November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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240
｜
第
7
章
首选技术工具。而
ZeroMQ
是其中一个功能强大且易于使用的库，本章中使用它来创
建一个简单的实时报价数据服务器，该服务器可以不断地发出样例报价数据。
本章还介绍和解释了不同的报价数据客户端，其中包括基于在线算法实时生成交易
信号，以及通过使用
Plotly
可视化传入的报价数据。
Plotly
使得在
Jupyter Notebook
内实现流式可视化变得非常有效，它还允许同时在多个流中（单个图或不同子图中）
使用。
根据本章和之前的内容，你现在已经可以使用历史结构化数据（例如，在对交易策
略进行回测的场景中）和实时流数据（例如，在实时生成交易信号的场景中）。这
是建立自动化算法交易业务的一个重要里程碑。
7.6
参考资料和延伸资源
全面了解
ZeroMQ
的最佳起点是
ZeroMQ
主页。使用
Python
学习
ZeroMQ
教程页面
概述了套接字通信库的
Python
包装器的
PUB-SUB
模式。
Plotly
主页是开始使用
Plotly
的好地方，尤其是
Python
的
Plotly
入门页面（
https://
oreil.ly/7ARrQ
）。
7.7 Python
脚本
本节展示了本章引用和使用的
Python
脚本。
7.7.1
样例报价数据服务器
下面是一个基于
ZeroMQ
的样例报价数据服务器脚本。它利用
Monte Carlo
模拟几何
布朗运动。
#
#
模拟金融报价数据服务器的
Python
脚本
#
# Python for Algorithmic Trading
# (c) Dr. Yves J. Hilpisch ...
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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.