March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
562
4
부
알고리즘 트레이딩
In [13]: sub['SMA'] = sub['Mid'].rolling(1000).mean()
➌
In [14]: sub[['Mid', 'SMA']].plot(figsize=(10, 6), lw=0.75);
➊
전체 데이터 중 일부 선택
➋
매수 가격과 매도 가격의 중간가격 계산
➌
1000
개의 틱을 구간으로 가지는 이동평균 계산
그림
14-1
EUR
/
USD
환율 중간가격(
Mid
)과 이동평균선(
SMA
)
14.2.2
캔들 데이터 받기
FXCM
은 과거 캔들 데이터(특정한 기간에 대한 시고저종
open
,
high
,
low
,
close
가격 데이터)도 제공
한다.
우선 캔들 데이터를 제공하는 심볼 목록을 확인한다.
In [15]: from fxcmpy import fxcmpy_candles_data_reader as cdr
In [16]: print(cdr.get_available_symbols())
('AUDCAD', 'AUDCHF', 'AUDJPY', 'AUDNZD', 'CADCHF', 'EURAUD', 'EURCHF',
563
14
장
FXCM 트레이딩 플랫폼 ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.