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Python算法交易
book

Python算法交易

by Yves Hilpisch
November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
China Electric Power Press Ltd.
Content preview from Python算法交易
使用
FXCM
进行外汇交易
|
281
图 9-2:欧元 / 美元的历史小时中间收盘价和两个 SMA
9.3
使用
API
之前展示了从
FXCM
服务器获取预先打包的历史报价数据和
K
线数据,在本部分
我们将展示如何通过
API
获取历史数据。首先,需要一个连接
FXCM API
的对象。
所以,需要导入
fxcmpy
程序包,来连接
API
(基于唯一的
API
令牌),并查看可用
的金融工具。与预先打包的数据集相比,这里可能会有更多可用的金融工具。
In [26]: import fxcmpy
In [27]: fxcmpy.__version__
Out[27]: '1.2.6'
In [28]: api = fxcmpy.fxcmpy(config_file='../pyalgo.cfg')
In [29]: instruments = api.get_instruments()
In [30]: print(instruments)
['EUR/USD', 'USD/JPY', 'GBP/USD', 'USD/CHF', 'EUR/CHF', 'AUD/USD',
'USD/CAD', 'NZD/USD', 'EUR/GBP', 'EUR/JPY', 'GBP/JPY', 'CHF/JPY',
'GBP/CHF', 'EUR/AUD', 'EUR/CAD', 'AUD/CAD', 'AUD/JPY', 'CAD/JPY',
'NZD/JPY', 'GBP/CAD', 'GBP/NZD', ...
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Publisher Resources

ISBN: 9787519869694