Leek Protection Program Tang Anqi Channel Position Balancing Strategy

'''backtest
start: 2021-04-01 00:00:00
end: 2021-04-30 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"ETH_USDT","stocks":0}]
'''

import time
class juncang_strategy():  
    def __init__(self,exchange):
        self.p = 0.5
        self.account = None
        self.cny = 0
        self.btc = 0
        self.exchange =exchange
    
    #KLinear synthesis function
    def k_compose(self,Recordlist,num):
        newRecordlist = []
        for i in range(len(Recordlist)):
            if (i+1)%num == 1:
                tempk = {}
                tempk["Time"]=Recordlist[i]["Time"]
                tempk["Open"]=Recordlist[i]["Open"]
                tempk["High"]=Recordlist[i]["High"]
                tempk["Low"]=Recordlist[i]["Low"]
                tempk["Close"]=Recordlist[i]["Close"]
                tempk["Volume"]=Recordlist[i]["Volume"]
                newRecordlist.append(tempk)
            elif (i+1)%num == 0:
                if Recordlist[i]["High"]>tempk["High"]:
                    tempk["High"] = Recordlist[i]["High"]
                if Recordlist[i]["Low"]<tempk["Low"]:
                    tempk["Low"] = Recordlist[i]["Low"]
                tempk["Time"]=Recordlist[i]["Time"]
                tempk["Close"]=Recordlist[i]["Close"]
                tempk["Volume"]=tempk["Volume"]+Recordlist[i]["Volume"]
                del(newRecordlist[-1])
                newRecordlist.append(tempk)
            else:
                if Recordlist[i]["High"]>tempk["High"]:
                    tempk["High"] = Recordlist[i]["High"]
                if Recordlist[i]["Low"]<tempk["Low"]:
                    tempk["Low"] = Recordlist[i]["Low"]
                del(newRecordlist[-1])
                newRecordlist.append(tempk)
        return newRecordlist

    #Tang Anqi channel calculation to analyze the current market conditions
    def donchian(self):
        exchange.SetMaxBarLen(2000)
        temp_k = _C(self.exchange.GetRecords,PERIOD_D1)
        week_kline = self.k_compose(temp_k,7)
        rt=False
        # Log(len(week_kline),week_kline[-1]["High"],TA.Highest(week_kline, 20, 'High'))
        if len(week_kline)>20:
            if week_kline[-1]["High"]>TA.Highest(week_kline, 20, 'High'):
                rt = 'Full Position'
            elif week_kline[-1]["High"]<TA.Highest(week_kline, 20, 'High') and week_kline[-1]["Low"]>TA.MA(week_kline, 10)[-1]:
                rt = 'Equal Stock'
            elif week_kline[-1]["Low"]<TA.MA(week_kline, 10)[-1]:
                rt = 'Short position'
        else:
            rt = 'Equal Stock'
        return rt
    def cancelAllOrders(self):
        orders = self.exchange.GetOrders()
        for order in orders:
            self.exchange.CancelOrder(order['Id'], order)
        return True
    #Full position buy function
    def allin(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        self.cny = account.Balance
        buynum=_N(self.cny*0.99/kr[-1].Close,3)
        if buynum>0:
            Log("Full Positionallin")
            self.exchange.Buy(kr[-1].Close,buynum)
        
    #Full position sell function
    def allout(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        self.btc = _N(account.Stocks,3)
        if self.btc>0:
            Log("Short positionallout")
            self.exchange.Sell(kr[-1].Close,self.btc)
    #Equal Position Function
    def balanceAccount(self):
        kr =  _C(self.exchange.GetRecords,PERIOD_H1)
        account = _C(self.exchange.GetAccount)
        if account is None:
            return

        #Assignment
        self.account = account

        #Assignment
        self.btc = account.Stocks
        self.cny = account.Balance
        
        accountmoney=self.btc * kr[-1].Close + self.cny
        self.p = self.btc * kr[-1].Close / accountmoney
        tradenum=_N(accountmoney/kr[-1].Close/100,3)
        if tradenum<0.001:
            tradenum=0.001
        #Judgmentself.pWhether the value is less than0.48
        # Log(self.p)
        if (0.45<self.p < 0.49):
            #CallLogFunction and pass in parameters"Start balancing", self.p
            Log("Start balancing", self.p)

            self.exchange.Buy(kr[-1].Close, tradenum)

            Log("Number of Coins Held:",self.btc,"Amount of Cash:",self.cny)

            #Judgmentself.pWhether the value is greater than0.52
        elif (0.55 > self.p > 0.51):
            #CallLogFunction and pass in parameters"Start balancing", self.p
            Log("Start balancing", self.p)

            #CallSellFunction and pass in the corresponding parameters
            self.exchange.Sell(kr[-1].Close, tradenum)

            Log("Number of Coins Held:",self.btc,"Amount of Cash:",self.cny)
        elif (self.p >= 0.55):
            #CallLogFunction and pass in parameters"Start balancing", self.p
            Log("Start balancing,Quick close position", self.p)

            self.exchange.Sell(kr[-1].Close, _N(tradenum*10,3))

            Log("Number of Coins Held:",self.btc,"Amount of Cash:",self.cny)
        elif (self.p <= 0.45):
            #CallLogFunction and pass in parameters"Start balancing", self.p
            Log("Start balancing, quick build position", self.p)

            self.exchange.Buy(kr[-1].Close, _N(tradenum*10,3))

            Log("Number of Coins Held:",self.btc,"Amount of Cash:",self.cny)
    #Trading Loop
    def loop(self):
        self.cancelAllOrders()
        rt=self.donchian()
        if rt=='Full Position':
            self.allin()
        elif rt=='Equal Stock':
            self.balanceAccount()
        else:
            self.allout()
        Sleep(1000*60)




#Functionmain
def main():
    #reaper Is Instance of Constructor
    reaper = juncang_strategy(exchange)
    while (True):
        reaper.loop()