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网格合约

Common strategy
Created: 2020-09-16 08:53:41
Last modified: 5 years ago
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Source
Python
'''backtest
start: 2020-02-27 00:00:00
end: 2020-02-27 00:00:00
period: 1d
exchanges: [{"eid":"Futures_OKCoin","currency":"ETH_USD","stocks":1.6}]
'''
#常规上下网格
import json
global_param={
              'sell_id':0,
              'buy_id':0,
              'buy_amount':0,#当前多单数量
Strategy parameters
Strategy parameters
合约类型
杠杆倍数
网格类型
网格间距
网格开仓数
网格数量限制
止盈位
止损位
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    5 years ago
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