量化合約系統(tǒng)開(kāi)發(fā)(源碼)丨成熟技術(shù)
什么是量化交易?
量化交易(Quantitative Trading)是通過(guò)數(shù)學(xué)模型和計(jì)算機(jī)算法對(duì)金融市場(chǎng)進(jìn)行分析和預(yù)測(cè),并基于此制定交易策略進(jìn)行投資交易的一種交易方式。與傳統(tǒng)的基本面分析、技術(shù)分析等方法不同,量化交易注重使用大量數(shù)據(jù)和科學(xué)的方法進(jìn)行研究,減少了人為因素的影響,提高了交易的效率和準(zhǔn)確性。
量化交易的特征在于,它是一種基于數(shù)據(jù)和科學(xué)方法的交易方式,通常涉及大量數(shù)據(jù)分析、統(tǒng)計(jì)學(xué)、計(jì)算機(jī)科學(xué)等知識(shí)領(lǐng)域。與傳統(tǒng)交易相比,量化交易使用了更加精細(xì)和高效的交易策略,能夠更快速地獲取市場(chǎng)信息、分析市場(chǎng)趨勢(shì)和規(guī)律,并進(jìn)行相應(yīng)的交易決策。
std::string logString="[code|"+logMessage.code+",order_type|"+logMessage.orderType+",orderid|"+to_string(logMessage.orderid)+",market_price_of_send_order|"+to_string(logMessage.currentPrice)+",market_time_of_send_order|"+logMessage.currentMarketTime+",send_order_price|"+to_string(logMessage.orderPrice)+",send_order_time|"+logMessage.sendOrderTime+",receive_trade_price|"+to_string(receiveTradePrice)+",receive_trade_time|"+this->__tqz_getCurrentTime()+",lots|"+to_string(lots)+",volScale|"+to_string(this->_ctx->stra_get_comminfo(this->_code.c_str())->getVolScale())+",order_comment|"+logMessage.orderComment+"]";
this->_ctx->tqz_writeLog(this->_tradeChange_log_filename,logString);
}
void WtHftStraDemo::__tqz_writeCancelOrderCountsLog(const std::string code){
int now=this->__tqz_getCurrentHourMinute();
if(now<1500||now>1630)
return;開(kāi)發(fā)需求及案例I59分析2OO7詳細(xì)3O69
uint32_t cancel_order_counts=this->_ctx->tqz_getCancelCounts(code.c_str());
std::string logString="[code|"+code+",cancel_order_counts|"+to_string(cancel_order_counts)+"]";
this->_ctx->tqz_writeLog(this->__tqz_getLogFileName(CANCEL_ORDER_COUNTS_TYPE),logString);
}
TQZLogMessage WtHftStraDemo::__tqz_getNewLogMessage(std::string code,uint32_t orderid,double currentPrice,double orderPrice,char*orderType,std::string currentMarketTime,std::string sendOrderTime,std::string orderComment){
return TQZLogMessage(code,orderid,currentPrice,orderPrice,orderType,currentMarketTime,sendOrderTime,orderComment);
} 關(guān)于區(qū)塊鏈項(xiàng)目技術(shù)開(kāi)發(fā)唯:yy625019,代幣發(fā)行、dapp智能合約開(kāi)發(fā)、鏈游開(kāi)發(fā)、多鏈錢(qián)包開(kāi)發(fā)
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鏈上合約開(kāi)發(fā)、ido開(kāi)發(fā)、商城開(kāi)發(fā)等,開(kāi)發(fā)過(guò)各種各樣的系統(tǒng)模式,更有多種模式、制度、案例、后臺(tái)等,成熟技術(shù)團(tuán)隊(duì),歡迎實(shí)體參考。
uint64_t WtHftStraDemo::__getCurrentTimestamp(){
const boost::posix_time::ptime now=boost::posix_time::microsec_clock::local_time();
const boost::posix_time::time_duration timeOfDay=now.time_of_day();
boost::posix_time::ptime epoch(boost::gregorian::date(1970,boost::gregorian::Jan,1));
boost::posix_time::time_duration time_from_epoch=boost::posix_time::second_clock::universal_time()-epoch;
return time_from_epoch.total_seconds();
}
bool WtHftStraDemo::__isNewScanInterval(const uint32_t scanInterval){
uint64_t now=this->__getCurrentTimestamp();
bool isNew=(now-this->_last_scan_time<scanInterval)?false:true;
if(isNew)
this->_last_scan_time=now;
return isNew;
}
void WtHftStraDemo::__lockBuy(){
this->_code_buy_lock=true;
}
void WtHftStraDemo::__lockSell(){
this->_code_sell_lock=true;
}
void WtHftStraDemo::__lockShort(){
this->_code_short_lock=true;
}
void WtHftStraDemo::__lockCover(){
this->_code_cover_lock=true;
}
void WtHftStraDemo::__unlockBuy(){
this->_code_buy_lock=false;
}
void WtHftStraDemo::__unlockSell(){
this->_code_sell_lock=false;
}
void WtHftStraDemo::__unlockShort(){
this->_code_short_lock=false;
}
void WtHftStraDemo::__unlockCover(){
this->_code_cover_lock=false;
}