-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathconfig.py
executable file
·690 lines (635 loc) · 38.1 KB
/
config.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
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# Created by Charles on 2018/6/16
# Function: basic configure
RUN_MODE = "product" #product/debug
STATUS = ""#after_login, after_api_verify, after_trade_setting, running, pausing,
SYSTEM_NAME = "DDU智能量化交易系统"
REGISTER_URL = "https://www.huobi.de.com/topic/invited/?invite_code=8jbg4&from=groupmessage"
TITLE = u"DDU量化交易系统v2.2.1 (官方交流QQ群:761222621, 管理员:15691820861)"
DB_FILE = "ddu.db"
KL_1MIN = "1min"
KL_5MIN = "5min"
KL_15MIN = "15min"
KL_30MIN = "30min"
KL_60MIN = "60min"
KL_1DAY = "1day"
KL_1WEEK = "1week"
KL_1MON = "1mon"
KL_1YEAR = "1year"
HOST = "47.75.10.215"
# HOST = "127.0.0.1"
CURRENT_ACCOUNT = "" # 当前用户账号
CURRENT_PASSWORD = ""
CURRENT_PLATFORM = "huobi" # 当前平台
ACCESS_KEY = ""
SECRET_KEY = ""
CURRENT_SYMBOLS = {} # 用户选择的交易对{'USDT': {'trade': 0, 'frozen': 0, 'coins': [{'coin': 'HT', 'trade': 0, 'frozen': 0}], 'principal': 0}, 'BTC': {'trade': 0, 'frozen': 0, 'coins': []}, 'ETH': {'trade': 0, 'frozen': 0, 'coins': []}, 'HT': {'trade': 0, 'frozen': 0, 'coins': []}, 'HUSD': {'trade': 0, 'frozen': 0, 'coins': [{'coin': 'XRP', 'trade': 0, 'frozen': 0}]}}
NEED_TOBE_SUB_SYMBOL = []
# 平台及期配置信息字典
PLATFORMS = {
"huobi": {
"display": u"火币",
"private_key": b"-----BEGIN EC PRIVATE KEY-----\r\nMHQCAQEEIJxC7lk2nTcVUj+Dh3iIelrGIFwt/lPwJYcUsX10fkr9oAcGBSuBBAAK\r\noUQDQgAEJYDjtP9s7i1FU0Gp3xXq0KQptrtxy63bb3TwlTo49GyasdhZYPF1HILk\r\nTskvXRsWal24HAelzpJWnFzXwZnRpw==\r\n-----END EC PRIVATE KEY-----",
"account_id": 0,
"ws_url": {"pro": "wss://api.huobipro.com/ws", "hx": "wss://api.hadax.com/ws",
"br": "wss://api.huobi.br.com/ws", "default": "wss://api.huobi.br.com/ws"},
"rest_market_url": {"pro": "https://api.huobi.pro/market", "hx": "https://api.hadax.com/market",
"br": "https://api.huobi.br.com/market", "default": "https://api.huobi.br.com/market"},
"rest_trade_url": {"pro": "https://api.huobi.pro/v1", "hx": "https://api.hadax.com/v1",
"br": "https://api.huobi.br.com/v1", "default": "https://api.huobi.br.com/v1"},
"kline_all": [KL_1MIN, KL_15MIN, KL_5MIN, KL_60MIN, KL_1DAY],
"kline_history": [KL_1MIN, KL_15MIN, KL_60MIN, KL_1DAY],
"kline_realtime": KL_1MIN,
"depth": ["step0", "step1", "step2", "step3", "step4", "step5"],
"symbol_partition": ["main", "innovation", "bifurcation"], # main主区，innovation创新区，bifurcation分叉区
"trade_pairs": {
"USDT": ["EOS", "BTC", "ETH", "XRP", "LTC", "BCH", "ETC", "HT", "ADA", "IOTA", "OMG", "ZEC", "DASH", "MDS",
"XMR", "HB10", "RSR", "TRX", "TOP", "ATOM", "IRIS", "IOST", "TT", "ONT", "HPT", "NEO", "LAMB", "NEW", "ALGO",
