网格交易法文华财经源码

2024年1月30日发(作者：)

网格交易法文华财经源码

以下是一个简单的网格交易法的Python源码示例：

```python

import numpy as np

import pandas as pd

def calculate_levels(current_price, grid_size, grid_levels):

levels = []

for i in range(grid_levels):

level = current_price * (1 + grid_size)**(i - grid_levels//2)

(level)

return levels

def place_orders(current_price, grid_size, grid_levels,

position):

levels = calculate_levels(current_price, grid_size,

grid_levels)

orders = []

for level in levels:

if position == "long":

order = {"type": "buy", "price": level}

elif position == "short":

order = {"type": "sell", "price": level}

(order)

return orders

def simulate_trades(prices, grid_size, grid_levels,

initial_capital):

trades = []

position = None

capital = initial_capital

for i, price in enumerate(prices):

if i == 0:

current_price = price

continue

orders = place_orders(current_price, grid_size, grid_levels,

position)

for order in orders:

if order["type"] == "buy":

if capital >= order["price"]:

capital -= order["price"]

position = "long"

({"type": "buy", "price": order["price"],

"capital": capital})

elif order["type"] == "sell":

capital += order["price"]

position = "short"

({"type": "sell", "price": order["price"],

"capital": capital})

current_price = price

return trades

#数据准备

data = (100)

prices = (data)

#设置参数

grid_size = 0.02 # 网格大小

grid_levels = 5 # 网格等级

initial_capital = 1000 # 初始资金

#模拟交易

trades = simulate_trades(prices, grid_size, grid_levels,

initial_capital)

#打印交易记录

for trade in trades:

print(trade)

```

以上代码实现了一个简单的网格交易法模拟器。在这个示例中，我们通过调整`grid_size`和`grid_levels`参数来设定网格的大小和等级。`place_orders(`函数用于根据当前价格和网格参数生成买入或卖出订单。`simulate_trades(`函数模拟了基于网格交易法的交易过程，并返回交易记录。

该源码演示了如何使用Python实现网格交易法，并通过模拟交易记录展示了交易的效果。注意，这仅仅是一个简单示例，实际的网格交易系统可能需要更复杂的算法和策略来获取更好的交易效果。