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bigdata @ cfe44af
TraderClientAndroid
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MIT

【Ktrader 数字货币开源量化系统 v2.1】

开源初衷： 这是之前团队在做外包的同时完善的内部产品。 上上策，一款开源数字货币量化交易系统。经过两年实战完善，系统已经包含策略模块，实盘模块，后台系统，网站端，安卓客户端模块。 之前设计的初衷只是个人交易辅助，外包的盈余资金又多做了一些开发，不过最终由于各种原因运营不了了之。之后此基础上接了几个量化软件的外包。 用过一些开源量化软件，有平台的，有策略版本的。各有各的好处，不过最大的问题就是不成体系，要不是数据问题，语言通信问题，整合问题，二开问题， 始终绕不过单机玩玩无法形成一套完善成品。 而上上策将解决这个问题，上上策开源后命名为“KTrader”。 Ktrader 将包括Python，Java，PHP, nodejs , H5 , react，安卓，linux，mongodb，mysql 等技术。 一套体系全部用一个docker 镜像打包集成。 KTrader核心集成了数字货币交易，改改前端，策略改变以下，买卖接口一换可以做任何期货交易对品种的回测实盘。

················ 纯粹交易程序直达》》》》 》》》核心交易程序仓库： https://gitee.com/ar-frame/bigdata 《 《《《 《《《《 《《《《《 纯粹交易程序直达》》》》

···············

只关心交易以下内容可不看 只关心交易以下内容可不看 只关心交易以下内容可不看

系统截图

后台管理

后台管理2

产品网站

回测

系统架构图

系统架构图

【1.准备篇】

操作系统: Linux 5.10.0-13 debian 11 64位 独立IP: 本教程所使用系统为本地搭建IP为 192.168.101.177 docker: Docker version 20.10.17, build 100c701

推荐 debian 安装docker 命令:

sudo apt-get update
sudo apt-get install \
    ca-certificates \
    curl \
    gnupg \
    lsb-release
    
curl -fsSL https://download.docker.com/linux/debian/gpg | sudo gpg --dearmor -o /usr/share/keyrings/docker-archive-keyring.gpg

echo \
  "deb [arch=$(dpkg --print-architecture) signed-by=/usr/share/keyrings/docker-archive-keyring.gpg] https://download.docker.com/linux/debian \
  $(lsb_release -cs) stable" | sudo tee /etc/apt/sources.list.d/docker.list > /dev/null

sudo apt-get update
sudo apt-get install docker-ce docker-ce-cli containerd.io

【2.运维篇】

1 导入镜像

下载镜像

ktrader2.1.tar.gz 下载地址

链接：https://pan.baidu.com/s/1mxQ_seHE5caIk_1DgxLbmQ?pwd=3x2r

导入命令

gunzip -c ktrader2.1.tar.gz | docker import - ktrader2.1_debian_img

2 创建容器

1 debian 推荐

docker run -itd --privileged=true -v /var/yp/trader:/var/yp/trader --name ktrader2.1 -p 19001:22 -p 19002:19002 -p 19003:19003 -p 19004:19004 -p 19005:19005 -p 19006:19006 -p 19007:19007 -p 19008:19008 -p 19009:19009 -p 12315:12315 -p 12316:12316 -p 12317:12317 -p 12318:12318 -p 12319:12319 ktrader2.1_debian_img /sbin/init

2 centos --volume dbus connect problem

docker run -itd --privileged=true -v /var/yp/trader:/var/yp/trader --volume /sys/fs/cgroup:/sys/fs/cgroup:ro --name ktrader2.1 -p 19001:22 -p 19002:19002 -p 19003:19003 -p 19004:19004 -p 19005:19005 -p 19006:19006 -p 19007:19007 -p 19008:19008 -p 19009:19009 -p 12315:12315 -p 12316:12316 -p 12317:12317 -p 12318:12318 -p 12319:12319 ktrader2.1_debian_img /sbin/init

3 恢复数据

数据下载地址

链接：https://pan.baidu.com/s/1jibyoaeAVHJxexhB_0qG5A?pwd=hcii

trader.tar.gz 主要是mysql, mongodb单独数据 sftp 上传至 /var/yp/trader

4 替换ip

目前服务器测试ip 192.168.101.177 /var/yp/source需要全部替换成 您的ip

参考替换命令

sed -i "s/192.168.101.177/你的ip/g" `grep 192.168.101.177 -rl /var/yp/source`

服务(app调用)

启动ws

/var/yp/source/tchecker/checker/start.sh stat

关闭ws

/var/yp/source/tchecker/checker/start.sh stop

数据(爬虫)数据来源gateio

开启

nohup python3 /var/yp/source/bigdata/src/LiveWebSocketGtNew.py eth > /dev/null &
nohup python3 /var/yp/source/bigdata/src/LiveWebSocketGtNew.py eos > /dev/null &
nohup python3 /var/yp/source/bigdata/src/LiveWebSocketGtNew.py btc > /dev/null &

关闭

ps aux|grep LiveWeb|awk '{print $2}'|xargs kill -9

【3.配置篇】

端口映射

19001 sshd
19002 mysqld
19003 运营网站
19004 trader web client
19005 tchecker
19006 tchecker_admin
19007 tchecker_admin service
19008 bestplan client service

web socket pair bind port

12315 => ETH-USDT
12316 => EOS-USDT
12317 => BTC-USDT

磁盘绑定

/var/yp/trader > /var/yp/trader 主要用于存放 mysql, mongodb数据便于导出维护

【4.说明篇】

系统导航

后台

http://192.168.101.177:19006/login/login adminarcz 123456

产品前台

http://192.168.101.177:19003

web 客户端

http://192.168.101.177:19004/home

API_SERVICE_ADDRESS

http://192.168.101.177:19008

API_SERVICE_KEY

AABBCCKTRADER2022

ssh

host: 192.168.101.177 port: 19001 user: root password: 123456

mysql

root: 123456

mongodb

端口27017 无auth

数据目录

/var/yp/trader 第一次导入需要先恢复数据 trader.tar.gz 解压里面包含mysql, mongodb 目录上传到这个目录 给所属权限分别是mysql, mongodb

源码目录

/var/yp/source

【5.回测篇】

启动回测

python | 脚本 | 网格单元金额 | 品种 | 开始日期 | now > 当前时间 | 10表示步进 为10分钟

python3 /var/yp/source/bigdata/src/Paint.py 100 BTC-USDT '2022-06-16 21:00:00' now 10

策略说明

交易策略

KTrader 默认实现了一类似于RSI的能级因子code，code在 10W ~ 50W之间波动，当超买或者超卖code会有显著差异

下单策略

核心是马丁，网格金额随着振幅加大逐渐增大，模拟盘网格信号级别最大为8，实盘最大加仓为 3倍单元金额

平仓策略

模拟盘无，实盘反向做单为2倍 单元金额，当盈利并且持仓超过指定金额，在下次减仓交易信号出现时平仓，记录交易日志

增大级别简略说明：

1 |
2 ||
3 ||||
4 |||||
5 ||||||||
6 |||||||||||||
7 ||||||||||||||||||||
8 |||||||||||||||||||||||||||||||||

信号越大，操作越靠谱

trade records 
index    type     currency price    timedate            code     complete suc      profit   pprice   ptimedate           pt      
0        buy      100.0    1102.00  2022-06-22 09:59:59 522710   0        1        4.626    1152.98  2022-06-24 09:49:57 0.04422 
1        buy      112.5    1088.29  2022-06-22 11:49:59 439010   0        1        6.687    1152.98  2022-06-24 09:49:57 0.05611 
2        sell     100.0    1102.40  2022-06-22 13:09:59 211507   0        2        -4.588   1152.98  2022-06-24 09:49:57 0.04387 
3        buy      100.0    1098.22  2022-06-22 13:49:59 475927   0        1        4.986    1152.98  2022-06-24 09:49:57 0.04749 
4        buy      112.5    1079.56  2022-06-22 14:19:59 480587   0        1        7.651    1152.98  2022-06-24 09:49:57 0.06368 
5        buy      131.25   1067.49  2022-06-22 15:09:59 387045   0        1        10.511   1152.98  2022-06-24 09:49:57 0.07415 
6        sell     100.0    1079.95  2022-06-22 16:29:57 244013   0        2        -6.762   1152.98  2022-06-24 09:49:57 0.06334 
7        buy      100.0    1075.44  2022-06-22 16:39:59 364584   0        1        7.210    1152.98  2022-06-24 09:49:57 0.06725 
8        sell     100.0    1091.70  2022-06-22 17:59:59 243382   0        2        -5.613   1152.98  2022-06-24 09:49:57 0.05315 
9        buy      100.0    1088.66  2022-06-22 18:39:59 399788   0        1        5.908    1152.98  2022-06-24 09:49:57 0.05579 
10       buy      112.5    1079.67  2022-06-22 21:19:59 472122   0        1        7.639    1152.98  2022-06-24 09:49:57 0.06358 
11       buy      131.25   1062.90  2022-06-23 00:09:59 522663   0        1        11.123   1152.98  2022-06-24 09:49:57 0.07813 
12       buy      165.625  1052.70  2022-06-23 04:49:59 320092   0        1        15.777   1152.98  2022-06-24 09:49:57 0.08697 
13       sell     100.0    1060.33  2022-06-23 06:09:57 236630   0        2        -8.738   1152.98  2022-06-24 09:49:57 0.08036 
14       buy      100.0    1055.21  2022-06-23 06:19:59 400762   0        1        9.265    1152.98  2022-06-24 09:49:57 0.08480 
15       sell     100.0    1060.66  2022-06-23 06:39:57 256350   0        2        -8.704   1152.98  2022-06-24 09:49:57 0.08007 
16       buy      100.0    1058.17  2022-06-23 07:19:55 443500   0        1        8.960    1152.98  2022-06-24 09:49:57 0.08223 
17       buy      112.5    1050.20  2022-06-23 07:49:58 542672   0        1        11.010   1152.98  2022-06-24 09:49:57 0.08914 
18       sell     100.0    1071.10  2022-06-23 08:39:56 230074   0        2        -7.644   1152.98  2022-06-24 09:49:57 0.07102 
19       sell     112.5    1077.83  2022-06-23 08:49:59 221830   0        2        -7.844   1152.98  2022-06-24 09:49:57 0.06518 
20       buy      100.0    1084.89  2022-06-23 09:59:59 350935   0        1        6.276    1152.98  2022-06-24 09:49:57 0.05906 
21       buy      112.5    1078.45  2022-06-23 11:39:59 492275   0        1        7.775    1152.98  2022-06-24 09:49:57 0.06464 
22       sell     100.0    1103.13  2022-06-23 15:09:59 220953   0        2        -4.519   1152.98  2022-06-24 09:49:57 0.04324 
23       buy      100.0    1097.58  2022-06-23 15:29:59 512371   0        1        5.047    1152.98  2022-06-24 09:49:57 0.04805 
24       sell     100.0    1111.91  2022-06-23 18:39:59 228357   0        2        -3.694   1152.98  2022-06-24 09:49:57 0.03562 
25       buy      100.0    1107.68  2022-06-23 19:09:59 548010   0        1        4.090    1152.98  2022-06-24 09:49:57 0.03929 
26       sell     100.0    1109.63  2022-06-23 19:29:58 238971   0        2        -3.907   1152.98  2022-06-24 09:49:57 0.03760 
27       buy      100.0    1107.55  2022-06-23 19:39:59 414124   0        1        4.102    1152.98  2022-06-24 09:49:57 0.03940 
28       buy      112.5    1096.04  2022-06-23 23:29:57 356328   0        1        5.844    1152.98  2022-06-24 09:49:57 0.04939 
29       buy      131.25   1088.60  2022-06-23 23:39:59 373948   0        1        7.762    1152.98  2022-06-24 09:49:57 0.05584 
30       sell     100.0    1090.51  2022-06-24 01:29:59 253742   0        2        -5.729   1152.98  2022-06-24 09:49:57 0.05418 
31       sell     112.5    1100.71  2022-06-24 02:49:59 226562   0        2        -5.342   1152.98  2022-06-24 09:49:57 0.04533 
32       buy      100.0    1132.13  2022-06-24 04:39:57 474019   0        1        1.842    1152.98  2022-06-24 09:49:57 0.01808 
33       sell     100.0    1137.91  2022-06-24 04:49:59 239046   0        2        -1.324   1152.98  2022-06-24 09:49:57 0.01307 
34       buy      100.0    1134.19  2022-06-24 05:09:59 536171   0        1        1.657    1152.98  2022-06-24 09:49:57 0.01630 
35       buy      112.5    1126.59  2022-06-24 05:49:52 440462   0        1        2.635    1152.98  2022-06-24 09:49:57 0.02289 
最大占用 1221.88
最小占用 0.00
转化率 6.87
总体盈利 83.97
总单数 36 , 多单 23, 空单 13
当前价格 1152.98
方向 做多:数量1.13，金额1221.88，成本价1078.83

