Ejemplo n.º 1
0
func (emaStrategy *EMAStrategy) checkThreshold(tradeType string, EMAdif float64) bool {
	if tradeType == "buy" {
		buyThreshold := toFloat(Option["buyThreshold"])

		if EMAdif > buyThreshold {
			logger.Infof("EMAdif(%0.04f) > buyThreshold(%0.04f), trigger to buy\n", EMAdif, buyThreshold)
			emaStrategy.LessBuyThreshold = false
			return true
		} else {
			if emaStrategy.LessBuyThreshold == false {
				logger.Infof("cross up, but EMAdif(%0.04f) <= buyThreshold(%0.04f)\n", EMAdif, buyThreshold)
				emaStrategy.LessBuyThreshold = true
			}
		}
	} else {
		sellThreshold := toFloat(Option["sellThreshold"])

		if sellThreshold > 0 {
			sellThreshold = -sellThreshold
		}

		if EMAdif < sellThreshold {
			logger.Infof("EMAdif(%0.04f) <  sellThreshold(%0.04f), trigger to sell\n", EMAdif, sellThreshold)
			emaStrategy.LessSellThreshold = false
			return true
		} else {
			if emaStrategy.LessSellThreshold == false {
				logger.Infof("cross down, but EMAdif(%0.04f) >= sellThreshold(%0.04f)\n", EMAdif, sellThreshold)
				emaStrategy.LessSellThreshold = true
			}
		}
	}

	return false
}
Ejemplo n.º 2
0
func RobotWorker() {
	ticker := time.NewTicker(1 * time.Second) // one second
	defer ticker.Stop()

	totalHour, _ := strconv.ParseInt(Option["totalHour"], 0, 64)
	if totalHour < 1 {
		totalHour = 1
	}

	fmt.Println("trade robot start working...")

	go func() {
		for _ = range ticker.C {
			peroid, _ := strconv.Atoi(Option["tick_interval"])
			strategyName := Option["strategy"]
			ret := true
			var records []Record
			if strategyName != "OPENORDER" {
				ret, records = marketAPI().GetKLine(peroid)
			}

			if ret != false {
				strategy.Tick(tradeAPI(), records)
			}
		}
	}()

	logger.Infof("程序将持续运行%d小时后停止", time.Duration(totalHour))

	time.Sleep(time.Duration(totalHour) * time.Hour)

	logger.Infof("程序到达设定时长%d小时,停止运行。", time.Duration(totalHour))
}
Ejemplo n.º 3
0
// 登录;成功返回用户登录信息(user_login)
func Login(username, passwd string) (*model.UserLogin, error) {
	userLogin := model.NewUserLogin()
	err := userLogin.Where("username="******" OR email=" + username).Find()
	if err != nil {
		logger.Errorf("用户 %s 登录错误:%s", username, err)
		return nil, errors.New("内部错误,请稍后再试!")
	}
	// 校验用户
	if userLogin.Uid == 0 {
		logger.Infof("用户名 %s 不存在", username)
		return nil, ErrUsername
	}
	passcode := userLogin.GetPasscode()
	md5Passwd := util.Md5(passwd + passcode)
	logger.Debugf("passwd: %s, passcode: %s, md5passwd: %s, dbpasswd: %s", passwd, passcode, md5Passwd, userLogin.Passwd)
	if md5Passwd != userLogin.Passwd {
		logger.Infof("用户名 %s 填写的密码错误", username)
		return nil, ErrPasswd
	}

	// 登录,活跃度+1
	go IncUserWeight("uid="+strconv.Itoa(userLogin.Uid), 1)

	return userLogin, nil
}
Ejemplo n.º 4
0
func RobotWorker() {
	fmt.Println("env", Config["env"])
	if Config["env"] == "dev" {
		fmt.Println("test working...")
		var tradeAPI common.TradeAPI
		tradeAPI = huobi.NewHuobi()
		tradeAPI.Get_account_info()
		symbol := "btc_cny"
		tradeAPI.GetOrderBook(symbol)

		//testHuobiAPI()
		//testOkcoinLTCAPI()
		return
	}

	ticker := time.NewTicker(2 * time.Second) //2s
	defer ticker.Stop()

	var tradeAPI common.TradeAPI
	tradeAPI = huobi.NewHuobi()
	tradeAPI.Get_account_info()

	tradeAPI = okcoin.NewOkcoin()
	tradeAPI.Get_account_info()

	if Option["tradecenter"] == "huobi" {
		tradeAPI = huobi.NewHuobi()
	} else if Option["tradecenter"] == "okcoin" {
		tradeAPI = okcoin.NewOkcoin()
	} else {
		logger.Fatalln("Please config the tradecenter firstly...")
		return
	}
	peroid, _ := strconv.Atoi(Option["tick_interval"])
	totalHour, _ := strconv.ParseInt(Option["totalHour"], 0, 64)
	if totalHour < 1 {
		totalHour = 1
	}

	fmt.Println("robot working...")

	go func() {
		for _ = range ticker.C {
			tradeAPI.AnalyzeKLine(peroid)
		}
	}()

	logger.Infof("程序将持续运行%d小时后停止", time.Duration(totalHour))

	time.Sleep(time.Duration(totalHour) * time.Hour)

	logger.Infof("程序到达设定时长%d小时,停止运行。", time.Duration(totalHour))
}
Ejemplo n.º 5
0
func RobotWorker() {
	fmt.Println("env", Config["env"])
	if DebugEnv || Config["env"] == "dev" {
		fmt.Println("test working...")

		// var tradeAPI TradeAPI
		// tradeAPI = okcoin.NewOkcoin()
		// tradeAPI.GetAccount()
		// tradeAPI.GetOrderBook()

		// tradeAPI = huobi.NewHuobi()
		// accout_info, ret := tradeAPI.GetAccount()
		// fmt.Println(ret, accout_info)

		// ret, orderbook := tradeAPI.GetOrderBook()
		// fmt.Println(ret, orderbook)

		testHuobiAPI()
		//testOkcoinLTCAPI()
		return
	}

	ticker := time.NewTicker(8 * time.Second) //2s
	defer ticker.Stop()

	totalHour, _ := strconv.ParseInt(Option["totalHour"], 0, 64)
	if totalHour < 1 {
		totalHour = 1
	}

	fmt.Println("robot working...")

	go func() {
		for _ = range ticker.C {

			records := []Record{}
			strategy.Tick(tradeAPI(), records)

			// peroid, _ := strconv.Atoi(Option["tick_interval"])
			// ret, records := marketAPI().GetKLine(peroid)
			// if ret != false {
			// 	strategy.Tick(tradeAPI(), records)
			// }
		}
	}()

	logger.Infof("程序将持续运行%d小时后停止", time.Duration(totalHour))

	time.Sleep(time.Duration(totalHour) * time.Hour)

	logger.Infof("程序到达设定时长%d小时,停止运行。", time.Duration(totalHour))
}
Ejemplo n.º 6
0
func RobotWorker() {
	fmt.Println("env", Config["env"])
	if DebugEnv || Config["env"] == "dev" {
		fmt.Println("test working...")

		var tradeAPI TradeAPI
		tradeAPI = okcoin.NewOkcoin()
		tradeAPI.GetAccount()
		tradeAPI.GetOrderBook()

		tradeAPI = huobi.NewHuobi()
		tradeAPI.GetAccount()
		ret, orderbook := tradeAPI.GetOrderBook()
		fmt.Println(ret, orderbook)

		//testHuobiAPI()
		//testOkcoinLTCAPI()
		return
	}

	ticker := time.NewTicker(1 * time.Second) //2s
	defer ticker.Stop()

	totalHour, _ := strconv.ParseInt(Option["totalHour"], 0, 64)
	if totalHour < 1 {
		totalHour = 1
	}

	fmt.Println("robot working...")