"BSV", "ITC", "BTT", "BTM", "ATP", "ZIL", "HC", "QTUM", "PAI", "LINK", "NAS", "GXC", "NKN", "IRIS",
"ELF", "CMT", "DOGE", "AE", "WICC", "XLM", "LBA", "ELA", "WTC", "CTXC", "DTA", "HIT", "ACT", "THETA",
"SOC", "RUFF", "VET", "NULS", "OCN", "KAN", "BTS", "SNT", "BIX", "SMT", "LET", "XEM", "DCR", "STORJ",
"CVC", "ZRX", "NANO", "STEEM", "GNT", "WAVES"],
"BTC": ["EOS", "ETH", "XRP", "LTC", "BCH", "ETC", "HT", "ADA", "IOTA", "OMG", "ZEC", "DASH", "MDS",
"XMR", "HB10", "RSR", "TRX", "TOP", "ATOM", "IRIS", "IOST", "TT", "ONT", "HPT", "NEO", "LAMB", "NEW", "XMX",
"UUU", "ALGO", "BOX", "SHE", "ATP", "IIC", "PORTAL", "CNN", "BSV", "LAMB", "GET", "KCASH", "EKT",
"ITC", "COVA", "NKN", "TOS", "NEO", "BUT", "YCC", "HPT", "BTT", "MEX", "BKBT", "ZIL", "LINK", "PNT",
"FTI", "BTM", "TNT", "PC", "HC", "ABT", "PAI", "CMT", "TNB", "AST", "DOGE", "EGCC", "SSP", "MT",
"LXT", "IRIS", "GXC", "ETN", "HOT", "XLM", "QTUM", "BAT", "GTC", "NAS", "MAN", "ELA", "CTXC", "EDU",
"UTK", "HIT", "XTZ", "IDT", "ZJLT", "DAC", "LBA", "AE", "SWFTC", "UC", "XZC", "TOPC", "NPXS",
"WAX", "MUSK", "EKO", "PAY", "TRIO", "REQ", "VET", "WICC", "UGAS", "STK", "ELF", "GAS", "CHAT",
"DGD", "YEE", "WTC", "REN", "SEELE", "LUN", "AAC", "OCN", "DATX", "BCV", "ARDR", "ACT", "ZLA",
"DTA", "KAN", "NEXO", "NULS", "DAT", "WAN", "THETA", "DBC", "CVCOIN", "XVG", "MTN", "RCCC", "18C",
"AIDOC", "MANA", "GSC", "BLZ", "QASH", "SMT", "RDN", "LOOM", "DGB", "UIP", "DOCK", "SOC", "ZEN",
"MXC", "BTS", "SRN", "PROPY", "QUN", "MEET", "SNC", "ICX", "PHX", "WPR", "RUFF", "NCC", "BIX",
"ZRX", "KNC", "GNX", "SNT", "APPC", "LYM", "XEM", "DCR", "SC", "WAVES", "POLY", "RCN", "FAIR",
"NANO", "STEEM", "NCASH", "LET", "RTE", "KMD", "CVNT", "BFT", "LSK", "EVX", "SALT", "MTX", "OST",
"STORJ", "GNT", "CVC", "QSP", "MTL", "ENG", "GRS", "MCO", "POWER", "ADX", "RBTC", "SBTC", "BCD",
"BCX", "BIFI", "BTG"],
"ETH": ["EOS", "XRP", "LTC", "BCH", "ETC", "HT", "ADA", "IOTA", "OMG", "ZEC", "DASH", "MDS",
"XMR", "HB10", "RSR", "TRX", "TOP", "ATOM", "IRIS", "IOST", "TT", "ONT", "HPT", "NEO", "LAMB", "NEW", "XMX",
"UUU", "ALGO", "BOX", "SHE", "ATP", "IIC", "PORTAL", "CNN", "BSV", "LAMB", "GET", "KCASH", "EKT",
"ITC", "COVA", "NKN", "TOS", "NEO", "BUT", "YCC", "HPT", "BTT", "MEX", "BKBT", "ZIL", "LINK", "PNT",
"FTI", "BTM", "TNT", "PC", "HC", "ABT", "PAI", "CMT", "TNB", "AST", "DOGE", "EGCC", "SSP", "MT",
"LXT", "IRIS", "GXC", "ETN", "HOT", "XLM", "QTUM", "BAT", "GTC", "NAS", "MAN", "ELA", "CTXC", "EDU",
"UTK", "HIT", "XTZ", "IDT", "ZJLT", "DAC", "LBA", "AE", "SWFTC", "UC", "XZC", "TOPC", "NPXS",
"WAX", "MUSK", "EKO", "PAY", "TRIO", "REQ", "VET", "WICC", "UGAS", "STK", "ELF", "GAS", "CHAT",
