二十三、区块量化 TD指标

#!/usr/bin/env python
# -*- coding: utf-8 -*-
import talib
import cross_order as order
import time


def TDSequential(close):
tdlist = [0, 0, 0, 0] # tdlist是存储TD结果用的,前4个无效用0占位置.因为TD定义是下标第n和n-4比较
top = 0 # 初始化上标
bot = 0 # 初始化下标
for i in range(4, len(close)): # 为何会从4开始,因为要用index n与index n-4 作比较,比他大才算TD上标1
if close.iloc[i] > close.iloc[i - 4]: # 由于i本身就是从4开始, 所以就是由4与0比较,i的最后一个循环到列表的最后一个数字,能够遍历完
top += 1
bot *= 0
if top <= 13:
tdlist.append(top)
else:
top *= 0
bot += 1
if top >= -13:
tdlist.append(-bot)
return tdlist


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
df = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(300))
tdsequential = TDSequential(df['close'])
if (tdsequential[-2] == -8) and (tdsequential[-1] == -9):
order.up_cross(symbol, 'td(-9) 策略做多')
print('td(-9) 策略做多: ' + symbol)
elif (tdsequential[-2] == 8) and (tdsequential[-1] == 9):
order.down_cross(symbol, 'td(9) 策略做空')
print('td(9) 策略做空: ' + symbol)
if (tdsequential[-2] == -12) and (tdsequential[-1] == -13):
order.up_cross(symbol, 'td(-13) 策略做多')
print('td(-13) 策略做多: ' + symbol)
elif (tdsequential[-2] == 12) and (tdsequential[-1] == 13):
order.down_cross(symbol, 'td(13) 策略做空')
print('td(13) 策略做空: ' + symbol)

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()