code 382837 buy, expect for sell  opt: no , code: 382837

买入信号:

opt: buy , code: 483977

.................................................................................................................................................................
................................................................................∧................................................................................
.............................................................................###.................................................................................
#........................................................................#######.................................................................................
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............................................................................####.................................................................................
.............................................................................###.∨...............................................................................
#.........................................................................######..∨..............................................................................
...............................................................................#.................................................................................
#............................................................................###.................................................................................
##........................................................######################...∨###.∧#.......................................................................
##......................................................................########.................................................................................
###.....................................................................########.......∨.........................................................................
#.........................................................................######..........∨......................................................................
########...........................................................#############...........∨#.∧#.................................................................
##...............................................................###############.............∨..........∧..................∧.∧#................................∧#
########..................................######################################................∨......∧.∨..................∨..∨####.............................
######....................................................######################.................∨###.∧.............∧.∧.∧##......................................
######...............................................###########################.....................∨....∨..........∨.∨............∨............................
#####...........................................################################...........................∨###....∧.................∨#....∧######............∧..
########................................########################################...............................∨.∧#....................∨.∧#.......∨##...∧###.∧...
###......................................................................#######................................∨....................................∨##....∨....
..........................................................................######........................................................∨.......................

卖出信号

  opt: sell , code: 243382

.................................................................................................................................................................
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###########.............................########################################.......................∨..∧#....∧......∨.........∧...∧.∨.........∧#.∧#...........
######...............................................###########################...............................∨.........∧......∧..∨#...∨......∧#..∨.....∧...∧...
###...................................................##########################........................∨#..............∨...∧###...........∨#..........∨#.∨#..∨##
##......................................................................########..........................................∨#.................∨#.............∨....
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#......................................................................#########.∧.∨.∨...........................................................................
................................................................................#................................................................................

自定义策略

关键函数：

def getPoint(self, timeStart, timeEnd):
#核心只需要实现返回字典
# timeStart 步进开始时间
# timeEnd   步进结束时间
    #数据处理逻辑...
    return {"trade_opt": "buy|sell|no","trade_msg": "交易信息"}

【6.实盘篇】

说明

本项目包含，运营，后台WEB，API服务，客户端等模块，如果仅需关注实盘交易，请参考核心交易bigdata部分，核心全为python编写，windows下也安装方便。

核心交易程序仓库： https://gitee.com/ar-frame/bigdata （纯python）

核心框架安装参考：windows系统图文安装ktrader教程

配置

系统集成了binance , okex , gateio 配置及密钥修改:conf.ini

; 开启实盘 no | yes
SHIPAN_ENABLE = yes

; 交易所 binance | okex | gateio 建议使用binance
TRADE_TYPE = binance

[gateio]
...
[okex]
...

[binance]
...

