海通证券股票交易接口系统可能大家也比较熟悉,运用到股票量化交易中,它也起到很大的完善作用,因为只需要交易者输入这些股票策略,就可以自动进行下单了。那么,在它提交下单过程需要经过哪几个模块呢?
(1)准备开仓模块
def strategy_open(self, i) -> bool:
df = self.df
if df['hl'][i] <= (df['支撑线'][i] + self.open_offset_num):
return True
else:
return False
(2)买入策略模块
def strategy_buy_in(self, i) -> bool:
df = self.df
if df['hl'][i] >= (df['阻力线'][i] + self.buy_in_offset_num):
return True
else:
return False
(3)止盈策略模块
def strategy_stop_win(self, i) -> bool:
df = self.df
if len(self.price_list) < 3: # 3天不到,观望
self.price_list.append(df['Low'][i])
return False
if np.mean(self.price_list) > df['Low'][i]: # 价格创新低等待
del (self.price_list[0])
self.price_list.append(df['Low'][i])
return False
if df['Low'][i] <= df['中界线'][i]: # 价格不创新低了,但没突破中线不止盈
self.price_list = []
return True
if df['Low'][i] <= (df['支撑线'][i] + self.stop_win_offset_num):
return True
else:
return False
(4)止损策略模块
def strategy_stop_lose(self, i, last_buy_in) -> bool:
df = self.df
if (df['hl'][i] - last_buy_in) > (self.stop_lose_num * self.stop_lose_rate):
return True
else:
return False