十六、区块量化 MACD策略

新增cross_macd_order.py

# -*- coding: utf-8 -*-
import talib
import cross_order as order
import time


def main():
print("任务开始时间：", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))
for symbol in order.symbol_pool:
# 设置杠杆倍数
order.set_leverage(symbol=symbol, leverage='25')
# 获取标的的最新价
data = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(30))
close = data['close'].values
# MACD: 平滑异同移动平均线
# macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
# 参数说明：high:最高价；low:最低价；close：收盘价；fastperiod:快周期； slowperiod：慢周期
macd, signal, hist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)

# macd 是长短均线的差值，signal是macd的均线，如果短均线从下往上突破长均线，为入场信号，进行买入开仓操作
if (macd[-1] - signal[-1] > 0) and (macd[-2] - signal[-2] < 0):
order.up_cross_order(symbol=symbol, ordtype='market', message='macd入场信号,以市价做多')
# 为出场信号,以市价做空
elif (macd[-1] - signal[-1] < 0) and (macd[-2] - signal[-2] > 0):
order.down_cross_order(symbol=symbol, ordtype='market', message='macd出场信号,以市价做空')

time.sleep(5)

print("任务结束时间：", time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))


if __name__ == '__main__':
main()