Python算法交易

242

｜

第

7

章

# Python for Algorithmic Trading

# (c) Dr. Yves J. Hilpisch

# The Python Quants GmbH

#

import zmq

context = zmq.Context()

socket = context.socket(zmq.SUB)

socket.connect('tcp://0.0.0.0:5555')

socket.setsockopt_string(zmq.SUBSCRIBE, 'SYMBOL')

while True:

data = socket.recv_string()

print(data)

7.7.3

动量在线算法

下面的脚本实现了基于时间序列动量的交易策略在线算法。它会连接到

7.7.1

节的报

价数据服务器。

#

#

实现在线交易算法的

Python

脚本

#

# Python for Algorithmic Trading

# (c) Dr. Yves J. Hilpisch

# The Python Quants GmbH

#

import zmq

import datetime

import numpy as np

import pandas as pd

context = zmq.Context()

socket = context.socket(zmq.SUB)

socket.connect('tcp://0.0.0.0:5555')

socket.setsockopt_string(zmq.SUBSCRIBE, ...