"DGD", "YEE", "WTC", "REN", "SEELE", "LUN", "AAC", "OCN", "DATX", "BCV", "ARDR", "ACT", "ZLA",
"DTA", "KAN", "NEXO", "NULS", "DAT", "WAN", "THETA", "DBC", "CVCOIN", "XVG", "MTN", "RCCC", "18C",
"AIDOC", "MANA", "GSC", "BLZ", "QASH", "SMT", "RDN", "LOOM", "DGB", "UIP", "DOCK", "SOC", "ZEN",
"MXC", "BTS", "SRN", "PROPY", "QUN", "MEET", "SNC", "ICX", "PHX", "WPR", "RUFF", "NCC", "BIX",
"ZRX", "KNC", "GNX", "SNT", "APPC", "LYM", "XEM", "DCR", "SC", "WAVES", "POLY", "RCN", "FAIR",
"NANO", "STEEM", "NCASH", "LET", "RTE", "KMD", "CVNT", "BFT", "LSK", "EVX", "SALT", "MTX", "OST",
"STORJ", "GNT", "CVC", "QSP", "MTL", "ENG", "GRS", "MCO", "POWER", "ADX", "RBTC", "SBTC", "BCD",
"BCX", "BIFI", "BTG"],
"HT": ["EOS", "BTC", "ETH", "XRP", "LTC", "BCH", "ETC", "HT", "ADA", "IOTA", "OMG", "ZEC", "DASH", "MDS",
"XMR", "HB10", "RSR", "TRX", "TOP", "ATOM", "IRIS", "IOST", "TT", "ONT", "HPT", "NEO", "LAMB", "NEW", "KCASH",
"MT", "NKN", "ATP", ""],
"HUSD": ["USDT", "BTC", "ETH", "XRP", "EOS", "HT"]
},
"account_state_working": "working", # 正常
"account_state_lock": "lock",
},
"binance": {
"display": u"币安",
"trade_pairs": {"USDT": [], "BTC": [], "ETH": [], "HUSD": []}
},
"okex": {
"display": "OKEx",
"trade_pairs": {"USDT": [], "BTC": [], "ETH": [], "HUSD": []}
}
}
# PRIVATE_KEY = open("secp256k1-key.pem", "rb").read()
PRIVATE_KEY = b"-----BEGIN EC PRIVATE KEY-----\r\nMHQCAQEEIJxC7lk2nTcVUj+Dh3iIelrGIFwt/lPwJYcUsX10fkr9oAcGBSuBBAAK\r\noUQDQgAEJYDjtP9s7i1FU0Gp3xXq0KQptrtxy63bb3TwlTo49GyasdhZYPF1HILk\r\nTskvXRsWal24HAelzpJWnFzXwZnRpw==\r\n-----END EC PRIVATE KEY-----"
ACCOUNT_ID = 0
# websocket 服务地址
WS_URL_PRO = "wss://api.huobipro.com/ws"
WS_URL_HX = "wss://api.hadax.com/ws"
WS_URL_BR = "wss://api.huobi.br.com/ws"
WS_URLS = {"BR": WS_URL_BR, "HX": WS_URL_HX, "PRO": WS_URL_PRO}
CURRENT_WS_URL = WS_URLS["BR"]
# REST API 请求地址
REST_MARKET_URL_PRO = "https://api.huobi.pro/market"
REST_TRADE_URL_PRO = "https://api.huobi.pro/v1"
# 子站点
REST_MARKET_URL_HX = "https://api.hadax.com/market"
REST_TRADE_URL_HX = "https://api.hadax.com/v1"
# 国内测试站点，不支持交易
REST_MARKET_URL_BR = "https://api.huobi.br.com/market"
REST_TRADE_URL_BR = "https://api.huobi.br.com/v1"
REST_URLS = {"BR": [REST_MARKET_URL_BR, REST_TRADE_URL_BR],
"HX": [REST_MARKET_URL_HX, REST_TRADE_URL_HX],
"PRO": [REST_MARKET_URL_PRO, REST_TRADE_URL_PRO]}
CURRENT_REST_MARKET_URL = REST_URLS["BR"][0]
CURRENT_REST_TRADE_URL = REST_URLS["BR"][1]
# symbols
# BTC、XRP，ETH，EOS 兑 USDT, EOS兑ETH
SB_BTCUSDT = "btcusdt"
SB_ETHUSDT = "ethusdt"
SB_XRPUSDT = "xrpusdt"
SB_EOSUSDT = "eosusdt"
SB_EOSETH = "eoseth"
SB_RSRUSDT = "rsrusdt"
SUPPORT_TRADE_LEFT = ["EOS", "BTC", "ETH", "XRP", "LTC", "BCH", "ETC", "HT", "ADA", "IOTA", "OMG", "ZEC", "DASH", "MDS",
