現(xiàn)貨期權(quán)交易所/量化合約/合約量化系統(tǒng)開發(fā)(開發(fā)規(guī)則及詳細(xì))
The contract trading system is a derivative product of digital assets.Users can gain gains from the rise/fall of the price of digital assets by judging the rise and fall and choosing to buy long or sell short contracts.The contract trading system uses the differential delivery mode.When the contract expires,all open positions will be closed according to the arithmetic average price of the last period of the index price,rather than physical delivery def in_longhu(ts_code,date): date=str(date) y=date[0:4] m=date[4:6] d=date[6:8] global market #date=y+'-'+m+'-'+d path='./longhudata/' faceDir=Path(path) if faceDir.exists():開發(fā)詳情版I35設(shè)計(jì)7O98詳細(xì)O7I8? file_dir=path+market+date+'.csv' else: os.mkdir(faceDir) file_dir=path+market+date+'.csv' #判斷文件是否存在,不存在則通過網(wǎng)絡(luò)接口獲得 if os.path.exists(file_dir):案例及功能:MrsFu123 df=pd.read_csv(file_dir) codes=df['ts_code'].values else: #初始化pro接口 pro=ts.pro_api('ee5c0e991e17949cdafbcf8ec42321ef4bac94e9ca3474e4d62313a3') df=pro.top_list(trade_date=date) df.to_csv(file_dir,index=False,encoding="utf_8_sig") codes=df['ts_code'].values #print(codes) for c in codes: if c==ts_code: print(c,ts_code,date,True) return True #print(date,ts_code,False) return False def get_gainian(): pro=ts.pro_api('ee5c0e991e17949cdafbcf8ec42321ef4bac94e9ca3474e4d62313a3') path='./概念/' dir=Path(path) if not dir.exists(): os.mkdir(dir) file=path+'A概念.csv' if os.path.exists(file): df=pd.read_csv(file) else: df=pro.concept() df.to_csv(file,encoding='utf_8_sig') names=df['name'].values codes=df['code'].values for name,code in zip(names,codes): name=str.replace(name,'/','') namefile=path+name+'.csv' if not os.path.exists(namefile): df=pro.concept_detail(id=code) df.to_csv(namefile,encoding='utf_8_sig') #獲取代碼對(duì)應(yīng)的名字 def get_code_name(ts_code): code_list=pd.read_csv('al