开始交易

ChanKLC.py

@@ -78,12 +78,12 @@ class ChanKLC():
 					self.klc_fx_type = Chan_KLC_FX.BOTTOM4				
 		if self.fx == Chan_FX_TYPE.TOP:
 			#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
-			if self.macdhist < 0 and self.macd > 0 and self.macd > self.pre.macd and self.macd > self.next.macd:
+			if self.macdhist < 5 and self.macd > 0 and self.macd > self.pre.macd and self.macd > self.next.macd:
 				self.klc_fx_type = Chan_KLC_FX.TOP5
 				self.bb_out = True
 		else:
 			if self.fx == Chan_FX_TYPE.BOTTOM:
-				if self.macdhist > 0 and self.macd < 0 and self.macd < self.pre.macd and self.macd < self.next.macd:
+				if self.macdhist > -5 and self.macd < 0 and self.macd < self.pre.macd and self.macd < self.next.macd:
 					self.klc_fx_type = Chan_KLC_FX.BOTTOM5
 					self.bb_out = True
 		

ChanLun.py

@@ -96,10 +96,14 @@ class ChanLun():
 						klc_index += 1
 						if klc.klc_fx_type == Chan_KLC_FX.TOP4:
 							state_list.append("10")
+						elif klc.klc_fx_type == Chan_KLC_FX.TOP5:
+							state_list.append("20")
 							#print(klc.start_time, klc.end_time, klc.klc_fx_type)
 						elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM4:
 							state_list.append("-10")
 							#print(klc.start_time, klc.end_time, klc.klc_fx_type)
+						elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM5:
+							state_list.append("-20")
 						else:
 							state_list.append("00")
 					else:

ChanPY.py

@@ -1,7 +1,7 @@
 import sys 
 import os
-#sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py"))
-sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
+sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py"))
+#sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
 from Chan import CChan
 from BuySellPoint.BS_Point import CBS_Point
 from ChanConfig import CChanConfig

strategies/ChanLun_BTC_30.py

@@ -83,7 +83,7 @@ class ChanLun_BTC_30(IStrategy):
 	time30 = 30
 	time60 = 60
 	time4h = 240
-	time30 = 60
+	time30 = 15
 	last_time = datetime.now()
 	chan = ChanLun()
 	chanpy = ChanPY()
@@ -321,7 +321,7 @@ class ChanLun_BTC_30(IStrategy):
 		shift_time = self.time30
 		dataframe.loc[
 			(	
-				(dataframe[state_str].shift(shift_time) == "-10")
+				(dataframe[state_str].shift(shift_time) == "-20")
 				#(dataframe['state'] == "-30")
 				#(dataframe[state_str].shift(shift_time) == "-10") 
 				#(dataframe[fx_str].shift(shift_time) == -1)
@@ -334,7 +334,7 @@ class ChanLun_BTC_30(IStrategy):
 			['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
 		dataframe.loc[
 			(
-				(dataframe[state_str].shift(shift_time) == "10")
+				(dataframe[state_str].shift(shift_time) == "20")
 				#(dataframe[fx_str].shift(shift_time) == 1)
 				#(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &