November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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使用
Oanda
进行
CFD
交易
｜
261
'accountBalance': '98510.537', 'tradesClosed': [{'tradeID': '1723',
'units': '500.0', 'price': 1.1913, 'realizedPL': '-0.0844',
'financing': '0.0', 'guaranteedExecutionFee': '0.0', 'halfSpreadCost':
'0.0546'}], 'halfSpreadCost': '0.0546'}
显示所有用于下达市价单，限价单和触市订单的选项。
通过市场订单做多。
不再做多，通过市场订单做空。
通过市场订单，不再做空。
尽管
Oanda API
允许下不同类型的订单，但本章及以后的内容主要集中在，每当有
新信号出现时，即时地通过市场订单做多或做空。
8.6
实时实施交易策略
本节介绍了一个自定义类，该类基于一个动量策略在
Oanda
平台上自动交易
EUR_
USD
。类名是
MomentumTrader
，在
8.10
节进行了展示。下面的代码从
__init__
方法
开始逐行介绍。该类本身继承自
tpqoa
类。
import tpqoa
import numpy as np
import pandas as pd
class MomentumTrader(tpqoa.tpqoa):
def __init__(self, conf_file, instrument, ...
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