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states更新

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guoyz 2025-05-25 15:27:01 +08:00
parent d0b92aa1ef
commit 9bca280232
2 changed files with 413 additions and 298 deletions
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340
TurtleOnTime copy.py
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@ -10,6 +10,7 @@ from EmailTest import send_email, parse_return_email
from dataclasses import dataclass from dataclasses import dataclass
import time import time
import threading import threading
import yaml # 添加YAML支持
''' '''
todo todo
@ -335,7 +336,41 @@ class TurtleTrading(object):
return False return False
def day_end(self): def day_end(self):
pass """Save current state to YAML file at the end of the day"""
# Create state directory if not exists
state_dir = "state"
if not os.path.exists(state_dir):
os.makedirs(state_dir)
# Generate filename with current date
today = datetime.now().strftime("%Y-%m-%d")
filename = os.path.join(state_dir, f"{today}.yaml")
# Save state to YAML
state_data = {
"turtles": [
{
"TradeCode": t.TradeCode,
"type": t.type,
"riskcoe": t.riskcoe,
"Capital": t.Capital,
"cash": t.cash,
"TrigerTime": t.TrigerTime,
"BuyStates": [vars(bs) for bs in t.BuyStates],
"tradeslog": [vars(tl) for tl in t.tradeslog],
"BreakOutLog": [vars(bol) for bol in t.BreakOutLog],
"PriceNow": t.PriceNow,
"Donchian_20_up": t.Donchian_20_up,
"Donchian_10_down": t.Donchian_10_down,
"Donchian_50_up": t.Donchian_50_up,
"is_gap_up": t.is_gap_up,
"prev_heigh": t.prev_heigh
} for t in self.turtles
]
}
with open(filename, 'w') as f:
yaml.dump(state_data, f)
class TurtleTrading_OnTime(object): class TurtleTrading_OnTime(object):
''' 实时监测主程序，可以处理多个turtle ''' 实时监测主程序，可以处理多个turtle
@ -345,11 +380,51 @@ class TurtleTrading_OnTime(object):
3、实时监测主流程 3、实时监测主流程
''' '''
def load_previous_state(self):
"""Load previous state from YAML file if exists"""
state_dir = "state"
today = datetime.now().strftime("%Y-%m-%d")
yesterday = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d")
filename = os.path.join(state_dir, f"{yesterday}.yaml")
if os.path.exists(filename):
with open(filename, 'r') as f:
state_data = yaml.safe_load(f)
# Restore state
for turtle_data in state_data.get('turtles', []):
# Find or create TurtleTrading instance
turtle = next((t for t in self.turtles if t.TradeCode == turtle_data['TradeCode']), None)
if not turtle:
# Create new instance if not found (should not happen)
turtle = TurtleTrading(**turtle_data)
self.turtles.append(turtle)
# Restore attributes
turtle.TradeCode = turtle_data['TradeCode']
turtle.type = turtle_data['type']
turtle.riskcoe = turtle_data['riskcoe']
turtle.Capital = turtle_data['Capital']
turtle.cash = turtle_data['cash']
turtle.TrigerTime = turtle_data['TrigerTime']
turtle.BuyStates = [BuyState(**bs) for bs in turtle_data['BuyStates']]
turtle.tradeslog = [TradeLog(**tl) for tl in turtle_data['tradeslog']]
turtle.BreakOutLog = [BreakOutLog(**bol) for bol in turtle_data['BreakOutLog']]
turtle.PriceNow = turtle_data['PriceNow']
turtle.Donchian_20_up = turtle_data['Donchian_20_up']
turtle.Donchian_10_down = turtle_data['Donchian_10_down']
turtle.Donchian_50_up = turtle_data['Donchian_50_up']
turtle.is_gap_up = turtle_data['is_gap_up']
turtle.prev_heigh = turtle_data['prev_heigh']
def __init__(self, turtles: list[TurtleTrading], user_email): def __init__(self, turtles: list[TurtleTrading], user_email):
self.turtles = turtles # List of TurtleTrading instances self.turtles = turtles # List of TurtleTrading instances
self.user_email = user_email self.user_email = user_email
self.email_events = {} # Track email response events for each turtle self.email_events = {} # Track email response events for each turtle
# Load previous state from YAML if exists
self.load_previous_state()
def get_stocks_data(self): def get_stocks_data(self):
"""获取实时股票、基金数据，不保存 """获取实时股票、基金数据，不保存
""" """
@ -369,13 +444,13 @@ class TurtleTrading_OnTime(object):
# mysql_database.insert_db(etf_data, "etf_price", True, "代码") # mysql_database.insert_db(etf_data, "etf_price", True, "代码")
return stock_data, etf_data return stock_data, etf_data
def Buy_stock(self, price_now): def Buy_stock(self, turtle: TurtleTrading, price_now):
# 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now，买入份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now，买入份额self.turtle.IntPositionSize
subject = "买入" subject = "买入"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际买入价格-买入份额-手续费" body += "回复：实际买入价格-买入份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -394,23 +469,23 @@ class TurtleTrading_OnTime(object):
break break
# 成功买入 # 成功买入
self.turtle.TrigerTime += 1 turtle.TrigerTime += 1
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
add_price = buy_price + 1/2 * self.turtle.N add_price = buy_price + 1/2 * turtle.N
