极值波动策略

#分布判断，如果可行，修改g.long或g.short，返回True
#使用g.orderprice和g.mm判断
def distcheck(): 
    jl=1   #预设的盈利距离
    idx=int(g.orderprice/g.step) #求出区间索引
    buycnt=len([x for x in g.buy if x>0])
    sellcnt=len([x for x in g.sell if x>0])
    
    if g.mm==1:  #买入
        #if buycnt-sellcnt>0:
            #return False
        for i in range((idx+jl),len(g.sell)):    #遍历寻找
            if g.sell[i]>0:
                print("买入%.2f(%.2f)"%(g.orderprice,g.sell[i]))
                g.sell[i]=0
                return True
        if g.buy[idx]==0:
            g.buy[idx]=g.orderprice
            print("买入%.2f"%(g.orderprice))
            return True
    if g.mm==-1:  #卖出
        #if sellcnt-buycnt>0:
            #return False
        for i in range((idx-jl),0,-1):    #遍历寻找
            if g.buy[i]>0:
                print("卖出%.2f(%.2f)"%(g.orderprice,g.buy[i]))
                g.buy[i]=0
                return True
        if g.sell[idx]==0:
            g.sell[idx]=g.orderprice
            print("卖出%.2f"%(g.orderprice))
            return True
            
    return False