from tqsdk import TqApi, TqSim,TargetPosTask,TqAuth from tqsdk.ta import MA def ma(SYMBOL, SHORT, LONG): api = TqApi(auth=TqAuth("19965208464", "********)) klines = api.get_kline_serial(SYMBOL, duration_seconds=60, data_length=LONG +2) target_pos = TargetPosTask(api, SYMBOL) while True: api.wait_update() if api.is_changing(klines.iloc[-1], "datetime"): short_avg = MA(klines, SHORT) long_avg = MA(klines,LONG) # print("short_avg",short_avg) # print("long_avg",long_avg) if long_avg.iloc[-2] < short_avg.iloc[-2] and long_avg.iloc[-1] > short_avg.iloc[-1]: # target_pos.set_target_volume(-3) print("均线下穿,做空") if short_avg.iloc[-2] < long_avg.iloc[-2] and short_avg.iloc[-1] > long_avg.iloc[-1]: # target_pos.set_target_volume(3) print("均线上穿,做多") ma("SHFE.rb2110", 5, 10)
ringo 已回答的问题 2021年5月27日