Question

我正在尝试使用Oanda的REST API添加止损订单和买单。截至目前，我可以轻松指定止损价格，但是，我想根据当前价格计算我的止损。例如＆＃34; current_price＆＃34; + .1。我不是很熟悉Python，因此这是一个简单的问题，但这让我疯狂。任何帮助将不胜感激！

我收到此错误代码（当我尝试解决问题时还有许多其他错误代码）

trading.py", line 41, in <module>
    stopLoss = float("bid") -- float(.01)
ValueError: could not convert string to float: bid

提前致谢，代码如下

trading.py

import Queue
import threading
import time

from execution import Execution
from settings import STREAM_DOMAIN, API_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID
from strategy import TestRandomStrategy
from streaming import StreamingForexPrices


def trade(events, strategy, execution):
    """
    Carries out an infinite while loop that polls the
    events queue and directs each event to either the
    strategy component of the execution handler. The
    loop will then pause for "heartbeat" seconds and
    continue.
    """
    while True:
        try:
            event = events.get(False)
        except Queue.Empty:
            pass
        else:
            if event is not None:
                if event.type == 'TICK':
                    strategy.calculate_signals(event)
                elif event.type == 'ORDER':
                    print "Executing order!"
                    execution.execute_order(event)
        time.sleep(heartbeat)


if __name__ == "__main__":
    heartbeat = 0  # Half a second between polling
    events = Queue.Queue()

    # Trade 1000 unit of EUR/USD
    instrument = "EUR_USD"
    units = 1000
    stopLoss = float("bid") -- float(.01)

    # Create the OANDA market price streaming class
    # making sure to provide authentication commands
    prices = StreamingForexPrices(
        STREAM_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID,
        instrument, events
    )

    # Create the execution handler making sure to
    # provide authentication commands
    execution = Execution(API_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID)

    # Create the strategy/signal generator, passing the
    # instrument, quantity of units and the events queue
    strategy = TestRandomStrategy(instrument, units, events, stopLoss)

    # Create two separate threads: One for the trading loop
    # and another for the market price streaming class
    trade_thread = threading.Thread(target=trade, args=(events, strategy, execution))
    price_thread = threading.Thread(target=prices.stream_to_queue, args=[])

    # Start both threads
    trade_thread.start()
    price_thread.start()

execution.py

import httplib
import urllib


class Execution(object):
    def __init__(self, domain, access_token, account_id):
        self.domain = domain
        self.access_token = access_token
        self.account_id = account_id
        self.conn = self.obtain_connection()

    def obtain_connection(self):
        return httplib.HTTPSConnection(self.domain)

    def execute_order(self, event):
        headers = {
            "Content-Type": "application/x-www-form-urlencoded",
            "Authorization": "Bearer " + self.access_token
        }
        params = urllib.urlencode({
            "instrument" : event.instrument,
            "units" : event.units,
            "type" : event.order_type,
            "side" : event.side,
            "stopLoss" : event.stopLoss

        })
        self.conn.request(
            "POST",
            "/v1/accounts/%s/orders" % str(self.account_id),
            params, headers
        )
        response = self.conn.getresponse().read()
        print response

Event.py

class Event(object):
    pass


class TickEvent(Event):
    def __init__(self, instrument, time, bid, ask):
        self.type = 'TICK'
        self.instrument = instrument
        self.time = time
        self.bid = bid
        self.ask = ask


class OrderEvent(Event):
    def __init__(self, instrument, units, order_type, side, stopLoss):
        self.type = 'ORDER'
        self.instrument = instrument
        self.units = units
        self.order_type = order_type
        self.side = side
        self.stopLoss = stopLoss

Strategy.py

import random

from event import OrderEvent


class TestRandomStrategy(object):
    def __init__(self, instrument, units, events, stopLoss):
        self.instrument = instrument
        self.units = units
        self.events = events
        self.ticks = 0
        self.stopLoss = stopLoss

    def calculate_signals(self, event):
        if event.type == 'TICK':
            self.ticks += 1
            if self.ticks % 1 == 0:
                side = random.choice(["buy"])
                order = OrderEvent(
                    self.instrument, self.units, "market", side, self.stopLoss
                )
                self.events.put(order)

再次感谢..

Answer 1

如果要组合字符串，则应将float转换为字符串

""+str(.1)

如何在python中为字符串添加整数--Oanda API

1 个答案: