states更新
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@ -10,6 +10,7 @@ from EmailTest import send_email, parse_return_email
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from dataclasses import dataclass
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import time
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import threading
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import yaml # 添加YAML支持
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'''
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todo
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@ -335,21 +336,95 @@ class TurtleTrading(object):
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return False
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def day_end(self):
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pass
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"""Save current state to YAML file at the end of the day"""
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# Create state directory if not exists
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state_dir = "state"
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if not os.path.exists(state_dir):
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os.makedirs(state_dir)
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# Generate filename with current date
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today = datetime.now().strftime("%Y-%m-%d")
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filename = os.path.join(state_dir, f"{today}.yaml")
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# Save state to YAML
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state_data = {
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"turtles": [
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{
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"TradeCode": t.TradeCode,
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"type": t.type,
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"riskcoe": t.riskcoe,
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"Capital": t.Capital,
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"cash": t.cash,
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"TrigerTime": t.TrigerTime,
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"BuyStates": [vars(bs) for bs in t.BuyStates],
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"tradeslog": [vars(tl) for tl in t.tradeslog],
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"BreakOutLog": [vars(bol) for bol in t.BreakOutLog],
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"PriceNow": t.PriceNow,
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"Donchian_20_up": t.Donchian_20_up,
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"Donchian_10_down": t.Donchian_10_down,
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"Donchian_50_up": t.Donchian_50_up,
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"is_gap_up": t.is_gap_up,
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"prev_heigh": t.prev_heigh
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} for t in self.turtles
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]
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}
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with open(filename, 'w') as f:
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yaml.dump(state_data, f)
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class TurtleTrading_OnTime(object):
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''' 实时监测主程序,可以处理多个turtle
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1、获取实时大盘数据
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2、根据turtles的代码,比较是否触发条件
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3、实时监测主流程
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'''
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def load_previous_state(self):
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"""Load previous state from YAML file if exists"""
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state_dir = "state"
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today = datetime.now().strftime("%Y-%m-%d")
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yesterday = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d")
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filename = os.path.join(state_dir, f"{yesterday}.yaml")
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if os.path.exists(filename):
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with open(filename, 'r') as f:
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state_data = yaml.safe_load(f)
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# Restore state
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for turtle_data in state_data.get('turtles', []):
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# Find or create TurtleTrading instance
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turtle = next((t for t in self.turtles if t.TradeCode == turtle_data['TradeCode']), None)
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if not turtle:
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# Create new instance if not found (should not happen)
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turtle = TurtleTrading(**turtle_data)
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self.turtles.append(turtle)
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# Restore attributes
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turtle.TradeCode = turtle_data['TradeCode']
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turtle.type = turtle_data['type']
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turtle.riskcoe = turtle_data['riskcoe']
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turtle.Capital = turtle_data['Capital']
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turtle.cash = turtle_data['cash']
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turtle.TrigerTime = turtle_data['TrigerTime']
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turtle.BuyStates = [BuyState(**bs) for bs in turtle_data['BuyStates']]
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turtle.tradeslog = [TradeLog(**tl) for tl in turtle_data['tradeslog']]
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turtle.BreakOutLog = [BreakOutLog(**bol) for bol in turtle_data['BreakOutLog']]
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turtle.PriceNow = turtle_data['PriceNow']
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turtle.Donchian_20_up = turtle_data['Donchian_20_up']
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turtle.Donchian_10_down = turtle_data['Donchian_10_down']
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turtle.Donchian_50_up = turtle_data['Donchian_50_up']
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turtle.is_gap_up = turtle_data['is_gap_up']
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turtle.prev_heigh = turtle_data['prev_heigh']
