//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
}
func TriggerPrice(price float64) error {
lowest_price, err := strconv.ParseFloat(Option["lowest_price"], 64)
if err != nil {
logger.Debugln("config item lowest_price is not float")
return err
}
highest_price, err := strconv.ParseFloat(Option["highest_price"], 64)
if err != nil {
logger.Debugln("config item highest_price is not float")
return err
}
var alert string
if Option["disable_email"] != "1" {
if price < lowest_price {
alert = fmt.Sprintf("价格 %f 低于设定的阀值 %f", price, Option["lowest_price"])
} else if price > highest_price {
alert = fmt.Sprintf("价格 %f 超过设定的阀值 %f", price, Option["highest_price"])
}
if alert != "" {
SendAlertEmail(Option["to_email"], alert)
}
}
return nil
}
func decrUserActiveWeight() {
logger.Debugln("start decr user active weight...")
loginTime := time.Now().Add(-72 * time.Hour)
userList, err := service.FindNotLoginUsers(loginTime.Format(util.TIME_LAYOUT_OFTEN))
if err != nil {
logger.Errorln("获取最近未登录用户失败：", err)
return
}
logger.Debugln("need dealing users:", len(userList))
for _, user := range userList {
divide := 5
lastLoginTime, err := util.TimeParseOften(user.LoginTime)
if err == nil {
hours := (loginTime.Sub(lastLoginTime) / 24).Hours()
if hours < 24 {
divide = 2
} else if hours < 48 {
divide = 3
} else if hours < 72 {
divide = 4
}
}
logger.Debugln("decr user weight, username:"******"divide:", divide)
service.DecrUserWeight("username='******'", divide)
}
logger.Debugln("end decr user active weight...")
}
// just f**k the huobi old shit bug
func parse_topsell(topsells map[string]interface{}, topsells_data *[5]Top_buy_sell) bool {
index := 4
for k, v := range topsells {
switch vt := v.(type) {
case map[string]interface{}:
logger.Debugln(k, " is a map:")
logger.Debugf("topsells[%s]\n", k)
for ik, iv := range vt {
logger.Debugln(ik, iv)
switch ik {
case "price":
topsells_data[index].Price = util.InterfaceToFloat64(iv)
case "amount":
topsells_data[index].Amount = util.InterfaceToFloat64(iv)
case "level":
topsells_data[index].Level = util.InterfaceToFloat64(iv)
case "accu":
topsells_data[index].Accu = util.InterfaceToFloat64(iv)
}
}
index--
default:
logger.Errorln(k, v)
logger.Fatalln("don't know the type, crash!")
return false
}
}
return true
}
func ReadCSV(path string) (data [][]string) {
file, err := os.Open(path)
if err != nil {
logger.Debugln("Error:", err)
return
}
defer file.Close()
reader := csv.NewReader(file)
data, err2 := reader.ReadAll()
if err2 != nil {
logger.Debugln("Error:", err2)
return
}
return data
//flag := 0
//for {
// record, err := reader.Read()
// if err == io.EOF {
// break
// } else if err != nil {
// logger.Debugln("Error:", err)
// return
// }
// data[flag] = record
// flag++
// //fmt.Println(record) // record has the type []string
//}
}
func (w *Huobi) TradeDelegationAnalyze(body string) bool {
logger.Debugln("TradeDelegationAnalyze start....")
var ids []string
for _, pat := range strings.Split(body, `">撤单`) {
if len(pat) == 0 {
// Empty strings such as from a trailing comma can be ignored.
