diff --git a/vn.trader/ctaAlgo/ctaEngine.py b/vn.trader/ctaAlgo/ctaEngine.py index af3dc8f0..fb9dc229 100644 --- a/vn.trader/ctaAlgo/ctaEngine.py +++ b/vn.trader/ctaAlgo/ctaEngine.py @@ -321,7 +321,7 @@ class CtaEngine(object): dt = datetime.now() if (ctaTick.datetime - dt).seconds > 10: today = dt.strftime('%Y%m%d') - if today == tick.date: + if today != tick.date: ctaTick.datetime = dt else: ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f') @@ -633,12 +633,20 @@ class CtaEngine(object): self.writeCtaLog(u'策略实例不存在：' + name) return None - #---------------------------------------------------------------------- + # ---------------------------------------------------------------------- def putStrategyEvent(self, name): """触发策略状态变化事件（通常用于通知GUI更新）""" event = Event(EVENT_CTA_STRATEGY+name) self.eventEngine.put(event) - + + # ---------------------------------------------------------------------- + def getAccountInfo(self): + """获取账号的实时权益、可用资金、仓位比例 + Added by Incenselee + 暂不支持多接口同时运行哦 + """ + return self.mainEngine.getAccountInfo() + ######################################################################## diff --git a/vn.trader/ctaAlgo/ctaLineBar.py b/vn.trader/ctaAlgo/ctaLineBar.py index a9451d6e..2b7b8c0d 100644 --- a/vn.trader/ctaAlgo/ctaLineBar.py +++ b/vn.trader/ctaAlgo/ctaLineBar.py @@ -180,7 +180,7 @@ class CtaLineBar(object): self.lineRsiTop = [] # 记录RSI的最高峰，只保留 inputRsiLen个 self.lineRsiButtom = [] # 记录RSI的最低谷，只保留 inputRsiLen个 - self.lastRsiTopButtom = None # 最近的一个波峰/波谷 + self.lastRsiTopButtom = {} # 最近的一个波峰/波谷 # K线的CMI计算数据 self.inputCmiLen = EMPTY_INT @@ -199,6 +199,9 @@ class CtaLineBar(object): self.lineK = [] # K为快速指标 self.lineD = [] # D为慢速指标 self.lineJ = [] # + self.lineKdjTop = [] # 记录KDJ最高峰，只保留 inputKdjLen个 + self.lineKdjButtom = [] # 记录KDJ的最低谷，只保留 inputKdjLen个 + self.lastKdjTopButtom = {} # 最近的一个波峰/波谷 # K线的MACD计算数据 self.inputMacdFastPeriodLen = EMPTY_INT @@ -282,6 +285,7 @@ class CtaLineBar(object): self.__recoundAvgVol() self.__recountRsi() self.__recountCmi() + self.__recountKdj() self.__recountBoll() self.__recountMacd() @@ -337,6 +341,9 @@ class CtaLineBar(object): if self.inputRsi2Len > 0 and len(self.lineRsi2) > 0: msg = msg + u',Rsi({0}):{1}'.format(self.inputRsi2Len, self.lineRsi2[-1]) + if self.inputKdjLen > 0 and len(self.lineK) > 0: + msg = msg + u',KDJ({0}):{1},{2},{3}'.format(self.inputKdjLen, self.lineK[-1],self.lineD[-1],self.lineJ[-1]) + if self.inputBollLen > 0 and len(self.lineUpperBand)>0: msg = msg + u',Boll({0}):u:{1},m:{2},l:{3}'.\ format(self.inputBollLen, round(self.lineUpperBand[-1], 2), @@ -926,8 +933,10 @@ class CtaLineBar(object): # 3、inputRsi1Len(包含当前周期）的相对强弱 if self.mode == self.TICK_MODE: listClose=[x.close for x in self.lineBar[-self.inputRsi1Len - 2:-1]] + idx = 2 else: listClose=[x.close for x in self.lineBar[-self.inputRsi1Len-1:]] + idx = 1 barRsi = ta.RSI(numpy.array(listClose, dtype=float), self.inputRsi1Len)[-1] barRsi = round(float(barRsi), 3) @@ -945,7 +954,7 @@ class CtaLineBar(object): t={} t["Type"] = u'T' t["RSI"] = self.lineRsi1[-2] - t["Close"] = self.lineBar[-2].close + t["Close"] = self.lineBar[-1-idx].close if len(self.lineRsiTop) > self.inputRsi1Len: @@ -960,7 +969,7 @@ class CtaLineBar(object): b={} b["Type"] = u'B' b["RSI"] = self.lineRsi1[-2] - b["Close"] = self.lineBar[-2].close + b["Close"] = self.lineBar[-1-idx].close if len(self.lineRsiButtom) > self.inputRsi1Len: del self.lineRsiButtom[0] @@ -1092,8 +1101,10 @@ class CtaLineBar(object): if self.mode == self.TICK_MODE: listClose =[x.close for x in self.lineBar[-self.inputKdjLen-1:-1]] + idx = 2 else: listClose =[x.close for x in self.lineBar[-self.inputKdjLen:]] + idx = 1 hhv = max(listClose) llv = min(listClose) @@ -1108,7 +1119,10 @@ class CtaLineBar(object): else: lastD = 0 - rsv= ( self.lineBar[-1].close - llv)/(hhv - llv) * 100 + if hhv == llv: + rsv = 50 + else: + rsv= (self.lineBar[-1].close - llv)/(hhv - llv) * 100 k = 2*lastK/3 + rsv/3 if k < 0: k = 0 @@ -1128,10 +1142,41 @@ class CtaLineBar(object): del self.lineD[0] self.lineD.append(d) - if len(self.lineJ) > self.inputKdjLen * 8: + l = len(self.lineJ) + if l > self.inputKdjLen * 8: del self.lineJ[0] self.lineJ.append(j) + #增加KDJ的J谷顶和波底 + if l > 3: + # 峰 + if self.lineJ[-1] < self.lineJ[-2] and self.lineJ[-3] <= self.lineJ[-2]: + + t={} + t["Type"] = u'T' + t["J"] = self.lineJ[-2] + t["Close"] = self.lineBar[-1-idx].close + + if len(self.lineKdjTop) > self.inputKdjLen: + del self.lineKdjTop[0] + + self.lineKdjTop.append( t ) + self.lastKdjTopButtom = self.lineKdjTop[-1] + + # 谷 + elif self.lineJ[-1] > self.lineJ[-2] and self.lineJ[-3] >= self.lineJ[-2]: + + b={} + b["Type"] = u'B' + b["J"] = self.lineJ[-2] + b["Close"] = self.lineBar[-1-idx].close + + if len(self.lineKdjButtom) > self.inputKdjLen: + del self.lineKdjButtom[0] + self.lineKdjButtom.append(b) + self.lastKdjTopButtom = self.lineKdjButtom[-1] + + def __recountMacd(self): """ Macd计算方法： diff --git a/vn.trader/ctaAlgo/ctaPosition.py b/vn.trader/ctaAlgo/ctaPosition.py index 2627b99a..365be049 100644 --- a/vn.trader/ctaAlgo/ctaPosition.py +++ b/vn.trader/ctaAlgo/ctaPosition.py @@ -25,6 +25,7 @@ class CtaPosition: self.posList = [] + self.avgPrice = EMPTY_FLOAT def avaliablePos2Add(self):