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双平台对冲 练习用 求交流求指点

Python
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Python 双平台对冲策略

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Python
import time
import numpy as np

def reject_outliers(arr, m=2):
    final_list = [x for x in arr if (x > np.mean(arr) - 2 * np.std(arr))]
    final_list = [x for x in final_list if (x < np.mean(arr) + 2 * np.std(arr))]
    return final_list

def main():
    '''SetErrorFilter("canceled")'''
     
    LogReset()
Strategy parameters
Strategy parameters
轮询周期(ms)
等待交易周期(ms)
balance decider
coefficient of arbitrage profit
balance trigger
Comment
All comments (5)

    如何加你为好友?

    8 years ago

    实盘的话要加容错率处理的

    8 years ago

    能否加上注释,方便学习和交流

    9 years ago

    好的!我会慢慢加注释的,谢谢你的关注,一起交流一起进步

    9 years ago

    请不要将此策略用于实盘!我是程序新手,仅供交流学习用,求指教!

    9 years ago
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