实盘启动

python | 脚本 | 网格单元金额 | 品种

python3 /var/yp/source/bigdata/src/Shipan.py 10 BTC-USDT

策略和回测的地方保持一致即可

【7.运营篇】

客户端打包

trader center H5 端

启动

npm start

编译

npm run build

trader client 安卓端 TraderClientAndroid

android-studio Build>generate signed apk release版本

签名文件 tradestrategy.jks

key pass / key store pass: 123456 key alias : test

代理管理

./create_registercode.sh 生成代理激活码

【8.杂篇】

基于此文档的视频操作教程

1.KTrader简介

2.如何回测

3.自定义策略

4.如何实盘

5.代理激活码生成

6.web版打包

7.安卓版打包

8.源码下载

dokcer 常用命令

container

docker export c | gzip > ./c.tar.gz
gunzip -c *.tar.gz | docker import - name

image

docker save
gunzip -c *.tar.gz | docker load

【更新日志】

2022/11/26 增加能级配置参数

[trade]

# 每次加仓价格波动率
SHIPAN_CON_GRID_INC_LEVEL_POINT = 0.00618
# 每次减仓价格波动率
SHIPAN_CON_GRID_DEC_LEVEL_POINT = 0.00818

# BUY 能级
STG_NG_UP = 320000
# SELL 能级
STG_NG_DOWN = 280000

; DB_TYPE mongodb | mysql
SHIPAN_DB_TYPE = mongodb

[trade]
# & 触发平仓盈利条件
SHIPAN_CON_PROFIT_USDT = 0.5

[mongo_store]
DB_HOST = 127.0.0.1
DB = store
DB_PASS =
DB_USER =


## 2022/08/05 store mongodb 支持

; DB_TYPE mongodb | mysql SHIPAN_DB_TYPE = mongodb

[trade]

& 触发平仓盈利条件

SHIPAN_CON_PROFIT_USDT = 0.5

[mongo_store] DB_HOST = 127.0.0.1 DB = store DB_PASS = DB_USER =

windows 环境只需要mongodb即可


## 2022/08/01 交易参数配置
conf.ini配置:

[trade]

反向减仓unit倍数

SHIPAN_FXJC_INDEX = 2

最大交易unit倍数

SHIPAN_TRADE_MAX_UNIT_INDEX = 3

触发正向盈利平仓仓位

SHIPAN_PC_ZX_USDTAMOUNT_LINE = 30

触发反向盈利平仓仓位

SHIPAN_PC_FX_USDTAMOUNT_LINE = 200

每次加仓价格波动率

SHIPAN_CON_GRID_INC_LEVEL_POINT = 0.00618

每次减仓价格波动率

SHIPAN_CON_GRID_DEC_LEVEL_POINT = 0.00818


## 2022/07/29 交易日志
* 增加文件平仓日志 csv 格式
* 更新数据来源 LiveWebSocketGtNew.py
* 清除冗余代码

## 2022/07/21 增加币安交易
* 增加 binace margin trade

安装扩展: `pip install binance-connector`

conf.ini配置:

; 交易所 binance | okex | gateio TRADE_TYPE = binance

[binance] apiKey = ************** secretKey = ******* httpProxies = ************



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【MIT】
* Copyright © 2022 dpbtrader, v: kozdpb
* ktrader学习交流q群: `259956472`


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*申明：本项目仅为交流学习作用，切勿用作第三方商业使用，鉴于网络，参数，品种的各种不确定性，没有100%赚钱的量化软件，使用此软件造成的损失与我方无关，交易有风险，投资需谨慎。*
The MIT License (MIT) Copyright © 2022 dpbtrader, v: kozdpb Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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Ktrader 开源量化系统 Ktrader 将包括Python，Java，PHP, nodejs , H5 , react，安卓，linux，mongodb，mysql 等技术。 一套体系全部用一个docker 镜像打包集成。 KTrader核心集成了数字货币交易，改改前端，策略改变以下，买卖接口一换可以做任何期货交易对品种的回测实盘。 展开 收起
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