【发布时间】：2020-09-24 19:15:43
【问题描述】：
我想通过 Google Cloud 设置一个交易机器人来全天候运行。
在 Google Cloud Functions 中，我使用运行时 Python 3.7 的内联编辑器。
我有两个问题：
1) Main.py 部分： 这里我复制了我的 Python 脚本（Trading Bot）的完整代码 - 请参阅下面的代码以供参考（在我的 IDE Spyder 中作为脚本运行时效果很好）。 然而，谷歌下面要求提供一个函数来执行。但是，我的代码只是一个没有主要功能的脚本。我可以把代码放在顶部，例如：“def trading_bot(self):”，然后缩进下面的剩余部分吗？ 虽然下面复制的代码作为脚本运行良好，但如果我在我的 IDE（Spyder）的顶部添加“def trading_bot（self）：”，代码似乎无法正常工作......我怎样才能确保代码当我从 Google Cloud（或我的 IDE）调用该函数时，该函数内的函数运行正常。
2）Requirements.txt 部分：您能否提供指导，我需要在那里放置什么，即我可以在某处查找我的代码中使用的依赖项吗？我使用 Anaconda 进行分发，为脚本导入的类位于下面提供的脚本的顶部。
感谢您的帮助。如果您认为 Google Cloud Functions 不是运行交易机器人的最佳方法，但在我看来它似乎是最简单的解决方案，也很高兴收到您的建议。
import bitmex
import json
from time import sleep
from bitmex_websocket import BitMEXWebsocket
import logging, time, requests
import numpy as np
import pandas as pd
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import warnings
warnings.filterwarnings("ignore")
from datetime import datetime
import math
from statistics import mean
#-------------------------
#variable
symbol = "XBTUSD"
#standard API connection
api_key = "XXX"
api_secret = "XXX"
#True for testnet
client = bitmex.bitmex(test=False, api_key=api_key, api_secret=api_secret)
#------------------
# Trading algorithm
symbol = "XBTUSD"
ordType = 'Stop'
#starting order quantity
orderQty = 1
leftBars = 6
rightBars = 2
#round to 0.5
def round_to_BTC(n):
result = round(n*2)/2
return result
t=1
while t < 1000000:
time_now = (time.strftime('%H:%M:%S', time.localtime(int(time.time()))))
t_now = time_now[6:8]
t1 = "00"
t2 = "59"
FMT = '%S'
def days_hours_minutes_seconds(td):
return td.days, td.seconds//3600, (td.seconds//60)%60, td.seconds
if t_now == str('00'):
#give 1 second to candlestick to properly close
sleep(1)
elif t_now > str('00') and t_now <= str('59'):
s1 = datetime.strptime(t2, FMT) - datetime.strptime(t_now, FMT)
s1_seconds = days_hours_minutes_seconds(s1)[3]+2
sleep(s1_seconds)
else:
pass
time_now = (time.strftime('%H:%M:%S', time.localtime(int(time.time()))))
print("The time is now: " + time_now)
#most recent swing candles, get highs and lows / #binsizes = {"1m": 1, "5m": 5, "1h": 60, "1d": 1440}
#+1 is the middle bar
totalBars = leftBars + rightBars + 1
swing_candles = client.Trade.Trade_getBucketed(symbol=symbol, binSize="1m", count=totalBars, reverse=True).result()[0]
last_highs = []
last_lows = []
i=0
while i <= (len(swing_candles)-1):
last_highs.append(swing_candles[i]["high"])
last_lows.append(swing_candles[i]["low"])
i += 1
#get the highest high and the lowest low
highest_high = max(last_highs)
lowest_low = min(last_lows)
#check if there are existing positions & orders
if client.Position.Position_get().result()[0] != []:
positions_quantity = client.Position.Position_get().result()[0][0]["currentQty"]
else:
positions_quantity = 0
#check existing orders
buy_orders_quantity = []
sell_orders_quantity = []
orders_quantity = client.Order.Order_getOrders(filter=json.dumps({"open": True})).result()[0]
h=0
while h <= len(orders_quantity)-1:
if orders_quantity[h]["side"] == "Sell":
sell_orders_quantity.append(orders_quantity[h])
elif orders_quantity[h]["side"] == "Buy":
buy_orders_quantity.append(orders_quantity[h])
h += 1
if highest_high == last_highs[rightBars] and positions_quantity == 0:
if buy_orders_quantity == []:
client.Order.Order_new(symbol = symbol, orderQty = orderQty*1, side = "Buy", ordType = 'Stop', stopPx = (highest_high+0.5), execInst ='LastPrice' ).result()
elif buy_orders_quantity != []:
orderID = buy_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*1, stopPx = (highest_high+0.5)).result()
else:
pass
elif highest_high == last_highs[rightBars] and positions_quantity > 0:
#dont place any additional long
pass
elif highest_high == last_highs[rightBars] and positions_quantity < 0:
if buy_orders_quantity != []:
orderID = buy_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*2, stopPx = (highest_high+0.5)).result()
else:
client.Order.Order_new(symbol = symbol, orderQty = (orderQty)*2, side = "Buy", ordType = 'Stop', stopPx = (highest_high+0.5), execInst ='LastPrice' ).result()
elif lowest_low == last_lows[rightBars] and positions_quantity == 0:
if sell_orders_quantity == []:
client.Order.Order_new(symbol = symbol, orderQty = (orderQty)*-1, side = "Sell", ordType = 'Stop', stopPx = (lowest_low-0.5), execInst ='LastPrice' ).result()
elif sell_orders_quantity != []:
orderID = sell_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*-1, stopPx = (lowest_low-0.5)).result()
else:
pass
elif lowest_low == last_lows[rightBars] and positions_quantity < 0:
#dont place any additional shorts
pass
elif lowest_low == last_lows[rightBars] and positions_quantity > 0:
if sell_orders_quantity != []:
orderID = sell_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*-2, stopPx = (lowest_low-0.5)).result()
else:
client.Order.Order_new(symbol = symbol, orderQty = (orderQty)*-2, side = "Sell", ordType = 'Stop', stopPx = (lowest_low-0.5), execInst ='LastPrice' ).result()
positions_quantity = client.Position.Position_get().result()[0][0]["currentQty"]
buy_orders_quantity = []
sell_orders_quantity = []
orders_quantity = client.Order.Order_getOrders(filter=json.dumps({"open": True})).result()[0]
h=0
while h <= len(orders_quantity)-1:
if orders_quantity[h]["side"] == "Sell":
sell_orders_quantity.append(orders_quantity[h])
elif orders_quantity[h]["side"] == "Buy":
buy_orders_quantity.append(orders_quantity[h])
h += 1
if positions_quantity > 0:
if sell_orders_quantity != []:
orderID = sell_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*-2).result()
elif positions_quantity < 0:
if buy_orders_quantity != []:
orderID = buy_orders_quantity[0]["orderID"]
client.Order.Order_amend(orderID=orderID, orderQty=orderQty*2).result()
print("Your current position is " + str(positions_quantity))
print("This is iteration: " + str(t))
t += 1
【问题讨论】：