November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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自动化交易操作
｜
325
以根据自己的需要调整日志记录和流数据。
注
5
此外，可以对交易脚本和整个逻辑进
行调整，以包括诸如止损或以编程方式获取获利目标之类的功能。
货币交易和
/
或差价合约与许多金融风险相关。为此类工具实施算法交
易策略会自动导致许多其他风险。其中包括交易和
/
或执行逻辑中的缺
陷。但是也存在技术风险，例如与网络套接字通信相关的问题，延迟的
数据获取甚至在部署期间丢失报价数据。因此，在以自动化方式部署交
易策略之前，应确保所有相关的市场，执行，操作，技术和其他风险都
已被识别、评估和适当解决了。本章中提供的代码仅用于技术说明目的。
10.6
可视化分步概览
最后一节以截屏的方式提供了逐步的概述。前面的部分基于
FXCM
交易平台，而可
视化概述则基于
Oanda
交易平台。
10.6.1
配置
Oanda
账号
第一步是在
Oanda
（或可以实现目的的任何其他交易平台）上建立一个账户，并根
据凯利准则为该账户设置正确的杠杆比率，如图
10-8
所示。
10.6.2
设置硬件
第二步是创建一个
DigitalOcean
的
droplet
，如图
10-9
所示。
10.6.3
设置
Python
环境
第三步是在虚拟机上安装所有软件（见图
10-10
），以建立基础设施。一切正常后，
你可以创建一个新的
Jupyter Notebook
并启动你的交互式
Python
会话（见图
10-11
）。
10.6.4
上传代码
第四步是上传
Python
脚本，以进行自动交易和实时监控，如图
10-12
所示。带有账
户凭证的配置文件也需要上传。
注 5： 请注意，在两个脚本中实现的套接字通信未加密，而是通过 ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.