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def __init__(self, turtles: list[TurtleTrading], user_email):
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self.turtles = turtles # List of TurtleTrading instances
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self.user_email = user_email
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self.email_events = {} # Track email response events for each turtle
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# Load previous state from YAML if exists
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self.load_previous_state()
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def get_stocks_data(self):
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"""获取实时股票、基金数据,不保存
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"""
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@ -369,13 +444,13 @@ class TurtleTrading_OnTime(object):
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# mysql_database.insert_db(etf_data, "etf_price", True, "代码")
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return stock_data, etf_data
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def Buy_stock(self, price_now):
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def Buy_stock(self, turtle: TurtleTrading, price_now):
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# 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now,买入份额self.turtle.IntPositionSize
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subject = "买入"
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body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
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body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
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body += "回复:实际买入价格-买入份额-手续费"
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send_email(subject, body, self.user_email)
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send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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@ -394,23 +469,23 @@ class TurtleTrading_OnTime(object):
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break
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# 成功买入
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self.turtle.TrigerTime += 1
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turtle.TrigerTime += 1
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# 记录self.turtle.BuyStates
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add_price = buy_price + 1/2 * self.turtle.N
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stop_price = buy_price - 2 * self.turtle.N
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add_price = buy_price + 1/2 * turtle.N
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stop_price = buy_price - 2 * turtle.N
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cost = buy_price * buy_share - fee
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available_cash = self.turtle.Capital - cost
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available_cash = turtle.Capital - cost
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buy_this_time = BuyState(self.turtle.TrigerTime,
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buy_this_time = BuyState(turtle.TrigerTime,
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buy_price,
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add_price,
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stop_price,
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False,
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buy_share,
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self.turtle.N,
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turtle.N,
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available_cash)
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self.turtle.BuyStates.append(buy_this_time)
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turtle.BuyStates.append(buy_this_time)
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# 记录self.turtle.tradeslog
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today = datetime.now().strftime("%Y-%m-%d")
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@ -419,19 +494,19 @@ class TurtleTrading_OnTime(object):
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buy_price,
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buy_share,
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cost,
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self.turtle.N,
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turtle.N,
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available_cash,
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all_shares=buy_share,
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all_cost=cost,
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Net_value=buy_price * buy_share,
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Net_return=0)
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self.turtle.tradeslog.append(log_this_time)
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turtle.tradeslog.append(log_this_time)
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def add_stock(self, price_now):
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def add_stock(self, turtle: TurtleTrading, price_now):
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"""加仓
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Args:
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@ -441,7 +516,7 @@ class TurtleTrading_OnTime(object):
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# 加仓
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subject = "加仓"
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body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
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body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
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body += "回复:实际买入价格-买入份额-手续费"
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send_email(subject, body, self.user_email)
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send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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@ -460,26 +535,26 @@ class TurtleTrading_OnTime(object):
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break
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# 成功买入
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self.turtle.TrigerTime += 1
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turtle.TrigerTime += 1
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# 记录self.turtle.BuyStates
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add_price = buy_price + 1/2 * self.turtle.N
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stop_price = buy_price - 2 * self.turtle.N
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add_price = buy_price + 1/2 * turtle.N
