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
}
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)
go email.TriggerTrender(warning)
return buyID
}
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)
go email.TriggerTrender(warning)
return sellID
}
func SecretHandler(rw http.ResponseWriter, req *http.Request) {
if !Basic(rw, req) {
return
}
vars := mux.Vars(req)
msgtype := vars["msgtype"]
if req.Method != "POST" && msgtype == "" {
// 获取用户信息
err := config.LoadSecretOption()
if err != nil {
fmt.Fprint(rw, `{"errno": 1, "error":"`, "读取秘钥配置数据失败", `"}`)
return
}
// 设置模板数据
filter.SetData(req, map[string]interface{}{"config": config.SecretOption})
req.Form.Set(filter.CONTENT_TPL_KEY, "/template/trade/secret.html")
return
} else {
config.SecretOption["username"] = req.FormValue("username")
config.SecretOption["password"] = req.FormValue("password")
config.SecretOption["huobi_access_key"] = req.FormValue("huobi_access_key")
config.SecretOption["huobi_secret_key"] = req.FormValue("huobi_secret_key")
config.SecretOption["ok_partner"] = req.FormValue("ok_partner")
config.SecretOption["ok_secret_key"] = req.FormValue("ok_secret_key")
config.SecretOption["smtp_username"] = req.FormValue("smtp_username")
config.SecretOption["smtp_password"] = req.FormValue("smtp_password")
config.SecretOption["smtp_host"] = req.FormValue("smtp_host")
config.SecretOption["smtp_addr"] = req.FormValue("smtp_addr")
// 更新个人信息
err := config.SaveSecretOption()
if err != nil {
fmt.Fprint(rw, `{"errno": 1, "error":"`, "写入秘钥配置数据失败", `"}`)
return
}
fmt.Fprint(rw, `{"errno": 0, "msg":"更新秘钥配置成功!"}`)
go email.TriggerTrender("btcrobot测试邮件，您能收到这封邮件说明您的SMTP配置成功，来自星星的机器人")
}
}
func webui() {
m := martini.Classic()
m.Get("/secret", func() string {
// show something
err := LoadSecretOption()
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "读取秘钥配置数据失败"}`
}
Option_json, err := json.Marshal(SecretOption)
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "解析秘钥配置数据失败"}`
}
return string(Option_json)
})
m.Post("/secret", func(res http.ResponseWriter, req *http.Request) { // res and req are injected by Martini
SecretOption["username"] = req.FormValue("username")
SecretOption["password"] = req.FormValue("password")
SecretOption["bitvc_email"] = req.FormValue("bitvc_email")
SecretOption["bitvc_password"] = req.FormValue("bitvc_password")
SecretOption["huobi_access_key"] = req.FormValue("huobi_access_key")
SecretOption["huobi_secret_key"] = req.FormValue("huobi_secret_key")
SecretOption["smtp_username"] = req.FormValue("smtp_username")
SecretOption["smtp_password"] = req.FormValue("smtp_password")
SecretOption["smtp_host"] = req.FormValue("smtp_host")
SecretOption["smtp_addr"] = req.FormValue("smtp_addr")
SecretOption["OKCoinAPIkey"] = req.FormValue("OKCoinAPIkey")
SecretOption["ok_partner"] = req.FormValue("ok_partner")
SecretOption["ok_secret_key"] = req.FormValue("ok_secret_key")
SecretOption["ok_partner1"] = req.FormValue("ok_partner1")
SecretOption["ok_secret_key1"] = req.FormValue("ok_secret_key1")
SecretOption["ok_partner2"] = req.FormValue("ok_partner2")
