Add some check now
This commit is contained in:
Porter
@@ -288,7 +288,7 @@ class ChanPY():
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#print(zs.begin.time, zs.end.time)
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return bsps, updown, bi_sure
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def get_bsp_state(self, dataframe:DataFrame):
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def get_bsp_state1(self, dataframe:DataFrame):
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fields = "time,open,high,low,close,volume"
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bsps = []
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if self.chanIn:
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@@ -302,7 +302,7 @@ class ChanPY():
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bsp = bsp_list[bsp_index]
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if klu.idx == bsp.klu.idx:
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bsp_type = self.get_bsp_type(bsp.type[0], bsp.is_buy)
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if abs(bsp_type) == 1 or abs(bsp_type) == 2:
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if abs(bsp_type) == 1 or abs(bsp_type) == 10:
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bsps.append(1)
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else:
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bsps.append(0)
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@@ -316,7 +316,7 @@ class ChanPY():
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self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
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self.last_kline = klu
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return bsps
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def get_bsp_state1(self, dataframe:DataFrame):
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def get_bsp_state(self, dataframe:DataFrame):
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fields = "time,open,high,low,close,volume"
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bsps = []
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if self.chanIn:
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@@ -324,6 +324,7 @@ class ChanPY():
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bsp_list = []
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bsp_list_pre_len = 0
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last_bsp_value = 0
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last_bsp_index = 0
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for klu in kl_data: # 获取单根K线
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self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
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self.last_kline = klu
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@@ -335,7 +336,7 @@ class ChanPY():
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last_bsp = bsp_list[-1]
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#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)
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if bsp_list_pre_len > len(bsp_list):
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if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
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if abs(last_bsp_value) == 1:
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bsps.append(1)
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#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
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else:
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@@ -343,17 +344,28 @@ class ChanPY():
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else:
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if bsp_list_pre_len == len(bsp_list):
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if klu.idx == last_bsp.klu.idx:
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last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
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bsps.append(last_bsp_value)
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#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
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#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
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if last_bsp.klu.idx - last_bsp_index > 3:
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last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
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bsps.append(last_bsp_value)
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else:
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bsps.append(0)
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last_bsp_index = last_bsp.klu.idx
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#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
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#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
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else:
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bsps.append(0)
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else:
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last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
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bsps.append(last_bsp_value)
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#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
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#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Unknow")
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if klu.idx == last_bsp.klu.idx:
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if last_bsp.klu.idx - last_bsp_index > 3:
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last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
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bsps.append(last_bsp_value)
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else:
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bsps.append(0)
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last_bsp_index = last_bsp.klu.idx
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#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
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#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
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else:
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bsps.append(0)
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else:
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bsps.append(0)
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bsp_list_pre_len = len(bsp_list)
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@@ -374,11 +386,17 @@ class ChanPY():
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bsps[index] = 0
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else:
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if bsps[index] == 2:
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bsps[index] = 1
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bsps[index] = 10
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else:
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if bsps[index] == -2:
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bsps[index] = -1
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bsps[index] = -10
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else:
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bsps[index] = 0
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if bsps[index] == 1:
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bsps[index] = 1
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else:
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if bsps[index] == -1:
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bsps[index] = -1
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else:
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bsps[index] = 0
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return bsps
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@@ -55,19 +55,19 @@ class ChanLun_BTC_30(IStrategy):
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"480": 0.03,
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"600": 0
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}
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minimal_roi_2 = {
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minimal_roi_1 = {
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"0": 0.10,
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"1200": 0.05,
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"2400": 0.025,
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"3600": 0
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}
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can_short = True
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lev = 2.0
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lev = 1.0
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stoploss = -0.3
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trailing_stop = True
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trailing_stop = False
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trailing_stop_positive = 0.025
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trailing_stop_positive_offset = 0.045
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trailing_only_offset_is_reached = True
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trailing_only_offset_is_reached = False
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position_adjustment_enable = True
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startup_candle_count = 600
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@@ -198,12 +198,12 @@ class ChanLun_BTC_30(IStrategy):
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if trade.is_short:
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last_high = trade.get_custom_data(key="entry_candle_high")
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if current_rate > last_high:
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print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
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#print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
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return "Relay Top FX exit"
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else:
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last_low = trade.get_custom_data(key="entry_candle_low")
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if current_rate < last_low:
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print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
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#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
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return "Relay Bottom FX exit"
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def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
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"""
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@@ -228,7 +228,7 @@ class ChanLun_BTC_30(IStrategy):
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else:
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if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
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trade.set_custom_data(key="entry_candle_low", value=last_low)
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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)
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#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)
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self.last_trade = trade
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return None
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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