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stop_price = buy_price - 2 * turtle.N
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cost = buy_price * buy_share - fee
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available_cash = self.turtle.BuyStates[-1].available_cash - cost
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all_shares = buy_share + self.turtle.BuyStates[-1].all_shares
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all_cost = cost + self.turtle.BuyStates[-1].all_cost
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available_cash = turtle.BuyStates[-1].available_cash - cost
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all_shares = buy_share + turtle.BuyStates[-1].all_shares
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all_cost = cost + turtle.BuyStates[-1].all_cost
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net_value = buy_price * all_shares
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net_return = net_value - all_cost
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buy_this_time = BuyState(self.turtle.TrigerTime,
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buy_this_time = BuyState(turtle.TrigerTime,
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buy_price,
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add_price,
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stop_price,
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self.turtle.is_gap_up,
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turtle.is_gap_up,
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buy_share,
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self.turtle.N,
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turtle.N,
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available_cash)
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self.turtle.BuyStates.append(buy_this_time)
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turtle.BuyStates.append(buy_this_time)
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today = datetime.now().strftime("%Y-%m-%d")
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@ -488,43 +563,43 @@ class TurtleTrading_OnTime(object):
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buy_price,
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buy_share,
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cost,
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self.turtle.N,
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turtle.N,
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available_cash,
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all_shares,
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all_cost,
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net_value,
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net_return)
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self.turtle.tradeslog.append(log_this_time)
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turtle.tradeslog.append(log_this_time)
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# 处理其他次买入的止损价格
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# 检查BuyStates中有几个gap_up,返回个数和索引
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gap_up_num = 0
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gap_up_index = []
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for i in range(len(self.turtle.BuyStates)):
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if self.turtle.BuyStates[i].is_gap_up:
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for i in range(len(turtle.BuyStates)):
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if turtle.BuyStates[i].is_gap_up:
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gap_up_num += 1
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gap_up_index.append(i)
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if gap_up_num == 0:
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# 之前BuyStates中的stop_price = stop_price
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for j in range(len(self.turtle.BuyStates)):
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self.turtle.BuyStates[j].stop_price = stop_price
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for j in range(len(turtle.BuyStates)):
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turtle.BuyStates[j].stop_price = stop_price
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if not self.turtle.is_gap_up and gap_up_num == 1:
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if not turtle.is_gap_up and gap_up_num == 1:
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if gap_up_index[0] == 1:
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number_tobe_change = self.turtle.TrigerTime -1 - gap_up_index[0]
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number_tobe_change = turtle.TrigerTime -1 - gap_up_index[0]
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for k in range(number_tobe_change):
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self.turtle.BuyStates[k+1].stop_price = stop_price
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turtle.BuyStates[k+1].stop_price = stop_price
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elif gap_up_index[0] == 2:
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self.turtle.BuyStates[2].stop_price = stop_price
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turtle.BuyStates[2].stop_price = stop_price
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elif not self.turtle.is_gap_up and gap_up_num == 2:
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elif not turtle.is_gap_up and gap_up_num == 2:
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number_tobe_change = 2
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for k in range(number_tobe_change):
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self.turtle.BuyStates[k+1].stop_price = stop_price
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turtle.BuyStates[k+1].stop_price = stop_price
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def stop_sale_stock(self, price_now):
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def stop_sale_stock(self, turtle: TurtleTrading, price_now):
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"""止损卖出
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Args:
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@ -533,15 +608,15 @@ class TurtleTrading_OnTime(object):
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# 判断需要卖出几份
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sale_shares = 0
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for i in range(len(self.turtle.BuyStates)):
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if price_now <= self.turtle.BuyStates[i].stop_price:
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for i in range(len(turtle.BuyStates)):
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if price_now <= turtle.BuyStates[i].stop_price:
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sale_shares += 1
