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sanguo_vnpy_v2/sanguo_trader/strategy/double_ma_strategy.py
T

118 lines
2.8 KiB
Python

import numpy as np
from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)
class DoubleMaStrategy(CtaTemplate):
""""""
author = "用Python的交易员"
fast_window: int = 10
slow_window: int = 20
fast_ma0: float = 0.0
fast_ma1: float = 0.0
slow_ma0: float = 0.0
slow_ma1: float = 0.0
parameters = ["fast_window", "slow_window"]
variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
def on_init(self) -> None:
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.bg: BarGenerator = BarGenerator(self.on_bar)
self.am: ArrayManager = ArrayManager()
self.load_bar(10)
def on_start(self) -> None:
"""
Callback when strategy is started.
"""
self.write_log("策略启动")
self.put_event()
def on_stop(self) -> None:
"""
Callback when strategy is stopped.
"""
self.write_log("策略停止")
self.put_event()
def on_tick(self, tick: TickData) -> None:
"""
Callback of new tick data update.
"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData) -> None:
"""
Callback of new bar data update.
"""
self.cancel_all()
am: ArrayManager = self.am
am.update_bar(bar)
if not am.inited:
return
fast_ma: np.ndarray = am.sma(self.fast_window, array=True)
self.fast_ma0 = fast_ma[-1]
self.fast_ma1 = fast_ma[-2]
slow_ma: np.ndarray = am.sma(self.slow_window, array=True)
self.slow_ma0 = slow_ma[-1]
self.slow_ma1 = slow_ma[-2]
cross_over: bool = self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1
cross_below: bool = self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1
if cross_over:
if self.pos == 0:
self.buy(bar.close_price, 1)
elif self.pos < 0:
self.cover(bar.close_price, 1)
self.buy(bar.close_price, 1)
elif cross_below:
if self.pos == 0:
self.short(bar.close_price, 1)
elif self.pos > 0:
self.sell(bar.close_price, 1)
self.short(bar.close_price, 1)
self.put_event()
def on_order(self, order: OrderData) -> None:
"""
Callback of new order data update.
"""
pass
def on_trade(self, trade: TradeData) -> None:
"""
Callback of new trade data update.
"""
self.put_event()
def on_stop_order(self, stop_order: StopOrder) -> None:
"""
Callback of stop order update.
"""
pass