SecretOption["ok_secret_key2"] = req.FormValue("ok_secret_key2")
SecretOption["ok_partner3"] = req.FormValue("ok_partner3")
SecretOption["ok_secret_key3"] = req.FormValue("ok_secret_key3")
SecretOption["ok_partner4"] = req.FormValue("ok_partner4")
SecretOption["ok_secret_key4"] = req.FormValue("ok_secret_key4")
SecretOption["ok_partner5"] = req.FormValue("ok_partner5")
SecretOption["ok_secret_key5"] = req.FormValue("ok_secret_key5")
SecretOption["ok_partner6"] = req.FormValue("ok_partner6")
SecretOption["ok_secret_key6"] = req.FormValue("ok_secret_key6")
SecretOption["ok_partner7"] = req.FormValue("ok_partner7")
SecretOption["ok_secret_key7"] = req.FormValue("ok_secret_key7")
SecretOption["ok_partner8"] = req.FormValue("ok_partner8")
SecretOption["ok_secret_key8"] = req.FormValue("ok_secret_key8")
SecretOption["ok_partner9"] = req.FormValue("ok_partner9")
SecretOption["ok_secret_key9"] = req.FormValue("ok_secret_key9")
SecretOption["ok_partner10"] = req.FormValue("ok_partner10")
SecretOption["ok_secret_key10"] = req.FormValue("ok_secret_key10")
// 更新个人信息
err := SaveSecretOption()
if err != nil {
fmt.Fprint(res, "写入秘钥配置数据失败")
return
}
fmt.Fprint(res, "更新秘钥配置成功!")
go email.TriggerTrender("btcrobot测试邮件，您能收到这封邮件说明您的SMTP配置成功，来自星星的机器人")
return
})
m.Get("/engine", func() string {
// show something
err := LoadOption()
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "读取引擎配置数据失败"}`
}
Option_json, err := json.Marshal(Option)
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "解析引擎配置数据失败"}`
}
return string(Option_json)
})
m.Post("/engine", func(res http.ResponseWriter, req *http.Request) {
if req.FormValue("enable_trading") == "on" {
Option["enable_trading"] = "1"
} else {
Option["enable_trading"] = "0"
}
if req.FormValue("discipleMode") == "on" {
Option["discipleMode"] = "1"
} else {
Option["discipleMode"] = "0"
}
Option["discipleValue"] = req.FormValue("discipleValue")
// open传递过来的是“on”或没传递
if req.FormValue("enable_email") == "on" {
Option["enable_email"] = "1"
} else {
Option["enable_email"] = "0"
}
Option["to_email"] = req.FormValue("to_email")
Option["tick_interval"] = req.FormValue("tick_interval")
Option["datacenter"] = req.FormValue("datacenter")
Option["tradecenter"] = req.FormValue("tradecenter")
Option["symbol"] = req.FormValue("symbol")
Option["strategy"] = req.FormValue("strategy")
Option["shortEMA"] = req.FormValue("shortEMA")
Option["longEMA"] = req.FormValue("longEMA")
Option["signalPeriod"] = req.FormValue("signalPeriod")
Option["tradeAmount"] = req.FormValue("tradeAmount")
Option["slippage"] = req.FormValue("slippage")
Option["totalHour"] = req.FormValue("totalHour")
Option["buyThreshold"] = req.FormValue("buyThreshold")
Option["sellThreshold"] = req.FormValue("sellThreshold")
Option["MACDbuyThreshold"] = req.FormValue("MACDbuyThreshold")
Option["MACDsellThreshold"] = req.FormValue("MACDsellThreshold")
Option["basePrice"] = req.FormValue("basePrice")
Option["fluctuation"] = req.FormValue("fluctuation")
Option["stoploss"] = req.FormValue("stoploss")
// 更新个人信息
err := SaveOption()
if err != nil {
fmt.Fprint(res, "写入引擎配置数据失败")
return
}
fmt.Fprint(res, "更新引擎配置成功!")
