三十七、KDJ策略

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

# kd指标参数
fastk_period = 5
slowk_period = 3
slowk_matype = 0
slowd_period = 3
slowd_matype = 0

# kd指标超买、超卖参数
slowk_bid = 25
slowk_sell = 75
slowd_bid = 25
slowd_sell = 75


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='18')
# 获取标的的最新价
df = order.get_candlesticks(symbol=symbol, interval='15m', limit=str(20))
# 计算kdj
slowk, slowd = talib.STOCH(df['high'], df['low'], df['close'], fastk_period=fastk_period,
slowk_period=slowk_period, slowk_matype=slowk_matype, slowd_period=slowd_period,
slowd_matype=slowd_matype)
# kdj策略
if slowk.values[-1] < slowk_bid or slowd.values[-1] < slowd_bid:
order.up_cross_order(symbol=symbol,ordtype='market', message='KD小于25 KDJ策略做多')
elif slowk.values[-1] > slowk_sell or slowd.values[-1] > slowd_sell:
order.down_cross_order(symbol=symbol,ordtype='market', message='KD大于75 KDJ策略做空')
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()