November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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248
｜
第
8
章
差价合约（
CFD
）
有关 CFD 的更多详细信息，请参阅 Investopedia CFD 页面（
https://oreil.ly/
wsoAz
）或更详细的 Wikipedia CFD 页 面（
https://oreil.ly/2PnEQ
）。有货币兑换（例
如，EUR / USD），商品（例如，黄金），股票指数（例如，S ＆ P 500 股票指数），
债券（例如，德国 10 年期债券）等差价合约。基本上可以是任何你想到一种
可以实施全局宏观战略的产品。从财务角度讲，差价合约是衍生产品，它是根
据其他工具的价格发展获取收益。此外，交易活动（流动性）也会影响差价合
约的价格。尽管差价合约可能基于标准普尔 500 指数，但它是由 Oanda（或类
似提供商）发行，报价和支持的完全不同的产品。
这也给交易者带来了需要注意的风险。此类问题的最近一个事件是瑞士法郎事
件，该事件导致在线经纪人行业出现了许多破产问题。 比如下面这篇文章，“瑞
士央行 (SNB) 决定瑞士法郎后，货币经纪人像多米诺骨牌一样倒下”（
https://
oreil.ly/dx7ps
）。
本章按照如下结构组织。第
8.1
节简要讨论了如何开设账户。第
8.2
节演示了访问
API
的必要步骤。基于
API
访问，第
8.3
节介绍了如何获取并使用特定
CFD
的历史
数据。第
8.4
节介绍了使用
Oanda
的流
API
获取数据和进行可视化。第
8.6
节实现
了一个实时自动算法交易策略。最后，第
8.7
节处理有关账户本身的数据，例如当
前余额或最近的交易。在整个代码中， ...
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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.