stop_price = buy_price - 2 * self.turtle.N stop_price = buy_price - 2 * turtle.N
cost = buy_price * buy_share - fee cost = buy_price * buy_share - fee
available_cash = self.turtle.Capital - cost available_cash = turtle.Capital - cost
buy_this_time = BuyState(self.turtle.TrigerTime, buy_this_time = BuyState(turtle.TrigerTime,
buy_price, buy_price,
add_price, add_price,
stop_price, stop_price,
False, False,
buy_share, buy_share,
self.turtle.N, turtle.N,
available_cash) available_cash)
self.turtle.BuyStates.append(buy_this_time) turtle.BuyStates.append(buy_this_time)
# 记录self.turtle.tradeslog # 记录self.turtle.tradeslog
today = datetime.now().strftime("%Y-%m-%d") today = datetime.now().strftime("%Y-%m-%d")
@ -419,19 +494,19 @@ class TurtleTrading_OnTime(object):
buy_price, buy_price,
buy_share, buy_share,
cost, cost,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=buy_share, all_shares=buy_share,
all_cost=cost, all_cost=cost,
Net_value=buy_price * buy_share, Net_value=buy_price * buy_share,
Net_return=0) Net_return=0)
self.turtle.tradeslog.append(log_this_time) turtle.tradeslog.append(log_this_time)
def add_stock(self, price_now): def add_stock(self, turtle: TurtleTrading, price_now):
"""加仓 """加仓
Args: Args:
@ -441,7 +516,7 @@ class TurtleTrading_OnTime(object):
# 加仓 # 加仓
subject = "加仓" subject = "加仓"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际买入价格-买入份额-手续费" body += "回复：实际买入价格-买入份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -460,26 +535,26 @@ class TurtleTrading_OnTime(object):
break break
# 成功买入 # 成功买入
self.turtle.TrigerTime += 1 turtle.TrigerTime += 1
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
add_price = buy_price + 1/2 * self.turtle.N add_price = buy_price + 1/2 * turtle.N
stop_price = buy_price - 2 * self.turtle.N stop_price = buy_price - 2 * turtle.N
cost = buy_price * buy_share - fee cost = buy_price * buy_share - fee
available_cash = self.turtle.BuyStates[-1].available_cash - cost available_cash = turtle.BuyStates[-1].available_cash - cost
all_shares = buy_share + self.turtle.BuyStates[-1].all_shares all_shares = buy_share + turtle.BuyStates[-1].all_shares
all_cost = cost + self.turtle.BuyStates[-1].all_cost all_cost = cost + turtle.BuyStates[-1].all_cost
net_value = buy_price * all_shares net_value = buy_price * all_shares
net_return = net_value - all_cost net_return = net_value - all_cost
buy_this_time = BuyState(self.turtle.TrigerTime, buy_this_time = BuyState(turtle.TrigerTime,
buy_price, buy_price,
add_price, add_price,
stop_price, stop_price,
self.turtle.is_gap_up, turtle.is_gap_up,
buy_share, buy_share,
self.turtle.N, turtle.N,
available_cash) available_cash)
self.turtle.BuyStates.append(buy_this_time) turtle.BuyStates.append(buy_this_time)
today = datetime.now().strftime("%Y-%m-%d") today = datetime.now().strftime("%Y-%m-%d")
@ -488,43 +563,43 @@ class TurtleTrading_OnTime(object):
buy_price, buy_price,
buy_share, buy_share,
cost, cost,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares, all_shares,
all_cost, all_cost,
net_value, net_value,
net_return) net_return)
self.turtle.tradeslog.append(log_this_time) turtle.tradeslog.append(log_this_time)
# 处理其他次买入的止损价格 # 处理其他次买入的止损价格
# 检查BuyStates中有几个gap_up,返回个数和索引 # 检查BuyStates中有几个gap_up,返回个数和索引
gap_up_num = 0 gap_up_num = 0
gap_up_index = [] gap_up_index = []
for i in range(len(self.turtle.BuyStates)): for i in range(len(turtle.BuyStates)):
if self.turtle.BuyStates[i].is_gap_up: if turtle.BuyStates[i].is_gap_up:
gap_up_num += 1 gap_up_num += 1
gap_up_index.append(i) gap_up_index.append(i)
if gap_up_num == 0: if gap_up_num == 0:
# 之前BuyStates中的stop_price = stop_price # 之前BuyStates中的stop_price = stop_price
for j in range(len(self.turtle.BuyStates)): for j in range(len(turtle.BuyStates)):
self.turtle.BuyStates[j].stop_price = stop_price turtle.BuyStates[j].stop_price = stop_price
if not self.turtle.is_gap_up and gap_up_num == 1: if not turtle.is_gap_up and gap_up_num == 1:
if gap_up_index[0] == 1: if gap_up_index[0] == 1:
number_tobe_change = self.turtle.TrigerTime -1 - gap_up_index[0] number_tobe_change = turtle.TrigerTime -1 - gap_up_index[0]
for k in range(number_tobe_change): for k in range(number_tobe_change):
self.turtle.BuyStates[k+1].stop_price = stop_price turtle.BuyStates[k+1].stop_price = stop_price
elif gap_up_index[0] == 2: elif gap_up_index[0] == 2:
self.turtle.BuyStates[2].stop_price = stop_price turtle.BuyStates[2].stop_price = stop_price
elif not self.turtle.is_gap_up and gap_up_num == 2: elif not turtle.is_gap_up and gap_up_num == 2:
number_tobe_change = 2 number_tobe_change = 2
for k in range(number_tobe_change): for k in range(number_tobe_change):
self.turtle.BuyStates[k+1].stop_price = stop_price turtle.BuyStates[k+1].stop_price = stop_price
def stop_sale_stock(self, price_now): def stop_sale_stock(self, turtle: TurtleTrading, price_now):
"""止损卖出 """止损卖出
