合約量化/量化合約/現(xiàn)貨期權(quán)交易所系統(tǒng)開發(fā)(詳細策略及案例)
What is a quantitative trading robot? In essence,the trading robot is a software program that directly interacts with the financial exchange(usually uses API to obtain and interpret relevant information),and issues trading orders according to the interpretation of market data.These robots make these decisions by monitoring the market price trend and responding to a set of preset and programmed rules.Generally,a trading robot will analyze market behavior,such as trading volume,order,price and time.They can usually be programmed according to your own preferences. 自動交易機器人在云服務(wù)器上24小時運行。初始化設(shè)置參數(shù)之后,機器人將按照策略進行自動交易。達到設(shè)定條件自動買入或者賣出,無須長時間盯盤。機器人內(nèi)置多種交易策略,滿足不同的類型。設(shè)置策略后,機器人將智能分配每次進單的條件,嚴(yán)格執(zhí)行交易策略,交易補單策略,根據(jù)當(dāng)前行情,云大數(shù)據(jù)實時調(diào)整。 import os 開發(fā)模板源碼:MrsFu123 import pandas as pd import tushare as ts import numpy as np from pathlib import Path import matplotlib.pyplot as plt import mplfinance as mpf import matplotlib as mpl from cycler import cycler#用于定制線條顏色 import time #分紅 def dividend(ts_code):案例及源碼I35流程7O98開發(fā)O7I8 df=pro.dividend(ts_code=ts_code) df.to_csv('dividend.csv',encoding='utf_8_sig') #畫市柱狀圖 def draw_finance(ts_codes,begin_count,end_count=-1): df=load_data(ts_codes) fig=plt.figure() ax=fig.add_subplot(111) opens=df['open'].values[begin_count:end_count] closes=df['close'].values[begin_count:end_count] highs=df['high'].values[begin_count:end_count] lows=df['low'].values[begin_count:end_count] dates=df['trade_date'].values[begin_count:end_count] vols=df['vol'].values[begin_count:end_count] data=[dates,opens,closes,highs,lows,vols] data=np.transpose(data)#矩陣轉(zhuǎn)置 df=pd.DataFrame(data,columns=['Date','Open','Close','High','Low','Volume']) df['Date']=pd.to_datetime(df['Date']) df.set_index(['Date'],inplace=True) #df.index.name='Date' #設(shè)置基本參數(shù) #type:繪制圖形的類型,有candle,renko,ohlc,line等 #此處選擇candle,即K線圖 #mav(moving average):均線類型,此處設(shè)置7,30,60日線 #volume:布爾類型,設(shè)置是否顯