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
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568
4
부
알고리즘 트레이딩
14.3.2
스트리밍 데이터 받기
알고리즘 트레이딩 전략을 백테스팅하려면 과거 데이터가 중요하지만 실제로 매매를 자동화하
려면 실시간 스트리밍 데이터를 받을 수 있어야 한다.
FXCM
API
를 사용하면 모든 종목에 대
해 실시간 데이터 스트리밍이 가능하다.
fxcmpy
패키지가 이러한 기능을 제공한다. 실시간 데
이터 스트림에 대해 사용자가 지정한 콜백 함수
callback
function
를 쓸 수 있다.
다음은 받은 데이터 중 일부를 출력하는 간단한 콜백 함수와 이를 이용해서 실시간으로 원하는
환율(여기에서는
EUR
/
USD
) 데이터를 받는 것을 보인다.
In [40]: def output(data, dataframe):
print('%3d | %s | %s | %6.5f, %6.5f'
% (len(dataframe), data['Symbol'],
pd.to_datetime(int(data['Updated']), unit='ms'),
data['Rates'][0], data['Rates'][1]))
➊
In [41]: api.subscribe_market_data('EUR/USD', (output,))
➋
1 | EUR/USD | 2018-10-19 11:36:39.735000 | 1.14694, 1.14705
2 | EUR/USD ...
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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.