Args: Args:
@ -533,15 +608,15 @@ class TurtleTrading_OnTime(object):
# 判断需要卖出几份 # 判断需要卖出几份
sale_shares = 0 sale_shares = 0
for i in range(len(self.turtle.BuyStates)): for i in range(len(turtle.BuyStates)):
if price_now <= self.turtle.BuyStates[i].stop_price: if price_now <= turtle.BuyStates[i].stop_price:
sale_shares += 1 sale_shares += 1
break break
# 比较price_now与self.turtle.BuyStates[-1].stop_price # 比较price_now与self.turtle.BuyStates[-1].stop_price
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize
subject = "止损卖出" subject = "止损卖出"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize * sale_shares} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize * sale_shares} \n "
body += "回复：实际卖出价格-卖出份额-手续费" body += "回复：实际卖出价格-卖出份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -561,12 +636,12 @@ class TurtleTrading_OnTime(object):
# 成功卖出 # 成功卖出
self.turtle.TrigerTime -= sale_shares turtle.TrigerTime -= sale_shares
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
# 删除BuyStates中卖出股票的记录 # 删除BuyStates中卖出股票的记录
self.turtle.BuyStates = self.turtle.BuyStates[:-sale_shares] turtle.BuyStates = turtle.BuyStates[:-sale_shares]
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"), sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
@ -574,15 +649,15 @@ class TurtleTrading_OnTime(object):
sale_price, sale_price,
sale_share, sale_share,
sale_price * sale_share - fee, sale_price * sale_share - fee,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=0, all_shares=0,
all_cost=0, all_cost=0,
Net_value=sale_price * sale_share, Net_value=sale_price * sale_share,
Net_return=abs(self.turtle.Capital - available_cash)) Net_return=abs(turtle.Capital - available_cash))
self.turtle.tradeslog.append(sale_this_time) turtle.tradeslog.append(sale_this_time)
def out_sale_stock(self, price_now): def out_sale_stock(self, turtle: TurtleTrading, price_now):
"""止盈卖出 """止盈卖出
Args: Args:
@ -591,7 +666,7 @@ class TurtleTrading_OnTime(object):
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize
subject = "止盈卖出" subject = "止盈卖出"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际卖出价格-卖出份额-手续费" body += "回复：实际卖出价格-卖出份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -610,106 +685,106 @@ class TurtleTrading_OnTime(object):
break break
# 成功卖出 # 成功卖出
self.turtle.TrigerTime = 0 turtle.TrigerTime = 0
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
self.turtle.BuyStates = [] turtle.BuyStates = []
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"), sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
"止盈", "止盈",
sale_price, sale_price,
sale_share, sale_share,
sale_price * sale_share - fee, sale_price * sale_share - fee,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=0, all_shares=0,
all_cost=0, all_cost=0,
Net_value=sale_price * sale_share, Net_value=sale_price * sale_share,
Net_return=abs(self.turtle.Capital - available_cash)) Net_return=abs(turtle.Capital - available_cash))
self.turtle.tradeslog.append(sale_this_time) turtle.tradeslog.append(sale_this_time)
def run_short_trading_loop(self, stock_data, etf_data): # def run_short_trading_loop(self, stock_data, etf_data):
now = datetime.now().time() # now = datetime.now().time()
# 根据类型获取当前价格 # # 根据类型获取当前价格
if self.turtle.type == "stock": # if self.turtle.type == "stock":
self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) # self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
elif self.turtle.type == "etf": # elif self.turtle.type == "etf":
# self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0]) # # self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) # self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
# # 9点30 判断是否跳空高开 # # # 9点30 判断是否跳空高开
if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh: # if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
self.turtle.is_gap_up = True # self.turtle.is_gap_up = True
# 判断当前仓位状态并执行相应操作 # # 判断当前仓位状态并执行相应操作
if self.turtle.TrigerTime == 0: # if self.turtle.TrigerTime == 0:
# 空仓状态 # # 空仓状态
if self.turtle.system1EnterNormal( # if self.turtle.system1EnterNormal(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_20_up, # self.turtle.Donchian_20_up,
self.turtle.BreakOutLog # self.turtle.BreakOutLog
): # ):
self.Buy_stock(self.turtle.PriceNow) # self.Buy_stock(self.turtle.PriceNow)
# 突破 记录self.turtle.breakoutlog # # 突破 记录self.turtle.breakoutlog
today = datetime.now().strftime("%Y-%m-%d") # today = datetime.now().strftime("%Y-%m-%d")
breakout_this_time = BreakOutLog(today, # breakout_this_time = BreakOutLog(today,
self.turtle.Donchian_20_up, # self.turtle.Donchian_20_up,
self.turtle.Donchian_20_up - 2 * self.turtle.N, # self.turtle.Donchian_20_up - 2 * self.turtle.N,
'valid', # 'valid',
None) # None)
self.turtle.BreakOutLog.append(breakout_this_time) # self.turtle.BreakOutLog.append(breakout_this_time)
