November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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258
｜
第
8
章
图 8-8：杠杆率为 20:1 的 EUR_USD 金融工具动量策略的表现（分钟柱线）
8.4
处理流式数据
Python
程序包
tpqoa
再次简化了流数据的处理。该软件包（与
v20
软件包结合使用）
处理了套接字通信细节，因此算法交易者只需关注如何处理流数据本身。
In [18]: instrument = 'EUR_USD'
In [19]: api.stream_data(instrument, stop=10)
2020-08-19T14:39:13.560138152Z 1.19131 1.1915
2020-08-19T14:39:14.088511060Z 1.19134 1.19152
2020-08-19T14:39:14.390081879Z 1.19124 1.19145
2020-08-19T14:39:15.105974700Z 1.19129 1.19144
2020-08-19T14:39:15.375370451Z 1.19128 1.19144
2020-08-19T14:39:15.501380756Z 1.1912 1.19141
2020-08-19T14:39:15.951793928Z 1.1912 1.19138
2020-08-19T14:39:16.354844135Z 1.19123 1.19138
2020-08-19T14:39:16.661440356Z ...
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