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break
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# 比较price_now与self.turtle.BuyStates[-1].stop_price
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# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now,卖出份额self.turtle.IntPositionSize
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subject = "止损卖出"
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body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize * sale_shares} \n "
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body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize * sale_shares} \n "
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body += "回复:实际卖出价格-卖出份额-手续费"
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send_email(subject, body, self.user_email)
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send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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@ -561,12 +636,12 @@ class TurtleTrading_OnTime(object):
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# 成功卖出
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self.turtle.TrigerTime -= sale_shares
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turtle.TrigerTime -= sale_shares
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# 记录self.turtle.BuyStates
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available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
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available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
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# 删除BuyStates中卖出股票的记录
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self.turtle.BuyStates = self.turtle.BuyStates[:-sale_shares]
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turtle.BuyStates = turtle.BuyStates[:-sale_shares]
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sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
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@ -574,15 +649,15 @@ class TurtleTrading_OnTime(object):
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sale_price,
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sale_share,
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sale_price * sale_share - fee,
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self.turtle.N,
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turtle.N,
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available_cash,
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all_shares=0,
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all_cost=0,
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Net_value=sale_price * sale_share,
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Net_return=abs(self.turtle.Capital - available_cash))
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self.turtle.tradeslog.append(sale_this_time)
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Net_return=abs(turtle.Capital - available_cash))
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turtle.tradeslog.append(sale_this_time)
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def out_sale_stock(self, price_now):
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def out_sale_stock(self, turtle: TurtleTrading, price_now):
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"""止盈卖出
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Args:
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@ -591,7 +666,7 @@ class TurtleTrading_OnTime(object):
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# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now,卖出份额self.turtle.IntPositionSize
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subject = "止盈卖出"
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body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
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body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
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body += "回复:实际卖出价格-卖出份额-手续费"
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send_email(subject, body, self.user_email)
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send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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@ -610,106 +685,106 @@ class TurtleTrading_OnTime(object):
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break
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# 成功卖出
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self.turtle.TrigerTime = 0
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turtle.TrigerTime = 0
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# 记录self.turtle.BuyStates
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available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
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self.turtle.BuyStates = []
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available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
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turtle.BuyStates = []
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sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
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"止盈",
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sale_price,
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sale_share,
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sale_price * sale_share - fee,
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self.turtle.N,
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turtle.N,
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available_cash,
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all_shares=0,
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all_cost=0,
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Net_value=sale_price * sale_share,
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Net_return=abs(self.turtle.Capital - available_cash))
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self.turtle.tradeslog.append(sale_this_time)
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Net_return=abs(turtle.Capital - available_cash))
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turtle.tradeslog.append(sale_this_time)
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def run_short_trading_loop(self, stock_data, etf_data):
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# def run_short_trading_loop(self, stock_data, etf_data):
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now = datetime.now().time()
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# 根据类型获取当前价格
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if self.turtle.type == "stock":
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self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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# now = datetime.now().time()
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# # 根据类型获取当前价格