})
m.Get("/trade", func() string {
// show something
LoadTrade()
err := LoadTrade()
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "读取Trade配置数据失败"}`
}
Option_json, err := json.Marshal(TradeOption)
if err != nil {
logger.Errorln(err)
return `{"errno": 1, "msg":", "解析引擎配置数据失败"}`
}
return string(Option_json)
})
m.Post("/trade", func(res http.ResponseWriter, req *http.Request) {
msgtype := req.FormValue("msgtype")
var nbuyprice, nbuytotalamount, nbuyinterval, nmaxbuyamountratio float64
var nbuytimes int
var nsellprice, nselltotalamount, nsellinterval, nmaxsellamountratio float64
var nselltimes int
var err error
if msgtype == "dobuy" {
TradeOption["buyprice"] = req.FormValue("buyprice")
TradeOption["buytotalamount"] = req.FormValue("buytotalamount")
TradeOption["buyinterval"] = req.FormValue("buyinterval")
TradeOption["buytimes"] = req.FormValue("buytimes")
TradeOption["maxbuyamountratio"] = req.FormValue("maxbuyamountratio")
nbuyprice, err = strconv.ParseFloat(Option["buyprice"], 64)
if err != nil {
logger.Errorln("config item buyprice is not float")
return
}
nbuytotalamount, err = strconv.ParseFloat(Option["buytotalamount"], 64)
if err != nil {
logger.Errorln("config item numbuytotalamount is not float")
return
}
nbuyinterval, err = strconv.ParseFloat(Option["buyinterval"], 64)
if err != nil {
logger.Errorln("config item buyinterval is not float")
return
}
nbuytimes, err = strconv.Atoi(Option["buytimes"])
if err != nil {
logger.Errorln("config item numbuytimes is not float")
return
}
nmaxbuyamountratio, err = strconv.ParseFloat(Option["maxbuyamountratio"], 64)
if err != nil {
logger.Errorln("config item numbuytotalamount is not float")
return
}
} else if msgtype == "dosell" {
TradeOption["sellprice"] = req.FormValue("sellprice")
TradeOption["selltotalamount"] = req.FormValue("selltotalamount")
TradeOption["sellinterval"] = req.FormValue("sellinterval")
TradeOption["selltimes"] = req.FormValue("selltimes")
TradeOption["maxsellamountratio"] = req.FormValue("maxsellamountratio")
nsellprice, err = strconv.ParseFloat(Option["sellprice"], 64)
if err != nil {
logger.Errorln("config item sellprice is not float")
return
}
nselltotalamount, err = strconv.ParseFloat(Option["selltotalamount"], 64)
if err != nil {
logger.Errorln("config item selltotalamount is not float")
return
}
nsellinterval, err = strconv.ParseFloat(Option["v"], 64)
if err != nil {
logger.Errorln("config item sellinterval is not float")
return
}
nselltimes, err = strconv.Atoi(Option["selltimes"])
if err != nil {
logger.Errorln("config item selltimes is not float")
return
}
nmaxsellamountratio, err = strconv.ParseFloat(Option["maxsellamountratio"], 64)
if err != nil {
logger.Errorln("config item maxsellamountratio is not float")
return
}
} else {
fmt.Fprint(res, "无效的POST请求")
}
// 更新个人信息
err = SaveTrade()
if err != nil {
fmt.Fprint(res, "写入Trade配置数据失败")
}
var tradeAPI TradeAPI
if Option["tradecenter"] == "huobi" {
tradeAPI = huobi.NewHuobi()
} else if Option["tradecenter"] == "okcoin" {
tradeAPI = okcoin.NewOkcoin()
} else {
fmt.Fprint(res, "没有选择交易所名称")
}
var ret string
var arrbuyTradePrice []float64
splitnbuyinterval := nbuyinterval / float64(nbuytimes)
splitbuyTradeAmount := nbuytotalamount / float64(nbuytimes)
if splitbuyTradeAmount/nbuytotalamount > nmaxbuyamountratio {
return
}
if msgtype == "dobuy" {
for i := 0; i < nbuytimes; i++ {
warning := "oo, 买入buy In<----限价单"
if i < nbuytimes/2 {