"XMR", "HB10", "RSR", "TRX", "TOP", "ATOM", "IRIS", "IOST", "TT", "ONT", "HPT", "NEO", "LAMB", "NEW"]
# 以下是需要订阅的数据
SUPPORT_TRADE_RIGHT = ["USDT", "HUSD", "BTC", "ETH", "HT"]
# NEED_TOBE_SUB_SYMBOL = []
# SUB_LEFT = ""
# SUB_RIGHT = ""
# klines
#KL_ALL = [KL_1MIN, KL_5MIN, KL_15MIN, KL_30MIN, KL_60MIN, KL_1DAY, KL_1WEEK, KL_1MON]
KL_ALL = [KL_1MIN, KL_15MIN, KL_5MIN]#KL_60MIN, KL_1DAY#,KL_5MIN,KL_30MIN KL_1DAY
KL_HISTORY = [KL_1MIN, KL_15MIN]#, KL_60MIN, KL_1DAY KL_1DAY KL_5MIN,, KL_30MIN
KL_REALTIME = KL_1MIN
# depth type
# step0, step1, step2, step3, step4, step5（合并深度0-5）；step0时，不合并深度
DEPTH = ["step0", "step1", "step2", "step3", "step4", "step5"]
# symbol partition
# main主区，innovation创新区，bifurcation分叉区
SYMBOL_PARTITION = ["main", "innovation", "bifurcation"]
# 账号状态
# 订单类型
BUY_MARKET = "buy-market" # 市价买
SELL_MARKET = "sell-market" # 市价卖
BUY_LIMIT = "buy-limit" # 限价买
SELL_LIMIT = "sell-limit" # 限价卖
BUY_IOC = "buy-ioc" # IOC买单
SELL_IOC = "sell-ioc" # IOC卖单
SUBMIT_CANCEL = "submit-cancel" # 已提交撤单申请
# 订单状态
SUBMITTING = "submitting" # 正在提交
SUBMITTED = "submitted" # 已提交
PARTIAL_FILLED = "partial-filled" # 部分成交,
PARTIAL_CANCELED = "partial-canceled" # 部分撤销
FILLED = "filled" # 完全成交
CANCELED = "canceled" # 已撤销
# 返回结果状态
STATUS_OK = "ok"
STATUS_ERROR = "error"
# 数据库配置
DB_SAVE = False
DB_HOST = "127.0.0.1"
DB_PORT = 27017
DB_NAME = "Huobi"
DB_USER = ""
DB_PASSWORD = ""
#
NET_TIMEOUT = 45
RETRY_TIMES = -1 # 小于0无限重试
TRADE_MIN_LIMIT_VALUE = 15 # 单次最小交易額不能低於20美金
TRADE_MAX_LIMIT_VALUE = 100000 # 单次最大交易額不能高於100000美金
WAIT_BUY_PRICE = [0, 0, 0]
WAIT_BUY_ACCOUNT = [0, 0, 0]
WAIT_SELL_PRICE = [0, 0, 0]
WAIT_SELL_ACCOUNT = [0, 0, 0]
ROOT = None
RISK = 1.05 # 取值0.5－－1.5之间，默认是１，越大越激进（买的更低，卖得更高，风险承受能力越强），越小越保守．
#是否邮件通知
EMAIL_NOTIFY = False
WECHAT_NOTIFY = False
ALARM_NOTIFY = False # 是否弹窗提醒
ALARM_TIME = 20 # 弹窗提醒时长, 最多不能超过120，否则可能错过交易点
ALARM_TRADE_DEFAULT = True # 弹窗提醒后, 人工未处理时, 默认是否交易
TRADE_HISTORY_REPORT_INTERVAL = 12 # 历史交易记录播报周期, 小时
ACCOUNT_REPORT_INTERVAL = 2 # 账户情况播报周期, 小时
# 邮件\微信通知对象
# EMAILS = ["[email protected]", "[email protected]", "[email protected]", "[email protected]", "[email protected]", "[email protected]", "[email protected]", "[email protected]", "[email protected]"]
EMAILS = []
# WECHATS = [u"信链众创量化1.0版"]
WECHATS=[]
EMAILS_VIP = []
# WECHATS_VIP = [u"长城1211", u"追风少年人"]
WECHATS_VIP = []
TRADE_ALL_LOG = {}
LIMIT_MIN_POSITION = 0.1 #期望最低持仓比
FORCE_POSITION_MIN = 0 #是否强制保持最 少持仓比，如果是，无论何种情况都保持该持仓比例，否则系统将在持仓比低于最小持仓比后降低买入标准以尽快达到持仓比
LIMIT_MAX_POSITION = 0.9 #期望的最高持仓比
FORCE_POSITION_MAX = 0 #是否强制保持最大持仓比，如果是，无论何种情况都保持不超过该持仓比，否则系统将在持仓比高于最大持仓比后降低卖出准以尽快降低持仓比
SEND_HISTORY_NOW = 0
SEND_ACCOUNT_NOW = 0
NICK_NAME = u"用户昵称"
# 交易风格字典
TRADE_MODE_CONFIG_STD = {
"keep_0": {"display": u"保守-",