elif self.turtle.system1EnterSafe( # elif self.turtle.system1EnterSafe(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_50_up # self.turtle.Donchian_50_up
): # ):
self.Buy_stock(self.turtle.PriceNow) # self.Buy_stock(self.turtle.PriceNow)
elif 1 <= self.turtle.TrigerTime <= 3: # elif 1 <= self.turtle.TrigerTime <= 3:
# # 突破状态 # # # 突破状态
# if self.turtle.system1EnterNormal( # # if self.turtle.system1EnterNormal(
# self.turtle.PriceNow, # # self.turtle.PriceNow,
# self.turtle.Donchian_20_up, # # self.turtle.Donchian_20_up,
# self.turtle.BreakOutLog # # self.turtle.BreakOutLog
# ): # # ):
# self.Buy_stock(self.turtle.PriceNow) # # self.Buy_stock(self.turtle.PriceNow)
# elif self.turtle.system1EnterSafe( # # elif self.turtle.system1EnterSafe(
# self.turtle.PriceNow, # # self.turtle.PriceNow,
# self.turtle.Donchian_50_up # # self.turtle.Donchian_50_up
# ): # # ):
# self.Buy_stock(self.turtle.PriceNow) # # self.Buy_stock(self.turtle.PriceNow)
# 加仓状态 # # 加仓状态
if self.turtle.add(self.turtle.PriceNow): # if self.turtle.add(self.turtle.PriceNow):
self.add_stock(self.turtle.PriceNow) # self.add_stock(self.turtle.PriceNow)
# 止损状态 # # 止损状态
elif self.turtle.system_1_stop(self.turtle.PriceNow): # elif self.turtle.system_1_stop(self.turtle.PriceNow):
self.stop_sale_stock(self.turtle.PriceNow) # self.stop_sale_stock(self.turtle.PriceNow)
# 止盈 # # 止盈
elif self.turtle.system_1_Out( # elif self.turtle.system_1_Out(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_10_down # self.turtle.Donchian_10_down
): # ):
self.out_sale_stock(self.turtle.PriceNow) # self.out_sale_stock(self.turtle.PriceNow)
elif self.turtle.TrigerTime == 4: # elif self.turtle.TrigerTime == 4:
# 满仓 止损 止盈 # # 满仓 止损 止盈
if self.turtle.system_1_stop(self.turtle.PriceNow): # if self.turtle.system_1_stop(self.turtle.PriceNow):
self.stop_sale_stock(self.turtle.PriceNow) # self.stop_sale_stock(self.turtle.PriceNow)
elif self.turtle.system_1_Out( # elif self.turtle.system_1_Out(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_10_down # self.turtle.Donchian_10_down
): # ):
self.out_sale_stock(self.turtle.PriceNow) # self.out_sale_stock(self.turtle.PriceNow)
# 等待 1 分钟后下一次循环 # # 等待 1 分钟后下一次循环
time.sleep(60) # time.sleep(60)
def Start_short_system(self): def Start_short_system(self):
"""启动short系统 """启动short系统
@ -767,9 +842,10 @@ class TurtleTrading_OnTime(object):
# ------------------结束阶段-------------------- # ------------------结束阶段--------------------
# 数据库更新当天数据，增加ATR、donchian数据 # 数据库更新当天数据，增加ATR、donchian数据
# 直接做个新表 # 直接做个新表
mysql_database.delete_table(f"{self.turtle.TradeCode}") for turtle in self.turtles:
self.turtle.get_ready(100) mysql_database.delete_table(f"{turtle.TradeCode}")
time.sleep(16.5*600) turtle.get_ready(100)
time.sleep(16.5*600)
def monitor_all_turtles(self): def monitor_all_turtles(self):
@ -849,7 +925,7 @@ class TurtleTrading_OnTime(object):
): ):
self.start_email_thread(turtle, "止盈", turtle.PriceNow) self.start_email_thread(turtle, "止盈", turtle.PriceNow)
def start_email_thread(self, turtle, action, price_now): def start_email_thread(self, turtle:TurtleTrading, action, price_now):
"""启动邮件处理线程""" """启动邮件处理线程"""
event = threading.Event() event = threading.Event()
self.email_events[turtle.TradeCode] = event self.email_events[turtle.TradeCode] = event
@ -860,17 +936,17 @@ class TurtleTrading_OnTime(object):
) )
thread.start() thread.start()
def handle_email_response(self, turtle, action, price_now, event): def handle_email_response(self, turtle:TurtleTrading, action, price_now, event):
"""处理邮件响应的线程""" """处理邮件响应的线程"""
# 发送邮件 # 发送邮件
if action == "买入": if action == "买入":
self.Buy_stock(price_now) self.Buy_stock(turtle, price_now)
elif action == "加仓": elif action == "加仓":
self.add_stock(price_now) self.add_stock(turtle, price_now)
elif action == "止损": elif action == "止损":
self.stop_sale_stock(price_now) self.stop_sale_stock(turtle, price_now)
elif action == "止盈": elif action == "止盈":
self.out_sale_stock(price_now) self.out_sale_stock(turtle, price_now)
# 等待邮件响应 # 等待邮件响应
event.wait() event.wait()

363
TurtleOnTime.py
View File

@ -91,7 +91,6 @@ class TurtleTrading(object):
self.cash = cash self.cash = cash
self.TrigerTime = 0 self.TrigerTime = 0
self.BuyStates = list[BuyState] self.BuyStates = list[BuyState]
self.state_file = f"state_{self.TradeCode}.yaml" # 状态文件名
self.tradeslog = list[TradeLog] self.tradeslog = list[TradeLog]
self.BreakOutLog = list[BreakOutLog] self.BreakOutLog = list[BreakOutLog]
@ -337,40 +336,39 @@ class TurtleTrading(object):
return False return False
def day_end(self): def day_end(self):
self.save_state() # 每日结束保存状态 """Save current state to YAML file at the end of the day"""
# Create state directory if not exists
state_dir = "state"
if not os.path.exists(state_dir):
os.makedirs(state_dir)
def save_state(self): # Generate filename with current date
"""保存当前状态到YAML文件""" today = datetime.now().strftime("%Y-%m-%d")
