states尝试
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@ -5,12 +5,11 @@ import os
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from datetime import datetime, timedelta, date
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import pandas as pd
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import mplfinance as mpf
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import sqlite3
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import stock_database
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import mysql_database
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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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'''
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todo
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@ -346,9 +345,10 @@ class TurtleTrading_OnTime(object):
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3、实时监测主流程
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'''
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def __init__(self, turtle: TurtleTrading, user_email):
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self.turtle = turtle
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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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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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@ -717,18 +717,22 @@ class TurtleTrading_OnTime(object):
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# ------------------准备阶段--------------------
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# 获取数据或读取数据 -- 计算ATR Donchian 20 50 up, 20 down
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self.turtle.get_ready(100)
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self.turtle.N = float(self.turtle.CurrentData['ATR'].iloc[-1])
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self.turtle.prev_heigh = float(self.turtle.CurrentData['最高价'].iloc[-1])
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self.turtle.Donchian_20_up = float(self.turtle.CurrentData['Donchian_20_upper'].iloc[-1])
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self.turtle.Donchian_50_up = float(self.turtle.CurrentData['Donchian_50_upper'].iloc[-1])
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self.turtle.Donchian_10_down = float(self.turtle.CurrentData['Donchian_10_lower'].iloc[-1])
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self.turtle.CalPositionSize()
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# 初始化所有turtle
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for turtle in self.turtles:
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# 准备数据
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turtle.get_ready(100)
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turtle.N = float(turtle.CurrentData['ATR'].iloc[-1])
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turtle.prev_heigh = float(turtle.CurrentData['最高价'].iloc[-1])
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turtle.Donchian_20_up = float(turtle.CurrentData['Donchian_20_upper'].iloc[-1])
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turtle.Donchian_50_up = float(turtle.CurrentData['Donchian_50_upper'].iloc[-1])
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turtle.Donchian_10_down = float(turtle.CurrentData['Donchian_10_lower'].iloc[-1])
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turtle.CalPositionSize()
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# ------------------实时监测阶段--------------------
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# 9:00 1、判断是否是新的一周，是则重新计算Position Size
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# 判断是否是新的一周
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if datetime.now().weekday() == 0:
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self.turtle.CalPositionSize()
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for turtle in self.turtles:
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turtle.CalPositionSize()
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# 每分钟获取一次数据，判断是否触发条件 9:30-11:30 13:00-15:00
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while True:
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@ -757,8 +761,9 @@ class TurtleTrading_OnTime(object):
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break
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# 获取股票和ETF数据
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stock_data, etf_data = self.get_stocks_data()
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self.run_short_trading_loop(stock_data, etf_data)
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self.monitor_all_turtles()
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# 等待一段时间后再次检查
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time.sleep(60) # 每分钟检查一次
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# ------------------结束阶段--------------------
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# 数据库更新当天数据，增加ATR、donchian数据
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# 直接做个新表
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@ -766,6 +771,110 @@ class TurtleTrading_OnTime(object):
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self.turtle.get_ready(100)
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time.sleep(16.5*600)
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def monitor_all_turtles(self):
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"""主监控循环"""
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# 获取实时数据
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stock_data, etf_data = self.get_stocks_data()
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# 遍历所有turtle进行监控
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for turtle in self.turtles:
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self.monitor_single_turtle(turtle, stock_data, etf_data)
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def monitor_single_turtle(self, turtle: TurtleTrading, stock_data, etf_data):
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"""监控单个turtle的交易条件"""
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now = datetime.now().time()
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if turtle.type == "stock":
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turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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elif 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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turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
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turtle.is_gap_up = True
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# 判断当前仓位状态并执行相应操作
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if turtle.TrigerTime == 0:
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if turtle.system1EnterNormal(
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turtle.PriceNow,
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turtle.Donchian_20_up,
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turtle.BreakOutLog
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):
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self.start_email_thread(turtle, "买入", turtle.PriceNow)
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# 突破 记录self.turtle.breakoutlog
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today = datetime.now().strftime("%Y-%m-%d")
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breakout_this_time = BreakOutLog(today,
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turtle.Donchian_20_up,
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turtle.Donchian_20_up - 2 * turtle.N,
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'valid',
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None)
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turtle.BreakOutLog.append(breakout_this_time)
