-
Notifications
You must be signed in to change notification settings - Fork 5
/
Copy pathPlastic_trading_system.py
134 lines (115 loc) · 4.68 KB
/
Plastic_trading_system.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
import json
from pandas import DataFrame
from Feed.Feed import Feed
import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
from craw import to_dataframe
def backtest():
"""先运行craw模块获取数据，数据会自动保存到data.txt文件中，此处直接读取data.txt的数据。回测的时间段为运行craw模块的时间段"""
result = to_dataframe.readfile(r'./craw/data.txt')
data_frame = to_dataframe.to_dataframe(result)
# dataframe格式，每2分钟的最高价、最低价、开盘价、收盘价、交易量、时间的数据。
coin_number = 0 # 仓位拥有币数
principal = 1000000 # 本金
initials = {'coin_number': coin_number, 'principal': principal, 'initial_retail_price': result[0]['close']}
# col = ['date', 'open_price', 'close', 'low', 'high', 'volume', 'code']
# data_frame = DataFrame(columns=col)
#
# for i in result:
# data_frame = data_frame.append(i, ignore_index=True)
feed = Feed(data_frame, coin_number, principal)
msg = feed.send_data() # 返回的是字典数据
coin_number = msg['coin_number']
principal = msg['principal']
print('coin_number:' + str(coin_number) + ',principal:' + str((principal)))
# last_retail_price = data_frame.iat[-1,2]
# total_change_money = round((initials['coin_number'] * initials['initial_retail_price'] + initials['principal']) - (coin_number * last_retail_price + principal),3)
# if(total_change_money>0):
# print('earn：' + str(total_change_money))
# elif(total_change_money<0):
# print('lose：' + str(total_change_money))
# elif(total_change_money == 0):
# print('balance')
def realtime_trading():
import requests
import time
from multiprocessing import Manager, Pool, Pipe
from craw.craw import craw
url = 'https://api.bittrex.com/api/v1.1/public/getmarkethistory?market=usdt-btc'
history_order = []
history_id = []
coin_number = 0 # 仓位拥有币数
principal = 1000000 # 本金
while(True):
result = craw(url)['result']
if result[0]['Id'] not in history_id:
history_id.append(result[0]['Id'])
history_order.append(result[0])
print(result[0])
time.sleep(0.5)
if (len(history_order) > 20):
print(history_order)
col = ['Id', 'TimeStamp', 'Quantity', 'Price', 'Total', 'FillType', 'OrderType', 'Uuid']
data_frame = DataFrame(columns=col)
for i in history_order:
data_frame = data_frame.append(i, ignore_index=True)
data_frame = data_frame.rename(columns={"Price": "close","TimeStamp":"date"})
feed = Feed(data_frame, coin_number, principal,False)
msg = feed.send_data()
print(msg)
history_order = []
history_id = []
coin_number = msg['coin_number']
principal = msg['principal']
price = msg['close']
# flag = True
# while flag:
# try:
# result = json.loads(requests.get(url,timeout = 3).text)['result']['Last']
# flag = False
# price = result
# except:
# flag = True
#
# time.sleep(1)
# coin_number = 0 # 仓位拥有币数
# principal = 1000000 # 本金
# init = coin_number * price + principal
# print('initial money: ' + str(init))
# print('current price:'+str(price))
#
#
#
# while True:
# parent_conn2, child_conn2 = Pipe()
# pool = Pool(processes=2)
# pool.apply_async(func=analyze, args=(child_conn2,))
# kk = parent_conn2.recv()
# history_order.append(kk)
# time.sleep(1)
# print(history_order)
# if (len(history_order) > 500):
# for i in range(10):
# history_order.pop(index=i)
# if (len(history_order) > 100):
# col = ['Id', 'TimeStamp', 'Quantity', 'Price', 'Total', 'FillType', 'OrderType', 'Uuid']
# data_frame = DataFrame(columns=col)
# for i in history_order:
# data_frame = data_frame.append(i, ignore_index=True)
# data_frame = data_frame.rename(columns={"Price": "close"})
# data_frame.to_csv('./try.csv')
# feed = Feed(data_frame, coin_number, principal)
# msg = feed.send_data()
# print(msg)
# coin_number = msg['coin_number']
# principal = msg['principal']
# price = msg['close']
# print('Profit or loss: ' + str(coin_number * price + principal - init))
#
# parent_conn2.close()
# pool.close()
# pool.join()
if __name__ == '__main__':
backtest()
# realtime_trading()