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2024年4月30日发(作者：杰伦线上演唱会)
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。
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