	go func() {
		for _ = range ticker.C {
			peroid, _ := strconv.Atoi(Option["tick_interval"])
			strategyName := Option["strategy"]
			ret := true
			var records []Record
			if strategyName != "OPENORDER" {
				ret, records = marketAPI().GetKLine(peroid)
			}

			if ret != false {
				strategy.Tick(tradeAPI(), records)
			}
		}
	}()

	logger.Infof("程序将持续运行%d小时后停止", time.Duration(totalHour))

	time.Sleep(time.Duration(totalHour) * time.Hour)

	logger.Infof("程序到达设定时长%d小时,停止运行。", time.Duration(totalHour))
}
Ejemplo n.º 7
0
// the3crow strategy
func (the3crow *the3crowStrategy) Tick(records []Record) bool {
	if the3crow.PrevClosePrice == lastPrice {
		return false
	}

	the3crow.PrevClosePrice = lastPrice

	logger.Infof("lastPrice %0.02f\n", lastPrice)
	logger.Infof("3 open %0.02f close %0.02f\n", records[length-2].Open, records[length-2].Close)
	logger.Infof("2 open %0.02f close %0.02f\n", records[length-3].Open, records[length-3].Close)
	logger.Infof("1 open %0.02f close %0.02f\n", records[length-4].Open, records[length-4].Close)

	if records[length-2].Close > records[length-2].Open {
		logger.Infof("3阳")
	} else {
		logger.Infof("3阴")
	}

	if records[length-3].Close > records[length-3].Open {
		logger.Infof("2阳")
	} else {
		logger.Infof("2阴")
	}
	if records[length-4].Close > records[length-4].Open {
		logger.Infof("1阳")
	} else {
		logger.Infof("1阴")
	}
	logger.Infoln("---------")

	// the3crow cross
	if records[length-2].Close > records[length-2].Open &&
		records[length-3].Close > records[length-3].Open &&
		records[length-4].Close > records[length-4].Open {
		Buy()
	} else if records[length-2].Close < records[length-2].Open &&
		records[length-3].Close < records[length-3].Open &&
		records[length-4].Close < records[length-4].Open {
		Sell()
	}

	// do sell when price is below stoploss point
	processStoploss(lastPrice)

	processTimeout()

	return true
}
Ejemplo n.º 8
0
Archivo: api.go Proyecto: 9cat/btcrobot
func (w Okcoin) GetAccount() (account Account, ret bool) {
	tradeAPI := NewOkcoinTrade(SecretOption["ok_partner"], SecretOption["ok_secret_key"])

	userInfo, ret := tradeAPI.GetAccount()

	logger.Infoln("account:", userInfo)
	if !ret {
		logger.Traceln("okcoin GetAccount failed")
		return
	} else {
		logger.Traceln(userInfo)

		account.Available_cny = userInfo.Info.Funds.Free.CNY
		account.Available_btc = userInfo.Info.Funds.Free.BTC
		account.Available_ltc = userInfo.Info.Funds.Free.LTC

		account.Frozen_cny = userInfo.Info.Funds.Freezed.CNY
		account.Frozen_btc = userInfo.Info.Funds.Freezed.BTC
		account.Frozen_ltc = userInfo.Info.Funds.Freezed.LTC

		logger.Infof("okcoin资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			account.Available_cny,
			account.Available_btc,
			account.Available_ltc,
			account.Frozen_cny,
			account.Frozen_btc,
			account.Frozen_ltc)
		//logger.Infoln(Account)
		return
	}
}
Ejemplo n.º 9
0
Archivo: api.go Proyecto: ifzz/btcrobot
func (w Okcoin) GetAccount() (account Account, ret bool) {
	tradeAPI := w.tradeAPI

	userInfo, ret := tradeAPI.GetAccount()

	if !ret {
		logger.Traceln("okcoin GetAccount failed")
		return
	} else {
		logger.Traceln(userInfo)

		account.Available_cny = userInfo.Info.Funds.Free.CNY
		account.Available_btc = userInfo.Info.Funds.Free.BTC
		account.Available_ltc = userInfo.Info.Funds.Free.LTC

		account.Frozen_cny = userInfo.Info.Funds.Freezed.CNY
		account.Frozen_btc = userInfo.Info.Funds.Freezed.BTC
		account.Frozen_ltc = userInfo.Info.Funds.Freezed.LTC

		logger.Infof("okcoin资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			account.Available_cny,
			account.Available_btc,
			account.Available_ltc,
			account.Frozen_cny,
			account.Frozen_btc,
			account.Frozen_ltc)
		return
	}
}
Ejemplo n.º 10
0
func (w Okcoin) Get_account_info() (userMoney common.UserMoney, ret bool) {
	tradeAPI := NewOkcoinTrade(SecretOption["ok_partner"], SecretOption["ok_secret_key"])

	userInfo, ret := tradeAPI.Get_account_info()

	if !ret {
		logger.Traceln("okcoin Get_account_info failed")
		return
	} else {
		logger.Traceln(userInfo)

		userMoney.Available_cny = userInfo.Info.Funds.Free.CNY
		userMoney.Available_btc = userInfo.Info.Funds.Free.BTC
		userMoney.Available_ltc = userInfo.Info.Funds.Free.LTC

		userMoney.Frozen_cny = userInfo.Info.Funds.Freezed.CNY
		userMoney.Frozen_btc = userInfo.Info.Funds.Freezed.BTC
		userMoney.Frozen_ltc = userInfo.Info.Funds.Freezed.LTC

		logger.Infof("okcoin资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			userMoney.Available_cny,
			userMoney.Available_btc,
			userMoney.Available_ltc,
			userMoney.Frozen_cny,
			userMoney.Frozen_btc,
			userMoney.Frozen_ltc)
		//logger.Infoln(userMoney)
		return
	}
}
Ejemplo n.º 11
0
func (w Huobi) Get_account_info() (userMoney common.UserMoney, ret bool) {
	tradeAPI := NewHuobiTrade(SecretOption["huobi_access_key"], SecretOption["huobi_secret_key"])

	userInfo, ret := tradeAPI.Get_account_info()

	if !ret {
		logger.Traceln("Huobi Get_account_info failed")

		return
	} else {
		userMoney.Available_cny = userInfo.Available_cny_display
		userMoney.Available_btc = userInfo.Available_btc_display
		userMoney.Available_ltc = "N/A"

		userMoney.Frozen_cny = userInfo.Frozen_cny_display
		userMoney.Frozen_btc = userInfo.Frozen_btc_display
		userMoney.Frozen_ltc = "N/A"

		logger.Infof("Huobi资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			userMoney.Available_cny,
			userMoney.Available_btc,
			userMoney.Available_ltc,
			userMoney.Frozen_cny,
			userMoney.Frozen_btc,
			userMoney.Frozen_ltc)
		return
	}
}
Ejemplo n.º 12
0
Archivo: api.go Proyecto: 9cat/btcrobot
func (w Bitvc) GetAccount() (account Account, ret bool) {
	tradeAPI := NewBitvcTrade(SecretOption["huobi_access_key"], SecretOption["huobi_secret_key"])

	userInfo, ret := tradeAPI.GetAccount()

	if !ret {
		logger.Traceln("Bitvc GetAccount failed")

		return
	} else {
		account.Available_cny = userInfo.Available_cny_display
		account.Available_btc = userInfo.Available_btc_display
		account.Available_ltc = "N/A"

		account.Frozen_cny = userInfo.Frozen_cny_display
		account.Frozen_btc = userInfo.Frozen_btc_display
		account.Frozen_ltc = "N/A"

		logger.Infof("Bitvc资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			account.Available_cny,
			account.Available_btc,
			account.Available_ltc,
			account.Frozen_cny,
			account.Frozen_btc,
			account.Frozen_ltc)
		return
	}
}
Ejemplo n.º 13
0
//circular strategy
func (circular *circularStrategy) Tick(records []Record) bool {
	if circular.PrevClosePrice == lastPrice {
		return false
	}

	basePrice, err := strconv.ParseFloat(Option["basePrice"], 64)
	if err != nil {
		logger.Debugln("config item basePrice is not float")
		return false
	}

	fluctuation, err := strconv.ParseFloat(Option["fluctuation"], 64)
	if err != nil {
		logger.Debugln("config item fluctuation is not float")
		return false
	}

	circular.PrevClosePrice = lastPrice

	logger.Infof("lastPrice %0.02f\n", lastPrice)
	if lastPrice >= basePrice+fluctuation {
		Sell()
	} else if lastPrice <= basePrice-fluctuation {
		Buy()
	}

