results = algo.run(pd.date_range(start,end, freq='1d')) print(results) 在上述Zipline策略中,initialize函数初始化要交易的股票和移动平均线周期,handle_data函数根据移动平均线的交叉情况执行买卖操作。通过TradingAlgorithm类创建回测算法实例,设置回测时间范围后运行回测,输出回测结果。 2.2 高频数据清洗(Pandas+...
Name)): with open("stock_data_%s_%s_days.csv" % (Code, Name), "a+", encoding='utf-8') as f: f.write("时间,开盘价,收盘价,最高价,最低价,成交量(手),成交额,振幅,涨跌幅,涨跌额,换手率\n") for i in
import baostock as bs import pandas as pd import numpy as np import cv2 import math import os #saveStockData是保存股票的数据的函数,code是股票代码,startDate,endDate是起始日期,rootPath是保存路径,flag是日d,周w,月m标识符 def saveStockData(code,startDate,endDate,rootPath,flag): rs = bs.query...
Open - When the stock market opens in the morning for trading, what was the price of one share? High - over the course of the trading day, what was the highest value for that day? Low - over the course of the trading day, what was the lowest value for that day? Close - When th...
Learn to use Python for analyzing data and trade in Stock Markets There are so many different trading or investing approaches as people in the market. Many existing tools support the most common ones, but if you really want to success with an innovative practice, you have to build it on yo...
PythonProgramming.net Python 金融教程(转) https://github.com/wizardforcel/data-science-notebook/blob/master/quant/python-programming-net-quant.md 一、入门和获取股票数据 您好,欢迎来到 Python 金融系列教程。在本系列中,我们将使用 Pandas 框架来介绍将金融(股票)数据导入 Python 的基础知识。从这里开始,我们...
My name is Jason Strimpel and I'm the creator of Getting Started With Python for Quant Finance. I traded my first stock and wrote my first line of code when I was 18. Since then: ☀️ I traded professionally for a hedge fund and an energy derivatives trading firm in Chicago wrackin...
Step 0: We suggest theAnaconda installerfor installing Python as it is easier to work with when it comes to programming in Python. Step 1: Once you have installed Anaconda, you will use the Anaconda prompt window to install the relevant files. ...
The goal of Quant is to provide a useful experimentation framework to explore trading strategies that are applicable to the casual investor who is managing a 401k, IRA, or other long-term investment. Quant can be used without any programming knowledge, but a decent grasp of Python will be req...
Use algorithmic trading to trade derivative futures contracts Dive into understanding CAPM - Capital Asset Pricing Model Use fundamental stock company data to create rules based trading algorithms Learn about alternatives to the Sharpe Ratio, such as the Sortino Ratio ...