公式模型编写问题提交-别的软件的python可以转换成金字塔的吗金字塔客服中心 - 专业程序化交易软件提供商

以文本方式查看主题

-  金字塔客服中心 - 专业程序化交易软件提供商  (http://222.73.7.161/bbs/index.asp)
--  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4)
----  别的软件的python可以转换成金字塔的吗  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=170640)

--  作者：meng1111
--  发布时间：2019/6/25 13:36:55
--  别的软件的python可以转换成金字塔的吗

# encoding: UTF-8

"""
自动交易-买
"""
from __future__ import division
import talib
import math
"import win32api,win32con"

from iTraderPy.ctp_data_type import *
from iTraderPy.StrategyBase import *
from iTraderPy.mtConstant import *
from iTraderPy.exportObj import *
import datetime

########################################################################
class AutoTradeLong(StrategyBase):
""""""
name = u\'自动交易-买\' # 策略实例名称

# 变量列表。可将需要在管理界面显示的变量名加到此处（注意基类已在basevarList中定义显示部份变量，这些变量不需再定义）
varList = []

# 参数列表，可将需要在管理界面显示的参数名加到此处
paramList = []

#----------------------------------------------------------------------
" def __init__(self, ctaEngine, strategyid):"
"""Constructor"""
" super(AutoTradeLong, self).__init__(ctaEngine, strategyid)"

#继承修改基类变量，若不需修改，也可不继承
self.rtnAllTrade = False # 是否返回所有交易，若是，则不是本策略产生的交易也会被返回，否则，只返回本生策略提交的交易
self.autoGeneratorBar = False #不生成Bar

self.timerId = 1 # 定义timerid
self.clearBeginTime = "14:58:00"#清仓时间
self.clearEndTime = "15:00:00"
self.insInfo = None # 合约信息
self.stepTickNum = 4 # 止盈或加仓判断的价格Tick数量
self.tradeNum = 1 #每次交易的数量
self.tradeDirect = 0 #交易的方向，0：买多，卖空

self.symbol = "MA909" # 交易的合约
self.symbolList = [self.symbol]

self._InitData() #初始化数据

# ----------------------------------------------------------------------
def _InitData(self):
"""重新初始化数据。"""
self.bStartTraded = False # 是否已启动交易
self.curActivePrice = 0 # 当前交易成交的价位
self.PosRemainNum = 0 # 仓位保留的次数
self.bOpening = False # 是否正在开仓
self.forbidTrade = False # 是否已禁止交易

# ----------------------------------------------------------------------
def onInit(self):
"""在策略第一次启动时被调用。用户可继承实现。"""
pass

# ----------------------------------------------------------------------
def onStart(self):
"""在策略启动时被调用。用户可继承实现。"""
self._InitData() #初始化数据
self.insInfo = self.get_instrmentinfo(self.symbol)
if self.insInfo == None:
sMessageText = "获得合约信息失败，请检查配置的合约!"
" win32api.MessageBox(0, sMessageText, ""提示"", win32con.MB_ICONWARNING)"
return START_FAILD

" self.setTimer(self.timerId, 1000, self._onTimerFun)#启动计时器"
self.subSymbol(self.symbol) # 订阅行情

# ----------------------------------------------------------------------
def onStop(self):
"""在策略停止时被调用。用户可继承实现。"""
pass

# ----------------------------------------------------------------------
" def onTick(self, tickInfo):"
"""收到tick推送的处理函数，用户可继承实现。
tickInfo为TickInfo类型数据"""
if self.forbidTrade or self.bOpening:#开仓还未返回，则不加新的仓
return

if not self.bStartTraded: #第一次开仓
self.bStartTraded = True

marketPrice = tickInfo.upperLimit if self.tradeDirect == 0 else tickInfo.lowerLimit#以涨跌停价模拟市价
self.logs(\'第一次开仓，价格=\'+str(marketPrice))
self._sendOpenOrder(marketPrice) #以市价开新仓

" elif not math.isclose(self.curActivePrice, 0.0): # 新仓已开成功"
addPrice = self.curActivePrice - self.insInfo.priceTick * self.stepTickNum if self.tradeDirect == 0 else self.curActivePrice + self.insInfo.priceTick * self.stepTickNum

needAddOrder = tickInfo.last<=addPrice if self.tradeDirect == 0 else tickInfo.last>=addPrice #判断是否需要加仓
if needAddOrder:
self._sendOpenOrder(addPrice) # 以加仓价开新仓
self.logs(\'触发加仓，加仓价为:\' + str(addPrice))

# ----------------------------------------------------------------------
" def onRtnOrder(self, order):"
"""收到委托单推送，用户可继承实现。"""
pass