filename = os.path.join(state_dir, f"{today}.yaml")
# Save state to YAML
state_data = { state_data = {
'TrigerTime': self.TrigerTime, "main_state": {
'BuyStates': [vars(bs) for bs in self.BuyStates], "user_email": self.user_email,
'tradeslog': [vars(tl) for tl in self.tradeslog], "email_events": self.email_events,
'BreakOutLog': [vars(bol) for bol in self.BreakOutLog], "turtles": [
'PriceNow': self.PriceNow, {
'Donchian_20_up': self.Donchian_20_up, "TradeCode": t.TradeCode,
'Donchian_10_down': self.Donchian_10_down, "type": t.type,
'Donchian_50_up': self.Donchian_50_up, "riskcoe": t.riskcoe,
'is_gap_up': self.is_gap_up, "Capital": t.Capital,
'prev_heigh': self.prev_heigh "cash": t.cash,
"TrigerTime": t.TrigerTime,
"BuyStates": [vars(bs) for bs in t.BuyStates],
"tradeslog": [vars(tl) for tl in t.tradeslog],
"BreakOutLog": [vars(bol) for bol in t.BreakOutLog]
} for t in self.turtles
]
}
} }
with open(self.state_file, 'w') as file:
yaml.dump(state_data, file)
def load_state(self): with open(filename, 'w') as f:
"""从YAML文件加载状态""" yaml.dump(state_data, f)
if os.path.exists(self.state_file):
with open(self.state_file, 'r') as file:
state_data = yaml.safe_load(file)
self.TrigerTime = state_data['TrigerTime']
self.BuyStates = [BuyState(**bs) for bs in state_data['BuyStates']]
self.tradeslog = [TradeLog(**tl) for tl in state_data['tradeslog']]
self.BreakOutLog = [BreakOutLog(**bol) for bol in state_data['BreakOutLog']]
self.PriceNow = state_data['PriceNow']
self.Donchian_20_up = state_data['Donchian_20_up']
self.Donchian_10_down = state_data['Donchian_10_down']
self.Donchian_50_up = state_data['Donchian_50_up']
self.is_gap_up = state_data['is_gap_up']
self.prev_heigh = state_data['prev_heigh']
class TurtleTrading_OnTime(object): class TurtleTrading_OnTime(object):
''' 实时监测主程序，可以处理多个turtle ''' 实时监测主程序，可以处理多个turtle
@ -380,11 +378,51 @@ class TurtleTrading_OnTime(object):
3、实时监测主流程 3、实时监测主流程
''' '''
def load_previous_state(self):
"""Load previous state from YAML file if exists"""
state_dir = "state"
today = datetime.now().strftime("%Y-%m-%d")
yesterday = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d")
filename = os.path.join(state_dir, f"{yesterday}.yaml")
if os.path.exists(filename):
with open(filename, 'r') as f:
state_data = yaml.safe_load(f)
# Restore state
for turtle_data in state_data.get('turtles', []):
# Find or create TurtleTrading instance
turtle = next((t for t in self.turtles if t.TradeCode == turtle_data['TradeCode']), None)
if not turtle:
# Create new instance if not found (should not happen)
turtle = TurtleTrading(**turtle_data)
self.turtles.append(turtle)
# Restore attributes
turtle.TradeCode = turtle_data['TradeCode']
turtle.type = turtle_data['type']
turtle.riskcoe = turtle_data['riskcoe']
turtle.Capital = turtle_data['Capital']
turtle.cash = turtle_data['cash']
turtle.TrigerTime = turtle_data['TrigerTime']
turtle.BuyStates = [BuyState(**bs) for bs in turtle_data['BuyStates']]
turtle.tradeslog = [TradeLog(**tl) for tl in turtle_data['tradeslog']]
turtle.BreakOutLog = [BreakOutLog(**bol) for bol in turtle_data['BreakOutLog']]
turtle.PriceNow = turtle_data['PriceNow']
turtle.Donchian_20_up = turtle_data['Donchian_20_up']
turtle.Donchian_10_down = turtle_data['Donchian_10_down']
turtle.Donchian_50_up = turtle_data['Donchian_50_up']
turtle.is_gap_up = turtle_data['is_gap_up']
turtle.prev_heigh = turtle_data['prev_heigh']
def __init__(self, turtles: list[TurtleTrading], user_email): def __init__(self, turtles: list[TurtleTrading], user_email):
self.turtles = turtles # List of TurtleTrading instances self.turtles = turtles # List of TurtleTrading instances
self.user_email = user_email self.user_email = user_email
self.email_events = {} # Track email response events for each turtle self.email_events = {} # Track email response events for each turtle
# Load previous state from YAML if exists
self.load_previous_state()
def get_stocks_data(self): def get_stocks_data(self):
"""获取实时股票、基金数据，不保存 """获取实时股票、基金数据，不保存
""" """
@ -404,13 +442,13 @@ class TurtleTrading_OnTime(object):
# mysql_database.insert_db(etf_data, "etf_price", True, "代码") # mysql_database.insert_db(etf_data, "etf_price", True, "代码")
return stock_data, etf_data return stock_data, etf_data
def Buy_stock(self, price_now): def Buy_stock(self, turtle: TurtleTrading, price_now):
# 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now，买入份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议买入价格price_now，买入份额self.turtle.IntPositionSize
subject = "买入" subject = "买入"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际买入价格-买入份额-手续费" body += "回复：实际买入价格-买入份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -429,23 +467,23 @@ class TurtleTrading_OnTime(object):
break break
# 成功买入 # 成功买入
self.turtle.TrigerTime += 1 turtle.TrigerTime += 1
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
