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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
334
|
第
10
章
mlt.stream_data('EUR_USD', stop=150)
order = mlt.create_order(mlt.stream_instrument,
units=-mlt.position * mlt.units,
suppress=True, ret=True)
mlt.position = 0
mlt.report_trade('NEUTRAL', order)
10.9.2
策略监控
以下
Python
脚本包含用于远程监控
12.9.1
节中
Python
脚本执行情况的代码。
#
#
使用
Oanda
进行基于机器学习的自动化交易策略
#
通过网络套接字进行策略监控
# Python for Algorithmic Trading
# (c) Dr. Yves J. Hilpisch
#
import zmq
#
设置和
ZeroMQ
的套接字连接(这里是订阅者)
context = zmq.Context()
socket = context.socket(zmq.SUB)
#
调整远程服务器地址
socket.connect('tcp://134.122.70.51:5555')
#
本地测试
IP
地址
# socket.connect('tcp://0.0.0.0:5555')
#
配置接收消息的套接字
socket.setsockopt_string(zmq.SUBSCRIBE, '') ...
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Publisher Resources

ISBN: 9787519869694