# ----------------------------------------------------------------------
" def onRtnTrade(self, trade):"
"""收到成交单推送，用户可继承实现。"""
if trade.offsetFlag == POSITION_EFFECT_OPEN: #开仓成功
self.bOpening = False
self.PosRemainNum += 1
self.curActivePrice = trade.price # 成交价格
self.logs(\'加仓成功！成交价为=\' + str(trade.price))
self.logs(\'加仓成功！仓位为=\'+str(self.PosRemainNum))

closePrice = self.curActivePrice+self.insInfo.priceTick*self.stepTickNum if self.tradeDirect == 0 else self.curActivePrice-self.insInfo.priceTick*self.stepTickNum #止盈价
self._sendCloseOrder(closePrice) #发平仓止盈委托单
self.logs(\'挂止盈平仓！挂单价为=\' + str(closePrice))
else:#平仓止盈成功
self.PosRemainNum -= 1 #剩余的仓位次数
self.curActivePrice = trade.price #更新当前最新价
self.logs(\'止盈成功！止盈价为:\' + str(trade.price))
self.logs(\'止盈成功！剩余仓位为=\' + str(self.PosRemainNum))
if self.bOpening: # 判断是否有加新仓，有的话，撤未成交的加仓
self._cancelAllOpenOrder()#平掉未成交的加仓委托

if self.PosRemainNum <= 0:#已无持仓，用最新的平仓成交价，开新的仓
self._sendOpenOrder(trade.price) # 以最新成交价，开新仓

# ----------------------------------------------------------------------
" def onRtnOrderInsertErr(self, trade):"
"""收到报单失败推送"""
self.logs(\'AutoTradeLong onRtnOrderInsertErr\')

# ----------------------------------------------------------------------
" def onRtnOrderActionErr(self, trade):"
"""收到撤单失败推送"""
self.logs(\'AutoTradeLongAutoTradeLong onRtnOrderActionErr\')

# ----------------------------------------------------------------------
" def _sendOpenOrder(self, openPrice):"
"""加仓"""
try:
self.bOpening = True
openDirection = BUYSELLTYPE_BUY if self.tradeDirect == 0 else BUYSELLTYPE_SELL #交易方向为多，则开多，否则开空

orderReq = OrderReq.__from_create__(
" self.relevantAccount,"
" self.symbol,"
" self.tradeNum,"
" openDirection,"
" POSITION_EFFECT_OPEN,"
openPrice
)
self.submit_order(orderReq)

except Exception as e:
self.logs("Exception: onStart " + str(e))

" def _sendCloseOrder(self, closePrice):"
"""止赢平仓"""

try:
clsoeDirection = BUYSELLTYPE_SELL if self.tradeDirect == 0 else BUYSELLTYPE_BUY #交易方向为多，则开多，否则开空

orderReq = OrderReq.__from_create__(
" self.relevantAccount,"
" self.symbol,"
" self.tradeNum,"
" clsoeDirection,"
" POSITION_EFFECT_CLOSE,"
closePrice
)
self.submit_order(orderReq)

except Exception as e:
self.logs("Exception: onStart " + str(e))

# ----------------------------------------------------------------------
def _cancelAllOpenOrder(self):
"""撤销所有处理中的加仓单"""
self.bOpening = False
" pendingOrders = self.get_orders(self.symbol, dataType=1) #得到所有未成交的委托单"
for order in pendingOrders:
if order.offsetFlag != POSITION_EFFECT_OPEN:#判断是否是开仓单
continue
orderKey = str(order.frontID) + str(order.sessionID) + str(order.orderRef)
" self.cancelOrderByKey(self.relevantAccount, orderKey) # 撤未成交委托"

# ----------------------------------------------------------------------
def _cancelAllPendingOrder(self):
"""撤销所有处理中的委托单"""
" pendingOrders = self.get_orders(self.symbol, dataType=1)"
for order in pendingOrders:
orderKey = str(order.frontID) + str(order.sessionID) + str(order.orderRef)
" self.cancelOrderByKey(self.relevantAccount, orderKey) # 撤未成交委托"

# ----------------------------------------------------------------------
" def _onTimerFun(self, timerId):"
"""计时器响应。"""
try:
curTime = datetime.datetime.now().strftime(\'%H:%M:%S\')

if curTime <= self.clearEndTime and curTime >= self.clearBeginTime:
self.logs(\'到达时间，清仓所有未成交委托\')
self.forbidTrade = True #禁止新的交易
self.unSubSymbol(self.symbol) # 订阅行情
self._cancelAllPendingOrder() # 移除所有的未成交委托
self.killTimer(timerId)#移除定时器
return 0

return 1
except Exception as e:
self.logs("Exception: onStart " + str(e))

--  作者：yukizzc
--  发布时间：2019/6/25 13:44:04
--
这个抱歉需要您自己完成了