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elif turtle.system1EnterSafe(
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turtle.PriceNow,
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turtle.Donchian_50_up
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):
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self.start_email_thread(turtle, "买入", turtle.PriceNow)
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elif 1 <= turtle.TrigerTime <= 3:
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# 加仓状态
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if turtle.add(turtle.PriceNow):
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self.start_email_thread(turtle, "加仓", turtle.PriceNow)
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# 止损状态
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elif turtle.system_1_stop(turtle.PriceNow):
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self.start_email_thread(turtle, "止损", turtle.PriceNow)
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# 止盈
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elif turtle.system_1_Out(
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turtle.PriceNow,
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turtle.Donchian_10_down
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):
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self.start_email_thread(turtle, "止盈", turtle.PriceNow)
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elif turtle.TrigerTime == 4:
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# 满仓 止损 止盈
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if turtle.system_1_stop(turtle.PriceNow):
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self.start_email_thread(turtle, "止损", turtle.PriceNow)
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elif turtle.system_1_Out(
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turtle.PriceNow,
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turtle.Donchian_10_down
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):
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self.start_email_thread(turtle, "止盈", turtle.PriceNow)
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def start_email_thread(self, turtle, action, price_now):
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"""启动邮件处理线程"""
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event = threading.Event()
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self.email_events[turtle.TradeCode] = event
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thread = threading.Thread(
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target=self.handle_email_response,
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args=(turtle, action, price_now, event)
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)
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thread.start()
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def handle_email_response(self, turtle, action, price_now, event):
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"""处理邮件响应的线程"""
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# 发送邮件
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if action == "买入":
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self.Buy_stock(price_now)
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elif action == "加仓":
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self.add_stock(price_now)
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elif action == "止损":
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self.stop_sale_stock(price_now)
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elif action == "止盈":
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self.out_sale_stock(price_now)
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# 等待邮件响应
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event.wait()
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if __name__ == '__main__':
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user_email = "guoyize2209@163.com"
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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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@ -90,6 +91,7 @@ class TurtleTrading(object):
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self.cash = cash
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self.TrigerTime = 0
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self.BuyStates = list[BuyState]
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self.state_file = f"state_{self.TradeCode}.yaml" # 状态文件名
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self.tradeslog = list[TradeLog]
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self.BreakOutLog = list[BreakOutLog]
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@ -335,7 +337,40 @@ 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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self.save_state() # 每日结束保存状态
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def save_state(self):
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"""保存当前状态到YAML文件"""
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state_data = {
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'TrigerTime': self.TrigerTime,
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'BuyStates': [vars(bs) for bs in self.BuyStates],
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'tradeslog': [vars(tl) for tl in self.tradeslog],
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'BreakOutLog': [vars(bol) for bol in self.BreakOutLog],
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'PriceNow': self.PriceNow,
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'Donchian_20_up': self.Donchian_20_up,
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'Donchian_10_down': self.Donchian_10_down,
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'Donchian_50_up': self.Donchian_50_up,
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'is_gap_up': self.is_gap_up,
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'prev_heigh': self.prev_heigh
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}
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with open(self.state_file, 'w') as file:
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yaml.dump(state_data, file)
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def load_state(self):
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"""从YAML文件加载状态"""
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if os.path.exists(self.state_file):
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with open(self.state_file, 'r') as file:
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state_data = yaml.safe_load(file)
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self.TrigerTime = state_data['TrigerTime']
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self.BuyStates = [BuyState(**bs) for bs in state_data['BuyStates']]
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self.tradeslog = [TradeLog(**tl) for tl in state_data['tradeslog']]
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self.BreakOutLog = [BreakOutLog(**bol) for bol in state_data['BreakOutLog']]
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self.PriceNow = state_data['PriceNow']
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self.Donchian_20_up = state_data['Donchian_20_up']
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self.Donchian_10_down = state_data['Donchian_10_down']
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self.Donchian_50_up = state_data['Donchian_50_up']
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self.is_gap_up = state_data['is_gap_up']
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self.prev_heigh = state_data['prev_heigh']
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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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