November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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22
｜
第
1
章
1.3 Python
的算法交易之道
Python
已在金融业的许多领域使用，尤其在算法交易领域已经非常流行。这种现象
可以从以下几个方面来解释：
数据分析能力
每个算法交易项目的主要要求就是要具有有效管理和处理财务数据的能力。与
大多数其他编程语言相比，
Python
与
NumPy
和
pandas
之类的软件包相结合，让
每个算法交易者对这方面的工作的处理变得更加轻松。
利用现代的
API
诸如
FXCM
（
http://fxcm.co.uk
）和
Oanda
（
http://oanda.com
）的现代在线交易
平台提供
RESTful
应用程序编程接口（
API
）和网络套接字（流）的
API
，来访
问历史和实时交易数据。通常，
Python
非常适合与此类
API
进行有效交互。
专用的包
除了标准的数据分析软件包外，还有多个专门用于算法交易领域的软件包，例
如
PyAlgoTrade
（
https://oreil.ly/IpIt1
）和
Zipline
（
https://oreil.ly/2cSKR
）用于
交易策略的回测，而
Pyfolio
（
https://oreil.ly/KT7V8
）则用于投资组合和风险分析。
业内相关供应商提供的包
该领域中越来越多的供应商发布了开放源代码的
Python
软件包，以方便对其
产品的访问。其中包括
Oanda
等在线交易平台，以及像彭博（
https://oreil.ly/
oSxei
）和
Refinitiv
（
https://oreil.ly/1SNBN
）等领先的数据提供商。
专用的平台
例如，
Quantopian
（
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