arrbuyTradePrice[i] = nbuyprice - float64(i)*splitnbuyinterval
} else {
arrbuyTradePrice[i] = nbuyprice + float64((i-nbuytimes/2))*splitnbuyinterval
}
tradePrice := fmt.Sprintf("%f", arrbuyTradePrice[i])
strsplitTradeAmount := fmt.Sprintf("%f", splitbuyTradeAmount)
ret = tradeAPI.Buy(tradePrice, strsplitTradeAmount)
if ret != "0" {
fmt.Fprint(res, "交易委托成功")
} else {
fmt.Fprint(res, "交易委托失败")
}
logger.Infoln(warning)
}
}
var arrsellTradePrice []float64
splitnsellinterval := nsellinterval / float64(nselltimes)
splitsellTradeAmount := nselltotalamount / float64(nselltimes)
if splitsellTradeAmount/nselltotalamount > nmaxsellamountratio {
return
}
if msgtype == "dosell" {
for i := 0; i < nselltimes; i++ {
warning := "oo, 卖出buy In<----限价单"
if i < nselltimes/2 {
arrsellTradePrice[i] = nsellprice - float64(i)*splitnsellinterval
} else {
arrsellTradePrice[i] = nsellprice + float64((i-nselltimes/2))*splitnsellinterval
}
tradePrice := fmt.Sprintf("%f", arrsellTradePrice[i])
strsplitTradeAmount := fmt.Sprintf("%f", splitbuyTradeAmount)
ret = tradeAPI.Sell(tradePrice, strsplitTradeAmount)
if ret != "0" {
fmt.Fprint(res, "交易委托成功")
} else {
fmt.Fprint(res, "交易委托失败")
}
logger.Infoln(warning)
}
}
})
m.Use(auth.Basic(SecretOption["username"], SecretOption["password"]))
m.Use(martini.Static("./static"))
m.Use(martini.Static("../static"))
logger.Infoln(http.ListenAndServe(Config["host"], m))
m.Run()
fmt.Println("[ ---------------------------------------------------------->>> ")
fmt.Printf("start web server failed, please check if %s is already used.", Config["host"])
fmt.Println(" <<<----------------------------------------------------------] ")
}
//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
}
//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
}
//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
}
func SendEmail(warning string) {
if !GetBacktest() {
go email.TriggerTrender(warning)
}
}
//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
}
*/
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)
MACDdif := getMACDdif(emaShort, emaLong)
MACDSignal := getMACDSignal(MACDdif, signalPeriod)
MACDHistogram := getMACDHistogram(MACDdif, MACDSignal)
length := len(Price)
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) ||
(macdStrategy.PrevMACDTrade == "sell" && MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) {
if Option["enable_trading"] == "1" && macdStrategy.PrevMACDTrade != "buy" {
macdStrategy.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]), tradeAmount) != "0" {
macdStrategy.PrevBuyPirce = Price[length-1]
warning += "[委托成功]"
} else {
warning += "[委托失败]"
}
go email.TriggerTrender(warning)
}
} else if (MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] < MACDsellThreshold) ||
(macdStrategy.PrevMACDTrade == "buy" && MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] < MACDsellThreshold) {
if Option["enable_trading"] == "1" && macdStrategy.PrevMACDTrade != "sell" {
macdStrategy.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]), tradeAmount) != "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] < macdStrategy.PrevBuyPirce*(1-stoploss*0.01) {
if Option["enable_trading"] == "1" && macdStrategy.PrevMACDTrade != "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]"
} else {
warning += "[委托失败]"
}
go email.TriggerTrender(warning)
macdStrategy.PrevMACDTrade = "sell"
macdStrategy.PrevBuyPirce = 0
}
}
return true
}
//MACD strategy
