I. Reversion Count(2018 ACM-ICPC 中国大学生程序设计竞赛线上赛)

                                 I. Reversion Count

Description:

There is a positive integer X, X's reversion count is Y. For example, X=123, Y=321; X=1234, Y=4321. Z=(X-Y)/9, Judge if Z is made up of only one number(0,1,2...9), like Z=11,Z=111,Z=222,don't consider '+'and '-'.

Input:

Input contains of several test cases. Each test case only contains of a number X, L is the length of X. ( 2 <= L < 100)

Output:

Output “YES”or “NO”.

样例输入
10
13
样例输出
YES
YES

思路:

除第一位和最后一位外,是回文则输出"YES",否则,输出"NO"。

代码:

#include<iostream>
#include<cstring>
#include<cmath>
using namespace std;

int main()
{
    int t;
    int n;
    char s[105];
    while(cin>>s)
    {
        n=strlen(s);
        if(n<=3)
            cout<<"YES"<<endl;
        else
        {
            int flag=0;
            int i=1;
            int j=n-2;
            while(i<=j)
            {
                if(s[i]-'0'==s[j]-'0')
                {
                    i++;
                    j--;
                }
                else
                {
                    flag=1;
                    break;
                }
            }
            if(flag==1)
                cout<<"NO"<<endl;
            else
                cout<<"YES"<<endl;
        }
    }
    return 0;
}

import numpy as np import pandas as pd import talib def initialize(context): context.symbol = 'BTCUSDT' context.window_size = 5 context.deviation = 1 context.trade_size = 0.01 context.stop_loss = 0.05 context.take_profit = 0.1 schedule_function(rebalance, date_rules.every_day(), time_rules.market_open()) def rebalance(context, data): price = data.history(context.symbol, 'close', context.window_size + 1, '1d') signal = mean_reversion_signal(price, context.window_size, context.deviation) current_position = context.portfolio.positions[context.symbol].amount if signal[-1] == 1 and current_position <= 0: target_position_size = context.trade_size / data.current(context.symbol, 'close') order_target_percent(context.symbol, target_position_size) elif signal[-1] == -1 and current_position >= 0: order_target(context.symbol, 0) elif current_position > 0: current_price = data.current(context.symbol, 'close') stop_loss_price = current_price * (1 - context.stop_loss) take_profit_price = current_price * (1 + context.take_profit) if current_price <= stop_loss_price or current_price >= take_profit_price: order_target(context.symbol, 0) def moving_average(x, n): ma = talib.SMA(x, timeperiod=n) return ma def std_deviation(x, n): std = talib.STDDEV(x, timeperiod=n) return std def mean_reversion_signal(price, window_size, deviation): ma = moving_average(price, window_size) std = std_deviation(price, window_size) upper_band = ma + deviation * std lower_band = ma - deviation * std signal = np.zeros_like(price) signal[price > upper_band] = -1 # 卖出信号 signal[price < lower_band] = 1 # 买入信号 return signal ''' 运行回测 ''' start_date = pd.to_datetime('2019-01-01', utc=True) end_date = pd.to_datetime('2021-01-01', utc=True) results = run_algorithm( start=start_date, end=end_date, initialize=initialize, capital_base=10000, data_frequency='daily', bundle='binance' ) ''' 查看回测结果 ''' print(results.portfolio_value)格式错误
05-26
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