量化交易机器人系统开发,量化交易是指以先进的数学模型替代人为的主观判断,量化交易机器人系统开发对接唯:StPv888利用计算机技术从庞大的历史数据中海选能带来超额收益的多种“大概率”事件以制定策略,极大地减少了投资者情绪波动的影响,避免在市场极度狂热或悲观的情况下作出非理性的投资决策。uint money=10000000;//没写访问修饰符时,默认为internal
Features of Quantitative Trading Robot:
1.The most obvious feature of quantitative trading is to reduce the impact of investor sentiment fluctuations and avoid making irrational investment decisions in the case of extreme market fanaticism or pessimism,while quantitative trading robots avoid subjective assumptions and use programs to turn their ideas into quantifiable strategies,using only computing strategies and trading strategies through computers;
2.History back test,realized by computer program,can verify the rationality of trading strategy by quantifying trading ideas;
3.It can ensure the execution of transactions/profits,especially the quantitative analysis of medium and low frequency,without the need to mark the market
合约交易的规则
1、交易时间
合约交易是7*24小时交易,只有在每周五16:00(UTC+8)结算或交割期间会中断交易。合约在交割前最后10分钟,只能平仓,不能开仓。
2、交易类型
交易类型分为两类,开仓和平仓。开仓和平仓,又分买入和卖出两个方向:
买入开多(看涨)是指当用户对指数看多、看涨时,新买入一定数量的某种合约。进行“买入开多”操作,撮合成功后将增加多头仓位。
卖出平多(多单平仓)是指用户对未来指数行情不再看涨而补回的卖出合约,与当前持有的买入合约对冲抵消退出市场。进行“卖出平多”操作,撮合成功后将减少多头仓位。
卖出开空(看跌)是指当用户对指数看空、看跌时,新卖出一定数量的某种合约。进行“卖出开空”操作,撮合成功后将增加空头仓位。
买入平空(空单平仓)是指用户对未来指数行情不再看跌而补回的买入合约,与当前持有的卖出合约对冲抵消退出市场。
进行“买入平空”操作,撮合成功后将减少空头仓位。
import quandl
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
quandl.ApiConfig.api_key='INSERT YOUR API KEY HERE'
selected=['CNP','F','WMT','GE','TSLA']