func (macdStrategy *MACDStrategy) Perform(tradeAPI TradeAPI, Time []string, Price []float64, Volumn []float64) 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
}
*/
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
}
//compute the indictor
emaShort := EMA(Price, shortEMA)
emaLong := EMA(Price, longEMA)
MACDdif := getMACDdif(emaShort, emaLong)
MACDSignal := getMACDSignal(MACDdif, signalPeriod)
MACDHistogram := getMACDHistogram(MACDdif, MACDSignal)
length := len(Price)
if MACDdif[length-1] != macdStrategy.PrevMACDdif {
macdStrategy.PrevMACDdif = MACDdif[length-1]
logger.Infof("MACD:d%5.03f\ts%5.03f\th%5.03f\tPrice:%5.02f\n", MACDdif[length-1], MACDSignal[length-1], MACDHistogram[length-1], Price[length-1])
}
//macd cross
if (MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) ||
(macdStrategy.PrevMACDTrade == "sell" && MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] > MACDbuyThreshold) {
if Option["disable_trading"] != "1" && macdStrategy.PrevMACDTrade != "buy" {
macdStrategy.PrevMACDTrade = "buy"
histogram := fmt.Sprintf("%0.03f", MACDHistogram[length-1])
warning := "MACD up cross, 买入buy In<----市价" + tradeAPI.GetTradePrice("") +
",委托价" + tradeAPI.GetTradePrice("buy") + ",histogram" + histogram
logger.Infoln(warning)
if tradeAPI.Buy(tradeAPI.GetTradePrice("buy"), tradeAmount) {
macdStrategy.PrevBuyPirce = Price[length-1]
warning += "[委托成功]"
} else {
warning += "[委托失败]"
}
go email.TriggerTrender(warning)
}
} else if (MACDHistogram[length-2] > 0.000001 && MACDHistogram[length-1] < MACDsellThreshold) ||
(macdStrategy.PrevMACDTrade == "buy" && MACDHistogram[length-2] < -0.000001 && MACDHistogram[length-1] < MACDsellThreshold) {
if Option["disable_trading"] != "1" && macdStrategy.PrevMACDTrade != "sell" {
macdStrategy.PrevMACDTrade = "sell"
histogram := fmt.Sprintf("%0.03f", MACDHistogram[length-1])
warning := "MACD down cross, 卖出Sell Out---->市价" + tradeAPI.GetTradePrice("") +
",委托价" + tradeAPI.GetTradePrice("sell") + ",histogram" + histogram
logger.Infoln(warning)
if tradeAPI.Sell(tradeAPI.GetTradePrice("sell"), tradeAmount) {
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] < macdStrategy.PrevBuyPirce*(1-stoploss*0.01) {
if Option["disable_trading"] != "1" && macdStrategy.PrevMACDTrade != "sell" {
macdStrategy.PrevMACDTrade = "sell"
macdStrategy.PrevBuyPirce = 0
warning := "stop loss, 卖出Sell Out---->市价" + tradeAPI.GetTradePrice("") + ",委托价" + tradeAPI.GetTradePrice("sell")
logger.Infoln(warning)
if tradeAPI.Sell(tradeAPI.GetTradePrice("sell"), tradeAmount) {
warning += "[委托成功]"
} else {
warning += "[委托失败]"
}
go email.TriggerTrender(warning)
}
}
return true
}
//KDJ-EX strategy
func (kdjex *KDJexStrategy) Tick(records []Record) bool {
const btcslap = 0.2
const ltcslap = 0.01
const timeout = 300 //s
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
}
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)
//fmt.Println(ret, orderbook)
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)
} 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")
}
go email.TriggerTrender(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)
} else {
warning += "[委托失败]"
}
logger.Infoln(warning)
}
kdjex.SellBegin = time.Now()
kdjex.PrevKDJTrade = "sell"
_, ret = GetAccount()
if !ret {
logger.Infoln("GetAccount failed")
}
go email.TriggerTrender(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)
if sell(getTradePrice("sell", Price[length-1]), tradeAmount) != "0" {
warning += "[委托成功]"
} else {
