func Sell() string {
if PrevTrade == "sell" {
return "0"
}
// compute the price
price, _, warning := getSellPrice()
// compute the amount
Available_coin := GetAvailable_coin()
if Available_coin < 0.01 {
warning = "没有足够的币"
logger.Infoln(warning)
PrevTrade = "sell"
PrevBuyPirce = 0
return "0"
}
amount := Option["tradeAmount"]
nAmount, err := strconv.ParseFloat(amount, 64)
if err != nil {
logger.Infoln("amount is not float")
return "0"
}
if nAmount > Available_coin {
nAmount = Available_coin
amount = fmt.Sprintf("%02f", nAmount)
}
sellID := sell(price, amount)
if sellID == "-1" {
warning += " [模拟]"
} else if sellID == "0" {
warning += "[委托失败]"
} else {
warning += "[委托成功]" + sellID
}
logger.Infoln(warning)
var coin string
if Option["symbol"] == "btc_cny" {
coin = "比特币"
} else {
coin = "莱特币"
}
if sellID != "0" {
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s卖出%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], price, amount, coin)
go email.TriggerTrender(warning)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s卖出%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], price, amount, coin)
}
}
return sellID
}
// KDJ-EX strategy
func (kdjex *KDJexStrategy) Tick(records []Record) bool {
const btcslap = 0.2
const ltcslap = 0.01
const timeout = 300 // 秒
const ordercount = 5
tradeAmount := Option["tradeAmount"]
numTradeAmount, err := strconv.ParseFloat(Option["tradeAmount"], 64)
if err != nil {
logger.Errorln("config item tradeAmount is not float")
return false
}
var slappage float64
symbol := Option["symbol"]
if symbol == "btc_cny" {
slappage = btcslap
} else {
slappage = ltcslap
}
var coin string
if Option["symbol"] == "btc_cny" {
coin = "比特币"
} else {
coin = "莱特币"
}
nSplitTradeAmount := numTradeAmount / float64(ordercount)
splitTradeAmount := fmt.Sprintf("%f", nSplitTradeAmount)
stoploss, err := strconv.ParseFloat(Option["stoploss"], 64)
if err != nil {
logger.Errorln("config item stoploss is not float")
return false
}
var Time []string
var Price []float64
var Volumn []float64
for _, v := range records {
Time = append(Time, v.TimeStr)
Price = append(Price, v.Close)
Volumn = append(Volumn, v.Volumn)
}
length := len(records)
if kdjex.PrevTime == records[length-1].TimeStr &&
kdjex.PrevPrice == records[length-1].Close {
return false
}
// K线为白，D线为黄，J线为红，K in middle
k, d, j := getKDJ(records)
if kdjex.PrevTime != records[length-1].TimeStr ||
kdjex.PrevPrice != records[length-1].Close {
kdjex.PrevTime = records[length-1].TimeStr
kdjex.PrevPrice = records[length-1].Close
logger.Infoln(records[length-1].TimeStr, records[length-1].Close)
logger.Infof("d(黄线）%0.0f\tk(白线）%0.0f\tj(红线）%0.0f\n", d[length-2], k[length-2], j[length-2])
logger.Infof("d(黄线）%0.0f\tk(白线）%0.0f\tj(红线）%0.0f\n", d[length-1], k[length-1], j[length-1])
if j[length-1] > k[length-1] {
logger.Infoln("KDJ up trend")
} else {
logger.Infoln("KDJ down trend")
}
}
if (j[length-2] < k[length-2] && k[length-2] < d[length-2]) &&
(j[length-1] > k[length-1] && k[length-1] > d[length-1]) {
logger.Infoln("----------------->KDJ up cross", kdjex.PrevKDJTrade, d[length-2])
if kdjex.PrevKDJTrade != "buy" && j[length-2] <= 20 {
// do buy
ret, orderbook := GetOrderBook()
if !ret {
logger.Infoln("get orderbook failed 1")
ret, orderbook = GetOrderBook() // try again
if !ret {
logger.Infoln("get orderbook failed 2")
return false
}
}
