量化現貨合約對沖交易app開發原始碼出售（實體公司）

量化交易策略原始碼詳情

系統I34-開發I633-原始碼53I9

function main() {
    if (isReset) {
        _G(null)
        LogReset(1)
        LogProfitReset()
        LogVacuum()
        Log("重置所有資料", "#FF0000")
    }
    exchange.SetContractType(ct)
    var initPos = _C(exchange.GetPosition)
    if (initPos.length != 0) {
        throw "策略啟動時有持倉！"
    }
    exchange.SetPrecision(pricePrecision, amountPrecision)
    Log("設定精度", pricePrecision, amountPrecision)
    if (!IsVirtual()) {
        var recoverTotalEq = _G("totalEq")
        if (!recoverTotalEq) {
            var currTotalEq = _C(exchange.GetAccount).Balance   // equity
            if (currTotalEq) {
                totalEq = currTotalEq
                _G("totalEq", currTotalEq)
            } else {
                throw "獲取初始權益失敗"
            }
        } else {
            totalEq = recoverTotalEq
        }
    } else {
        totalEq = _C(exchange.GetAccount).Balance
    }
    while (1) {
        if (openPrice == 0) {
            // 更新賬戶資訊，計算收益
            var nowAcc = _C(exchange.GetAccount)
            nowEq = IsVirtual() ? nowAcc.Balance : nowAcc.Balance  // equity
            LogProfit(nowEq - totalEq, nowAcc)
            var direction = Math.floor((Math.random()*100)+1)   // 1~50 , 51~100
            var depth = _C(exchange.GetDepth)
            if (depth.Asks.length <= 2 || depth.Bids.length <= 2) {
                Sleep(1000)
                continue
            }
            if (direction > 50) {
                // long
                openPrice = depth.Bids[1].Price
                exchange.SetDirection("buy")
                exchange.Buy(Math.abs(openPrice) + slidePrice, amount * ratio)
            } else {
                // short
                openPrice = -depth.Asks[1].Price
                exchange.SetDirection("sell")
                exchange.Sell(Math.abs(openPrice) - slidePrice, amount * ratio)
            }
            Log("下", direction > 50 ? "買單" : "賣單", "，價格：", Math.abs(openPrice))
            continue
        }
        var orders = _C(exchange.GetOrders)
        if (orders.length == 0) {
            var pos = _C(exchange.GetPosition)
            if (pos.length == 0) {
                openPrice = 0
                continue
            }
            // 平倉檢測
            while (1) {
                var depth = _C(exchange.GetDepth)
                if (depth.Asks.length <= 2 || depth.Bids.length <= 2) {
                    Sleep(1000)
                    continue
                }
                var stopLossPrice = openPrice > 0 ? Math.abs(openPrice) - stopLoss : Math.abs(openPrice) + stopLoss
                var stopProfitPrice = openPrice > 0 ? Math.abs(openPrice) + stopProfit : Math.abs(openPrice) - stopProfit
                var winOrLoss = 0 // 1 win , -1 loss
                // 畫線
                $.PlotLine("bid", depth.Bids[0].Price)
                $.PlotLine("ask", depth.Asks[0].Price)
                // 止損
                if (openPrice > 0 && depth.Bids[0].Price < stopLossPrice) {
                    exchange.SetDirection("closebuy")
                    exchange.Sell(depth.Bids[0].Price - slidePrice, pos[0].Amount)
                    winOrLoss = -1
                } else if (openPrice < 0 && depth.Asks[0].Price > stopLossPrice) {
                    exchange.SetDirection("closesell")
                    exchange.Buy(depth.Asks[0].Price + slidePrice, pos[0].Amount)
                    winOrLoss = -1
                }
                // 止盈
                if (openPrice > 0 && depth.Bids[0].Price > stopProfitPrice) {
                    exchange.SetDirection("closebuy")
                    exchange.Sell(depth.Bids[0].Price - slidePrice, pos[0].Amount)
                    winOrLoss = 1
                } else if (openPrice < 0 && depth.Asks[0].Price < stopProfitPrice) {
                    exchange.SetDirection("closesell")
                    exchange.Buy(depth.Asks[0].Price + slidePrice, pos[0].Amount)
                    winOrLoss = 1
                }