以下是一个使用Python语言开发的量化合约机器人的源代码demo示例:
import random
import time
合约代码
class Contract:
def __init__(self, symbol, symbol_name, data_feed, init_price, target_price, contract_type, gas_price, gas_limit, time_limit):
self.symbol = symbol
self.symbol_name = symbol_name
self.data_feed = data_feed
self.init_price = init_price
self.target_price = target_price
self.contract_type = contract_type
self.gas_price = gas_price
self.gas_limit = gas_limit
self.time_limit = time_limit
self.position = 0
self.fee = 0
self.profit = 0
self.change = 0
self.market_value = 0
self.open_interest = 0
self.close_interest = 0
self.underlying_index = []
def request(self):
pass
def clear_positions(self):
pass
def cancel(self):
pass
def update_position(self, position):
pass
def close_position(self):
pass
def execute(self):
pass
策略生成函数
def generate_strategy():
symbol = input("Enter symbol: ")
symbol_name = input("Enter symbol name: ")
data_feed = input("Enter data feed: ")
init_price = float(input("Enter init price: "))
target_price = float(input("Enter target price: "))
contract_type = input("Enter contract type: ")
gas_price = float(input("Enter gas price: "))
gas_limit = float(input("Enter gas limit: "))
time_limit = float(input("Enter time limit: "))
position = random.randint(0, 100)
fee = random.randint(0, 100)
profit = 0
change = 0
market_value = 0
open_interest = 0
close_interest = 0
underlying_index = []
strategy = Contract(symbol, symbol_name, data_feed, init_price, target_price, contract_type, gas_price, gas_limit, time_limit, position, fee, profit, change, market_value, open_interest, close_interest, underlying_index)
return strategy
机器人主循环
def main():
strategies = []
while