November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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276
｜
第
9
章
9.2
获取数据
FXCM
可以访问历史的市场价格数据集，它可以是以预先包装好的报价数据的方式，
也可以是其他方式。这意味着你可以从
FXCM
服务器中获取压缩文件，其中包含
2020
年第
10
周
EUR / USD
汇率的报价数据。在下一节中我们将展示从
API
中检索
历史
K
线数据。
9.2.1
获取报价数据
FXCM
提供许多货币对的历史报价数据。
fxcmpy
软件包使得获取和使用此类报价
数据变得非常方便。首先，导入一些包。
In [1]: import time
import numpy as np
import pandas as pd
import datetime as dt
from pylab import mpl, plt
plt.style.use('seaborn')
mpl.rcParams['savefig.dpi'] = 300
mpl.rcParams['font.family'] = 'serif'
其次，查看可用的报价数据符号（货币对）。
In [2]: from fxcmpy import fxcmpy_tick_data_reader as tdr
In [3]: print(tdr.get_available_symbols())
('AUDCAD', 'AUDCHF', 'AUDJPY', 'AUDNZD', 'CADCHF', 'EURAUD', 'EURCHF',
'EURGBP', ...
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