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Strategy Class

class Strategy(StrategyBase):
    def __init__(self):
        # strategy attributes
        self.period = 60 * 60
        self.subscribed_books = {}
        self.options = {}
        # define your attributes here
        pass
    def on_tradingview_signal(self, signal, candles):
        CA.log('on_tradingview_signal: ' + str(signal))
        exchange, pair, base, quote = CA.get_exchange_pair()
        action = signal.get('action')
        if action == 'cancelAll' or action == 'cancel_all':
            CA.cancel_all()
        else:
            CA.place_order(exchange, pair, action, signal.get('limit'), signal.get('fixed'), signal.get('percent'), signal.get('clientOrderId'))
        CA.log(signal.get('log'))
    def on_order_state_change(self,  order):
        CA.log('exchange: ' + str(order.exchange) + ', pair: ' + str(order.pair) + ', type: ' + str(order.type) +
               ', status: ' + str(order.status) + ', price: ' + str(order.price) +
               ', amount: ' + str(order.amount) + ', amount_filled: ' + str(order.amount_filled))
    def trade(self, candles):
        exchange, pair, base, quote = CA.get_exchange_pair()
        close_price = candles[exchange][pair][0]['close']

trade​

Must-Have

每根 K 棒結束時 trade() 會被呼叫。

Input​

candles: dictionary

candle 為 K 線圖資訊，共含有 6 項資訊 open、high、low、close、volume 和 time，用法如下:

candles[exchange][pair][0]['open']
candles[exchange][pair][0]['high']
candles[exchange][pair][0]['low']
candles[exchange][pair][0]['close']
candles[exchange][pair][0]['volume']
candles[exchange][pair][0]['time']

on_order_state_change​

Must-Have

當訂單被更新時 on_order_state_change() 會被呼叫。

Input​

order: Order

查看 Order

on_tradingview_signal​

當收到 TradingView 訊號時 on_tradingview_signal() 會被呼叫。請看 Help - TradingView。

Input​

signal: JSON
candles: dictionary