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# if self.turtle.type == "stock":
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# self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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elif self.turtle.type == "etf":
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# self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
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self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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# elif self.turtle.type == "etf":
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# # self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
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# self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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# # 9点30 判断是否跳空高开
|
||||
if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
|
||||
self.turtle.is_gap_up = True
|
||||
# # # 9点30 判断是否跳空高开
|
||||
# if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
|
||||
# self.turtle.is_gap_up = True
|
||||
|
||||
|
||||
# 判断当前仓位状态并执行相应操作
|
||||
if self.turtle.TrigerTime == 0:
|
||||
# 空仓状态
|
||||
if self.turtle.system1EnterNormal(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_20_up,
|
||||
self.turtle.BreakOutLog
|
||||
):
|
||||
self.Buy_stock(self.turtle.PriceNow)
|
||||
# # 判断当前仓位状态并执行相应操作
|
||||
# if self.turtle.TrigerTime == 0:
|
||||
# # 空仓状态
|
||||
# if self.turtle.system1EnterNormal(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.BreakOutLog
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
# 突破 记录self.turtle.breakoutlog
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
breakout_this_time = BreakOutLog(today,
|
||||
self.turtle.Donchian_20_up,
|
||||
self.turtle.Donchian_20_up - 2 * self.turtle.N,
|
||||
'valid',
|
||||
None)
|
||||
self.turtle.BreakOutLog.append(breakout_this_time)
|
||||
# # 突破 记录self.turtle.breakoutlog
|
||||
# today = datetime.now().strftime("%Y-%m-%d")
|
||||
# breakout_this_time = BreakOutLog(today,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.Donchian_20_up - 2 * self.turtle.N,
|
||||
# 'valid',
|
||||
# None)
|
||||
# self.turtle.BreakOutLog.append(breakout_this_time)
|
||||
|
||||
elif self.turtle.system1EnterSafe(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_50_up
|
||||
):
|
||||
self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system1EnterSafe(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_50_up
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
elif 1 <= self.turtle.TrigerTime <= 3:
|
||||
# # 突破状态
|
||||
# if self.turtle.system1EnterNormal(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.BreakOutLog
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system1EnterSafe(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_50_up
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif 1 <= self.turtle.TrigerTime <= 3:
|
||||
# # # 突破状态
|
||||
# # if self.turtle.system1EnterNormal(
|
||||
# # self.turtle.PriceNow,
|
||||
# # self.turtle.Donchian_20_up,
|
||||
# # self.turtle.BreakOutLog
|
||||
# # ):
|
||||
# # self.Buy_stock(self.turtle.PriceNow)
|
||||
# # elif self.turtle.system1EnterSafe(
|
||||
# # self.turtle.PriceNow,
|
||||
# # self.turtle.Donchian_50_up
|
||||
# # ):
|
||||
# # self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
# 加仓状态
|
||||
if self.turtle.add(self.turtle.PriceNow):
|
||||
self.add_stock(self.turtle.PriceNow)
|
||||
# # 加仓状态
|
||||
# if self.turtle.add(self.turtle.PriceNow):
|
||||
# self.add_stock(self.turtle.PriceNow)
|
||||
|
||||
# 止损状态
|
||||
elif self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
self.stop_sale_stock(self.turtle.PriceNow)
|
||||
# # 止损状态
|
||||
# elif self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
# self.stop_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
# 止盈
|
||||
elif self.turtle.system_1_Out(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_10_down
|
||||
):
|
||||
self.out_sale_stock(self.turtle.PriceNow)
|
||||
# # 止盈
|
||||
# elif self.turtle.system_1_Out(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_10_down
|
||||
# ):
|
||||
# self.out_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
elif self.turtle.TrigerTime == 4:
|
||||
# 满仓 止损 止盈
|
||||
if self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
self.stop_sale_stock(self.turtle.PriceNow)
|
||||
elif self.turtle.system_1_Out(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_10_down
|
||||
):
|
||||
self.out_sale_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.TrigerTime == 4:
|
||||
# # 满仓 止损 止盈
|
||||
# if self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
# self.stop_sale_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system_1_Out(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_10_down
|
||||
# ):
|
||||
# self.out_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
# 等待 1 分钟后下一次循环
|
||||
time.sleep(60)
|
||||
# # 等待 1 分钟后下一次循环
|
||||
# time.sleep(60)
|
||||
|
||||
def Start_short_system(self):
|
||||
"""启动short系统
|
||||
@ -767,9 +842,10 @@ class TurtleTrading_OnTime(object):
|
||||
# ------------------结束阶段--------------------
|
||||
# 数据库更新当天数据,增加ATR、donchian数据
|
||||
# 直接做个新表
|
||||
mysql_database.delete_table(f"{self.turtle.TradeCode}")
|
||||
self.turtle.get_ready(100)
|
||||
time.sleep(16.5*600)
|
||||
for turtle in self.turtles:
|
||||
mysql_database.delete_table(f"{turtle.TradeCode}")
|
||||
turtle.get_ready(100)
|
||||
time.sleep(16.5*600)
|
||||
|
||||
|
||||
def monitor_all_turtles(self):
|
||||
@ -849,7 +925,7 @@ class TurtleTrading_OnTime(object):
|
||||
):
|
||||
self.start_email_thread(turtle, "止盈", turtle.PriceNow)
|
||||
|
||||
def start_email_thread(self, turtle, action, price_now):
|
||||
def start_email_thread(self, turtle:TurtleTrading, action, price_now):
|
||||
"""启动邮件处理线程"""
|
||||
event = threading.Event()
|
||||
self.email_events[turtle.TradeCode] = event
|
||||
@ -860,17 +936,17 @@ class TurtleTrading_OnTime(object):
|
||||
)
|
||||
thread.start()
|
||||
|
||||
def handle_email_response(self, turtle, action, price_now, event):
|
||||
def handle_email_response(self, turtle:TurtleTrading, action, price_now, event):
|
||||
"""处理邮件响应的线程"""
|
||||
# 发送邮件
|
||||
if action == "买入":
|
||||
self.Buy_stock(price_now)
|
||||
self.Buy_stock(turtle, price_now)
|
||||
elif action == "加仓":
|
||||
self.add_stock(price_now)
|
||||
self.add_stock(turtle, price_now)
|
||||
elif action == "止损":
|
||||
self.stop_sale_stock(price_now)
|
||||
self.stop_sale_stock(turtle, price_now)
|
||||
elif action == "止盈":
|
||||
self.out_sale_stock(price_now)
|
||||
self.out_sale_stock(turtle, price_now)
|
||||
|
||||
# 等待邮件响应
|
||||
event.wait()
|
||||
|
369
TurtleOnTime.py
369
TurtleOnTime.py
@ -91,7 +91,6 @@ class TurtleTrading(object):
|
||||
self.cash = cash
|
||||
self.TrigerTime = 0
|
||||
self.BuyStates = list[BuyState]
|
||||
self.state_file = f"state_{self.TradeCode}.yaml" # 状态文件名
|
||||
|
||||
self.tradeslog = list[TradeLog]
|
||||