logger.Infoln("卖一", (orderbook.Asks[len(orderbook.Asks)-1]))
logger.Infoln("买一", orderbook.Bids[0])
logger.Infoln("X 两根K线最低价", records[length-2].Low, records[length-1].Low)
logger.Infoln("X 两根K线最高价", records[length-2].High, records[length-1].High)
avgLow := (records[length-2].Close + records[length-1].Low) / 2.0
logger.Infoln("X 两根K线的最低平均价", avgLow)
warning := "KDJ up cross, 买入buy In<----限价单"
for i := 1; i <= ordercount; i++ {
warning := "KDJ up cross, 买入buy In<----限价单"
tradePrice := fmt.Sprintf("%f", avgLow+slappage*float64(i))
buyID := buy(tradePrice, splitTradeAmount)
if buyID != "0" {
warning += "[委托成功]"
kdjex.BuyId = append(kdjex.BuyId, buyID)
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s买入%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s买入%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
}
} else {
warning += "[委托失败]"
}
logger.Infoln(warning)
}
kdjex.BuyBegin = time.Now()
kdjex.PrevKDJTrade = "buy"
kdjex.PrevBuyPirce = avgLow
logger.Infoln("------------>>>stoploss price", kdjex.PrevBuyPirce*(1-stoploss*0.01))
_, ret = GetAccount()
if !ret {
logger.Infoln("GetAccount failed")
}
SendEmail(warning)
}
}
if (j[length-2] > k[length-2] && k[length-2] > d[length-2]) &&
(j[length-1] < k[length-1] && k[length-1] < d[length-1]) {
logger.Infoln("<----------------------KDJ down cross", kdjex.PrevKDJTrade, d[length-2])
if kdjex.PrevKDJTrade != "sell" && j[length-2] >= 80 {
// do sell
ret, orderbook := GetOrderBook()
if !ret {
logger.Infoln("get orderbook failed 1")
ret, orderbook = GetOrderBook() // try again
if !ret {
logger.Infoln("get orderbook failed 2")
return false
}
}
logger.Infoln("卖一", (orderbook.Asks[len(orderbook.Asks)-1]))
logger.Infoln("买一", orderbook.Bids[0])
logger.Infoln("X 两根K线最低价", records[length-2].Low, records[length-1].Low)
logger.Infoln("X 两根K线最高价", records[length-2].High, records[length-1].High)
avgHigh := (records[length-2].Close + records[length-1].High) / 2.0
logger.Infoln("X 两根K线的最高平均价", avgHigh)
warning := "KDJ down cross, 卖出Sell Out---->限价单"
for i := 1; i <= ordercount; i++ {
warning := "KDJ down cross, 卖出Sell Out---->限价单"
tradePrice := fmt.Sprintf("%f", avgHigh-slappage*float64(i))
sellID := sell(tradePrice, splitTradeAmount)
if sellID != "0" {
warning += "[委托成功]"
kdjex.SellId = append(kdjex.SellId, sellID)
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s卖出%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s卖出%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
}
} else {
warning += "[委托失败]"
}
logger.Infoln(warning)
}
kdjex.SellBegin = time.Now()
kdjex.PrevKDJTrade = "sell"
_, ret = GetAccount()
if !ret {
logger.Infoln("GetAccount failed")
}
SendEmail(warning)
}
}
// do sell when price is below stoploss point
if Price[length-1] < kdjex.PrevBuyPirce*(1-stoploss*0.01) {
if Option["disable_trading"] != "1" && kdjex.PrevKDJTrade != "sell" {
kdjex.PrevKDJTrade = "sell"
kdjex.PrevBuyPirce = 0
warning := "!<------------------stop loss, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) + ",委托价" + getTradePrice("sell", Price[length-1])
logger.Infoln(warning)
tradePrice := getTradePrice("sell", Price[length-1])
if sell(tradePrice, tradeAmount) != "0" {
warning += "[委托成功]"
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s卖出%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], tradePrice, tradeAmount, coin)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s卖出%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], tradePrice, tradeAmount, coin)
