Dynamic Balancing Strategy Python Version
Python strategy by teddy.
PythonOther
The original spec has no written description. Read the source below.
Source Python
# !usr/bin/ python3
# *_* coding:utf-8 *_*
#LearnpythonThe first dynamic balance strategy written later
# QQ:5325049 Comments on shortcomings are welcome
import time
#Define functions to get market data and account information
def nowinfo():
global NowTicker,NowAsset,NowCoinValue,AssetDiff
NowTicker = exchange.GetTicker() #Get market information
NowAsset = exchange.GetAccount() # Get account information
NowCoinValue =NowTicker.Last * NowAsset.Stocks #Calculate coin asset net value
AssetDiff = NowCoinValue-NowAsset.Balance #Calculate the difference between crypto assets and cash
# Define trade execution function
def trade():
if AssetDiff > NowAsset.Balance*0.05: # Determine if the coin value exceeds funds5%
Log("The trade will be executed to",NowTicker.Buy,"sell",AssetDiff/2/NowTicker.Buy,"Currency")
exchange.SetPrecision(5,5) #Set pricing precision
exchange.Sell(NowTicker.Buy,AssetDiff/2/NowTicker.Buy) #Execute coin sell trade
elif AssetDiff < NowAsset.Balance*(-0.05): #Determine if the coin value is below funds5%
Log("The trade will be executed to",NowTicker.Sell,"buy",AssetDiff/-2/NowTicker.Sell,"Currency")
exchange.SetPrecision(5,5) #Set pricing precision
exchange.Buy(NowTicker.Sell,AssetDiff/-2/NowTicker.Sell) #Execute coin buy trade
else:
Log("Trading conditions not triggered")
# Entry function, as long as it is defined, the system will automatically execute the function, no need to call it
def main():
i = 0
while i < 1000: #Set total execution count
nowinfo() # Call function to get market asset data
Log(NowTicker) # Print market information
Log(NowAsset) # Print account information
Log("Current coin balance:",NowAsset.Stocks)
Log("Current account balance:",NowAsset.Balance)
Log("Current coin market value:", NowCoinValue)
Log("Difference between coin market value and funds:",AssetDiff)
trade() #Call transaction execution function
i+=1 # Conditional Iteration
Log("No.", i, "End of loop")
time.sleep(60) # Wait60second
Published by teddy on the FMZ strategy square · last modified 2019-06-22. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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