November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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212
｜
第
6
章
的原因，这些实现包括了第
4
章介绍的所有三种策略。以本章的类为起点，可以轻
松实现增强和改进。
6.5
参考资料和延伸资源
前几章介绍了与本章介绍的三种交易策略有关的基本思想和概念。本章是首次系统
地使用
Python
类和面向对象编程（
OOP
）。
Ramalho
（
2021
）中有关于使用
Python
和
Python
数据模型进行
OOP
的很好的介绍。
Hilpisch
（
2018
，第
6
章）中有关于
OOP
应用于金融的更简洁的介绍。
Hilpisch, Yves (2018):
Python for Finance — Mastering Data-Driven Finance
. 2nd ed.,
O
’
Reilly, Beijing et al.
Ramalho, Luciano (2021):
Fluent Python — Clear, Concise, and Effective Programming
.
2nd ed., O
’
Reilly, Beijing et al.
Python
生态系统提供了许多可选的软件包，这些软件包可以对算法交易策略进行回
测。以下是其中四个：
• bt
。
• Backtrader
。
• PyAlgoTrade
。
• Zipline
。
以
Zipline
为例，它为流行的
Quantopian
平台提供了强大的功能，可以对算法交易
策略进行回测，但也可以在本地安装和使用。
尽管与本章中介绍的简单类相比，这些软件包可能允许对算法交易策略进行更彻底
的回测，但本书的主要目标是使读者和算法交易者能够以独立的方式实现 ...
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