单商品小卖部策略V20_年化130

/*backtest
start: 2019-01-01 00:00:00
end: 2019-10-10 00:00:00
period: 1d
exchanges: [{"eid":"OKEX","currency":"ETH_USDT","stocks":0}]
args: [["OpMode",1,10989],["MaxAmount",1,10989],["TradeFee",0.001,10989]]
*/
//注册币乎后https://m.bihu.com/signup?i=1ewtKO&s=4&c=4
//搜索 物联网区块链 可以联系到作者区班主
function main() {
    var isInit = 1; //表示初始态
    var allAmount;
    var cashRatio;
    var initAccount = _C(exchange.GetAccount);
    var lastPrice;
    var wantRatio;
    var wantOper=0;//期待的操作，0不操作，1买入，-1卖出
    Log(initAccount);
    var mhigh;
    var mlow;
    while (true) {
        var mrecords = exchange.GetRecords(PERIOD_M30);
        //一定周期内的高低点
        mhigh=TA.Highest(mrecords, mnum, 'High');
        mlow=TA.Lowest(mrecords, mnum, 'Low');
        
        var midLine = (mhigh+mlow)/2;
        var ticker = _C(exchange.GetTicker);
        var account = _C(exchange.GetAccount);
        var nowPrice=ticker.Sell;
        var obj;
        
        if (isInit == 1) {  //初始化状态为默认仓；     
            //账户现金乘以比例，除以当前价格，保留小数前3位
            obj = $.Buy(_N(account.Balance * initRatio / ticker.Sell, 3));
            if (obj) { //如果购买成功，就标志开仓
                      opAmount = obj.amount;
                      lastPrice = obj.price;
                      isInit=0; //初始化成功
                      account = _C(exchange.GetAccount);
                      Log("初始开仓:购买量", opAmount);
                      Log("目前持币数", account.Stocks);
            }
        }else{ //日常操作检测
            if(nowPrice>midLine*1.03||nowPrice>lastPrice*1.07){
                wantOper=-1;
            }else if(nowPrice<midLine*0.97||nowPrice<lastPrice*0.93){
                wantOper=1;
            }else{
                wantOper=0;
            }
            
            if (wantOper==-1) { //离市平仓
                lastPrice=nowPrice; //不管买没买成功都修改了一下价格
                allAmount=account.Balance+account.Stocks*ticker.Sell; //计算出总金额
                cashRatio=parseFloat((account.Balance/allAmount).toFixed(3));
                
                if(cashRatio>0.9){ //现金比例大于0.9，不做任何操作 
                    wantRatio=0;
                }else if(cashRatio>0.8){ //现金比例超过0.8，可以抛一成仓 
                    wantRatio=0.1;
                }else{ //其他情况都可以抛掉2成仓
                    wantRatio=0.2;
                }
                
                obj = $.Sell(_N(allAmount*wantRatio/ticker.Sell, 3)); 
                if(obj){
                    opAmount = obj.amount;
                    Log("平仓：卖出量",opAmount);
                    nowAccount = _C(exchange.GetAccount);
                    Log("目前现金",nowAccount.Balance,"盈利",allAmount - initAccount.Balance);
                }
            }else if (wantOper==1) { //开仓买入
                lastPrice=nowPrice; //不管买没买成功都修改了一下价格
                allAmount=account.Balance+account.Stocks*ticker.Sell; //计算出总金额
                cashRatio=parseFloat((account.Balance/allAmount).toFixed(3));
                //Log("准备买入",cashRatio);
                if(cashRatio<0.1){ //现金比例小于0.1，已没钱买了
                    wantRatio=0;
                }else if(cashRatio<0.2){ //现金比例超过0.2，可以买一成仓 
                    wantRatio=0.1;
                }else{ //其他情况都可以买2成仓
                    wantRatio=0.2;
                }
                
                obj = $.Buy(_N(allAmount*wantRatio/ticker.Sell, 3)); 
                if(obj){
                    opAmount = obj.amount;
                    Log("买入：买入量",opAmount);
                    nowAccount = _C(exchange.GetAccount);
                    Log("目前现金",nowAccount.Balance,"盈利",allAmount - initAccount.Balance);
                }
            }
        }
        Sleep(Interval*1000);
    }
}