klu.close)
if bsp_list_pre_len > len(bsp_list): if bsp_list_pre_len > len(bsp_list):
if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2: if abs(last_bsp_value) == 1:
bsps.append(1) bsps.append(1)
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98) #print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
else: else:
@@ -343,17 +344,28 @@ class ChanPY():
else: else:
if bsp_list_pre_len == len(bsp_list): if bsp_list_pre_len == len(bsp_list):
if klu.idx == last_bsp.klu.idx: if klu.idx == last_bsp.klu.idx:
if last_bsp.klu.idx - last_bsp_index > 3:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy) last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value) bsps.append(last_bsp_value)
else:
bsps.append(0)
last_bsp_index = last_bsp.klu.idx
#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2: #if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw") #print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
else: else:
bsps.append(0) bsps.append(0)
else: else:
if klu.idx == last_bsp.klu.idx:
if last_bsp.klu.idx - last_bsp_index > 3:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy) last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value) bsps.append(last_bsp_value)
else:
bsps.append(0)
last_bsp_index = last_bsp.klu.idx
#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2: #if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Unknow") #print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
else:
bsps.append(0)
else: else:
bsps.append(0) bsps.append(0)
bsp_list_pre_len = len(bsp_list) bsp_list_pre_len = len(bsp_list)
@@ -374,9 +386,15 @@ class ChanPY():
bsps[index] = 0 bsps[index] = 0
else: else:
if bsps[index] == 2: if bsps[index] == 2:
bsps[index] = 1 bsps[index] = 10
else: else:
if bsps[index] == -2: if bsps[index] == -2:
bsps[index] = -10
else:
if bsps[index] == 1:
bsps[index] = 1
else:
if bsps[index] == -1:
bsps[index] = -1 bsps[index] = -1
else: else:
bsps[index] = 0 bsps[index] = 0
strategies/ChanLun_BTC_30.py
+7 -7
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@@ -55,19 +55,19 @@ class ChanLun_BTC_30(IStrategy):
"480": 0.03, "480": 0.03,
"600": 0 "600": 0
} }
minimal_roi_2 = { minimal_roi_1 = {
"0": 0.10, "0": 0.10,
"1200": 0.05, "1200": 0.05,
"2400": 0.025, "2400": 0.025,
"3600": 0 "3600": 0
} }
can_short = True can_short = True
lev = 2.0 lev = 1.0
stoploss = -0.3 stoploss = -0.3
trailing_stop = True trailing_stop = False
trailing_stop_positive = 0.025 trailing_stop_positive = 0.025
trailing_stop_positive_offset = 0.045 trailing_stop_positive_offset = 0.045
trailing_only_offset_is_reached = True trailing_only_offset_is_reached = False
position_adjustment_enable = True position_adjustment_enable = True
startup_candle_count = 600 startup_candle_count = 600
@@ -198,12 +198,12 @@ class ChanLun_BTC_30(IStrategy):
if trade.is_short: if trade.is_short:
last_high = trade.get_custom_data(key="entry_candle_high") last_high = trade.get_custom_data(key="entry_candle_high")
if current_rate > last_high: if current_rate > last_high:
print(trade.open_date, last_high, current_rate, "Relay Top FX exit") #print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
return "Relay Top FX exit" return "Relay Top FX exit"
else: else:
last_low = trade.get_custom_data(key="entry_candle_low") last_low = trade.get_custom_data(key="entry_candle_low")
if current_rate < last_low: if current_rate < last_low:
print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit") #print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
return "Relay Bottom FX exit" return "Relay Bottom FX exit"
def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None: def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
""" """
@@ -228,7 +228,7 @@ class ChanLun_BTC_30(IStrategy):
else: else:
if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side): if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
trade.set_custom_data(key="entry_candle_low", value=last_low) trade.set_custom_data(key="entry_candle_low", value=last_low)
print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time) #print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time)
self.last_trade = trade self.last_trade = trade
return None return None
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: