量化策略
个人理解： 就是用程序去做交易员的事情，各大交易所股票，或者区块链里面的比特币。 再通俗易懂点的就是，程序去炒股，炒币
python代码段 基于FMZ平台开发代码
import time class mid_class(): def __init__(self, this_exchaneg): ''' 初始化数据 :param this_exchaneg: FMZ的交易所结构 ''' self.init_time = time.time() self.exchange = this_exchaneg self.name = self.exchange.GetName() # 返回交易所名称 self.jyd = self.exchange.GetCurrency() # 返回操作货币对名称 例：BTC_USD def get_account(self): ''' 账户信息 :return: 获取信息成功返回True 错误返回False ''' try: self.account = self.exchange.GetAccount() # 返回交易所信息 self.Balance = self.account['Balance'] # 余额 self.amount = self.account['Stocks'] # 币种 self.FrozenBalance = self.account['FrozenBalance'] # 冻结钱 self.ForzenStocks = self.account['FrozenStocks'] # 冻结币 return self.account except: return False def get_ticker(self): ''' 获取市场信息 :return: ''' try: self.ticker = self.exchange.GetTicker() # 获取市场信息 return self.ticker except: return False def get_depth(self): ''' 获取深度 :return: ''' try: self.depth = self.exchange.GetDepth() # 获取交易所订单薄 self.ask = self.depth['Asks'] # 价格 self.bid = self.depth['Bids'] # 数量 return True except: return False def get_oglc_data(self, Period=PERIOD_M5): ''' K线 :param Period: K线周期 PERIOD_M1指1分钟,PERIOD_M5指5分钟,PERIOD_M15指15分钟,PERIOD_M30指30分钟,PERIOD_H1指1小时,PERIOD_D1指一天 :return: ''' self.oglc_data = self.exchange.GetRecords(Period) def create_order(self, order_tpye, price, account): ''' 创建订单 :param order_tpye: 挂单类型 buy买，shell 卖单 :param price: 价格 :param account: 数量 :return: 挂单id ''' if order_tpye == 'buy': try: order_id = self.exchange.Buy(price, account) except: return False elif order_tpye == 'sell': try: order_id = self.exchange.Sell(price, account) except: return False return order_id def cancel_order(self, order_id): ''' 取消挂单 order_id： 挂单id号 :return: ''' return self.exchange.CancelOrder(order_id) def refreash_data(self): ''' 刷新信息 :return: 刷新信息: 成功refreash_data_finish ''' if not self.get_account(): return 'false_get_account' if not self.get_ticker(): return 'false_get_ticker' if not self.get_depth(): return 'false_get_depth' try: self.get_oglc_data() except: return 'false_get_K_line_info' return 'refreash_data_finish!' def main(): test_mid = mid_class(exchange) price = 450 # 设定一个基价 wave = 50 # 波动范围 amount = 1 # 数量 while True: Sleep(1000) Log('刷新信息', test_mid.refreash_data()) Log('市场信息', test_mid.get_ticker()) # 买卖处理 robot_buy = test_mid.create_order('buy', price - wave, amount) robot_buy_id = exchange.GetOrder(robot_buy) robot_sell = test_mid.create_order('sell', price + wave, amount) robot_sell_id = exchange.GetOrder(robot_sell) Log('账户信息', test_mid.get_account()) # 成功之后返回 Id 和 false Log('买单', robot_buy_id) Log('卖单', robot_sell_id) if robot_buy_id['Status'] == 1: Log('买单成交,撤销全部订单') test_mid.cancel_order(robot_sell_id['Id']) else: test_mid.cancel_order(robot_buy_id['Id']) Log('卖单成交，撤销全部订单')代码逻辑通顺，只是学习交易，不可实际运用。接口请看FMZ 量化平台api接口文档