	//do sell when price is below stoploss point
	processStoploss(lastPrice)

	processTimeout()

	return true
}
Ejemplo n.º 14
0
func (w *Huobi) AnalyzePeroidLine(filename string, content string) bool {
	//logger.Infoln(content)
	//logger.Infoln(filename)
	PeroidRecords := ParsePeroidCSV(filename)

	var xData []string
	var yData []float64
	for _, v := range PeroidRecords {
		xData = append(xData, v.Date+" "+v.Time)
		yData = append(yData, v.Close)
		//yData = append(yData, (v.Close+v.Open+v.High+v.Low)/4.0)
		//yData = append(yData, v.Low)
	}
	w.xData = xData
	w.yData = yData
	//rsi(yData)
	if Config["env"] == "test" {
		w.do2Percent(xData, yData)
		return true

		k, d, j := doKDJ(PeroidRecords)
		length := len(k)
		// Loop through the entire array.
		for i := 0; i < length; i++ {
			logger.Infof("[%s-%s]%d/%d/%d\n", PeroidRecords[i].Date, PeroidRecords[i].Time, int(k[i]), int(d[i]), int(j[i]))
		}
	} else {
		w.doEMA(xData, yData)
		return true
	}

	return true
}
Ejemplo n.º 15
0
Archivo: api.go Proyecto: 9cat/btcrobot
func (w Peatio) GetAccount() (account Account, ret bool) {
	tradeAPI, _ := newPeatio(SecretOption["peatio_access_key"], SecretOption["peatio_secret_key"], "btc", 0)

	userInfo, err := tradeAPI.GetAccount()

	if err != nil {
		logger.Traceln("Peatio GetAccount failed")
		ret = false
		return
	} else {
		ret = true
		account.Available_cny = float2str(userInfo.Balance)
		account.Available_btc = float2str(userInfo.Stocks)
		account.Available_ltc = "N/A"

		account.Frozen_cny = float2str(userInfo.FrozenBalance)
		account.Frozen_btc = float2str(userInfo.FrozenStocks)
		account.Frozen_ltc = "N/A"

		logger.Infof("Peatio资产: \n 可用cny:%-10s \tbtc:%-10s \tltc:%-10s \n 冻结cny:%-10s \tbtc:%-10s \tltc:%-10s\n",
			account.Available_cny,
			account.Available_btc,
			account.Available_ltc,
			account.Frozen_cny,
			account.Frozen_btc,
			account.Frozen_ltc)
		return
	}
}
Ejemplo n.º 16
0
// 获取当前登录用户信息(常用信息)
func FindCurrentUser(username string) (user map[string]interface{}, err error) {
	userLogin := model.NewUserLogin()
	err = userLogin.Where("username="******"获取用户 %s 信息失败:%s", username, err)
		return
	}
	if userLogin.Uid == 0 {
		logger.Infof("用户 %s 不存在!", username)
		return
	}
	user = map[string]interface{}{
		"uid":      userLogin.Uid,
		"username": userLogin.Username,
		"email":    userLogin.Email,
	}

	// 获取未读消息数
	user["msgnum"] = FindNotReadMsgNum(userLogin.Uid)

	// 获取角色信息
	userRoleList, err := model.NewUserRole().Where("uid=" + strconv.Itoa(userLogin.Uid)).FindAll()
	if err != nil {
		logger.Errorf("获取用户 %s 角色 信息失败:%s", username, err)
		return
	}
	for _, userRole := range userRoleList {
		if userRole.Roleid <= model.AdminMinRoleId {
			// 是管理员
			user["isadmin"] = true
		}
	}
	return
}
Ejemplo n.º 17
0
// MACD strategy
func (macdStrategy *MACDStrategy) Tick(records []Record) bool {
	// read config
	shortEMA, _ := strconv.Atoi(Option["shortEMA"])
	longEMA, _ := strconv.Atoi(Option["longEMA"])

	signalPeriod, _ := strconv.Atoi(Option["signalPeriod"])
	/*
		MACDMinThreshold, err := strconv.ParseFloat(Option["MACDMinThreshold"], 64)
		if err != nil {
			logger.Debugln("config item MACDMinThreshold is not float")
			return false
		}
	*/

	MACDbuyThreshold, err := strconv.ParseFloat(Option["MACDbuyThreshold"], 64)
	if err != nil {
		logger.Errorln("config item MACDbuyThreshold is not float")
		return false
	}

	MACDsellThreshold, err := strconv.ParseFloat(Option["MACDsellThreshold"], 64)
	if err != nil {
		logger.Errorln("config item MACDsellThreshold is not float")
		return false
	}

	var Price []float64
	for _, v := range records {
		Price = append(Price, v.Close)
	}

	// compute the indictor
	emaShort := EMA(Price, shortEMA)
	emaLong := EMA(Price, longEMA)
	MACDdif := getMACDdif(emaShort, emaLong)
	MACDSignal := getMACDSignal(MACDdif, signalPeriod)
	MACDHistogram := getMACDHistogram(MACDdif, MACDSignal)

	if MACDdif[length-1] != macdStrategy.PrevMACDdif {
		macdStrategy.PrevMACDdif = MACDdif[length-1]
		logger.Infof("MACD:d%5.03f\ts%5.03f\tph%5.03f\th%5.03f\tPrice:%5.02f\n", MACDdif[length-1], MACDSignal[length-1], MACDHistogram[length-2], MACDHistogram[length-1], Price[length-1])
	}

	// macd cross
	if (MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) ||
		(PrevTrade == "sell" && MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) {
		Buy()
	} else if (MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] < MACDsellThreshold) ||
		(PrevTrade == "buy" && MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] < MACDsellThreshold) {
		Sell()
	}

	// do sell when price is below stoploss point
	processStoploss(lastPrice)
	processTimeout()

	return true
}
Ejemplo n.º 18
0
Archivo: ema.go Proyecto: 9cat/btcrobot
func (emaStrategy *EMAStrategy) checkThreshold(direction string, EMAdif float64) bool {
	if direction == "buy" {
		buyThreshold, err := strconv.ParseFloat(Option["buyThreshold"], 64)
		if err != nil {
			logger.Errorln("config item buyThreshold is not float")
			return false
		}

		if EMAdif > buyThreshold {
			logger.Infof("EMAdif(%0.04f) > buyThreshold(%0.04f), trigger to buy\n", EMAdif, buyThreshold)
			emaStrategy.LessBuyThreshold = false
			return true
		} else {
			if emaStrategy.LessBuyThreshold == false {
				logger.Infof("cross up, but EMAdif(%0.04f) <= buyThreshold(%0.04f)\n", EMAdif, buyThreshold)
				emaStrategy.LessBuyThreshold = true
			}
		}
	} else {
		sellThreshold, err := strconv.ParseFloat(Option["sellThreshold"], 64)
		if err != nil {
			logger.Errorln("config item sellThreshold is not float")
			return false
		}

		if sellThreshold > 0 {
			sellThreshold = -sellThreshold
		}

		if EMAdif < sellThreshold {
			logger.Infof("EMAdif(%0.04f) <  sellThreshold(%0.04f), trigger to sell\n", EMAdif, sellThreshold)
			emaStrategy.LessSellThreshold = false
			return true
		} else {
			if emaStrategy.LessSellThreshold == false {
				logger.Infof("cross down, but EMAdif(%0.04f) >= sellThreshold(%0.04f)\n", EMAdif, sellThreshold)
				emaStrategy.LessSellThreshold = true
			}
		}
	}

	return false
}
Ejemplo n.º 19
0
//kdjStrategy strategy
func (kdjStrategy *KDJStrategy) Tick(records []Record) bool {
	if kdjStrategy.PrevTime == records[length-1].TimeStr &&
		kdjStrategy.PrevPrice == lastPrice {
		return false
	}

