skyfffire 2 лет назад
Родитель
Сommit
d77dbe6116
2 измененных файлов с 42 добавлено и 35 удалено
  1. 4 4
      config.toml
  2. 38 31
      quant.py

+ 4 - 4
config.toml

@@ -1,18 +1,18 @@
 broker_id = "kucoin"
-account_name = "kucoin_account"
+account_name = "ku1"
 access_key = ""
 secret_key = ""
 pass_key = ""
 exchange = "kucoin_usdt_swap"
 pair = "loom_usdt"
 debug = "False"
-open = 0.001
+open = 0.02
 close = 0.0002
-leverrate = 1.0
+leverrate = 0.5
 interval = 0.1
 refexchange = "['binance_usdt_swap']"
 refpair = "['loom_usdt']"
-used_pct = 0.9
+used_pct = 1
 index = 0
 save = 0
 hold_coin = 0.0

+ 38 - 31
quant.py

@@ -248,33 +248,33 @@ class Quant:
     def get_logger(self, logname):
         '''日志模块'''
         logger = logging.getLogger(__name__)
-        # log flag
-        if int(self.params.log):
-            log_level = logging.DEBUG
-            logger.setLevel(log_level)
-            # log to txt
-            formatter = logging.Formatter('[%(asctime)s] - %(levelname)s - %(message)s')
-            if logname == None: logname = "log"
-            handler = logging.handlers.RotatingFileHandler(f"{logname}.log",maxBytes=1024*1024*10,encoding='utf-8')
-            handler.setLevel(log_level)
-            handler.setFormatter(formatter)
-            # log to console
-            console = logging.StreamHandler()
-            console.setLevel(logging.INFO)
-            # add
-            logger.addHandler(handler)
-            logger.addHandler(console)
-        else:
-            log_level = logging.INFO
-            logger.setLevel(log_level)
-            # log to txt
-            formatter = logging.Formatter('[%(asctime)s] - %(levelname)s - %(message)s')
-            if logname == None: logname = "log"
-            handler = logging.handlers.RotatingFileHandler(f"{logname}.log",maxBytes=1024*1024*10,encoding='utf-8')
-            handler.setLevel(log_level)
-            handler.setFormatter(formatter)
-            # add
-            logger.addHandler(handler)
+        # # log flag
+        # if int(self.params.log):
+        #     log_level = logging.DEBUG
+        #     logger.setLevel(log_level)
+        #     # log to txt
+        #     formatter = logging.Formatter('[%(asctime)s] - %(levelname)s - %(message)s')
+        #     if logname == None: logname = "log"
+        #     handler = logging.handlers.RotatingFileHandler(f"{logname}.log",maxBytes=1024*1024*10,encoding='utf-8')
+        #     handler.setLevel(log_level)
+        #     handler.setFormatter(formatter)
+        #     # log to console
+        #     console = logging.StreamHandler()
+        #     console.setLevel(logging.INFO)
+        #     # add
+        #     logger.addHandler(handler)
+        #     logger.addHandler(console)
+        # else:
+        log_level = logging.INFO
+        logger.setLevel(log_level)
+        # log to txt
+        formatter = logging.Formatter('[%(asctime)s] - %(levelname)s - %(message)s')
+        if logname == None: logname = "log"
+        handler = logging.handlers.RotatingFileHandler(f"{logname}.log",maxBytes=1024*1024*10,encoding='utf-8')
+        handler.setLevel(log_level)
+        handler.setFormatter(formatter)
+        # add
+        logger.addHandler(handler)
         logger.info('开启日志记录')
         return logger
 
@@ -438,8 +438,12 @@ class Quant:
                             # 更新策略时间
                             self.strategy.local_time = time.time()
                             orders = self.strategy.onTime(self.tradeMsg)
-                            self.logger.info("update_local_order订单指令")
-                            self.logger.info(orders)
+
+                            if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
+                                    ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
+                                self.logger.info("--------------------------------update_local_order订单指令----------------------------")
+                                self.logger.info(orders)
+                                self.logger.info("-------------------------------------------end--------------------------------------")
                             ### 记录指令触发信息
                             if self._not_empty(orders):
                                 self.logger.debug("触发onOrder")
@@ -632,8 +636,11 @@ class Quant:
                 self.strategy.local_time = time.time()
                 # 产生交易信号
                 orders = self.strategy.onTime(self.tradeMsg)
-                self.logger.info("_update_depth订单指令")
-                self.logger.info(orders)
+                if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
+                        ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
+                    self.logger.info("--------------------------------_update_depth订单指令--------------------------------")
+                    self.logger.info(orders)
+                    self.logger.info("-------------------------------------------end--------------------------------------")
                 ### 记录指令触发信息
                 if self._not_empty(orders):
                     self.logger.debug("触发onTick")