"limit_patch_times": 5, # 最大补仓次数，超过这个次数，不论何种补仓模式都不再补仓，对于不同的补仓模式，这个值会动态减小，比如平方队列时，最多买入4次
"limit_profit": 0.05, # 要求的盈利比例
"back_profit": 0.02, # 盈利回撤比例
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
# "multiple_list": [10, 20, 40, 80, 160, 320], #倍投的比例队列，用不到
"patch_mode": "multiple", # 补仓的模式，默认为倍投
"first_trade": 0.06, # 首单买比占比（占本金预算的比例)
"patch_interval": 0.10, # 补仓间隔
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.08, # 月预估收益
"risk": 0.84 # 风险系数，主要用于智能买入和卖出时参考
},
"keep": {"display": u"保守",
"limit_patch_times": 5,
"limit_profit": 0.05,
"back_profit": 0.02,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [10, 20, 40, 80, 160, 320],
"first_trade": 0.09,
"patch_interval": 0.10,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.10,
"risk": 0.88,
},
"keep_1": {"display": u"保守+",
"limit_patch_times": 5,
"limit_profit": 0.05,
"back_profit": 0.02,
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [10, 20, 40, 80, 160, 320],
"first_trade": 0.12,
"patch_interval": 0.1,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.12,
"risk": 0.92
},
"robust_0": {"display": u"稳健-",
"limit_patch_times": 7,
"limit_profit": 0.04,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.041,
"patch_interval": 0.08,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.16,
"risk": 0.96
},
"robust": {"display": u"稳健",
"limit_patch_times": 7,
"limit_profit": 0.04,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.049,
"patch_interval": 0.08,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.18,
"risk": 1
},
"robust_1": {"display": u"稳健+",
"limit_patch_times": 7,
"limit_profit": 0.04,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.057,
"patch_interval": 0.08,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.20,
"risk": 1.04
},
"aggressive_0": {"display": u"激进-",
"limit_patch_times": 9,
"limit_profit": 0.03,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.0175,
"patch_interval": 0.06,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.24,
"risk": 1.08
},
"aggressive": {"display": u"激进",
"limit_patch_times": 9,
"limit_profit": 0.03,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.0195,
"patch_interval": 0.06,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.26,
"risk": 1.12
},
"aggressive_1": {"display": u"激进+",
"limit_patch_times": 9,
"limit_profit": 0.03,
"back_profit": 0.01,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.0215,
"patch_interval": 0.06,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.28,
"risk": 1.16
},
}
# 交易风格字典
TRADE_MODE_CONFIG = {
"keep_0": {"display": u"保守-",
"limit_patch_times": 6, # 最大补仓次数，超过这个次数，不论何种补仓模式都不再补仓，对于不同的补仓模式，这个值会动态减小，比如平方队列时，最多买入4次
"limit_profit": 0.038, # 要求的盈利比例
"back_profit": 0.010, # 盈利回撤比例
