哈咯!想用python设计一个简单的基于做市商的股票高频交易策略,之前的主要class都已经写好了,现在在主程序里面实现策略,但是始终想不出一个合理的代码结构来实现,有没有哪位大神敢尝试啊哈哈:
先给出模仿的论文策略图:
下面是我自己能写出的主程序部分:(如果需要我写的class可以在下面评论)
#Firstly, I load the first day's data from table BHP_data,
#then create two lists for storing the mid price and time,
#and then use for loop to read each events imformation, and store the mid price and time data into list.
#afterwards, plot the first day data and time in a figure.
import mysql.connector
import pyodbc
connection = mysql.connector.connect(user= 'root', password