	//K线为白,D线为黄,J线为红,K in middle
	k, d, j := getKDJ(records)

	if kdjStrategy.PrevTime != records[length-1].TimeStr ||
		kdjStrategy.PrevPrice != records[length-1].Close {
		kdjStrategy.PrevTime = records[length-1].TimeStr
		kdjStrategy.PrevPrice = lastPrice

		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-2] < k[length-2] && k[length-2] < d[length-2]) || PrevTrade == "sell") &&
		(j[length-1] > k[length-1] && k[length-1] > d[length-1]) {
		logger.Infoln("KDJ up cross")
		if d[length-2] <= 30 {
			Buy()
		}
	}

	if ((j[length-2] > k[length-2] && k[length-2] > d[length-2]) || PrevTrade == "buy") &&
		(j[length-1] < k[length-1] && k[length-1] < d[length-1]) {
		logger.Infoln("KDJ down cross")
		if d[length-2] >= 70 {
			Sell()
		}
	}

	//do sell when price is below stoploss point
	processStoploss(lastPrice)
	processTimeout()

	return true
}
Ejemplo n.º 20
0
func marketAPI() (marketAPI MarketAPI) {
	logger.Infof(Option["datacenter"])
	if Option["datacenter"] == "huobi" {
		marketAPI = huobi.NewHuobi()
	} else if Option["datacenter"] == "okcoin" {
		marketAPI = okcoin.NewOkcoin()
	} else if Option["datacenter"] == "peatio" {
		marketAPI = peatio.NewPeatio()
	} else if Option["datacenter"] == "bittrex" {
		marketAPI = Bittrex.Manager()
	} else {
		logger.Fatalln("Please config the market center...")
		panic(-1)
	}
	return
}
Ejemplo n.º 21
0
//HLCross strategy
func (HLCross *HLCrossStrategy) Tick(records []Record) bool {
	//read config
	shortEMA, _ := strconv.Atoi(Option["shortEMA"])

	var Price []float64
	for _, v := range records {
		Price = append(Price, v.Close)
	}

	//compute the indictor
	emaShort := EMA(Price, shortEMA)

	if HLCross.PrevClosePrice != records[length-1].Close ||
		HLCross.PrevHighPrice != records[length-2].High ||
		HLCross.PrevLowPrice != records[length-2].Low {
		HLCross.PrevClosePrice = records[length-1].Close
		HLCross.PrevHighPrice = records[length-2].High
		HLCross.PrevLowPrice = records[length-2].Low

		logger.Infof("lastPrice %0.02f prevHigh %0.02f prevLow %0.02f\n",
			lastPrice, records[length-2].High, records[length-2].Low)
	}

	//HLCross cross
	if Price[length-2] > emaShort[length-2] &&
		records[length-2].Volumn > 500 &&
		records[length-2].High > records[length-3].High &&
		records[length-2].Low > records[length-3].Low {
		Buy()
	} else if Price[length-2] < emaShort[length-2] &&
		(records[length-2].High < records[length-3].High ||
			records[length-2].Low < records[length-3].Low) {
		Sell()
	}

	//do sell when price is below stoploss point
	processStoploss(lastPrice)

	processTimeout()

	return true
}
Ejemplo n.º 22
0
func testKLineAPI(done chan bool) {
	ticker := time.NewTicker(2000 * time.Millisecond) //2s

	huobi := huobiapi.NewHuobi()
	huobi.Peroid, _ = strconv.Atoi(Option["tick_interval"])
	totalHour, _ := strconv.ParseInt(Option["totalHour"], 0, 64)
	if totalHour < 1 {
		totalHour = 1
	}
	slippage, err := strconv.ParseFloat(Config["slippage"], 64)
	if err != nil {
		logger.Debugln("config item slippage is not float")
		slippage = 0
	}
	huobi.Slippage = slippage

	huobi.Disable_trading = 0

	go func() {
		for _ = range ticker.C {
			if huobi.Peroid == 1 {
				huobi.TradeKLineMinute()
			} else {
				huobi.TradeKLinePeroid(huobi.Peroid)
			}
		}
	}()

	oneHour := 60 * 60 * 1000 * time.Millisecond

	logger.Infof("程序将持续运行%d小时后停止", time.Duration(totalHour))

	time.Sleep(time.Duration(totalHour) * oneHour)

	ticker.Stop()
	fmt.Println("程序到达设定时长%d小时,停止运行。", time.Duration(totalHour))
	done <- true
}
Ejemplo n.º 23
0
func (w *Huobi) AnalyzePeroidLine(filename string, content string) bool {
	//logger.Infoln(content)
	//logger.Infoln(filename)
	PeroidRecords := ParsePeroidCSV(filename)

	var Time []string
	var Price []float64
	var Volumn []float64
	for _, v := range PeroidRecords {
		Time = append(Time, v.Date+" "+v.Time)
		Price = append(Price, v.Close)
		Volumn = append(Volumn, v.Volumn)
		//Price = append(Price, (v.Close+v.Open+v.High+v.Low)/4.0)
		//Price = append(Price, v.Low)
	}
	w.Time = Time
	w.Price = Price
	w.Volumn = Volumn

	//rsi(Price)
	if Config["env"] == "test" {
		w.do2Percent(Time, Price)
		return true

		k, d, j := doKDJ(PeroidRecords)
		length := len(k)
		// Loop through the entire array.
		for i := 0; i < length; i++ {
			logger.Infof("[%s-%s]%d/%d/%d\n", PeroidRecords[i].Date, PeroidRecords[i].Time, int(k[i]), int(d[i]), int(j[i]))
		}
	} else {
		w.doEMA(Time, Price, Volumn)
		return true
	}

	return true
}
Ejemplo n.º 24
0
//EMA strategy
func (emamacdemaStrategy *EMAMACDEMAStrategy) Tick(records []Record) bool {
	//read config
	shortEMA, _ := strconv.Atoi(Option["shortEMA"])
	longEMA, _ := strconv.Atoi(Option["longEMA"])
	signalPeriod, _ := strconv.Atoi(Option["signalPeriod"])

	nTradeAmount, err := strconv.ParseFloat(Option["tradeAmount"], 64)
	if err != nil {
		logger.Errorln("config item tradeAmount is not float")
		return false
	}

	MacdTradeAmount := fmt.Sprintf("%0.02f", 0.5*nTradeAmount)

	tradeAmount := Option["tradeAmount"]

	stoploss, err := strconv.ParseFloat(Option["stoploss"], 64)
	if err != nil {
		logger.Errorln("config item stoploss is not float")
		return false
	}

	MACDbuyThreshold, err := strconv.ParseFloat(Option["MACDbuyThreshold"], 64)
	if err != nil {
		logger.Errorln("config item MACDbuyThreshold is not float")
		return false
	}

	MACDsellThreshold, err := strconv.ParseFloat(Option["MACDsellThreshold"], 64)
	if err != nil {
		logger.Errorln("config item MACDsellThreshold 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)
		//Price = append(Price, (v.Close+v.Open+v.High+v.Low)/4.0)
		//Price = append(Price, v.Low)
	}

	//compute the indictor
	emaShort := EMA(Price, shortEMA)
	emaLong := EMA(Price, longEMA)
	EMAdif := getMACDdif(emaShort, emaLong)