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
# "multiple_list": [10, 20, 40, 80, 160, 320], #倍投的比例队列，用不到
"patch_mode": "multiple", # 补仓的模式，默认为倍投
"first_trade": 0.06, # 首单买比占比（占本金预算的比例)
"patch_interval": 0.08, # 补仓间隔
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.085, # 月预估收益
"risk": 0.84 # 风险系数，主要用于智能买入和卖出时参考
},
"keep": {"display": u"保守",
"limit_patch_times": 6,
"limit_profit": 0.034,
"back_profit": 0.008,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [10, 20, 40, 80, 160, 320],
"first_trade": 0.09,
"patch_interval": 0.075,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.10,
"risk": 0.88,
},
"keep_1": {"display": u"保守+",
"limit_patch_times": 6,
"limit_profit": 0.032,
"back_profit": 0.008,
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [10, 20, 40, 80, 160, 320],
"first_trade": 0.12,
"patch_interval": 0.07,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.12,
"risk": 0.92
},
"robust_0": {"display": u"稳健-",
"limit_patch_times": 8,
"limit_profit": 0.028,
"back_profit": 0.006,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.041,
"patch_interval": 0.060,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.16,
"risk": 0.96
},
"robust": {"display": u"稳健",
"limit_patch_times": 8,
"limit_profit": 0.027,
"back_profit": 0.005,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 1, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.049,
"patch_interval": 0.055,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.18,
"risk": 1
},
"robust_1": {"display": u"稳健+",
"limit_patch_times": 8,
"limit_profit": 0.025,
"back_profit": 0.005,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 0, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [5, 10, 20, 40, 80, 160, 320, 640],
"first_trade": 0.057,
"patch_interval": 0.05,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.20,
"risk": 1.04
},
"aggressive_0": {"display": u"激进-",
"limit_patch_times": 10,
"limit_profit": 0.022,
"back_profit": 0.004,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 0, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.045,
"patch_interval": 0.04,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.24,
"risk": 1.08
},
"aggressive": {"display": u"激进",
"limit_patch_times": 10,
"limit_profit": 0.020,
"back_profit": 0.003,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 0, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.043,
"patch_interval": 0.036,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.26,
"risk": 1.12
},
"aggressive_1": {"display": u"激进+",
"limit_patch_times": 10,
"limit_profit": 0.018,
"back_profit": 0.002,
"track": 1, # 是否启动追踪止盈
"grid": 1, # 是否启用网格止盈方案
"smart_first": 0, # 是否启用智能建仓
"smart_profit": 1, # 是否启用智能止盈
