增加实盘支持仓位查询
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msincenselee
parent
7aa918f4f8
commit
d45fe79d94
@ -321,7 +321,7 @@ class CtaEngine(object):
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dt = datetime.now()
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if (ctaTick.datetime - dt).seconds > 10:
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today = dt.strftime('%Y%m%d')
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if today == tick.date:
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if today != tick.date:
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ctaTick.datetime = dt
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else:
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ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
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@ -633,12 +633,20 @@ class CtaEngine(object):
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self.writeCtaLog(u'策略实例不存在：' + name)
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return None
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def putStrategyEvent(self, name):
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"""触发策略状态变化事件（通常用于通知GUI更新）"""
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event = Event(EVENT_CTA_STRATEGY+name)
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self.eventEngine.put(event)
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# ----------------------------------------------------------------------
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def getAccountInfo(self):
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"""获取账号的实时权益、可用资金、仓位比例
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Added by Incenselee
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暂不支持多接口同时运行哦
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"""
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return self.mainEngine.getAccountInfo()
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########################################################################
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@ -180,7 +180,7 @@ class CtaLineBar(object):
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self.lineRsiTop = [] # 记录RSI的最高峰，只保留 inputRsiLen个
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self.lineRsiButtom = [] # 记录RSI的最低谷，只保留 inputRsiLen个
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self.lastRsiTopButtom = None # 最近的一个波峰/波谷
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self.lastRsiTopButtom = {} # 最近的一个波峰/波谷
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# K线的CMI计算数据
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self.inputCmiLen = EMPTY_INT
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@ -199,6 +199,9 @@ class CtaLineBar(object):
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self.lineK = [] # K为快速指标
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self.lineD = [] # D为慢速指标
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self.lineJ = [] #
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self.lineKdjTop = [] # 记录KDJ最高峰，只保留 inputKdjLen个
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self.lineKdjButtom = [] # 记录KDJ的最低谷，只保留 inputKdjLen个
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self.lastKdjTopButtom = {} # 最近的一个波峰/波谷
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# K线的MACD计算数据
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self.inputMacdFastPeriodLen = EMPTY_INT
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@ -282,6 +285,7 @@ class CtaLineBar(object):
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self.__recoundAvgVol()
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self.__recountRsi()
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self.__recountCmi()
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self.__recountKdj()
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self.__recountBoll()
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self.__recountMacd()
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@ -337,6 +341,9 @@ class CtaLineBar(object):
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if self.inputRsi2Len > 0 and len(self.lineRsi2) > 0:
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msg = msg + u',Rsi({0}):{1}'.format(self.inputRsi2Len, self.lineRsi2[-1])
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if self.inputKdjLen > 0 and len(self.lineK) > 0:
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msg = msg + u',KDJ({0}):{1},{2},{3}'.format(self.inputKdjLen, self.lineK[-1],self.lineD[-1],self.lineJ[-1])
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if self.inputBollLen > 0 and len(self.lineUpperBand)>0:
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msg = msg + u',Boll({0}):u:{1},m:{2},l:{3}'.\
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format(self.inputBollLen, round(self.lineUpperBand[-1], 2),
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@ -926,8 +933,10 @@ class CtaLineBar(object):
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# 3、inputRsi1Len(包含当前周期）的相对强弱
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if self.mode == self.TICK_MODE:
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listClose=[x.close for x in self.lineBar[-self.inputRsi1Len - 2:-1]]
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idx = 2
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else:
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listClose=[x.close for x in self.lineBar[-self.inputRsi1Len-1:]]
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idx = 1
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barRsi = ta.RSI(numpy.array(listClose, dtype=float), self.inputRsi1Len)[-1]
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barRsi = round(float(barRsi), 3)
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@ -945,7 +954,7 @@ class CtaLineBar(object):
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t={}
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t["Type"] = u'T'
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t["RSI"] = self.lineRsi1[-2]
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t["Close"] = self.lineBar[-2].close
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t["Close"] = self.lineBar[-1-idx].close
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if len(self.lineRsiTop) > self.inputRsi1Len:
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@ -960,7 +969,7 @@ class CtaLineBar(object):
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b={}
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b["Type"] = u'B'
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b["RSI"] = self.lineRsi1[-2]
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b["Close"] = self.lineBar[-2].close
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b["Close"] = self.lineBar[-1-idx].close
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if len(self.lineRsiButtom) > self.inputRsi1Len:
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del self.lineRsiButtom[0]
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@ -1092,8 +1101,10 @@ class CtaLineBar(object):
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if self.mode == self.TICK_MODE:
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listClose =[x.close for x in self.lineBar[-self.inputKdjLen-1:-1]]
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idx = 2
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else:
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listClose =[x.close for x in self.lineBar[-self.inputKdjLen:]]
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idx = 1
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hhv = max(listClose)
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llv = min(listClose)
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@ -1108,7 +1119,10 @@ class CtaLineBar(object):
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else:
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lastD = 0
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rsv= ( self.lineBar[-1].close - llv)/(hhv - llv) * 100
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if hhv == llv:
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rsv = 50
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else:
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rsv= (self.lineBar[-1].close - llv)/(hhv - llv) * 100
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k = 2*lastK/3 + rsv/3
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if k < 0: k = 0
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@ -1128,10 +1142,41 @@ class CtaLineBar(object):
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del self.lineD[0]
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self.lineD.append(d)
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if len(self.lineJ) > self.inputKdjLen * 8:
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l = len(self.lineJ)
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if l > self.inputKdjLen * 8:
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del self.lineJ[0]
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self.lineJ.append(j)
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#增加KDJ的J谷顶和波底
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if l > 3:
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# 峰
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if self.lineJ[-1] < self.lineJ[-2] and self.lineJ[-3] <= self.lineJ[-2]:
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t={}
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t["Type"] = u'T'
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t["J"] = self.lineJ[-2]
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t["Close"] = self.lineBar[-1-idx].close
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if len(self.lineKdjTop) > self.inputKdjLen:
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del self.lineKdjTop[0]
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self.lineKdjTop.append( t )
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self.lastKdjTopButtom = self.lineKdjTop[-1]
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# 谷
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elif self.lineJ[-1] > self.lineJ[-2] and self.lineJ[-3] >= self.lineJ[-2]:
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b={}
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b["Type"] = u'B'
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b["J"] = self.lineJ[-2]
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b["Close"] = self.lineBar[-1-idx].close
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if len(self.lineKdjButtom) > self.inputKdjLen:
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del self.lineKdjButtom[0]
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self.lineKdjButtom.append(b)
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self.lastKdjTopButtom = self.lineKdjButtom[-1]
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def __recountMacd(self):
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"""
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Macd计算方法：
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@ -25,6 +25,7 @@ class CtaPosition:
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self.posList = []
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self.avgPrice = EMPTY_FLOAT
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def avaliablePos2Add(self):
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