November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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330
｜
第
10
章
图 10-15：通过套接字进行本地实时监控
本章的主题很复杂，需要算法交易从业人员具备广泛的技能。另一方面，使用可用
于算法交易的
RESTful API
（例如来自
Oanda
的
RESTful API
）可以大大简化自动
化任务，这样核心部分就主要归结为利用
Python
程序包
tpqoa
的功能来进行实时数
据的获取和下单。围绕这一核心，还需要适当地增加减轻操作和技术风险的一些要
素。
10.8
参考资料和延伸资源
本章引用的论文：
Rotando
，
Louis
和
Edward Thorp
（
1992
）：“凯利准则与股市”
.
《美国数学月刊》，
第
99
卷，第
10
号，
922-931
。
Hung, Jane (2010)
：“使用凯利准则投注”
.
http://bit.ly/betting_with_kelly
。
10.9 Python
脚本
本节包含本章中使用的
Python
脚本。
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