"smart_patch": 1, # 是否启用智能补仓
"patch_mode": "multiple", # 补仓的模式，默认为倍投
# "multiple_list": [2, 4, 8, 16, 32, 64, 128, 256, 512, 1024],
"first_trade": 0.041,
"patch_interval": 0.034,
"patch_ref": 0, # 0--参考均价，１-参考上次买入价
"expect_profit_m": 0.28,
"risk": 1.16
},
}
# 补仓的几种队列
PATCH_CONFIG = {
"multiple": {"list": [1, 2, 4, 8, 16, 32, 64, 128, 256, 512], "display": u"倍投"},
"square": {"list": [2, 4, 16, 256, 65536], "display": u"平方"},
"fibonacci": {"list": [1, 1, 2, 3, 5, 8, 13, 21, 34, 55], "display": u"斐波那契"},
"lucas": {"list": [1, 3, 4, 7, 11, 18, 29, 47, 76, 123, 199], "display": u"卢卡斯"},
"flat": {"list": [1, 1, 1, 1, 1, 1, 1, 1, 1, 1], "display": u"平推"}
}
move_stop_profit_params = {"check": 1, "msf_min": 0.018, "msf_back": 0.21}
stop_loss_params = {"check": 0, "percent": 0.03}
kdj_buy_params = {"check": 1, "k": 23, "d": 21, "buy_percent": 0.22, "up_percent": 0.004, "peroid": "15min"}
kdj_sell_params = {"check": 1, "k": 82, "d": 80, "sell_percent": 0.3, "down_percent": 0.005, "peroid": "15min"}
vol_price_fly_params = {"check": 1, "vol_percent": 1.2, "high_than_last": 2, "price_up_limit": 0.01, "buy_percent": 0.3,
"peroid": "5min"}
boll_strategy_params = {"check": 1, "peroid": "15min", "open_diff1_percent": 0.025, "open_diff2_percent": 0.025,
"close_diff1_percent": 0.0025, "close_diff2_percent": 0.0025, "open_down_percent": -0.02,
"open_up_percent": 0.003, "open_buy_percent": 0.35, "trade_percent": 1.5, "close_up_percent": 0.03,
"close_buy_percent": 0.5}
# 策略配置字典
STRATEGIES_CONFIG = {
"buy": {
"kdj": {"display": u"KDJ买入指标", "check": 1, "lk": 23, "ld": 21, "mk":45, "md": 43, "up_percent": 0.004, "period": "15min"},
"boll": {"display": u"BOLL买入指标", "check": 1, "period": "15min", "open_diff1_percent": 0.025, "open_diff2_percent": 0.025,
"close_diff1_percent": 0.0025, "close_diff2_percent": 0.0025, "open_down_percent": -0.02,
"open_up_percent": 0.003, "open_buy_percent": 0.35, "trade_percent": 1.5, "close_up_percent": 0.03,
"close_buy_percent": 0.5},
"low": {"display": u"阶段低吸", "check": 1, "period": "15min"},
"fly": {"display": u"量价齐升", "check": 1, "vol_percent": 1.2, "high_than_last": 2, "price_up_limit": 0.01, "buy_percent": 0.3,
"period": "5min"},
"right_now": {"display": u"立即买入"}
},
"sell": {
"kdj": {"display": u"KDJ卖出指标", "check": 1, "k": 82, "d": 80, "down_percent": 0.005, "period": "15min"},
"boll": {"display": u"BOLL卖出指标", "check": 1, "period": "15min", "open_diff1_percent": 0.025, "open_diff2_percent": 0.025,
"close_diff1_percent": 0.0025, "close_diff2_percent": 0.0025, "open_down_percent": -0.02,
"open_up_percent": 0.003, "open_buy_percent": 0.35, "trade_percent": 1.5, "close_up_percent": 0.03,
"close_buy_percent": 0.5},
