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
}
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))
}
// 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
}
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))
}
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))
}
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))
}
// 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
}
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
}
}
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
}
}
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
}
}
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
}
}
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
}
}
//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 (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
}
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
}
}
// 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
}
// 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
}
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
}
//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
}
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
}
//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
}
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
}
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
}
//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
}
//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
}
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
}
//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
}
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)
}
}
//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
}
//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
}