'trading':实盘, 'backtest':回测 'quote_mode': quote_mode, # 回测参数 'backtest':detail, #还可以传入自定义参数 'n1' :5, 'n2':20, 'trade_stock': '600519.SH' } user_script = sys.argv[0] # 当前脚本路径,相对路径,绝对路径均可,此处为绝对路径的方法 print(user_script) result = run...
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+...
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...
The heart of calculating drawdown lies in the following steps. You need to define a function to compute the drawdown using the provided stock price data. Here is the code explained line by line: Define a function name calculate_drawdown whose input is a data frame of a stock historical price...
│ └── trading │└── __init__.py ├── log_files │ ├── __main__.log │ ├── cerebra.log │ ├── current_stock_info.log │ └── request_head.log ├── t_script └── tools ├── __pycache__ │ ├── common_tools.cpython-38.pyc ...
qstock与其他量化库的区别就是,返回的数据列名是证券的名称,而不是证券的代码,注意这一点就好。 3.数据计算 轮动策略的第二个核心就是强弱排序,这里采用的是动量策略的规则,每天买入前N个交易日涨幅最大的那一个ETF,因此需要计算出每个ETF在每一天的前N个交易日的涨幅。 为了方便后面的回测,还需要顺带计算出每...
For unsubscribe : breeze.unsubscribe_feeds(exchange_code= "BFO", stock_code="BSESEN", expiry_date="18-Feb-2025", strike_price="78200", right="call", product_type="options", get_market_depth=True , get_exchange_quotes=False ) Subscribe oneclick strategy stream breeze.subscribe_feeds(stock...
Finally, to run a script of commands:: $ ./quant < commands.txt An example script is provided in scripts/example.txt. It is suggested that you read it and then execute it: $ ./quant < scripts/example.txt Misc If you are developing new strategies, you may want to install HDFView, as...
The Data Engineering Summit (DES) 2025, presented by AIM Media House, returns for its fourth edition on May 15–16, Email: info@aimmediahouse.com Our Offices AIM India 1st Floor, Sakti Statesman, Marathahalli – Sarjapur Outer Ring Rd, Green Glen Layout, Bellandur, Bengaluru, Karnataka 560103...
Python-based setup to automate forex trading We have created a working version of our Python-based forex trading setup to trade forex algorithmically. It is meant for forex trading with the Interactive Brokers API using Python. This script allows you to execute transactions in the forex market us...