量化交易
一方天地006
一个普通的程序员
展开
-
modbus通信高位字节,低位字节转float32
import struct# 获得modbus前端数据, 高位value1, 低位value2value1 = 16711value2 = 13107# 将高位拆分成两个字节v1, v2 将低位拆分成俩个字节v3, v4v1, v2 = value1.to_bytes(length=2, byteorder='big', signed=False)v3, v4 = value2.to_bytes(length=2, byteorder='big', signed=False)prin.原创 2021-11-18 17:52:34 · 2668 阅读 · 0 评论 -
python处理通达信数据,加入BOLL通道数据,量化交易
import pandas as pdimport numpy as np# 创建BOLL线def get_high_low(df: pd.DataFrame) -> list: # 用最高价和最低价构建新的数据,用于显示和判断是否突破BOLL线支撑位、压力位 high_low = [] for i in df.index: if df['High'][i] > df['阻力线'][i]: high_low.appen.原创 2021-09-09 16:47:50 · 1227 阅读 · 0 评论 -
python量化空单交易BOLL线买入、3天不创新低止盈
import numpy as npimport pandas as pd# 期货策略类,包括开仓、买入、止盈、止损方法与策略执行主函数class StockStrategy: df = None open_offset_num = 5 buy_in_offset_num = 0 stop_win_offset_num = 0 stop_lose_num = 0 price_list = [] price_stop_lose = [] .原创 2021-09-09 16:45:02 · 797 阅读 · 0 评论