現(xiàn)貨跟單/合約跟單/一鍵跟單系統(tǒng)開發(fā)(API對接火幣/幣安/OK交易所開發(fā))/項目案例
什么是量化交易?
量化交易(Quantitative Trading)是通過數(shù)學模型和計算機算法對金融市場進行分析和預測,And based on this,a trading strategy is developed for investment trading.與傳統(tǒng)的基本面分析、技術分析等方法不同,Quantitative trading emphasizes the use of a large amount of data and scientific methods for research,reducing the impact of human factors and improving the efficiency and accuracy of trading.
量化交易的特征在于,它是一種基于數(shù)據(jù)和科學方法的交易方式,通常涉及大量數(shù)據(jù)分析、統(tǒng)計學、計算機科學等知識領域。Compared with traditional trading,quantitative trading uses more sophisticated and efficient trading strategies,which can more quickly obtain market information,analyze Market trend and laws,and make corresponding trading decisions.
int PFLD::Impl::LoadModel(const char*root_path){
std::string model_file=std::string(root_path)+"/pfld-lite.mnn";
landmarker_=std::shared_ptr<MNN::Interpreter>(MNN::Interpreter::createFromFile(model_file.c_str()));
MNN::ScheduleConfig config;
config.numThread=1;
config.type=static_cast<MNNForwardType>(device_);
MNN::BackendConfig backendConfig;
backendConfig.precision=(MNN::BackendConfig::PrecisionMode)precision_;
backendConfig.power=(MNN::BackendConfig::PowerMode)power_;
backendConfig.memory=(MNN::BackendConfig::MemoryMode)memory_;
config.backendConfig=&backendConfig;
session_=landmarker_->createSession(config);
//nhwc to nchw
std::vector<int>dims{1,inputSize_,inputSize_,3};
input_tensor_=MNN::Tensor::create<float>(dims,NULL,MNN::Tensor::TENSORFLOW);
initialized_=true;
return 0;
}