	MACDdif := getMACDdif(emaShort, emaLong)
	MACDSignal := getMACDSignal(MACDdif, signalPeriod)
	MACDHistogram := getMACDHistogram(MACDdif, MACDSignal)

	length := len(Price)
	if emamacdemaStrategy.PrevEMACross == "unknown" {
		if is_uptrend(EMAdif[length-3]) {
			emamacdemaStrategy.PrevEMACross = "up"
		} else if is_downtrend(EMAdif[length-3]) {
			emamacdemaStrategy.PrevEMACross = "down"
		} else {
			emamacdemaStrategy.PrevEMACross = "unknown"
		}
		logger.Infoln("prev cross is", emamacdemaStrategy.PrevEMACross)
		if is_uptrend(EMAdif[length-3]) {
			logger.Infoln("上一个趋势是上涨,等待卖出点触发")
		} else if is_downtrend(EMAdif[length-3]) {
			logger.Infoln("上一个趋势是下跌,等待买入点触发")
		} else {
			logger.Infoln("上一个趋势是unknown。。。")
		}
	}

	if EMAdif[length-1] != emamacdemaStrategy.PrevEMAdif {
		emamacdemaStrategy.PrevEMAdif = EMAdif[length-1]
		logger.Infof("EMA [%0.02f,%0.02f,%0.02f] Diff:%0.03f\t%0.03f\n", Price[length-1], emaShort[length-1], emaLong[length-1], EMAdif[length-2], EMAdif[length-1])
	}

	if MACDdif[length-1] != emamacdemaStrategy.PrevMACDdif {
		emamacdemaStrategy.PrevMACDdif = MACDdif[length-1]
		logger.Infof("MACD:d=%5.03f\ts=%5.03f\th=%5.03f\tpre-h=%5.03f\n", MACDdif[length-1], MACDSignal[length-1], MACDHistogram[length-1], MACDHistogram[length-2])
	}

	//reset LessBuyThreshold LessSellThreshold flag when (^ or V) happen
	if emamacdemaStrategy.LessBuyThreshold && is_downtrend(EMAdif[length-1]) {
		emamacdemaStrategy.LessBuyThreshold = false
		emamacdemaStrategy.PrevEMACross = "down" //reset
		logger.Infoln("down->up(EMA diff < buy threshold)->down ^")

	}
	if emamacdemaStrategy.LessSellThreshold && is_uptrend(EMAdif[length-1]) {
		emamacdemaStrategy.LessSellThreshold = false
		emamacdemaStrategy.PrevEMACross = "up" //reset
		logger.Infoln("up->down(EMA diff > sell threshold)->up V")
	}

	//EMA cross
	if (emamacdemaStrategy.is_upcross(EMAdif[length-2], EMAdif[length-1]) || emamacdemaStrategy.LessBuyThreshold) ||
		(emamacdemaStrategy.is_downcross(EMAdif[length-2], EMAdif[length-1]) || emamacdemaStrategy.LessSellThreshold) { //up cross

		//do buy when cross up
		if emamacdemaStrategy.is_upcross(EMAdif[length-2], EMAdif[length-1]) || emamacdemaStrategy.LessBuyThreshold {
			if Option["enable_trading"] == "1" && emamacdemaStrategy.PrevEMATrade != "buy" {

				emamacdemaStrategy.PrevEMACross = "up"

				if emamacdemaStrategy.checkThreshold("buy", EMAdif[length-1]) {
					emamacdemaStrategy.PrevEMATrade = "buy"
					diff := fmt.Sprintf("%0.03f", EMAdif[length-1])
					warning := "EMA up cross, 买入buy In<----市价" + getTradePrice("", Price[length-1]) +
						",委托价" + getTradePrice("buy", Price[length-1]) + ",diff" + diff
					logger.Infoln(warning)
					if buy(getTradePrice("buy", Price[length-1]), tradeAmount) != "0" {
						emamacdemaStrategy.PrevBuyPirce = Price[length-1]
						warning += "[委托成功]"
					} else {
						warning += "[委托失败]"
					}

					go email.TriggerTrender(warning)
				}
			}
		}

		//do sell when cross down
		if emamacdemaStrategy.is_downcross(EMAdif[length-2], EMAdif[length-1]) || emamacdemaStrategy.LessSellThreshold {
			emamacdemaStrategy.PrevEMACross = "down"
			if Option["enable_trading"] == "1" && emamacdemaStrategy.PrevEMATrade != "sell" {
				if emamacdemaStrategy.checkThreshold("sell", EMAdif[length-1]) {
					emamacdemaStrategy.PrevEMATrade = "sell"
					diff := fmt.Sprintf("%0.03f", EMAdif[length-1])
					warning := "EMA down cross, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) +
						",委托价" + getTradePrice("sell", Price[length-1]) + ",diff" + diff
					logger.Infoln(warning)

					var ematradeAmount string
					if emamacdemaStrategy.PrevMACDTrade == "sell" {
						ematradeAmount = MacdTradeAmount
						emamacdemaStrategy.PrevMACDTrade = "init"
					} else {
						ematradeAmount = tradeAmount
					}

					if sell(getTradePrice("sell", Price[length-1]), ematradeAmount) != "0" {
						warning += "[委托成功]"
					} else {
						warning += "[委托失败]"
					}

					go email.TriggerTrender(warning)
				}
			}
		}

		//backup the kline data for analyze
		if Config["env"] == "dev" {
			backup(Time[length-1])
		}
	}

	//macd cross
	if MACDdif[length-1] > 0 {
		if (MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) ||
			(emamacdemaStrategy.PrevMACDTrade == "sell" && MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) {
			if Option["enable_trading"] == "1" && emamacdemaStrategy.PrevMACDTrade == "sell" {
				emamacdemaStrategy.PrevMACDTrade = "buy"
				histogram := fmt.Sprintf("%0.03f", MACDHistogram[length-1])
				warning := "MACD up cross, 买入buy In<----市价" + getTradePrice("", Price[length-1]) +
					",委托价" + getTradePrice("buy", Price[length-1]) + ",histogram" + histogram
				logger.Infoln(warning)
				if buy(getTradePrice("buy", Price[length-1]), MacdTradeAmount) != "0" {
					emamacdemaStrategy.PrevBuyPirce = Price[length-1]
					warning += "[委托成功]"
				} else {
					warning += "[委托失败]"
				}

				go email.TriggerTrender(warning)
			}
		} else if (Price[length-1] < emaLong[length-1]) &&
			((MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] < MACDsellThreshold) ||
				(emamacdemaStrategy.PrevMACDTrade == "buy" && MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] < MACDsellThreshold)) {
			if Option["enable_trading"] == "1" && emamacdemaStrategy.PrevMACDTrade != "sell" {
				emamacdemaStrategy.PrevMACDTrade = "sell"
				histogram := fmt.Sprintf("%0.03f", MACDHistogram[length-1])
				warning := "MACD down cross, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) +
					",委托价" + getTradePrice("sell", Price[length-1]) + ",histogram" + histogram
				logger.Infoln(warning)
				if sell(getTradePrice("sell", Price[length-1]), MacdTradeAmount) != "0" {
					warning += "[委托成功]"
				} else {
					warning += "[委托失败]"
				}

				go email.TriggerTrender(warning)
			}
		}
	}

	//do sell when price is below stoploss point
	if Price[length-1] < emamacdemaStrategy.PrevBuyPirce*(1-stoploss*0.01) {
		if Option["enable_trading"] == "1" && emamacdemaStrategy.PrevEMATrade != "sell" {

			warning := "stop loss, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) + ",委托价" + getTradePrice("sell", Price[length-1])
			logger.Infoln(warning)

			var ematradeAmount string
			if emamacdemaStrategy.PrevMACDTrade == "sell" {
				ematradeAmount = MacdTradeAmount
			} else {
				ematradeAmount = tradeAmount
			}

			if sell(getTradePrice("sell", Price[length-1]), ematradeAmount) != "0" {
				warning += "[委托成功]"
			} else {
				warning += "[委托失败]"
			}

			go email.TriggerTrender(warning)

			emamacdemaStrategy.PrevEMATrade = "sell"
			emamacdemaStrategy.PrevMACDTrade = "init"
			emamacdemaStrategy.PrevBuyPirce = 0
		}
	}

	return true
}
Ejemplo n.º 25
0
//KDJ-EX strategy
func (oo *OOStrategy) Tick(records []Record) bool {

	const btcslap = 0.2
	const ltcslap = 0.01
	const timeout = 20
	const ordercount = 1

	numTradeAmount, err := strconv.ParseFloat(Option["tradeAmount"], 64)
	if err != nil {
		logger.Errorln("config item tradeAmount is not float")
		return false
	}

	nSplitTradeAmount := numTradeAmount / float64(ordercount)
	splitTradeAmount := fmt.Sprintf("%f", nSplitTradeAmount)

	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)
		//Price = append(Price, (v.Close+v.Open+v.High+v.Low)/4.0)
		//Price = append(Price, v.Low)
	}

	//K线为白,D线为黄,J线为红,K in middle
	k, d, j := getKDJ(records)
	length := len(records)
	if oo.PrevTime != records[length-1].TimeStr ||
		oo.PrevPrice != records[length-1].Close {
		oo.PrevTime = records[length-1].TimeStr
		oo.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-2] < k[length-2] && k[length-2] < d[length-2]) || oo.PrevKDJTrade == "sell") &&
		(j[length-1] > k[length-1] && k[length-1] > d[length-1]) {
		logger.Infoln("KDJ up cross")
		oo.PrevKDJTrade = "buy"
	}

	if ((j[length-2] > k[length-2] && k[length-2] > d[length-2]) || oo.PrevKDJTrade == "buy") &&
		(j[length-1] < k[length-1] && k[length-1] < d[length-1]) {
		logger.Infoln("KDJ down cross")
		oo.PrevKDJTrade = "sell"
	}

	if oo.PrevKDJTrade == "sell" {
		return false
	}

	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])

	var flag float64
	if orderbook.Bids[0].Price+0.02 > orderbook.Asks[len(orderbook.Asks)-1].Price {
		flag = 0
	} else {
		flag = 0.01
	}
	for i := 1; i <= ordercount; i++ {
		warning := "oo, 买入buy In<----限价单"
		tradePrice := fmt.Sprintf("%f", orderbook.Bids[0].Price+flag)
		buyID := Buy(tradePrice, splitTradeAmount)
		if buyID != "0" {
			warning += "[委托成功]"
			oo.BuyId = append(oo.BuyId, buyID)
		} else {
			warning += "[委托失败]"
		}

		logger.Infoln(warning)

		warning = "oo, 卖出Sell Out---->限价单"
		tradePrice = fmt.Sprintf("%f", orderbook.Asks[len(orderbook.Asks)-1].Price-flag)
		sellID := Sell(tradePrice, splitTradeAmount)
		if sellID != "0" {
			warning += "[委托成功]"
			oo.SellId = append(oo.SellId, sellID)
		} else {
			warning += "[委托失败]"
		}

		logger.Infoln(warning)
	}

	//check timeout trade
	now := time.Now()

	time.Sleep(10 * time.Second)
	logger.Infoln("time go ", int64(now.Sub(oo.BuyBegin)/time.Second))
	logger.Infoln("BuyId len", len(oo.BuyId), cap(oo.BuyId))
	logger.Infoln("SellId len", len(oo.SellId), cap(oo.SellId))

	if len(oo.BuyId) != 0 &&
		int64(now.Sub(oo.BuyBegin)/time.Second) > timeout {
		//todo-
		for _, BuyId := range oo.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)
		}
		oo.BuyId = oo.BuyId[:0]
	}

	if len(oo.SellId) != 0 &&
		int64(now.Sub(oo.SellBegin)/time.Second) > timeout {
		//todo
		for _, SellId := range oo.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)
		}
		oo.SellId = oo.SellId[:0]
	}

	return true
}
Ejemplo n.º 26
0
func processTimeout() bool {
	//check timeout trade

	//last cancel failed, recancel
	for tm, id := range recancelbuyOrders {
		warning := fmt.Sprintf("<-----re-cancel %s-------------->", id)
		if CancelOrder(id) {
			warning += "[Cancel委托成功]"
			delete(recancelbuyOrders, tm)
		} else {
			warning += "[Cancel委托失败]"
		}

		logger.Infoln(warning)
		time.Sleep(1 * time.Second)
		time.Sleep(500 * time.Microsecond)
	}

	for tm, tradeAmount := range resellOrders {
		warning := fmt.Sprintf("<-----re-sell %f-------------->", tradeAmount)
		logger.Infoln(warning)
		sellID := Sell()
		if sellID != "0" {
			warning += "[re-sell委托成功]"
			delete(resellOrders, tm)
			sellOrders[time.Now()] = sellID //append or just update "set"
		} else {
			warning += "[re-sell委托失败]"
		}

		logger.Infoln(warning)
		time.Sleep(1 * time.Second)
		time.Sleep(500 * time.Microsecond)
	}

	now := time.Now()
	if len(buyOrders) != 0 {
		//todo-
		logger.Infoln("BuyId len", len(buyOrders))
		for tm, id := range buyOrders {
			ret, order := GetOrder(id)
			if ret == false {
				continue
			}
			if order.Amount == order.Deal_amount {
				buy_average = (buy_amount*buy_average + order.Deal_amount*order.Price) / (buy_amount + order.Deal_amount)
				logger.Infof("buy_average=%0.02f\n", buy_average)
				dealOrders[tm] = order
				buy_amount += order.Deal_amount
				delete(buyOrders, tm)
			} else {
				if int64(now.Sub(tm)/time.Minute) <= timeout {
					continue
				}

				if order.Deal_amount > 0.0001 { //部分成交的买卖单
					buy_average = (buy_amount*buy_average + order.Deal_amount*order.Price) / (buy_amount + order.Deal_amount)
					logger.Infof("part of buy_average=%0.02f\n", buy_average)
					dealOrders[tm] = order
					buy_amount += order.Deal_amount
				}

				warning := fmt.Sprintf("<-----buy Delegation timeout, cancel %s[deal:%f]-------------->", id, order.Deal_amount)
				logger.Infoln(order)
				if CancelOrder(id) {
					warning += "[buy Cancel委托成功]"
				} else {
					warning += "[buy Cancel委托失败]"
					recancelbuyOrders[time.Now()] = id
				}

				delete(buyOrders, tm)
				logger.Infoln(warning)
				time.Sleep(1 * time.Second)
				time.Sleep(500 * time.Microsecond)
			}
		}
	}

	if len(sellOrders) != 0 {
		//todo-
		logger.Infoln("SellId len", len(sellOrders))
		for tm, id := range sellOrders {
			if int64(now.Sub(tm)/time.Second) <= timeout {
				continue
			}

			ret, order := GetOrder(id)
			if ret == false {
				continue
			}

			if order.Amount == order.Deal_amount {
				delete(sellOrders, tm)
				buy_amount -= order.Deal_amount
			} else {
				if int64(now.Sub(tm)/time.Minute) <= timeout {
					continue
				}
				if order.Deal_amount < order.Amount {
					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
						}
					}

					warning := "<--------------sell Delegation timeout, cancel-------------->" + id
					if CancelOrder(id) {
						warning += "[sell Cancel委托成功]"

						delete(sellOrders, tm)
						//update to delete, start a new order for sell in below

						buy_amount -= order.Deal_amount
						sell_amount := order.Amount - order.Deal_amount

						logger.Infoln("卖一", (orderBook.Asks[len(orderBook.Asks)-1]))
						logger.Infoln("买一", orderBook.Bids[0])

						warning := "timeout, resell 卖出Sell Out---->限价单"
						tradePrice := fmt.Sprintf("%f", orderBook.Asks[len(orderBook.Asks)-1].Price-0.01)
						tradeAmount := fmt.Sprintf("%f", sell_amount)
						sellID := sell(tradePrice, tradeAmount)
						if sellID != "0" {
							warning += "[resell 委托成功]"
							sellOrders[time.Now()] = sellID //append or just update "set"
						} else {
							warning += "[resell 委托失败]"
							resellOrders[time.Now()] = tradeAmount
						}
						logger.Infoln(warning)
					} else {
						warning += "[sell Cancel委托失败]"
					}
					logger.Infoln(warning)
					time.Sleep(1 * time.Second)
					time.Sleep(500 * time.Microsecond)
				}
			}
		}
	}

	return true
}
Ejemplo n.º 27
0
//HLCross strategy
func (HLCross *HLCrossStrategy) Tick(records []Record) bool {
	//read config

	tradeAmount := Option["tradeAmount"]
	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(Price)

	if HLCross.PrevClosePrice != records[length-1].Close ||
		HLCross.PrevHighPrice != records[length-2].High ||
		HLCross.PrevLowPrice != records[length-2].Low {
		HLCross.PrevClosePrice = records[length-1].Close
		HLCross.PrevHighPrice = records[length-2].High
		HLCross.PrevLowPrice = records[length-2].Low

		logger.Infof("nowClose %0.02f prevHigh %0.02f prevLow %0.02f\n", records[length-1].Close, records[length-2].High, records[length-2].Low)
	}

