三十七、KDJ策略

#!/usr/bin/env python# -*- coding: utf-8 -*-import talibimport cross_order as orderimport 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 = 75def 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()