add_price = buy_price + 1/2 * self.turtle.N add_price = buy_price + 1/2 * turtle.N
stop_price = buy_price - 2 * self.turtle.N stop_price = buy_price - 2 * turtle.N
cost = buy_price * buy_share - fee cost = buy_price * buy_share - fee
available_cash = self.turtle.Capital - cost available_cash = turtle.Capital - cost
buy_this_time = BuyState(self.turtle.TrigerTime, buy_this_time = BuyState(turtle.TrigerTime,
buy_price, buy_price,
add_price, add_price,
stop_price, stop_price,
False, False,
buy_share, buy_share,
self.turtle.N, turtle.N,
available_cash) available_cash)
self.turtle.BuyStates.append(buy_this_time) turtle.BuyStates.append(buy_this_time)
# 记录self.turtle.tradeslog # 记录self.turtle.tradeslog
today = datetime.now().strftime("%Y-%m-%d") today = datetime.now().strftime("%Y-%m-%d")
@ -454,19 +492,19 @@ class TurtleTrading_OnTime(object):
buy_price, buy_price,
buy_share, buy_share,
cost, cost,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=buy_share, all_shares=buy_share,
all_cost=cost, all_cost=cost,
Net_value=buy_price * buy_share, Net_value=buy_price * buy_share,
Net_return=0) Net_return=0)
self.turtle.tradeslog.append(log_this_time) turtle.tradeslog.append(log_this_time)
def add_stock(self, price_now): def add_stock(self, turtle: TurtleTrading, price_now):
"""加仓 """加仓
Args: Args:
@ -476,7 +514,7 @@ class TurtleTrading_OnTime(object):
# 加仓 # 加仓
subject = "加仓" subject = "加仓"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际买入价格-买入份额-手续费" body += "回复：实际买入价格-买入份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -495,26 +533,26 @@ class TurtleTrading_OnTime(object):
break break
# 成功买入 # 成功买入
self.turtle.TrigerTime += 1 turtle.TrigerTime += 1
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
add_price = buy_price + 1/2 * self.turtle.N add_price = buy_price + 1/2 * turtle.N
stop_price = buy_price - 2 * self.turtle.N stop_price = buy_price - 2 * turtle.N
cost = buy_price * buy_share - fee cost = buy_price * buy_share - fee
available_cash = self.turtle.BuyStates[-1].available_cash - cost available_cash = turtle.BuyStates[-1].available_cash - cost
all_shares = buy_share + self.turtle.BuyStates[-1].all_shares all_shares = buy_share + turtle.BuyStates[-1].all_shares
all_cost = cost + self.turtle.BuyStates[-1].all_cost all_cost = cost + turtle.BuyStates[-1].all_cost
net_value = buy_price * all_shares net_value = buy_price * all_shares
net_return = net_value - all_cost net_return = net_value - all_cost
buy_this_time = BuyState(self.turtle.TrigerTime, buy_this_time = BuyState(turtle.TrigerTime,
buy_price, buy_price,
add_price, add_price,
stop_price, stop_price,
self.turtle.is_gap_up, turtle.is_gap_up,
buy_share, buy_share,
self.turtle.N, turtle.N,
available_cash) available_cash)
self.turtle.BuyStates.append(buy_this_time) turtle.BuyStates.append(buy_this_time)
today = datetime.now().strftime("%Y-%m-%d") today = datetime.now().strftime("%Y-%m-%d")
@ -523,43 +561,43 @@ class TurtleTrading_OnTime(object):
buy_price, buy_price,
buy_share, buy_share,
cost, cost,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares, all_shares,
all_cost, all_cost,
net_value, net_value,
net_return) net_return)
self.turtle.tradeslog.append(log_this_time) turtle.tradeslog.append(log_this_time)
# 处理其他次买入的止损价格 # 处理其他次买入的止损价格
# 检查BuyStates中有几个gap_up,返回个数和索引 # 检查BuyStates中有几个gap_up,返回个数和索引
gap_up_num = 0 gap_up_num = 0
gap_up_index = [] gap_up_index = []
for i in range(len(self.turtle.BuyStates)): for i in range(len(turtle.BuyStates)):
if self.turtle.BuyStates[i].is_gap_up: if turtle.BuyStates[i].is_gap_up:
gap_up_num += 1 gap_up_num += 1
gap_up_index.append(i) gap_up_index.append(i)
if gap_up_num == 0: if gap_up_num == 0:
# 之前BuyStates中的stop_price = stop_price # 之前BuyStates中的stop_price = stop_price
for j in range(len(self.turtle.BuyStates)): for j in range(len(turtle.BuyStates)):
self.turtle.BuyStates[j].stop_price = stop_price turtle.BuyStates[j].stop_price = stop_price
if not self.turtle.is_gap_up and gap_up_num == 1: if not turtle.is_gap_up and gap_up_num == 1:
if gap_up_index[0] == 1: if gap_up_index[0] == 1:
number_tobe_change = self.turtle.TrigerTime -1 - gap_up_index[0] number_tobe_change = turtle.TrigerTime -1 - gap_up_index[0]
for k in range(number_tobe_change): for k in range(number_tobe_change):
self.turtle.BuyStates[k+1].stop_price = stop_price turtle.BuyStates[k+1].stop_price = stop_price
elif gap_up_index[0] == 2: elif gap_up_index[0] == 2:
self.turtle.BuyStates[2].stop_price = stop_price turtle.BuyStates[2].stop_price = stop_price
elif not self.turtle.is_gap_up and gap_up_num == 2: elif not turtle.is_gap_up and gap_up_num == 2:
number_tobe_change = 2 number_tobe_change = 2
for k in range(number_tobe_change): for k in range(number_tobe_change):
self.turtle.BuyStates[k+1].stop_price = stop_price turtle.BuyStates[k+1].stop_price = stop_price