self.BreakOutLog = list[BreakOutLog]
|
||||
@ -337,54 +336,93 @@ class TurtleTrading(object):
|
||||
return False
|
||||
|
||||
def day_end(self):
|
||||
self.save_state() # 每日结束保存状态
|
||||
|
||||
def save_state(self):
|
||||
"""保存当前状态到YAML文件"""
|
||||
"""Save current state to YAML file at the end of the day"""
|
||||
# Create state directory if not exists
|
||||
state_dir = "state"
|
||||
if not os.path.exists(state_dir):
|
||||
os.makedirs(state_dir)
|
||||
|
||||
# Generate filename with current date
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
filename = os.path.join(state_dir, f"{today}.yaml")
|
||||
|
||||
# Save state to YAML
|
||||
state_data = {
|
||||
'TrigerTime': self.TrigerTime,
|
||||
'BuyStates': [vars(bs) for bs in self.BuyStates],
|
||||
'tradeslog': [vars(tl) for tl in self.tradeslog],
|
||||
'BreakOutLog': [vars(bol) for bol in self.BreakOutLog],
|
||||
'PriceNow': self.PriceNow,
|
||||
'Donchian_20_up': self.Donchian_20_up,
|
||||
'Donchian_10_down': self.Donchian_10_down,
|
||||
'Donchian_50_up': self.Donchian_50_up,
|
||||
'is_gap_up': self.is_gap_up,
|
||||
'prev_heigh': self.prev_heigh
|
||||
"main_state": {
|
||||
"user_email": self.user_email,
|
||||
"email_events": self.email_events,
|
||||
"turtles": [
|
||||
{
|
||||
"TradeCode": t.TradeCode,
|
||||
"type": t.type,
|
||||
"riskcoe": t.riskcoe,
|
||||
"Capital": t.Capital,
|
||||
"cash": t.cash,
|
||||
"TrigerTime": t.TrigerTime,
|
||||
"BuyStates": [vars(bs) for bs in t.BuyStates],
|
||||
"tradeslog": [vars(tl) for tl in t.tradeslog],
|
||||
"BreakOutLog": [vars(bol) for bol in t.BreakOutLog]
|
||||
} for t in self.turtles
|
||||
]
|
||||
}
|
||||
}
|
||||
with open(self.state_file, 'w') as file:
|
||||
yaml.dump(state_data, file)
|
||||
|
||||
def load_state(self):
|
||||
"""从YAML文件加载状态"""
|
||||
if os.path.exists(self.state_file):
|
||||
with open(self.state_file, 'r') as file:
|
||||
state_data = yaml.safe_load(file)
|
||||
self.TrigerTime = state_data['TrigerTime']
|
||||
self.BuyStates = [BuyState(**bs) for bs in state_data['BuyStates']]
|
||||
self.tradeslog = [TradeLog(**tl) for tl in state_data['tradeslog']]
|
||||
self.BreakOutLog = [BreakOutLog(**bol) for bol in state_data['BreakOutLog']]
|
||||
self.PriceNow = state_data['PriceNow']
|
||||
self.Donchian_20_up = state_data['Donchian_20_up']
|
||||
self.Donchian_10_down = state_data['Donchian_10_down']
|
||||
self.Donchian_50_up = state_data['Donchian_50_up']
|
||||
self.is_gap_up = state_data['is_gap_up']
|
||||
self.prev_heigh = state_data['prev_heigh']
|
||||
|
||||
with open(filename, 'w') as f:
|
||||
yaml.dump(state_data, f)
|
||||
|
||||
class TurtleTrading_OnTime(object):
|
||||
''' 实时监测主程序,可以处理多个turtle
|
||||
|
||||
|
||||
1、获取实时大盘数据
|
||||
2、根据turtles的代码,比较是否触发条件
|
||||
3、实时监测主流程
|
||||
'''
|
||||
|
||||
def load_previous_state(self):
|
||||
"""Load previous state from YAML file if exists"""
|
||||
state_dir = "state"
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
yesterday = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
filename = os.path.join(state_dir, f"{yesterday}.yaml")
|
||||
|
||||
if os.path.exists(filename):
|
||||
with open(filename, 'r') as f:
|
||||
state_data = yaml.safe_load(f)
|
||||
|
||||
# Restore state
|
||||
for turtle_data in state_data.get('turtles', []):
|
||||
# Find or create TurtleTrading instance
|
||||
turtle = next((t for t in self.turtles if t.TradeCode == turtle_data['TradeCode']), None)
|
||||
if not turtle:
|
||||
# Create new instance if not found (should not happen)
|
||||
turtle = TurtleTrading(**turtle_data)
|
||||
self.turtles.append(turtle)
|
||||
|
||||
# Restore attributes
|
||||
turtle.TradeCode = turtle_data['TradeCode']
|
||||
turtle.type = turtle_data['type']
|
||||
turtle.riskcoe = turtle_data['riskcoe']
|
||||
turtle.Capital = turtle_data['Capital']
|
||||
turtle.cash = turtle_data['cash']
|
||||
turtle.TrigerTime = turtle_data['TrigerTime']
|
||||
turtle.BuyStates = [BuyState(**bs) for bs in turtle_data['BuyStates']]
|
||||
turtle.tradeslog = [TradeLog(**tl) for tl in turtle_data['tradeslog']]
|
||||
turtle.BreakOutLog = [BreakOutLog(**bol) for bol in turtle_data['BreakOutLog']]
|
||||
turtle.PriceNow = turtle_data['PriceNow']
|
||||
turtle.Donchian_20_up = turtle_data['Donchian_20_up']
|
||||
turtle.Donchian_10_down = turtle_data['Donchian_10_down']
|
||||
turtle.Donchian_50_up = turtle_data['Donchian_50_up']
|
||||
turtle.is_gap_up = turtle_data['is_gap_up']
|
||||
turtle.prev_heigh = turtle_data['prev_heigh']
|
||||
|
||||
def __init__(self, turtles: list[TurtleTrading], user_email):
|
||||
self.turtles = turtles # List of TurtleTrading instances
|
||||
self.user_email = user_email
|
||||
self.email_events = {} # Track email response events for each turtle
|
||||
|
||||
# Load previous state from YAML if exists
|
||||
self.load_previous_state()
|
||||
|
||||
def get_stocks_data(self):
|
||||
"""获取实时股票、基金数据,不保存
|
||||
"""
|
||||
@ -404,13 +442,13 @@ class TurtleTrading_OnTime(object):
|
||||
# mysql_database.insert_db(etf_data, "etf_price", True, "代码")
|
||||
return stock_data, etf_data
|
||||
|
||||
def Buy_stock(self, price_now):
|
||||
def Buy_stock(self, turtle: TurtleTrading, price_now):
|
||||
# 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now,买入份额self.turtle.IntPositionSize
|
||||
|
||||
|
||||
|
||||
subject = "买入"
|
||||
body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
|
||||
body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
|
||||
body += "回复:实际买入价格-买入份额-手续费"
|
||||
send_email(subject, body, self.user_email)
|
||||
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
@ -429,23 +467,23 @@ class TurtleTrading_OnTime(object):
|
||||
break
|
||||
|
||||
# 成功买入
|
||||
self.turtle.TrigerTime += 1
|
||||
turtle.TrigerTime += 1
|
||||
# 记录self.turtle.BuyStates
|
||||
add_price = buy_price + 1/2 * self.turtle.N
|
||||
stop_price = buy_price - 2 * self.turtle.N
|
||||
add_price = buy_price + 1/2 * turtle.N
|
||||
stop_price = buy_price - 2 * turtle.N
|
||||
cost = buy_price * buy_share - fee
|
||||
available_cash = self.turtle.Capital - cost
|
||||
available_cash = turtle.Capital - cost
|
||||
|
||||
buy_this_time = BuyState(self.turtle.TrigerTime,
|
||||
buy_this_time = BuyState(turtle.TrigerTime,
|
||||
buy_price,
|
||||
add_price,
|
||||
stop_price,
|
||||
False,
|
||||
buy_share,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash)
|
||||
|
||||
self.turtle.BuyStates.append(buy_this_time)
|
||||
turtle.BuyStates.append(buy_this_time)
|
||||
|
||||
# 记录self.turtle.tradeslog
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
@ -454,19 +492,19 @@ class TurtleTrading_OnTime(object):
|
||||
buy_price,
|
||||
buy_share,
|
||||
cost,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash,
|
||||
all_shares=buy_share,
|
||||
all_cost=cost,
|
||||
Net_value=buy_price * buy_share,
|
||||
Net_return=0)
|
||||
self.turtle.tradeslog.append(log_this_time)
|
||||
turtle.tradeslog.append(log_this_time)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
def add_stock(self, price_now):
|
||||
