VTPY 量化交易 CCI策略
from vnpy.app.cta_strategy import (CtaTemplate,StopOrder,TickData,BarData,TradeData,OrderData,BarGenerator,ArrayManager,)class CciStrategy(CtaTemplate):author = “用Python的交易员”cci_window = 14cci_0 = 0.0cci_1 = 0.0parameters = ["cci_window"]
原创
2020-09-06 23:32:18 ·
688 阅读 ·
1 评论