	//HLCross cross
	if records[length-1].Close > records[length-2].High {
		if Option["enable_trading"] == "1" && HLCross.PrevHLCrossTrade != "buy" {
			warning := "HLCross up, 买入buy In<----市价" + getTradePrice("", Price[length-1]) +
				",委托价" + getTradePrice("buy", Price[length-1])
			logger.Infoln(warning)
			if Buy(getTradePrice("buy", Price[length-1]), tradeAmount) != "0" {
				HLCross.PrevBuyPirce = Price[length-1]
				warning += "[委托成功]"
				HLCross.PrevHLCrossTrade = "buy"
			} else {
				warning += "[委托失败]"
			}

			go email.TriggerTrender(warning)
		}
	} else if records[length-1].Close < records[length-2].Low {
		if Option["enable_trading"] == "1" && HLCross.PrevHLCrossTrade != "sell" {
			warning := "HLCross down, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) +
				",委托价" + getTradePrice("sell", Price[length-1])
			logger.Infoln(warning)
			if Sell(getTradePrice("sell", Price[length-1]), tradeAmount) != "0" {
				warning += "[委托成功]"
				HLCross.PrevHLCrossTrade = "sell"
				HLCross.PrevBuyPirce = 0
			} else {
				warning += "[委托失败]"
			}

			go email.TriggerTrender(warning)
		}
	}

	//do sell when price is below stoploss point
	if Price[length-1] < HLCross.PrevBuyPirce*(1-stoploss*0.01) {
		if Option["enable_trading"] == "1" && HLCross.PrevHLCrossTrade != "sell" {
			warning := "stop loss, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) + ",委托价" + getTradePrice("sell", Price[length-1])
			logger.Infoln(warning)
			if Sell(getTradePrice("sell", Price[length-1]), tradeAmount) != "0" {
				warning += "[委托成功]"
				HLCross.PrevHLCrossTrade = "sell"
				HLCross.PrevBuyPirce = 0
			} else {
				warning += "[委托失败]"
			}

			go email.TriggerTrender(warning)
		}
	}

	return true
}
Ejemplo n.º 28
0
func (w *Huobi) doEMA(Time []string, Price []float64, Volumn []float64) {
	if len(Price) == 0 {
		logger.Errorln("no data is prepared!")
		return
	}
	//read config
	shortEMA, _ := strconv.Atoi(Option["shortEMA"])
	longEMA, _ := strconv.Atoi(Option["longEMA"])

	stopPoints, err := strconv.ParseFloat(Config["stopPoints"], 64)
	if err != nil {
		logger.Debugln("config item stopPoints is not float")
		return
	}

	EMAMinThreshold, err := strconv.ParseFloat(Config["EMAMinThreshold"], 64)
	if err != nil {
		logger.Debugln("config item EMAMinThreshold is not float")
		return
	}

	tradeOnlyAfterSwitch, _ := strconv.Atoi(Config["tradeOnlyAfterSwitch"])
	TresholdLevel, _ := strconv.Atoi(Config["TresholdLevel"])
	_, err = strconv.ParseFloat(Option["tradeAmount"], 64)
	if err != nil {
		logger.Debugln("config item tradeAmount is not float")
		return
	}
	tradeAmount := Option["tradeAmount"]

	f_tradeAmount, err := strconv.ParseFloat(Option["tradeAmount"], 64)
	if err != nil {
		logger.Debugln("config item tradeAmount is not float")
		return
	}

	MACDtradeAmount := fmt.Sprintf("%0.02f", f_tradeAmount/2.0)

	//compute the indictor
	emaShort := EMA(Price, shortEMA)
	emaLong := EMA(Price, longEMA)
	EMAdif := getEMAdif(emaShort, emaLong)

	length := len(Price)

	//check indictor using history data, loop through data, get history samples
	logger.OverrideStart(w.Peroid)
	logger.Overridef("EMA 收益率分析[%d:[s=%d/l=%d],stopPoints:%0.0f]\n", w.Peroid, shortEMA, longEMA, stopPoints)
	var profit float64
	var times int
	var lastTrade float64
	var entryPrice float64
	var totaltimes int

	if w.Disable_trading != 1 {
		if Config["env"] == "dev" {
			logger.Infof("%s\t%-6.2f\t%-6.2f\n", Time[length-1], Price[length-1], Volumn[length-1])
		}
	}

	//EMA cross
	for i := 1; i < length; i++ {
		if EMAdif[i-1] < 0 && EMAdif[i] > 0 { //up cross
			w.lastAction = "buyIn"
			totaltimes++
			logger.Overrideln(totaltimes)

			if times == 0 {
				entryPrice = Price[i]
			}
			times++
			profit -= Price[i]
			lastTrade = Price[i]

			w.lastBuyprice = Price[i]

			var samplesBegin int
			if i > longEMA {
				samplesBegin = i - longEMA
			} else {
				samplesBegin = 0
			}
			periodArr := Price[samplesBegin:i]

			w.lastLowestprice = arrayLowest(periodArr)

			if EMAdif[i] >= EMAMinThreshold {
				logger.Overrideln("++ buyIn", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]), w.lastLowestprice, 2*w.lastBuyprice-w.lastLowestprice)
			} else {
				logger.Overrideln(" + buyIn", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]), w.lastLowestprice, 2*w.lastBuyprice-w.lastLowestprice)
			}

			if w.checkException(Price[i-1], Price[i], Volumn[i]) == false {
				logger.Infoln("detect exception data in huobi.com", Price[i-1], Price[i], Volumn[i])
				continue
			}
			if i == length-1 && w.latestMACDTrend != 1 {
				if w.Disable_trading != 1 {
					logger.Infoln("EMA up cross, 买入buyIn", w.getTradePrice(""))
					go service.TriggerTrender("EMA up cross, 买入buyIn")
				}

				if Option["disable_trading"] != "1" && w.Disable_trading != 1 {
					w.latestMACDTrend = 1
					w.Do_buy(w.getTradePrice("buy"), tradeAmount)
				}

				w.backup(Time[i])
			}
		} else if (w.lastAction != "sellOut" || w.lastAction != "stop") && EMAdif[i-1] > 0 && EMAdif[i] < 0 { //down cross
			w.lastAction = "sellOut"
			if EMAdif[i] <= -EMAMinThreshold {
				logger.Overrideln("-- sellOut", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]))
			} else {
				logger.Overrideln(" - sellOut", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]))
			}

			if w.checkException(Price[i-1], Price[i], Volumn[i]) == false {
				logger.Infoln("detect exception data in huobi.com", Price[i-1], Price[i], Volumn[i])
				continue
			}

			if i == length-1 && w.latestMACDTrend != -1 {
				if w.Disable_trading != 1 {
					logger.Infoln("EMA down cross, 卖出sellOut", w.getTradePrice(""))
					go service.TriggerTrender("EMA down cross, 卖出sellOut")
				}
				if Option["disable_trading"] != "1" && w.Disable_trading != 1 {
					w.latestMACDTrend = -1
					ret := w.Do_sell(w.getTradePrice("sell"), tradeAmount)
					if ret == false {
						w.Do_sell(w.getTradePrice("sell"), MACDtradeAmount)
					}
				}

				w.backup(Time[i])
			}

			if times != 0 {
				times++
				profit += Price[i]
				lastTrade = Price[i]
				if times != 0 && times%2 == 0 {
					logger.Overridef("profit=%0.02f, rate=%0.02f%%\n", Price[i]-w.lastBuyprice, 100*(Price[i]-w.lastBuyprice)/w.lastBuyprice)
				}
			}
		} /* else if (w.lastAction != "exit" || w.lastAction != "stop") && Price[i] < emaMiddle[i]-stopPoints { //stop
			w.lastAction = "stop"
			logger.Overrideln("-- stop", i, Time[i], Price[i], fmt.Sprintf("%0.04f", emaMiddle[i]))
			if i == length-1 && w.latestMACDTrend != -1 {
				logger.Infoln("保守止损位", w.getTradePrice(""))
				go service.TriggerTrender("保守止损位")

				ret := w.do_sell(w.getTradePrice("sell"), tradeAmount)
				if ret == false {
					w.do_sell(w.getTradePrice("sell"), MACDtradeAmount)
				}
			}

			if times != 0 {
				times++
				profit += Price[i]
				lastTrade = Price[i]
				if times != 0 && times%2 == 0 {
					logger.Overridef("profit=%0.02f, rate=%0.02f%%\n", Price[i]-w.lastBuyprice, 100*(Price[i]-w.lastBuyprice)/w.lastBuyprice)
				}
			}
		}*/