continue
}
patLev := strings.Split(pat, "a=cancel&id=")
if len(patLev) != 2 || len(patLev[0]) == 0 || len(patLev[1]) == 0 {
logger.Debugln("parse end")
break
}
logger.Debugln(patLev[1])
ids = append(ids, patLev[1])
}
logger.Debugln(ids)
w.TradeCancel1stPage(ids)
logger.Debugln("TradeDelegationAnalyze end-----")
return true
}
func (w *Huobi) checkAccount(a, price, amount string) bool {
btc, cny := w.get_account_info()
FPrice, err := strconv.ParseFloat(price, 64)
if err != nil {
logger.Debugln("price is not float")
return false
}
FAmount, err := strconv.ParseFloat(amount, 64)
if err != nil {
logger.Debugln("amount is not float")
return false
}
if a == "do_buy" {
if float64(cny) < FPrice*FAmount {
return false
}
} else {
if float64(btc) < FAmount {
return false
}
}
return true
}
func EngineHandler(rw http.ResponseWriter, req *http.Request) {
vars := mux.Vars(req)
msgtype := vars["msgtype"]
if req.Method != "POST" && msgtype == "" {
// 获取用户信息
err := config.LoadOption()
if err != nil {
logger.Errorln(err)
fmt.Fprint(rw, `{"errno": 1, "msg":"`, "读取引擎配置数据失败", `"}`)
return
}
// 设置模板数据
filter.SetData(req, map[string]interface{}{"config": config.Option})
req.Form.Set(filter.CONTENT_TPL_KEY, "/template/trade/engine.html")
return
} else if req.Method != "POST" && msgtype == "ajax" {
Option_json, err := json.Marshal(config.Option)
if err != nil {
logger.Errorln(err)
fmt.Fprint(rw, `{"errno": 1, "msg":"`, "读取引擎配置数据失败", `"}`)
} else {
fmt.Fprint(rw, string(Option_json))
}
return
} else {
logger.Debugln("===[", req.FormValue("disable_trading"), "]")
if req.FormValue("disable_trading") == "on" {
config.Option["disable_trading"] = "1"
} else {
config.Option["disable_trading"] = "0"
}
logger.Debugln("===[", req.FormValue("disable_backtesting"), "]")
if req.FormValue("disable_backtesting") == "on" {
config.Option["disable_backtesting"] = "1"
} else {
config.Option["disable_backtesting"] = "0"
}
config.Option["tick_interval"] = req.FormValue("tick_interval")
config.Option["shortEMA"] = req.FormValue("shortEMA")
config.Option["longEMA"] = req.FormValue("longEMA")
config.Option["tradeAmount"] = req.FormValue("tradeAmount")
config.Option["totalHour"] = req.FormValue("totalHour")
// 更新个人信息
err := config.SaveOption()
if err != nil {
fmt.Fprint(rw, `{"errno": 1, "msg":"`, "写入引擎配置数据失败", `"}`)
return
}
fmt.Fprint(rw, `{"errno": 0, "msg":"更新引擎配置成功!"}`)
}
}
func (w *Huobi) TradeCancel1stPage(ids []string) bool {
logger.Debugln("TradeCancel1stPage start....")
for _, id := range ids {
w.TradeCancel(id)
}
logger.Debugln("TradeCancel1stPage end-----")
return true
}
func (this *LoginFilter) PreFilter(rw http.ResponseWriter, req *http.Request) bool {
logger.Debugln("LoginFilter PreFilter...")
if _, ok := CurrentUser(req); !ok {
logger.Debugln("需要登录")
// 没有登录
util.Redirect(rw, req, "/account/login")
return false
}
return true
}
func (w *Huobi) trade(emaShort, emaLong []float64, EMAMinThreshold float64,
TresholdLevel int, length int, tradeOnlyAfterSwitch int, tradeAmount string) {
currentTrend := getTrendAtIndex(emaShort, emaLong, EMAMinThreshold, TresholdLevel, length-1)
logger.Debugln("currentTrend is ", currentTrend)
if currentTrend > 1 {
// Trend is up
if currentTrend == 3 {
// Trend is up, also according to the "Buy after X samples"-setting
if (tradeOnlyAfterSwitch == 1) && (w.latestSolidTrend == 3) {
// tradeOnlyAfterSwitch==true but the trend has not switched: Don't trade
logger.Debugln("Trend has not switched (still up). The setting \"tradeOnlyAfterSwitch==true\", so do not trade...")