def stop_sale_stock(self, price_now): def stop_sale_stock(self, turtle: TurtleTrading, price_now):
"""止损卖出 """止损卖出
Args: Args:
@ -568,15 +606,15 @@ class TurtleTrading_OnTime(object):
# 判断需要卖出几份 # 判断需要卖出几份
sale_shares = 0 sale_shares = 0
for i in range(len(self.turtle.BuyStates)): for i in range(len(turtle.BuyStates)):
if price_now <= self.turtle.BuyStates[i].stop_price: if price_now <= turtle.BuyStates[i].stop_price:
sale_shares += 1 sale_shares += 1
break break
# 比较price_now与self.turtle.BuyStates[-1].stop_price # 比较price_now与self.turtle.BuyStates[-1].stop_price
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize
subject = "止损卖出" subject = "止损卖出"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize * sale_shares} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize * sale_shares} \n "
body += "回复：实际卖出价格-卖出份额-手续费" body += "回复：实际卖出价格-卖出份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -596,12 +634,12 @@ class TurtleTrading_OnTime(object):
# 成功卖出 # 成功卖出
self.turtle.TrigerTime -= sale_shares turtle.TrigerTime -= sale_shares
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
# 删除BuyStates中卖出股票的记录 # 删除BuyStates中卖出股票的记录
self.turtle.BuyStates = self.turtle.BuyStates[:-sale_shares] turtle.BuyStates = turtle.BuyStates[:-sale_shares]
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"), sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
@ -609,15 +647,15 @@ class TurtleTrading_OnTime(object):
sale_price, sale_price,
sale_share, sale_share,
sale_price * sale_share - fee, sale_price * sale_share - fee,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=0, all_shares=0,
all_cost=0, all_cost=0,
Net_value=sale_price * sale_share, Net_value=sale_price * sale_share,
Net_return=abs(self.turtle.Capital - available_cash)) Net_return=abs(turtle.Capital - available_cash))
self.turtle.tradeslog.append(sale_this_time) turtle.tradeslog.append(sale_this_time)
def out_sale_stock(self, price_now): def out_sale_stock(self, turtle: TurtleTrading, price_now):
"""止盈卖出 """止盈卖出
Args: Args:
@ -626,7 +664,7 @@ class TurtleTrading_OnTime(object):
# 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize # 发送邮件 代码self.turtle.TradeCode, 建议卖出价格price_now，卖出份额self.turtle.IntPositionSize
subject = "止盈卖出" subject = "止盈卖出"
body = f"{self.turtle.TradeCode}，价格{price_now}，份额{self.turtle.IntPositionSize} \n " body = f"{turtle.TradeCode}，价格{price_now}，份额{turtle.IntPositionSize} \n "
body += "回复：实际卖出价格-卖出份额-手续费" body += "回复：实际卖出价格-卖出份额-手续费"
send_email(subject, body, self.user_email) send_email(subject, body, self.user_email)
send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S") send_email_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@ -645,106 +683,106 @@ class TurtleTrading_OnTime(object):
break break
# 成功卖出 # 成功卖出
self.turtle.TrigerTime = 0 turtle.TrigerTime = 0
# 记录self.turtle.BuyStates # 记录self.turtle.BuyStates
available_cash = self.turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee available_cash = turtle.BuyStates[-1].available_cash + sale_price * sale_share - fee
self.turtle.BuyStates = [] turtle.BuyStates = []
sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"), sale_this_time = TradeLog(datetime.now().strftime("%Y-%m-%d"),
"止盈", "止盈",
sale_price, sale_price,
sale_share, sale_share,
sale_price * sale_share - fee, sale_price * sale_share - fee,
self.turtle.N, turtle.N,
available_cash, available_cash,
all_shares=0, all_shares=0,
all_cost=0, all_cost=0,
Net_value=sale_price * sale_share, Net_value=sale_price * sale_share,
Net_return=abs(self.turtle.Capital - available_cash)) Net_return=abs(turtle.Capital - available_cash))
self.turtle.tradeslog.append(sale_this_time) turtle.tradeslog.append(sale_this_time)
def run_short_trading_loop(self, stock_data, etf_data): # def run_short_trading_loop(self, stock_data, etf_data):
now = datetime.now().time() # now = datetime.now().time()
# 根据类型获取当前价格 # # 根据类型获取当前价格
if self.turtle.type == "stock": # if self.turtle.type == "stock":
self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) # self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
elif self.turtle.type == "etf": # elif self.turtle.type == "etf":
# self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0]) # # self.turtle.PriceNow = float(etf_data.loc[etf_data['基金代码'] == self.turtle.TradeCode, '当前-单位净值'].values[0])
self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0]) # self.turtle.PriceNow = float(etf_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
# # 9点30 判断是否跳空高开 # # # 9点30 判断是否跳空高开
if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh: # if now.hour == 9 and now.minute == 30 and self.turtle.PriceNow > self.turtle.prev_heigh:
self.turtle.is_gap_up = True # self.turtle.is_gap_up = True
# 判断当前仓位状态并执行相应操作 # # 判断当前仓位状态并执行相应操作
if self.turtle.TrigerTime == 0: # if self.turtle.TrigerTime == 0:
