【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。

系统截图

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

卖出信号

opt: sell , code: 243382 ................................................................................................................................................................. .............................................................................###................................................................................. .............................................................................###................................................................................. .............................................................................###..................................∧.............................................. ###..............................................................###############.....................∧.............∨............................................. ###.............................................................################....................∧.......∧#............................∧...................... ############..........................................##########################......................∨.......∨..∧..∨##...........∧...∧..∧............∧.......... ###########.............................########################################.......................∨..∧#....∧......∨.........∧...∧.∨.........∧#.∧#........... ######...............................................###########################...............................∨.........∧......∧..∨#...∨......∧#..∨.....∧...∧... ###...................................................##########################........................∨#..............∨...∧###...........∨#..........∨#.∨#..∨## ##......................................................................########..........................................∨#.................∨#.............∨.... ...............................................................................#................................................................................. #.............................................................................##..................∧#............................................................. ...............................................................................#................................................................................. ............................................................................####...............∧##............................................................... ............................................................................####.............∧#.................................................................. ..............................................................................##................................................................................. #...........................................................................####...........∧..................................................................... .............................................................................###.........∧..∨.................................................................... .............................................................................###........∧.∨...................................................................... #...........................................................................####..∧.∧.∧#......................................................................... #......................................................................#########.∧.∨.∨........................................................................... ................................................................................#................................................................................

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】

2022/08/05 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

2022/07/21 增加币安交易

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 = ************

【MIT】

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。