return
}
w.latestSolidTrend = 3
if Option["disable_trading"] == "1" {
logger.Debugln("Simulted BUY (Simulation only: no trade was made)")
} else {
logger.Infoln("Trend has switched, 探测到买入点")
go service.TriggerTrender("探测到买入点")
w.Do_buy(w.getTradePrice("buy"), tradeAmount)
}
//logger.Infoln("Trend is up, but no " + currency + " to spend...");
} else {
logger.Debugf("Trend is up, but not for long enough (needs to be \"up\" for at least %d samples)\n", TresholdLevel)
}
} else if currentTrend < -1 {
// Trend is down
if currentTrend == -3 {
// Trend is down, also according to the "Sell after X samples"-setting
if (tradeOnlyAfterSwitch == 1) && (w.latestSolidTrend == -3) {
// tradeOnlyAfterSwitch==true but the trend has not switched: Don't trade
logger.Debugln("Trend has not switched (still down). The setting \"tradeOnlyAfterSwitch==true\", so do not trade...")
return
}
w.latestSolidTrend = -3
if Option["disable_trading"] == "1" {
logger.Infoln("Simulted SELL (Simulation only: no trade was made)")
} else {
logger.Infoln("Trend has switched, 探测到卖出点")
go service.TriggerTrender("探测到卖出点")
w.Do_sell(w.getTradePrice("sell"), tradeAmount)
}
//logger.Infoln("Trend is down, but no BTC to sell...");
} else {
logger.Debugf("Trend is down, but not for long enough (needs to be \"down\" for at least t %d samples)\n", TresholdLevel)
}
} else {
logger.Debugln("Trend is undefined/weak")
}
}
func (this *LoginFilter) PreFilter(rw http.ResponseWriter, req *http.Request) bool {
logger.Debugln("LoginFilter PreFilter...")
if _, ok := CurrentUser(req); !ok {
logger.Debugln("需要登录")
// 支持跳转回原来访问的页面
NewFlash(rw, req).AddFlash(req.RequestURI, "uri")
util.Redirect(rw, req, "/account/login")
return false
}
return true
}
func SendAlertEmail(receiver, alert string) error {
// Set up authentication information.
auth := smtp.PlainAuth("", SecretOption["smtp_username"], SecretOption["smtp_password"], SecretOption["smtp_host"])
from := mail.Address{"BTCRobot监控中心", SecretOption["smtp_username"]}
to := mail.Address{"收件人", receiver}
title := "BTCRobot来电--->" + alert
body := `
<html>
<body>
<h3>
%s
</h3>
<p>
捐助BTC，支持开发<span style="font-size: 80%"><a href="bitcoin:1NDnnWCUu926z4wxA3sNBGYWNQD3mKyes8">1NDnnWCUu926z4wxA3sNBGYWNQD3mKyes8</a></span>
</p>
</body>
</html>
`
body = fmt.Sprintf(body, alert)
header := make(map[string]string)
header["From"] = from.String()
header["To"] = to.String()
header["Subject"] = encodeRFC2047(title)
header["MIME-Version"] = "1.0"
header["Content-Type"] = "text/html; charset=\"utf-8\""
header["Content-Transfer-Encoding"] = "base64"
message := ""
for k, v := range header {
message += fmt.Sprintf("%s: %s\r\n", k, v)
}
message += "\r\n" + base64.StdEncoding.EncodeToString([]byte(body))
logger.Debugln("Try sending Mail to", to)
// Connect to the server, authenticate, set the sender and recipient,
// and send the email all in one step.
err := smtp.SendMail(
SecretOption["smtp_addr"],
auth,
from.Address,
[]string{to.Address},
[]byte(message))
if err != nil {
logger.Infoln("Send Mail to", to, "error:", err)
return err
}
logger.Debugln("Send Mail to", to, "Successfully")
return nil
}
func doTradeDelegation() {
huobi := huobiapi.NewHuobi()
logger.Infoln("doTradeDelegation start....")
if huobi.Login() == true {
logger.Debugln("Login successfully.")
huobi.TradeDelegation()
} else {
logger.Debugln("Login failed.")
}
logger.Infoln("doTradeDelegation end-----")
}
// FindAll 查找多条数据
func (this *Dao) FindAll(selectCol ...string) (*sql.Rows, error) {
sort.Sort(sort.StringSlice(selectCol))
this.selectCols = "`" + strings.Join(selectCol, "`,`") + "`"
strSql := util.SelectSql(this)
logger.Debugln("FindAll sql:", strSql)
logger.Debugln("FindAll bind params:", this.whereVal)
err := this.Open()
if err != nil {
return nil, err
}
defer this.Close()
return this.Query(strSql, this.whereVal...)
}
//本地服务器测试函数
func WechatTest(rw http.ResponseWriter, req *http.Request) {
//没有相应的OPENID则为其注册一个
if !service.OpenidExists("dsgdsgdgsg") {
test := service.CreateWechatPlayer("dsgdsgdgsg")
if test {
logger.Debugln("用户注册成功")
}
} else {
logger.Debugln("用户已经存在")
}
}
func doTradeDelegation() {
huobi := huobiapi.NewHuobi()
logger.Infoln("doTradeDelegation start....")
if huobi.Login() == true {
console.SetColor(console.FOREGROUND_GREEN)
logger.Debugln("Login successfully.")
huobi.TradeDelegation()
} else {
logger.Debugln("Login failed.")
}
logger.Infoln("doTradeDelegation end-----")
}
func (this *views) Flush() {
logger.Debugln("start views flush")
this.locker.Lock()
defer this.locker.Unlock()
// TODO：量大时，考虑copy一份，然后异步 入库，以免堵塞 锁 太久
for _, view := range this.data {
view.flush()
}
this.data = make(map[string]*view)
this.users = make(map[string]bool)
logger.Debugln("end views flush")
}
func getSellPrice() (price string, nPrice float64, warning string) {
//compute the price
slippage, err := strconv.ParseFloat(Option["slippage"], 64)
if err != nil {
logger.Debugln("config item slippage is not float")
slippage = 0.01
}
sell1, _, ret := getOrderPrice()
if !ret {
return
}
nPrice = sell1 * (1 - slippage*0.01)
if !isStoploss && Option["discipleMode"] == "1" {
if nPrice < PrevBuyPirce {
discipleValue, err := strconv.ParseFloat(Option["discipleValue"], 64)
if err != nil {
logger.Errorln("config item discipleValue is not float")
discipleValue = 0.01
}
nPrice = PrevBuyPirce + discipleValue
}
}
price = fmt.Sprintf("%f", nPrice)
warning += "---->限价单" + price
return
}
// 持久化 entity 到数据库
func (this *Dao) Persist(entity interface{}) error {
strSql, args, err := genPersistParams(entity)
if err != nil {
logger.Errorln("Persist error:", err)
return err
}
logger.Debugln("Persist sql:", strSql, ";args:", args)
err = this.Open()
if err != nil {
return err
}
defer this.Close()
result, err := this.Exec(strSql, args...)
if err != nil {
return err
}
affected, err := result.RowsAffected()
if err != nil {
return err
}
logger.Debugf("成功更新了`%s`表 %d 条记录", this.tablename, affected)
return nil
}
// PreFilter 执行 handler 之前的过滤方法
func (this *SensitiveFilter) PreFilter(rw http.ResponseWriter, req *http.Request) bool {
logger.Debugln("SensitiveFilter PreFilter...")