# 空仓状态 # # 空仓状态
if self.turtle.system1EnterNormal( # if self.turtle.system1EnterNormal(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_20_up, # self.turtle.Donchian_20_up,
self.turtle.BreakOutLog # self.turtle.BreakOutLog
): # ):
self.Buy_stock(self.turtle.PriceNow) # self.Buy_stock(self.turtle.PriceNow)
# 突破 记录self.turtle.breakoutlog # # 突破 记录self.turtle.breakoutlog
today = datetime.now().strftime("%Y-%m-%d") # today = datetime.now().strftime("%Y-%m-%d")
breakout_this_time = BreakOutLog(today, # breakout_this_time = BreakOutLog(today,
self.turtle.Donchian_20_up, # self.turtle.Donchian_20_up,
self.turtle.Donchian_20_up - 2 * self.turtle.N, # self.turtle.Donchian_20_up - 2 * self.turtle.N,
'valid', # 'valid',
None) # None)
self.turtle.BreakOutLog.append(breakout_this_time) # self.turtle.BreakOutLog.append(breakout_this_time)
elif self.turtle.system1EnterSafe( # elif self.turtle.system1EnterSafe(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_50_up # self.turtle.Donchian_50_up
): # ):
self.Buy_stock(self.turtle.PriceNow) # self.Buy_stock(self.turtle.PriceNow)
elif 1 <= self.turtle.TrigerTime <= 3: # elif 1 <= self.turtle.TrigerTime <= 3:
# # 突破状态 # # # 突破状态
# if self.turtle.system1EnterNormal( # # if self.turtle.system1EnterNormal(
# self.turtle.PriceNow, # # self.turtle.PriceNow,
# self.turtle.Donchian_20_up, # # self.turtle.Donchian_20_up,
# self.turtle.BreakOutLog # # self.turtle.BreakOutLog
# ): # # ):
# self.Buy_stock(self.turtle.PriceNow) # # self.Buy_stock(self.turtle.PriceNow)
# elif self.turtle.system1EnterSafe( # # elif self.turtle.system1EnterSafe(
# self.turtle.PriceNow, # # self.turtle.PriceNow,
# self.turtle.Donchian_50_up # # self.turtle.Donchian_50_up
# ): # # ):
# self.Buy_stock(self.turtle.PriceNow) # # self.Buy_stock(self.turtle.PriceNow)
# 加仓状态 # # 加仓状态
if self.turtle.add(self.turtle.PriceNow): # if self.turtle.add(self.turtle.PriceNow):
self.add_stock(self.turtle.PriceNow) # self.add_stock(self.turtle.PriceNow)
# 止损状态 # # 止损状态
elif self.turtle.system_1_stop(self.turtle.PriceNow): # elif self.turtle.system_1_stop(self.turtle.PriceNow):
self.stop_sale_stock(self.turtle.PriceNow) # self.stop_sale_stock(self.turtle.PriceNow)
# 止盈 # # 止盈
elif self.turtle.system_1_Out( # elif self.turtle.system_1_Out(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_10_down # self.turtle.Donchian_10_down
): # ):
self.out_sale_stock(self.turtle.PriceNow) # self.out_sale_stock(self.turtle.PriceNow)
elif self.turtle.TrigerTime == 4: # elif self.turtle.TrigerTime == 4:
# 满仓 止损 止盈 # # 满仓 止损 止盈
if self.turtle.system_1_stop(self.turtle.PriceNow): # if self.turtle.system_1_stop(self.turtle.PriceNow):
self.stop_sale_stock(self.turtle.PriceNow) # self.stop_sale_stock(self.turtle.PriceNow)
elif self.turtle.system_1_Out( # elif self.turtle.system_1_Out(
self.turtle.PriceNow, # self.turtle.PriceNow,
self.turtle.Donchian_10_down # self.turtle.Donchian_10_down
): # ):
self.out_sale_stock(self.turtle.PriceNow) # self.out_sale_stock(self.turtle.PriceNow)
# 等待 1 分钟后下一次循环 # # 等待 1 分钟后下一次循环
time.sleep(60) # time.sleep(60)
def Start_short_system(self): def Start_short_system(self):
"""启动short系统 """启动short系统
@ -802,9 +840,10 @@ class TurtleTrading_OnTime(object):
# ------------------结束阶段-------------------- # ------------------结束阶段--------------------
# 数据库更新当天数据，增加ATR、donchian数据 # 数据库更新当天数据，增加ATR、donchian数据
# 直接做个新表 # 直接做个新表
mysql_database.delete_table(f"{self.turtle.TradeCode}") for turtle in self.turtles:
self.turtle.get_ready(100) mysql_database.delete_table(f"{turtle.TradeCode}")
time.sleep(16.5*600) turtle.get_ready(100)
time.sleep(16.5*600)
def monitor_all_turtles(self): def monitor_all_turtles(self):
@ -884,7 +923,7 @@ class TurtleTrading_OnTime(object):
): ):
self.start_email_thread(turtle, "止盈", turtle.PriceNow) self.start_email_thread(turtle, "止盈", turtle.PriceNow)
def start_email_thread(self, turtle, action, price_now): def start_email_thread(self, turtle:TurtleTrading, action, price_now):
"""启动邮件处理线程""" """启动邮件处理线程"""
event = threading.Event() event = threading.Event()
self.email_events[turtle.TradeCode] = event self.email_events[turtle.TradeCode] = event
@ -895,17 +934,17 @@ class TurtleTrading_OnTime(object):
) )
thread.start() thread.start()
def handle_email_response(self, turtle, action, price_now, event): def handle_email_response(self, turtle:TurtleTrading, action, price_now, event):
"""处理邮件响应的线程""" """处理邮件响应的线程"""
# 发送邮件 # 发送邮件
if action == "买入": if action == "买入":
self.Buy_stock(price_now) self.Buy_stock(turtle, price_now)
elif action == "加仓": elif action == "加仓":
self.add_stock(price_now) self.add_stock(turtle, price_now)
elif action == "止损": elif action == "止损":
self.stop_sale_stock(price_now) self.stop_sale_stock(turtle, price_now)
elif action == "止盈": elif action == "止盈":
self.out_sale_stock(price_now) self.out_sale_stock(turtle, price_now)
# 等待邮件响应 # 等待邮件响应
event.wait() event.wait()