def add_stock(self, turtle: TurtleTrading, price_now):
|
||||
"""加仓
|
||||
|
||||
Args:
|
||||
@ -476,7 +514,7 @@ class TurtleTrading_OnTime(object):
|
||||
# 加仓
|
||||
|
||||
subject = "加仓"
|
||||
body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
|
||||
body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
|
||||
body += "回复:实际买入价格-买入份额-手续费"
|
||||
send_email(subject, body, self.user_email)
|
||||
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
@ -495,26 +533,26 @@ class TurtleTrading_OnTime(object):
|
||||
break
|
||||
|
||||
# 成功买入
|
||||
self.turtle.TrigerTime += 1
|
||||
turtle.TrigerTime += 1
|
||||
# 记录self.turtle.BuyStates
|
||||
add_price = buy_price + 1/2 * self.turtle.N
|
||||
stop_price = buy_price - 2 * self.turtle.N
|
||||
add_price = buy_price + 1/2 * turtle.N
|
||||
stop_price = buy_price - 2 * turtle.N
|
||||
cost = buy_price * buy_share - fee
|
||||
available_cash = self.turtle.BuyStates[-1].available_cash - cost
|
||||
all_shares = buy_share + self.turtle.BuyStates[-1].all_shares
|
||||
all_cost = cost + self.turtle.BuyStates[-1].all_cost
|
||||
available_cash = turtle.BuyStates[-1].available_cash - cost
|
||||
all_shares = buy_share + turtle.BuyStates[-1].all_shares
|
||||
all_cost = cost + turtle.BuyStates[-1].all_cost
|
||||
net_value = buy_price * all_shares
|
||||
net_return = net_value - all_cost
|
||||
buy_this_time = BuyState(self.turtle.TrigerTime,
|
||||
buy_this_time = BuyState(turtle.TrigerTime,
|
||||
buy_price,
|
||||
add_price,
|
||||
stop_price,
|
||||
self.turtle.is_gap_up,
|
||||
turtle.is_gap_up,
|
||||
buy_share,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash)
|
||||
|
||||
self.turtle.BuyStates.append(buy_this_time)
|
||||
turtle.BuyStates.append(buy_this_time)
|
||||
|
||||
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
@ -523,43 +561,43 @@ class TurtleTrading_OnTime(object):
|
||||
buy_price,
|
||||
buy_share,
|
||||
cost,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash,
|
||||
all_shares,
|
||||
all_cost,
|
||||
net_value,
|
||||
net_return)
|
||||
self.turtle.tradeslog.append(log_this_time)
|
||||
turtle.tradeslog.append(log_this_time)
|
||||
|
||||
# 处理其他次买入的止损价格
|
||||
# 检查BuyStates中有几个gap_up,返回个数和索引
|
||||
gap_up_num = 0
|
||||
gap_up_index = []
|
||||
for i in range(len(self.turtle.BuyStates)):
|
||||
if self.turtle.BuyStates[i].is_gap_up:
|
||||
for i in range(len(turtle.BuyStates)):
|
||||
if turtle.BuyStates[i].is_gap_up:
|
||||
gap_up_num += 1
|
||||
gap_up_index.append(i)
|
||||
if gap_up_num == 0:
|
||||
# 之前BuyStates中的stop_price = stop_price
|
||||
for j in range(len(self.turtle.BuyStates)):
|
||||
self.turtle.BuyStates[j].stop_price = stop_price
|
||||
for j in range(len(turtle.BuyStates)):
|
||||
turtle.BuyStates[j].stop_price = stop_price
|
||||
|
||||
if not self.turtle.is_gap_up and gap_up_num == 1:
|
||||
if not turtle.is_gap_up and gap_up_num == 1:
|
||||
if gap_up_index[0] == 1:
|
||||
number_tobe_change = self.turtle.TrigerTime -1 - gap_up_index[0]
|
||||
number_tobe_change = turtle.TrigerTime -1 - gap_up_index[0]
|
||||
for k in range(number_tobe_change):
|
||||
self.turtle.BuyStates[k+1].stop_price = stop_price
|
||||
turtle.BuyStates[k+1].stop_price = stop_price
|
||||
|
||||
elif gap_up_index[0] == 2:
|
||||
self.turtle.BuyStates[2].stop_price = stop_price
|
||||
turtle.BuyStates[2].stop_price = stop_price
|
||||
|
||||
elif not self.turtle.is_gap_up and gap_up_num == 2:
|
||||
elif not turtle.is_gap_up and gap_up_num == 2:
|
||||
number_tobe_change = 2
|
||||
for k in range(number_tobe_change):
|
||||
self.turtle.BuyStates[k+1].stop_price = stop_price
|
||||
turtle.BuyStates[k+1].stop_price = stop_price
|
||||
|
||||
|
||||
def stop_sale_stock(self, price_now):
|
||||
def stop_sale_stock(self, turtle: TurtleTrading, price_now):
|
||||
"""止损卖出
|
||||
|
||||
Args:
|
||||
@ -568,15 +606,15 @@ class TurtleTrading_OnTime(object):
|
||||
|
||||
# 判断需要卖出几份
|
||||
sale_shares = 0
|
||||
for i in range(len(self.turtle.BuyStates)):
|
||||
if price_now <= self.turtle.BuyStates[i].stop_price:
|
||||
for i in range(len(turtle.BuyStates)):
|
||||
if price_now <= turtle.BuyStates[i].stop_price:
|
||||
sale_shares += 1
|
||||
break
|
||||
# 比较price_now与self.turtle.BuyStates[-1].stop_price
|
||||
|
||||
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now,卖出份额self.turtle.IntPositionSize
|
||||
subject = "止损卖出"
|
||||
body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize * sale_shares} \n "
|
||||
body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize * sale_shares} \n "
|
||||
body += "回复:实际卖出价格-卖出份额-手续费"
|
||||
send_email(subject, body, self.user_email)
|
||||
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
@ -596,12 +634,12 @@ class TurtleTrading_OnTime(object):
|
||||
|
||||
|
||||
# 成功卖出
|
||||
self.turtle.TrigerTime -= sale_shares
|
||||
turtle.TrigerTime -= sale_shares
|
||||
# 记录self.turtle.BuyStates
|
||||
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
|
||||
available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
|
||||
|
||||
# 删除BuyStates中卖出股票的记录
|
||||
self.turtle.BuyStates = self.turtle.BuyStates[:-sale_shares]
|
||||
turtle.BuyStates = turtle.BuyStates[:-sale_shares]
|
||||
|
||||
|
||||
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
|
||||
@ -609,15 +647,15 @@ class TurtleTrading_OnTime(object):
|
||||
sale_price,
|
||||
sale_share,
|
||||
sale_price * sale_share - fee,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash,
|
||||
all_shares=0,
|
||||
all_cost=0,
|
||||
Net_value=sale_price * sale_share,
|
||||
Net_return=abs(self.turtle.Capital - available_cash))
|
||||
self.turtle.tradeslog.append(sale_this_time)
|
||||
Net_return=abs(turtle.Capital - available_cash))
|
||||
turtle.tradeslog.append(sale_this_time)
|
||||
|
||||
def out_sale_stock(self, price_now):
|
||||
def out_sale_stock(self, turtle: TurtleTrading, price_now):
|
||||
"""止盈卖出
|
||||
|
||||
Args:
|
||||
@ -626,7 +664,7 @@ class TurtleTrading_OnTime(object):
|
||||
|
||||
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now,卖出份额self.turtle.IntPositionSize
|
||||
subject = "止盈卖出"
|
||||
body = f"{self.turtle.TradeCode},价格{price_now},份额{self.turtle.IntPositionSize} \n "
|
||||
body = f"{turtle.TradeCode},价格{price_now},份额{turtle.IntPositionSize} \n "
|
||||
body += "回复:实际卖出价格-卖出份额-手续费"
|
||||
send_email(subject, body, self.user_email)
|
||||
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
@ -645,106 +683,106 @@ class TurtleTrading_OnTime(object):
|
||||
break
|
||||
|
||||
# 成功卖出
|
||||
self.turtle.TrigerTime = 0
|
||||
turtle.TrigerTime = 0
|
||||
# 记录self.turtle.BuyStates
|
||||
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
|
||||
self.turtle.BuyStates = []
|
||||
available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
|
||||
turtle.BuyStates = []
|
||||
|
||||
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
|
||||
"止盈",
|
||||
sale_price,
|
||||
sale_share,
|
||||
sale_price * sale_share - fee,
|
||||
self.turtle.N,
|
||||
turtle.N,
|
||||
available_cash,
|
||||
all_shares=0,
|
||||
all_cost=0,
|
||||