"high": {"display": u"阶段高抛", "check": 1, "period": "15min"},
"move_stop_profit": {"display": u"移动止盈", "check": 1, "profit": 0, "back_profit": 0}
}
}
PRINCIPAL = 0.0 # 本金
TRADE_MODE = "aggressive_1" # 当前选择的交易风格，稳健
TRADE_GRID = 1
INTERVAL_REF = {0: "整体均价", 1: "上单价格"} # 间隔补单参考，0-参考整体持仓均价，1-参考上一单买入价
# 单次交易信息，这样的一次交易记录，将被包含在一组执行单元中, 除非是手动买入的
TRADE = {
"buy_type": "auto", # 买入模式：auto 自动买入(机器策略买入)，man手动买入,
"sell_type": "profit", # 要求的卖出模式，机器买入的一般都为止盈卖出。可选：profit 止盈卖出（默认）， no-不要卖出，针对手动买入的单，smart-使用高抛，kdj等策略卖出
"limit_profit": -1, # 大于零代表使用当前的盈利比例，否则使用所属交易组的盈利比例
"back_profit": -1, # 追踪回撤系数, 同上
"track": -1, # 是否追踪止盈，同上
"buy_time": None,
"sell_time": None,
"coin": "EOS",
"money": "USDT",
"amount": 0, # 买入或卖出的币量
"buy_price": 0, # 实际买入成交的价格
"cost": 0, # 实际花费的计价货币量
"is_sell": 0, # 是否已经卖出
"sell_price": 0, # 实际卖出的价格
"profit_percent": 0, # 盈利比，卖出价格相对于买入价格
"profit": 0, # 盈利额，只有卖出后才有
"failed_times": 0, # 卖出失败次数，连续三次卖出失败则认为该单已经被手动卖出．
"uri": "", # 唯一标识， 时间戳加随机数
"group_uri": "", # 所属的group的uri
"user": ""
}
# 一组执行单元，买和卖都在里面
TRADE_GROUP = {
"build": "smart", # 建仓触发模式smart－－智能建仓， auto－－自动建仓
"mode": "", #robust,keep..按何种交易风格执行， 若未设置，则默认使用全局的交易参数，
"smart_profit": -1, # 是否启用智能止盈
"smart_patch": -1, # 是否启用智能补仓
"patch_mode": "", # 补仓的模式，默认为倍投
"coin": "", #EOS等
"money": "", #USDT等
"trades": [], # 每一次交易记录，
"grid": -1, # 是否开启网格交易, 小于零代表使用全局配置
"track": -1, # 是否开启追踪止盈, 小于零代表使用全局配置
"amount": 0, # 持仓数量（币）
"cost": 0, # 当前持仓费用（计价货币）
"avg_price": 0, # 持仓均价
"max_cost": 0, # 这组交易中最多时持仓花费，用于计算收益比
"profit": 0, # 这组策略的总收益， 每次卖出后都进行累加
"profit_percent": 0, # 整体盈利比（整体盈利比，当前总盈利数除以最大花费, total_profit_amount/max_cost）
"last_profit_percent": 0, # 尾单盈利比（最后一单的盈利比）
"limit_profit": -1, # 止盈比例， 可单独设置，如果未设置（-1），则使用当前所选择的交易策略的止盈比例
"back_profit": -1, # 追踪比例， 可单独设置，如果未设置（-1），则使用当前所选择的交易策略的追踪比例
"buy_counts": 0, # 已建单数，买入次数
"sell_counts": 0, # 卖出单数，卖出的次数，其实就是尾单收割次数
"patch_index": 0, # 当前补单序号，每买入一单后，path_index加上， 每卖出一单后，pathc_index减1
"patch_ref": -1, # 补仓参考，0--整体均价，１－－参考上一单买入价格， 小于零代表使用全局
"patch_interval": -1, # 补仓间隔， 小于零代表使用全局
"last_buy_price": 0, # 最后一次买入价格，补仓时有可能会选择参考上次买入价，如果上一单已经卖出，那么参考上上一单，以此类推
"start_time": None, # 建仓时间
"end_time": None, # 如果为none代表还未结束
"last_update": None, # 最近一次更新的时间
"uri": "", # 唯一标识，建仓时间加随机数，如20190608123012336
"principal": -1, # 当前这组交易的预算,未单独设置的话(小于零)，则默认为全局本金预算除以监控的币对数，
"last_sell_failed": None, # 上次卖出失败的时间， 用于做卖出暂停
"sell_out": 0, # 是否设置为平仓
"is_sell": 0, # 是否已经卖出
"stop_patch": 0, # 是否停止补仓
"first_cost": -1, #第一单买入花费，以后补仓就参考这个
"user": "",
"platform": "",
"limit_patch_times": -1, # 最大补仓次数，如果未设置则以全局的为准
}
TRADE_PAIRS = [] # {"coin": "", "money": "", "percent": 1} 当前需要监控的币种，支持一个计价货币下的多个币种同时交易
TRADE_RECORDS_NOW = [] # 机器人当前所有需要监控的交易
TRADE_RECORDS_HISTORY = [] # 机器人所有历史交易记录
MAN_BUY_RECORDS = [] # 人为买入记录