63 lines
2.5 KiB
Python
63 lines
2.5 KiB
Python
import sys
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import os
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sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
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sys.path.append(os.path.abspath("/Users/jack/Project/chan.py/Debug"))
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from Chan import CChan
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from ChanConfig import CChanConfig
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from Common.CEnum import AUTYPE, BSP_TYPE, DATA_SRC, FX_TYPE, KL_TYPE
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from DataAPI.ccxt import CCXT
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if __name__ == "__main__":
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"""
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一个极其弱智的策略，只交易一类买卖点，底分型形成后就开仓，直到一类卖点顶分型形成后平仓
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只用做展示如何自己实现策略，做回测用~
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相比于strategy_demo.py，本代码演示如何从CChan外部喂K线来触发内部缠论计算
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"""
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code = "BTC/USDT"
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begin_time = "2025-02-01"
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end_time = None
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data_src_type = DATA_SRC.CCXT
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lv_list = [KL_TYPE.K_60M]
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config = CChanConfig({
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"trigger_step": True,
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"divergence_rate": 0.8,
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"min_zs_cnt": 0,
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})
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chan = CChan(
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code=code,
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begin_time=begin_time, # 已经没啥用了这一行
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end_time=end_time, # 已经没啥用了这一行
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data_src=data_src_type, # 已经没啥用了这一行
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lv_list=lv_list,
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config=config,
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autype=AUTYPE.QFQ, # 已经没啥用了这一行
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)
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CCXT.do_init()
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data_src = CCXT(code, k_type=KL_TYPE.K_60M, begin_date=begin_time, end_date=end_time, autype=AUTYPE.QFQ) # 初始化数据源类
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is_hold = False
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last_buy_price = None
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for klu in data_src.get_kl_data(): # 获取单根K线
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chan.trigger_load({KL_TYPE.K_60M: [klu]}) # 喂给CChan新增k线
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bsp_list = chan.get_bsp()
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if not bsp_list:
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continue
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last_bsp = bsp_list[-1]
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print(klu.time, last_bsp.is_buy)
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if BSP_TYPE.T1 not in last_bsp.type and BSP_TYPE.T1P not in last_bsp.type:
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continue
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cur_lv_chan = chan[0]
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if last_bsp.klu.klc.idx != cur_lv_chan[-2].idx:
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continue
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if cur_lv_chan[-2].fx == FX_TYPE.BOTTOM and last_bsp.is_buy and not is_hold:
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last_buy_price = cur_lv_chan[-1][-1].close
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print(f'{cur_lv_chan[-1][-1].time}:buy price = {last_buy_price}')
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is_hold = True
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elif cur_lv_chan[-2].fx == FX_TYPE.TOP and not last_bsp.is_buy and is_hold:
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sell_price = cur_lv_chan[-1][-1].close
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print(f'{cur_lv_chan[-1][-1].time}:sell price = {sell_price}, profit rate = {(sell_price-last_buy_price)/last_buy_price*100:.2f}%')
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is_hold = False
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CCXT.do_close()
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