warning += "[委托失败]"
for i := 1; i <= ordercount; i++ {
warning := "stop loss, 卖出Sell Out---->限价单"
sellID := sell(getTradePrice("sell", Price[length-1]), splitTradeAmount)
if sellID != "0" {
warning += "[委托成功]"
kdjex.SellId = append(kdjex.SellId, sellID)
} else {
warning += "[委托失败]"
}
logger.Infoln(warning)
}
}
kdjex.SellBegin = time.Now()
kdjex.PrevKDJTrade = "sell"
_, ret := GetAccount()
if !ret {
logger.Infoln("GetAccount failed")
}
go email.TriggerTrender(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
}
//EMA strategy
func (emaStrategy *EMAStrategy) Tick(records []Record) bool {
//read config
shortEMA, _ := strconv.Atoi(Option["shortEMA"])
longEMA, _ := strconv.Atoi(Option["longEMA"])
_, err := strconv.ParseFloat(Option["tradeAmount"], 64)
if err != nil {
logger.Errorln("config item tradeAmount is not float")
return false
}
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)
//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)
length := len(Price)
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:%0.03f\t%0.03f\n", Price[length-1], 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" && emaStrategy.PrevEMATrade != "buy" {
emaStrategy.PrevEMACross = "up"
if emaStrategy.checkThreshold("buy", EMAdif[length-1]) {
emaStrategy.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" {
emaStrategy.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 emaStrategy.is_downcross(EMAdif[length-2], EMAdif[length-1]) || emaStrategy.LessSellThreshold {
emaStrategy.PrevEMACross = "down"
if Option["enable_trading"] == "1" && emaStrategy.PrevEMATrade != "sell" {
if emaStrategy.checkThreshold("sell", EMAdif[length-1]) {
emaStrategy.PrevEMATrade = "sell"
var tradePrice string
if Option["discipleMode"] == "1" {
stoplossPrice := emaStrategy.PrevBuyPirce * (1 - stoploss*0.01)
if Price[length-1] > stoplossPrice {
tradePrice = getTradePrice("sell", Price[length-1])
} else {
discipleValue, err := strconv.ParseFloat(Option["discipleValue"], 64)
if err != nil {
logger.Errorln("config item discipleValue is not float")
return false
}
tradePrice = fmt.Sprintf("%f", emaStrategy.PrevBuyPirce+discipleValue)
}
} else {
tradePrice = getTradePrice("sell", Price[length-1])
}
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" + tradePrice + ",diff" + diff
logger.Infoln(warning)
if Sell(tradePrice, tradeAmount) != "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])
}
}
//do sell when price is below stoploss point
stoplossPrice := emaStrategy.PrevBuyPirce * (1 - stoploss*0.01)
if Price[length-1] <= stoplossPrice {
if Option["enable_trading"] == "1" && emaStrategy.PrevEMATrade != "sell" {
emaStrategy.PrevEMATrade = "sell"
var tradePrice string
if Option["discipleMode"] == "1" {
if Price[length-1] > stoplossPrice {
tradePrice = getTradePrice("sell", Price[length-1])
} else {
discipleValue, err := strconv.ParseFloat(Option["discipleValue"], 64)
if err != nil {
logger.Errorln("config item discipleValue is not float")
return false
}
tradePrice = fmt.Sprintf("%f", emaStrategy.PrevBuyPirce+discipleValue)
}
} else {
tradePrice = getTradePrice("sell", Price[length-1])
}
warning := "stop loss, 卖出Sell Out---->市价" + getTradePrice("", Price[length-1]) + ",委托价" + tradePrice
logger.Infoln(warning)
if Sell(tradePrice, tradeAmount) != "0" {
warning += "[委托成功]"
} else {
warning += "[委托失败]"
}
emaStrategy.PrevBuyPirce = 0
go email.TriggerTrender(warning)
}
}
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
}