lizhixin
4 years ago
7 changed files with 263 additions and 8 deletions
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<template> |
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<card> |
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<base-button @click="excelImport">导入Excel</base-button> |
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<span v-if="name" class="ml-4">导入成功：{{ name }}</span> |
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<div class="row"> |
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<div class="col-md-1"> |
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<base-radio name="radio0" class="mb-3" key="radio0" v-model="radio"> |
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固定止盈占比 |
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</base-radio> |
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</div> |
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<div class="col-md-3"> |
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<base-input |
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placeholder="固定止盈占比" |
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v-model="form.deadProfitRatio" |
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></base-input> |
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</div> |
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</div> |
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<div class="row"> |
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<div class="col-md-1"> |
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<base-radio name="radio1" class="mb-3" key="radio1" v-model="radio"> |
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盈亏占比 |
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</base-radio> |
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</div> |
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<div class="col-md-3"> |
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<base-input |
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placeholder="盈亏占比" |
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v-model="form.profitRatio" |
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></base-input> |
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</div> |
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</div> |
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<base-input |
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placeholder="滑点比例设置" |
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label="滑点设置(影响买入价格) 单位：%" |
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v-model="form.sliderRatio" |
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></base-input> |
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<base-button @click="winRateTest">胜率测试</base-button> |
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<base-input |
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label="交易次数" |
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v-model="result.tradeCount" |
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disabled |
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></base-input> |
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<base-input label="交易胜率" v-model="result.winRate" disabled></base-input> |
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<base-input |
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label="交易败率" |
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v-model="result.loseRate" |
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disabled |
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></base-input> |
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</card> |
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</template> |
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|
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<script> |
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import BaseRadio from "../../components/BaseRadio"; |
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import Excel from "../../utils/ExcelUtils"; |
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|
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export default { |
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components: { BaseRadio }, |
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data() { |
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return { |
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radio: "radio0", |
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name: "", |
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form: { deadProfitRatio: 0.3, sliderRatio: 0 }, |
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data: [], |
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result: {} |
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}; |
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}, |
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methods: { |
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excelImport() { |
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let that = this; |
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Excel.importExcel(data => { |
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console.log(data); |
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that.name = data[0].name; |
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that.data = data[0].data; |
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}); |
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}, |
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validateForm() { |
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return new Promise((rs, rj) => { |
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if (this.radio == "radio0") { |
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if (!this.form.deadProfitRatio) { |
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this.sMessage("danger", "未填写固定止盈比"); |
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return; |
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} |
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} else { |
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if (!this.form.profitRatio) { |
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this.sMessage("danger", "未填写止盈占比"); |
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return; |
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} |
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} |
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if (!this.form.sliderRatio && this.form.sliderRatio != 0) { |
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this.sMessage("danger", "未填写滑点比例"); |
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return; |
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} |
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rs(); |
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}); |
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}, |
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//time open high low close 做多 做空 |
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|
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winRateTest() { |
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this.validateForm().then(rs => { |
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let tradeCount = 0; |
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let win = 0; |
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let lose = 0; |
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for (let i = 0; i < this.data.length; i++) { |
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if (this.isSignal(this.data[i])) { |
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let { up, low } = this.isSignal(this.data[i]); |
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if (!up && !low) { |
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//doing nothing |
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} else { |
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tradeCount++; |
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if (up) { |
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let buyPrice = |
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this.data[i][4] * (1 + this.form.sliderRatio / 100); //收盘价 *滑点比率 |
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let stopLost = this.data[i][3]; //止损价 |
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let stopWin; |
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//止盈价 |
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if (this.radio == "radio0") |
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stopWin = |
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buyPrice * (this.form.deadProfitRatio / 100) + buyPrice; |
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else |
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stopWin = |
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(buyPrice - stopLost) * (this.form.profitRatio / 100) + |
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buyPrice; |
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|
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console.log(buyPrice, stopWin, stopLost); |
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let result = this.reachEnd( |
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0, |
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i + 1, |
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stopWin, |
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stopLost, |
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this.data[i][0] |
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); |
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if (result == 1) win++; |
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if (result == -1) lose++; |
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} |
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if (low) { |
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let buyPrice = |
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this.data[i][4] * (1 - this.form.sliderRatio / 100); //收盘价 *滑点比率 |
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let stopLost = this.data[i][2]; //止损价 |
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let stopWin; |
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//止盈价 |
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if (this.radio == "radio0") |
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stopWin = |
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buyPrice - buyPrice * (this.form.deadProfitRatio / 100); |
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else |
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stopWin = |
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buyPrice - |
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(buyPrice - stopLost) * (this.form.profitRatio / 100); |
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|
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console.log(buyPrice, stopWin, stopLost); |
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let result = this.reachEnd( |
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1, |
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i + 1, |
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stopWin, |
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stopLost, |
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this.data[i][0] |
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); |
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if (result == 1) win++; |
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if (result == -1) lose++; |
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} |
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} |
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} |
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} |
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this.result = { |
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tradeCount, |
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winRate: ((win / tradeCount) * 100).toFixed(2), |
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loseRate: ((lose / tradeCount) * 100).toFixed(2) |
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}; |
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console.log(tradeCount, win); |
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}); |
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}, |
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|
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//是否有做多信号 |
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isSignal(data) { |
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if (data[5] == 1 || data[6] == 1) { |
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return { up: data[5] == 1, low: data[6] == 1 }; |
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} else { |
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return false; |
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} |
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}, |
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|
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// type: 0 做多 1 做空 |
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reachEnd(type, index, stopWin, stopLost, timeStamp) { |
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let result = 0; |
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if (type == 0) { |
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console.log( |
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`=====================================================（${timeStamp}）做多信号开始===止盈${stopWin}====止损${stopLost}========================================` |
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); |
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//做多 |
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for (let i = index; i < this.data.length; i++) { |
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if (this.data[i][2] > stopWin) { |
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console.log(`---->触发止盈点`, this.data[i]); |
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result = 1; |
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break; |
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} else if (this.data[i][3] < stopLost) { |
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console.log(`---->触发止损点`, this.data[i]); |
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result = -1; |
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break; |
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} else { |
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console.log(`->未触发止盈止损点`, this.data[i]); |
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} |
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} |
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} else { |
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console.log( |
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`=====================================================（${timeStamp}）做空信号开始===止盈${stopWin}====止损${stopLost}========================================` |
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); |
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//做空 |
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for (let i = index; i < this.data.length; i++) { |
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if (this.data[i][3] < stopWin) { |
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console.log(`---->触发止盈点`, this.data[i]); |
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result = 1; |
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break; |
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} else if (this.data[i][2] > stopLost) { |
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console.log(`---->触发止损点`, this.data[i]); |
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result = -1; |
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break; |
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} else { |
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console.log(`->未触发止盈止损点`, this.data[i]); |
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} |
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} |
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} |
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console.log( |
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`=====================================================信号交易结束===止盈${stopWin}====止损${stopLost}========================================` |
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); |
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return result; |
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}, |
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reachFail() {}, |
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|
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// 封装showNotification |
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sMessage(type, message) { |
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this.$notify({ |
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type: type, |
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message, |
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timeout: 1800 |
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}); |
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} |
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} |
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}; |
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</script> |
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|
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<style></style> |
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