量化交易(量化合約)機(jī)器人系統(tǒng)開發(fā)(開發(fā)策略及規(guī)則)
什么是量化交易機(jī)器人?從本質(zhì)上來(lái)說(shuō),量化交易機(jī)器人是一個(gè)軟件程序,它直接與金融交易所交互,并根據(jù)市場(chǎng)數(shù)據(jù)的解釋代表你發(fā)出買賣指令 這些機(jī)器人通過(guò)監(jiān)控市場(chǎng)價(jià)格趨勢(shì)并根據(jù)一套預(yù)設(shè)和程序化的規(guī)則做出反應(yīng)來(lái)做出這些決定 通常,交易機(jī)器人會(huì)分析市場(chǎng)行為,比如交易量、訂單、價(jià)格和時(shí)間,這些通??梢愿鶕?jù)您自己的偏好進(jìn)行編程 class Calibration{ public: //參數(shù)原始模型,模型uint8_t buffer,size,json配置文件 Calibration(MNN::NetT*model,uint8_t*modelBuffer,const int bufferSize,const std::string&configPath); void runQuantizeModel(); private:開發(fā)功能及模式I35需求7O98開發(fā)O7I8 Calibration(); MNN::NetT*_originaleModel;//需要量化的模型 std::shared_ptr<MNN::CV::ImageProcess>_process;//負(fù)責(zé)image到tensor的轉(zhuǎn)化類 const int _binNums=2048; int _imageNum=0; int _width;詳細(xì)及源碼:MrsFu123 int _height; std::vector<std::string>_imgaes;//圖片,用于校正特征量化系數(shù)的 //Tensor and Info //tensor到對(duì)應(yīng)的TensorStatistic,TensorStatistic是描述tensor在量化過(guò)程中需要的統(tǒng)計(jì)數(shù)據(jù),后面有解釋 std::map<const MNN::Tensor*,std::shared_ptr<TensorStatistic>>_featureInfo; //所有的tensor std::map<int,const MNN::Tensor*>_tensorMap; //Op's name,Inputs,Outputs //op到input/output tensor的映射 std::map<std::string,std::pair<std::vector<MNN::Tensor*>,std::vector<MNN::Tensor*>>>_opInfo; //The scale results std::map<const MNN::Tensor*,std::vector<float>>_scales; std::shared_ptr<MNN::Interpreter>_interpreter; //keep mnn forward information MNN::Session*_session; MNN::Tensor*_inputTensor; std::vector<int>_inputTensorDims; std::string _featureQuantizeMethod="KL"; std::string _weightQuantizeMethod="MAX_ABS"; void _initMNNSession(const uint8_t*modelBuffer,const int bufferSize,const int channels); void _initMaps(); void _computeFeatureMapsRange(); void _collectFeatureMapsDistribution(); void _computeFeatureScaleKL(); void _computeFeatureScaleADMM(); void _updateScale(); //insert the dequantization op before the not supported op(int8),and insert dequantization op //after the output op,so that get original float data conveniently void _insertDequantize(); }; #endif//CALIBRATION_HPP