	}

	if times%2 != 0 {
		profit += lastTrade
		totaltimes--
	}
	logger.Overridef("totaltimes[%d] profit=%0.02f, entryPrice=%0.02f, rate=%0.02f%%\n", totaltimes, profit, entryPrice, 100*profit/entryPrice)

	if false {
		//current trend
		//trade according trend indictor
		if w.latestSolidTrend == 0 {
			w.findLatestSolidTrend(emaShort, emaLong, EMAMinThreshold,
				TresholdLevel, length)
		}

		w.trade(emaShort, emaLong, EMAMinThreshold,
			TresholdLevel, length, tradeOnlyAfterSwitch, tradeAmount)
	}
}
Ejemplo n.º 29
0
Archivo: ema.go Proyecto: 9cat/btcrobot
//EMA strategy
func (emaStrategy *EMAStrategy) Tick(records []Record) bool {
	//read config
	shortEMA, _ := strconv.Atoi(Option["shortEMA"])
	longEMA, _ := strconv.Atoi(Option["longEMA"])

	var Price []float64
	for _, v := range records {
		Price = append(Price, v.Close)
	}

	//compute the indictor
	emaShort := EMA(Price, shortEMA)
	emaLong := EMA(Price, longEMA)
	EMAdif := getMACDdif(emaShort, emaLong)

	if emaStrategy.PrevEMACross == "unknown" {
		if is_uptrend(EMAdif[length-3]) {
			emaStrategy.PrevEMACross = "up"
		} else if is_downtrend(EMAdif[length-3]) {
			emaStrategy.PrevEMACross = "down"
		} else {
			emaStrategy.PrevEMACross = "unknown"
		}
		logger.Infoln("prev cross is", emaStrategy.PrevEMACross)
		if is_uptrend(EMAdif[length-3]) {
			logger.Infoln("上一个趋势是上涨,等待卖出点触发")
		} else if is_downtrend(EMAdif[length-3]) {
			logger.Infoln("上一个趋势是下跌,等待买入点触发")
		} else {
			logger.Infoln("上一个趋势是unknown。。。")
		}
	}

	//go TriggerPrice(Price[length-1])
	if EMAdif[length-1] != emaStrategy.PrevEMAdif {
		emaStrategy.PrevEMAdif = EMAdif[length-1]
		logger.Infof("EMA [%0.02f,%0.02f,%0.02f] Diff:%0.04f\t%0.04f\n", lastPrice, emaShort[length-1], emaLong[length-1], EMAdif[length-2], EMAdif[length-1])
	}

	//reset LessBuyThreshold LessSellThreshold flag when (^ or V) happen
	if emaStrategy.LessBuyThreshold && is_downtrend(EMAdif[length-1]) {
		emaStrategy.LessBuyThreshold = false
		emaStrategy.PrevEMACross = "down" //reset
		logger.Infoln("down->up(EMA diff < buy threshold)->down ^")

	}
	if emaStrategy.LessSellThreshold && is_uptrend(EMAdif[length-1]) {
		emaStrategy.LessSellThreshold = false
		emaStrategy.PrevEMACross = "up" //reset
		logger.Infoln("up->down(EMA diff > sell threshold)->up V")
	}

	//EMA cross
	if (emaStrategy.is_upcross(EMAdif[length-2], EMAdif[length-1]) || emaStrategy.LessBuyThreshold) ||
		(emaStrategy.is_downcross(EMAdif[length-2], EMAdif[length-1]) || emaStrategy.LessSellThreshold) { //up cross

		//do buy when cross up
		if emaStrategy.is_upcross(EMAdif[length-2], EMAdif[length-1]) || emaStrategy.LessBuyThreshold {
			if Option["enable_trading"] == "1" && PrevTrade != "buy" {
				emaStrategy.PrevEMACross = "up"
				if emaStrategy.checkThreshold("buy", EMAdif[length-1]) {
					Buy()
				}
			}
		}

		//do sell when cross down
		if emaStrategy.is_downcross(EMAdif[length-2], EMAdif[length-1]) || emaStrategy.LessSellThreshold {
			emaStrategy.PrevEMACross = "down"
			if Option["enable_trading"] == "1" && PrevTrade != "sell" {
				if emaStrategy.checkThreshold("sell", EMAdif[length-1]) {
					Sell()
				}
			}
		}

		//backup the kline data for analyze
		if Config["env"] == "dev" {
			backup(records[length-1].TimeStr)
		}
	}

	//do sell when price is below stoploss point
	processStoploss(lastPrice)

	processTimeout()

	return true
}
Ejemplo n.º 30
0
//xxx strategy
func (kdjStrategy *KDJStrategy) Tick(records []Record) bool {
	//实现自己的策略

	tradeAmount := Option["tradeAmount"]

	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)
		//Price = append(Price, (v.Close+v.Open+v.High+v.Low)/4.0)
		//Price = append(Price, v.Low)
	}

	length := len(records)

	if kdjStrategy.PrevTime == records[length-1].TimeStr &&
		kdjStrategy.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 kdjStrategy.PrevTime != records[length-1].TimeStr ||
		kdjStrategy.PrevPrice != records[length-1].Close {
		kdjStrategy.PrevTime = records[length-1].TimeStr
		kdjStrategy.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-2] < k[length-2] && k[length-2] < d[length-2]) || kdjStrategy.PrevKDJTrade == "sell") &&
		(j[length-1] > k[length-1] && k[length-1] > d[length-1]) {
		logger.Infoln("KDJ up cross")
		if (kdjStrategy.PrevKDJTrade == "init" && d[length-2] <= 30) || kdjStrategy.PrevKDJTrade == "sell" {
			//do buy
			warning := "KDJ up cross, 买入buy In<----市价" + getTradePrice("", Price[length-1]) +
				",委托价" + getTradePrice("buy", Price[length-1])
			logger.Infoln(warning)
			if Buy(getTradePrice("buy", Price[length-1]), tradeAmount) != "0" {
				warning += "[委托成功]"
			} else {
				warning += "[委托失败]"
			}

			kdjStrategy.PrevKDJTrade = "buy"

			go email.TriggerTrender(warning)
		}

	}

	if ((j[length-2] > k[length-2] && k[length-2] > d[length-2]) || kdjStrategy.PrevKDJTrade == "buy") &&
		(j[length-1] < k[length-1] && k[length-1] < d[length-1]) {

		logger.Infoln("KDJ down cross")
		if (kdjStrategy.PrevKDJTrade == "init" && d[length-2] >= 70) || kdjStrategy.PrevKDJTrade == "buy" {
			//do sell
			warning := "KDJ down cross, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) +
				",委托价" + getTradePrice("sell", Price[length-1])
			logger.Infoln(warning)
			if Sell(getTradePrice("sell", Price[length-1]), tradeAmount) != "0" {
				warning += "[委托成功]"
			} else {
				warning += "[委托失败]"
			}

			kdjStrategy.PrevKDJTrade = "sell"

			go email.TriggerTrender(warning)
		}

	}

	return true
}