如果您想更改由strategy_code1引用的类代码,如第 7 步所示,请参考 第八章 的EMA-Regular-Order strategy – uploading the strategy on the AlgoBulls trading platform配方中的There's more…部分,Algorithmic Trading Strategies – Coding Step by Step。 EMA–Regular–Order strategy – real trading the strate...
start_date, end_date): """下载一系列股票的历史调整收盘价""" data = yf.download(tickers, start=start_date, end=end_date)['Adj Close'] returndata defcalculate_correlation(df): """计算输入数据框的相关矩阵""" returndf.corr() defplot_pairs_trading(ticker1, ticker2, window...
Calculate the rolling maximum of the df variable. This will give you a pandas Series or DataFrame with the highest historical value of the strategy’s cumulative returns at each point in time. Computes the drawdown of the strategy by subtracting the previous peaks from the cumulative returns and...
# Print the maximum expected loss for the strategymax_loss = round(payoff.min(),2)[0]# Print the futures price corresponding to the maximum lossmax_loss_futures_price = payoff.idxmin()[0]f"The maximum loss is {max_loss}"Output:'The maximum loss is -162.5'第七步：绘制“短蝶策略”...
deftrading_strategy(market_data):# 示例策略:假设我们选择价格低于某个阈值的股票threshold_price=100forstockinmarket_data['stocks']:ifstock['price']<threshold_price:print(f"建议买入股票:{stock['name']}价格:{stock['price']}")returnstock['code']# 返回建议买入的股票代码returnNone ...
├── strategy #策略 │ ├── __init__.py │ └── _strategy_ #计划简单写个,主要用于回测 ├── trading #交易 │ ├── __init__.py 代码语言:javascript 代码运行次数:0 运行 AI代码解释 │ └── _trading_ #不准备开发
动量交易策略,即Momentum Trading Strategy。在经典力学里,动量即物体质量和速度的乘积,动量一方面描述了物体的运动状态,另一方面也描述了惯性的大小。 在证券市场上,我们也可以把“证券的价格”类比成运动的物体,价格上涨时,可以说价格有着上涨的动量,价格下跌时其具有下跌的动量。这种动量可能会使上涨或下跌继续维持下...
find( {'date': adjust_date, 'pe': {'$lt': 30, '$gt': 0}, 'index':False, 'is_trading': True}, sort=[('pe', ASCENDING)], projection={'code': True}, limit=100 ) codes = [x['code'] for x in daily_cursor] this_phase_codes = [] if len(last_phase_codes) > 0: ...
Backtesting is a technique used in trading and investing to evaluate the performance of a trading strategy or investment approach using historical market data. It involves applying predetermined rules and parameters to past price data to simulate how the strategy would have performed in the past. ...
If you wish to learn more about straddle options strategy, then you should explore this course onOptions Volatility Trading: Concepts and Strategies. With this course, you will dive into the basics to advanced topics revolving around options trading and how to gain from volatility with options st...