建议在国内期货实时交易时段运行ctpExampleLiveSimulation.py,进行实盘模拟交易,其接收的是1分钟bar或k线实时数据。周一至周五的交易时段如下:
Starting with releasebacktradersupports live data and live trading. Oanda
It may not seem obvious butbacktraderdoesn’t know that trading is very slow and the next tick will come in around32seconds later. With no provisions in place a resampled bar with time23:05:30.000000would be delivered around29 secondstoo late. That’s why the live feed wakes up everyxsec...
from __future__ import (absolute_import, division, print_function, unicode_literals) import argparse import datetime # The above could be sent to an independent module import backtrader as bt from backtrader.utils import flushfile # win32 quick stdout flushing class TestStrategy(bt.Strategy): par...
在进行任何交易活动之前,示例等待data.LIVE数据状态通知。 这可能是任何实时策略中需要考虑的事情。 VCStore - 存储库 存储库是实时数据源/交易支持的关键,为COMAPI 和数据源以及经纪人代理的需求之间提供一层适应性。 提供获取经纪人实例的方法: VCStore.getbroker(*args, **kwargs) ...
Starting with release1.5.0, backtrader supports Live Data Feeds and Live Trading. The first integrated entity is: 从1.5.0版开始,backtrader支持实时数据源和实时交易。第一个集成实体是: Interactive Brokers 互动经纪人 This was long sought goal since the inception of the platform as a small idea. Th...
self._tradingcal = None # TradingCalendar() self._pretimers = list() self._ohistory = list() self._fhistory = None 可以看出,初始化函数只是设置了类属性(只描述公共属性,私有属性主要用于类函数实现,具体用到的时候在讨论),这些属性如下表所示,具体如何使用我们在。
cal可以是TradingCalendar的实例、字符串或pandas_market_calendars的实例。字符串将被实例化为PandasMarketCalendar(需要系统中安装pandas_market_calendar模块。 如果传递的是 TradingCalendarBase 的子类(而不是实例),它将被实例化 BackTrader 中文文档(二)(4)https://developer.aliyun.com/article/1489219文章标签: Pyt...
params=(('preload',True),('runonce',True),('maxcpus',None),('stdstats',True),('oldbuysell',False),('oldtrades',False),('lookahead',0),('exactbars',False),('optdatas',True),('optreturn',True),('objcache',False),('live',False),('writer',False),('tradehistory',False),('...
Backtrader has three options for live trading. These are Interactive Brokers, Visual Charts and Oanda. The base logic is the same during live trading. It just needs a couple of adding to be able to send actual orders instead of opening simulated ones. For example, to go live-trading on Oa...