Net_value=sale_price * sale_share,
|
||||
Net_return=abs(self.turtle.Capital - available_cash))
|
||||
self.turtle.tradeslog.append(sale_this_time)
|
||||
Net_return=abs(turtle.Capital - available_cash))
|
||||
turtle.tradeslog.append(sale_this_time)
|
||||
|
||||
def run_short_trading_loop(self, stock_data, etf_data):
|
||||
# def run_short_trading_loop(self, stock_data, etf_data):
|
||||
|
||||
now = datetime.now().time()
|
||||
# 根据类型获取当前价格
|
||||
if self.turtle.type == "stock":
|
||||
self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
|
||||
# now = datetime.now().time()
|
||||
# # 根据类型获取当前价格
|
||||
# if self.turtle.type == "stock":
|
||||
# self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
|
||||
|
||||
elif self.turtle.type == "etf":
|
||||
# self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
|
||||
self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
|
||||
# elif self.turtle.type == "etf":
|
||||
# # self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
|
||||
# self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
|
||||
|
||||
# # 9点30 判断是否跳空高开
|
||||
if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
|
||||
self.turtle.is_gap_up = True
|
||||
# # # 9点30 判断是否跳空高开
|
||||
# if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
|
||||
# self.turtle.is_gap_up = True
|
||||
|
||||
|
||||
# 判断当前仓位状态并执行相应操作
|
||||
if self.turtle.TrigerTime == 0:
|
||||
# 空仓状态
|
||||
if self.turtle.system1EnterNormal(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_20_up,
|
||||
self.turtle.BreakOutLog
|
||||
):
|
||||
self.Buy_stock(self.turtle.PriceNow)
|
||||
# # 判断当前仓位状态并执行相应操作
|
||||
# if self.turtle.TrigerTime == 0:
|
||||
# # 空仓状态
|
||||
# if self.turtle.system1EnterNormal(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.BreakOutLog
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
# 突破 记录self.turtle.breakoutlog
|
||||
today = datetime.now().strftime("%Y-%m-%d")
|
||||
breakout_this_time = BreakOutLog(today,
|
||||
self.turtle.Donchian_20_up,
|
||||
self.turtle.Donchian_20_up - 2 * self.turtle.N,
|
||||
'valid',
|
||||
None)
|
||||
self.turtle.BreakOutLog.append(breakout_this_time)
|
||||
# # 突破 记录self.turtle.breakoutlog
|
||||
# today = datetime.now().strftime("%Y-%m-%d")
|
||||
# breakout_this_time = BreakOutLog(today,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.Donchian_20_up - 2 * self.turtle.N,
|
||||
# 'valid',
|
||||
# None)
|
||||
# self.turtle.BreakOutLog.append(breakout_this_time)
|
||||
|
||||
elif self.turtle.system1EnterSafe(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_50_up
|
||||
):
|
||||
self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system1EnterSafe(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_50_up
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
elif 1 <= self.turtle.TrigerTime <= 3:
|
||||
# # 突破状态
|
||||
# if self.turtle.system1EnterNormal(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_20_up,
|
||||
# self.turtle.BreakOutLog
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system1EnterSafe(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_50_up
|
||||
# ):
|
||||
# self.Buy_stock(self.turtle.PriceNow)
|
||||
# elif 1 <= self.turtle.TrigerTime <= 3:
|
||||
# # # 突破状态
|
||||
# # if self.turtle.system1EnterNormal(
|
||||
# # self.turtle.PriceNow,
|
||||
# # self.turtle.Donchian_20_up,
|
||||
# # self.turtle.BreakOutLog
|
||||
# # ):
|
||||
# # self.Buy_stock(self.turtle.PriceNow)
|
||||
# # elif self.turtle.system1EnterSafe(
|
||||
# # self.turtle.PriceNow,
|
||||
# # self.turtle.Donchian_50_up
|
||||
# # ):
|
||||
# # self.Buy_stock(self.turtle.PriceNow)
|
||||
|
||||
# 加仓状态
|
||||
if self.turtle.add(self.turtle.PriceNow):
|
||||
self.add_stock(self.turtle.PriceNow)
|
||||
# # 加仓状态
|
||||
# if self.turtle.add(self.turtle.PriceNow):
|
||||
# self.add_stock(self.turtle.PriceNow)
|
||||
|
||||
# 止损状态
|
||||
elif self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
self.stop_sale_stock(self.turtle.PriceNow)
|
||||
# # 止损状态
|
||||
# elif self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
# self.stop_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
# 止盈
|
||||
elif self.turtle.system_1_Out(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_10_down
|
||||
):
|
||||
self.out_sale_stock(self.turtle.PriceNow)
|
||||
# # 止盈
|
||||
# elif self.turtle.system_1_Out(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_10_down
|
||||
# ):
|
||||
# self.out_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
elif self.turtle.TrigerTime == 4:
|
||||
# 满仓 止损 止盈
|
||||
if self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
self.stop_sale_stock(self.turtle.PriceNow)
|
||||
elif self.turtle.system_1_Out(
|
||||
self.turtle.PriceNow,
|
||||
self.turtle.Donchian_10_down
|
||||
):
|
||||
self.out_sale_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.TrigerTime == 4:
|
||||
# # 满仓 止损 止盈
|
||||
# if self.turtle.system_1_stop(self.turtle.PriceNow):
|
||||
# self.stop_sale_stock(self.turtle.PriceNow)
|
||||
# elif self.turtle.system_1_Out(
|
||||
# self.turtle.PriceNow,
|
||||
# self.turtle.Donchian_10_down
|
||||
# ):
|
||||
# self.out_sale_stock(self.turtle.PriceNow)
|
||||
|
||||
# 等待 1 分钟后下一次循环
|
||||
time.sleep(60)
|
||||
# # 等待 1 分钟后下一次循环
|
||||
# time.sleep(60)
|
||||
|
||||
def Start_short_system(self):
|
||||
"""启动short系统
|
||||
@ -802,9 +840,10 @@ class TurtleTrading_OnTime(object):
|
||||
# ------------------结束阶段--------------------
|
||||
# 数据库更新当天数据,增加ATR、donchian数据
|
||||
# 直接做个新表
|
||||
mysql_database.delete_table(f"{self.turtle.TradeCode}")
|
||||
self.turtle.get_ready(100)
|
||||
time.sleep(16.5*600)
|
||||
for turtle in self.turtles:
|
||||
mysql_database.delete_table(f"{turtle.TradeCode}")
|
||||
turtle.get_ready(100)
|
||||
time.sleep(16.5*600)
|
||||
|
||||
|
||||
def monitor_all_turtles(self):
|
||||
@ -884,7 +923,7 @@ class TurtleTrading_OnTime(object):
|
||||
):
|
||||
self.start_email_thread(turtle, "止盈", turtle.PriceNow)
|
||||
|
||||
def start_email_thread(self, turtle, action, price_now):
|
||||
def start_email_thread(self, turtle:TurtleTrading, action, price_now):
|
||||
"""启动邮件处理线程"""
|
||||
event = threading.Event()
|
||||
self.email_events[turtle.TradeCode] = event
|
||||
@ -895,17 +934,17 @@ class TurtleTrading_OnTime(object):
|
||||
)
|
||||
thread.start()
|
||||
|
||||
def handle_email_response(self, turtle, action, price_now, event):
|
||||
def handle_email_response(self, turtle:TurtleTrading, action, price_now, event):
|
||||
"""处理邮件响应的线程"""
|
||||
# 发送邮件
|
||||
if action == "买入":
|
||||
self.Buy_stock(price_now)
|
||||
self.Buy_stock(turtle, price_now)
|
||||
elif action == "加仓":
|
||||
self.add_stock(price_now)
|
||||
self.add_stock(turtle, price_now)
|
||||
elif action == "止损":
|
||||
self.stop_sale_stock(price_now)
|
||||
self.stop_sale_stock(turtle, price_now)
|
||||
elif action == "止盈":
|
||||
self.out_sale_stock(price_now)
|
||||
self.out_sale_stock(turtle, price_now)
|
||||
|
||||
# 等待邮件响应
|
||||
event.wait()
|
||||
|
Loading…
x
Reference in New Issue
Block a user