多品种期货跨期对冲策略

OKEX

Hedge

Common strategy

Created: 2021-06-07 16:27:22

Last modified: 4 years ago

Copy: 144

发明者量化-小小梦

1364

Followers

支持交易所

OKEX 期货，需要使用V5接口。

Source

JavaScript

var arrNearContractType = strNearContractType.split(",")
var arrFarContractType = strFarContractType.split(",")

var nets = null
var initTotalEquity = null 
var OPEN_PLUS = 1
var COVER_PLUS = 2


function createNet(begin, diff, initAvgPrice, diffUsagePercentage) {
    if (diffUsagePercentage) {
        diff = diff * initAvgPrice

Strategy parameters

Related strategies

多品种期货跨期对冲策略

OKEX期现对冲

Comment

All comments (1)

老蒋

能否公开一下调用的模板里面的代码呢？

4 years ago

1
20 / page