42 lines
1.2 KiB
Python
42 lines
1.2 KiB
Python
import core.logger as logging
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from datetime import datetime
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from time import sleep
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import pandas as pd
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from core.biz.market_data import MarketData
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from core.trade.ma_break_statistics import MaBreakStatistics
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from core.db.db_market_data import DBMarketData
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from core.biz.metrics_calculation import MetricsCalculation
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from core.utils import (
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datetime_to_timestamp,
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timestamp_to_datetime,
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transform_date_time_to_timestamp,
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)
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from trade_data_main import TradeDataMain
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from config import (
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API_KEY,
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SECRET_KEY,
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PASSPHRASE,
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SANDBOX,
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MONITOR_CONFIG,
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MYSQL_CONFIG,
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BAR_THRESHOLD,
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)
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logger = logging.logger
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class TradeMaStrategyMain:
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def __init__(self):
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self.ma_break_statistics = MaBreakStatistics()
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def batch_ma_break_statistics(self):
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"""
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批量计算MA突破统计
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"""
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logger.info("开始批量计算MA突破统计")
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strategy_dict = self.ma_break_statistics.main_strategy
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for strategy_name, strategy_info in strategy_dict.items():
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self.ma_break_statistics.batch_statistics(strategy_name=strategy_name)
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if __name__ == "__main__":
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trade_ma_strategy_main = TradeMaStrategyMain()
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trade_ma_strategy_main.batch_ma_break_statistics() |