content := req.FormValue("content")
title := req.FormValue("title")
if title == "" && content == "" {
return true
}
curUser, _ := CurrentUser(req)
// 标题特殊处理
for _, s := range titleSensitives {
if util.HasSensitiveChar(title, s) {
// 把账号冻结
service.UpdateUserStatus(curUser["uid"].(int), model.StatusFreeze)
logger.Infoln("user="******"uid"], "publish ad, title=", title, ";content=", content, ". freeze")
return false
}
}
sensitive := config.Config["sensitive"]
if util.HasSensitive(title, sensitive) || util.HasSensitive(content, sensitive) {
// 把账号冻结
service.UpdateUserStatus(curUser["uid"].(int), model.StatusFreeze)
logger.Infoln("user="******"uid"], "publish ad, title=", title, ";content=", content, ". freeze")
return false
}
return true
}
// Increment 增加/减少 某个字段的值
func (this *Dao) Increment(field string, num int) error {
if num == 0 {
return errors.New("dao Increment(`num`不能为0)")
}
where := this.where
if where != "" {
where = "WHERE " + where
}
setClause := fmt.Sprintf("`%s`=`%s`", field, field)
if num > 0 {
setClause += fmt.Sprintf("+%d", num)
} else {
setClause += fmt.Sprintf("-%d", num)
}
strSql := fmt.Sprintf("UPDATE `%s` SET %s %s", this.tablename, setClause, where)
logger.Debugln("Increment sql:", strSql)
err := this.Open()
if err != nil {
return err
}
defer this.Close()
result, err := this.Exec(strSql, this.whereVal...)
if err != nil {
return err
}
affected, err := result.RowsAffected()
if err != nil {
return err
}
if affected == 0 {
return errors.New("dao Increment 没有更新任何数据！")
}
logger.Debugf("成功 increment `%s`表 %d 条记录", this.tablename, affected)
return nil
}
func (this *TopicNode) FindAll(selectCol ...string) ([]*TopicNode, error) {
if len(selectCol) == 0 {
selectCol = util.MapKeys(this.colFieldMap())
}
rows, err := this.Dao.FindAll(selectCol...)
if err != nil {
return nil, err
}
// TODO:
nodeList := make([]*TopicNode, 0, 10)
logger.Debugln("selectCol", selectCol)
colNum := len(selectCol)
for rows.Next() {
node := NewTopicNode()
colFieldMap := node.colFieldMap()
scanInterface := make([]interface{}, 0, colNum)
for _, column := range selectCol {
scanInterface = append(scanInterface, colFieldMap[column])
}
err = rows.Scan(scanInterface...)
if err != nil {
logger.Errorln("TopicNode FindAll Scan Error:", err)
continue
}
nodeList = append(nodeList, node)
}
return nodeList, nil
}
// Find 查找单条数据
// colFieldMap 数据库表中列对应go中对象的字段
func (this *Dao) Find(colFieldMap map[string]interface{}, selectCol ...string) error {
colNum := len(selectCol)
if colNum == 0 || (colNum == 1 && selectCol[0] == "*") {
selectCol = util.MapKeys(colFieldMap)
}
sort.Sort(sort.StringSlice(selectCol))
this.selectCols = "`" + strings.Join(selectCol, "`,`") + "`"
strSql := util.SelectSql(this)
logger.Debugln("Find sql:", strSql)
err := this.Open()
if err != nil {
return err
}
defer this.Close()
row := this.QueryRow(strSql, this.whereVal...)
scanInterface := make([]interface{}, 0, colNum)
for _, column := range selectCol {
scanInterface = append(scanInterface, colFieldMap[column])
}
err = row.Scan(scanInterface...)