}
} else {
warning += "[委托失败]"
for i := 1; i <= ordercount; i++ {
warning := "stop loss, 卖出Sell Out---->限价单"
tradePrice := getTradePrice("sell", Price[length-1])
sellID := sell(tradePrice, splitTradeAmount)
if sellID != "0" {
warning += "[委托成功]"
kdjex.SellId = append(kdjex.SellId, sellID)
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s卖出%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s卖出%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], tradePrice, splitTradeAmount, coin)
}
} else {
warning += "[委托失败]"
}
logger.Infoln(warning)
}
}
kdjex.SellBegin = time.Now()
kdjex.PrevKDJTrade = "sell"
_, ret := GetAccount()
if !ret {
logger.Infoln("GetAccount failed")
}
SendEmail(warning)
}
}
// check timeout trade
now := time.Now()
logger.Infoln("time go ", int64(now.Sub(kdjex.BuyBegin)/time.Second))
logger.Infoln("BuyId len", len(kdjex.BuyId), cap(kdjex.BuyId))
logger.Infoln("SellId len", len(kdjex.SellId), cap(kdjex.SellId))
if len(kdjex.BuyId) != 0 &&
int64(now.Sub(kdjex.BuyBegin)/time.Second) > timeout {
// todo
for _, BuyId := range kdjex.BuyId {
warning := "<--------------buy order timeout, cancel-------------->" + BuyId
if CancelOrder(BuyId) {
warning += "[Cancel委托成功]"
} else {
warning += "[Cancel委托失败]"
}
logger.Infoln(warning)
time.Sleep(1 * time.Second)
time.Sleep(500 * time.Microsecond)
}
kdjex.BuyId = kdjex.BuyId[:0]
}
if len(kdjex.SellId) != 0 &&
int64(now.Sub(kdjex.SellBegin)/time.Second) > timeout {
// todo
for _, SellId := range kdjex.SellId {
warning := "<--------------sell order timeout, cancel------------->" + SellId
if CancelOrder(SellId) {
warning += "[Cancel委托成功]"
} else {
warning += "[Cancel委托失败]"
}
logger.Infoln(warning)
time.Sleep(1 * time.Second)
time.Sleep(500 * time.Microsecond)
}
kdjex.SellId = kdjex.SellId[:0]
}
return true
}
func Buy() string {
if PrevTrade == "buy" {
return "0"
}
// init
isStoploss = false
// compute the price
price, nPrice, warning := getBuyPrice()
// compute the amount
amount := Option["tradeAmount"]
nAmount, err := strconv.ParseFloat(amount, 64)
if err != nil {
logger.Infoln("amount is not float")
return "0"
}
Available_cny := GetAvailable_cny()
if Available_cny < nPrice*nAmount {
var nMinTradeAmount float64
nAmount = Available_cny / nPrice
symbol := Option["symbol"]
if symbol == "btc_cny" {
nMinTradeAmount = 0.1
} else {
nMinTradeAmount = 0.01
}
if nAmount < nMinTradeAmount {
warning += "没有足够的法币余额"
logger.Infoln(warning)
PrevTrade = "buy"
PrevBuyPirce = nPrice
return "0"
}
amount = fmt.Sprintf("%02f", nAmount)
}
warning += "---->数量" + amount
buyID := buy(price, amount)
if buyID == "-1" {
warning += " [模拟]"
} else if buyID == "0" {
warning += "[委托失败]"
} else {
warning += "[委托成功]" + buyID
}
logger.Infoln(warning)
var coin string
if Option["symbol"] == "btc_cny" {
coin = "比特币"
} else {
coin = "莱特币"
}
if buyID != "0" {
if !GetBacktest() {
logger.Tradef("在%s，根据策略%s周期%s，以价格%s买入%s个%s\n", Option["tradecenter"], Option["strategy"], Option["tick_interval"], price, amount, coin)
go email.TriggerTrender(warning)
} else {
t := time.Unix(GetBtTime(), 0)
logger.Backtestf("%s 在simulate，根据策略%s周期%s，以价格%s买入%s个%s\n", t.Format("2006-01-02 15:04:05"), Option["strategy"], Option["tick_interval"], price, amount, coin)
}
}
return buyID
}