November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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使用
FXCM
进行外汇交易
｜
279
9.2.2
获取
K
线数据
此外，
FXCM
还提供对历史
K
线数据的访问（超出
API
）。
K
线数据是某些相同时
间间隔（“条形图”）的数据，其中包括买入和卖出的开盘价，最高价，最低价和
收盘价。
首先，看一下可用地提供
K
线数据的符号。
In [14]: from fxcmpy import fxcmpy_candles_data_reader as cdr
In [15]: print(cdr.get_available_symbols())
('AUDCAD', 'AUDCHF', 'AUDJPY', 'AUDNZD', 'CADCHF', 'EURAUD', 'EURCHF',
'EURGBP', 'EURJPY', 'EURUSD', 'GBPCHF', 'GBPJPY', 'GBPNZD', 'GBPUSD',
'GBPCHF', 'GBPJPY', 'GBPNZD', 'NZDCAD', 'NZDCHF', 'NZDJPY', 'NZDUSD',
'USDCAD', 'USDCHF', 'USDJPY')
其次，数据获取本身。它类似于报价数据的获取。唯一的区别是需要指定周期值，
即条形长度（例如，
m1
表示一分钟，
H1
表示一小时，
D1
表示一天）。
In [16]: start = dt.datetime(2020, 4, 1)
stop = dt.datetime(2020, 5, 1)
In [17]: ...
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