if err == sql.ErrNoRows {
logger.Infoln("Find", strSql, ":no result ret")
return nil
}
return err
}
func (w *Huobi) AnalyzeMinuteLine(filename string, content string) bool {
//logger.Infoln(content)
logger.Debugln(filename)
MinuteRecords := ParseMinuteCSV(filename)
var xData []string
var yData []float64
for _, v := range MinuteRecords {
xData = append(xData, v.Time)
yData = append(yData, v.Price)
}
if Config["env"] == "test" {
price, ret := w.getNewPrice()
if ret == false {
return false
}
xData = append(xData, "now")
yData = append(yData, price)
}
w.xData = xData
w.yData = yData
if Config["env"] == "test" {
w.do2Percent(xData, yData)
return true
} else {
w.doEMA(xData, yData)
return true
}
}
func uploadLocalFile(localFile, key string) (err error) {
InitQiniu()
var ret io.PutRet
var extra = &io.PutExtra{
// Params: params,
// MimeType: mieType,
// Crc32: crc32,
// CheckCrc: CheckCrc,
}
// ret 变量用于存取返回的信息，详情见 io.PutRet
// uptoken 为业务服务器生成的上传口令
// key 为文件存储的标识(文件名)
// localFile 为本地文件名
// extra 为上传文件的额外信息，详情见 io.PutExtra，可选
err = io.PutFile(nil, &ret, uptoken, key, localFile, extra)
if err != nil {
//上传产生错误
logger.Errorln("io.PutFile failed:", err)
return
}
//上传成功，处理返回值
logger.Debugln(ret.Hash, ret.Key)
return
}
func parse_buy_sell(sells_buys []interface{}, sells_buys_data *[10]SellBuy) bool {
for k, v := range sells_buys {
switch vt := v.(type) {
case map[string]interface{}:
logger.Debugln(k, " is a map:")
logger.Debugf("sells/buys[%d]\n", k)
for ik, iv := range vt {
switch ik {
case "price":
sells_buys_data[k].Price = util.InterfaceToFloat64(iv)
case "level":
sells_buys_data[k].Level = util.InterfaceToFloat64(iv)
case "amount":
sells_buys_data[k].Amount = util.InterfaceToFloat64(iv)
}
}
default:
logger.Errorln(k, v)
logger.Fatalln("don't know the type, crash!")
return false
}
}
return true
}
// 登录
// uri : /account/login
func LoginHandler(rw http.ResponseWriter, req *http.Request) {
username := req.FormValue("username")
if username == "" || req.Method != "POST" {
req.Form.Set(filter.CONTENT_TPL_KEY, "/template/login.html")
return
}
// 处理用户登录
passwd := req.FormValue("passwd")
userLogin, err := service.Login(username, passwd)
if err != nil {
req.Form.Set(filter.CONTENT_TPL_KEY, "/template/login.html")
filter.SetData(req, map[string]interface{}{"username": username, "error": err.Error()})
return
}
logger.Debugf("remember_me is %q\n", req.FormValue("remember_me"))
// 登录成功，种cookie
setCookie(rw, req, userLogin.Username)
// 支持跳转到源页面
uri := "/"
values := filter.NewFlash(rw, req).Flashes("uri")
if values != nil {
uri = values[0].(string)
}
logger.Debugln("uri===", uri)
util.Redirect(rw, req, uri)
}
func testKLineAPI(done chan bool) {
ticker := time.NewTicker(time.Millisecond * 2000)
huobi := huobiapi.NewHuobi()
huobi.Peroid, _ = strconv.Atoi(Option["tick_interval"])
slippage, err := strconv.ParseFloat(Config["slippage"], 64)
if err != nil {
logger.Debugln("config item slippage is not float")
slippage = 0
}
huobi.Slippage = slippage
go func() {
for _ = range ticker.C {
if huobi.Peroid == 1 {
huobi.TradeKLineMinute()
} else {
huobi.TradeKLinePeroid(huobi.Peroid)
}
}
}()
time.Sleep(time.Millisecond * 24 * 60 * 60 * 1000)
ticker.Stop()
fmt.Println("Ticker stopped")
done <- true
}
func parse_trade(trades []interface{}, trades_data *[60]Trade) bool {
for k, v := range trades {
switch vt := v.(type) {
case map[string]interface{}:
logger.Debugln(k, " is a map:")
logger.Debugf("trades[%d]\n", k)
for ik, iv := range vt {
switch ik {
case "time":
trades_data[k].Time = iv.(string)
case "price":
trades_data[k].Price = util.InterfaceToFloat64(iv)
case "amount":
trades_data[k].Amount = util.InterfaceToFloat64(iv)
case "type":
trades_data[k].Type = iv.(string)
}
}
default:
logger.Errorln(k, v)
logger.Fatalln("don't know the type, crash!")
return false
}
}
return true
}
