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基础网格交易策略实现
目前这个不是最优的版本,我自己目前跑的是币安的websocket版本。
如果大家有需要,我再把币安的websocket版本改成适合在发明者上跑的版本。
Source
Python
'''backtest
start: 2021-08-01 00:00:00
end: 2021-09-01 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"BTC_USDT","balance":1000000,"stocks":0,"fee":[0.06,0.075]}]
args: [["lower_price",30000],["upper_price",50000],["grid_num",200],["trading_per_grid",0.1]]
'''
grid = dict()
interval = 0
Strategy parameters
Related strategies
