您好, Python编程简单的期货量化策略代码我这里有,需要的可以及时联系我帮你整理了一份详细的Python期货量化策略资料免费培训。一些关于Python编程简单的期货量化策略代码的资源。以下是一些示例代码:
```python
def bollinger_bands_strategy(df, window, num_std_dev):
df['SMA'] = df['close'].rolling(window=window).mean()
df['std_dev'] = df['close'].rolling(window=window).std()
df['upper_band'] = df['SMA'] + (df['std_dev'] * num_std_dev)
df['lower_band'] = df['SMA'] - (df['std_dev'] * num_std_dev)
df['signal'] = 0
df['signal'][df['close'] < df['lower_band']] = 1 # Buy
df['signal'][df['close'] > df['upper_band']] = -1 # Sell
df['positions'] = df['signal'].diff()
return df
window = 20
num_std_dev = 2
df = bollinger_bands_strategy(df, window, num_std_dev)
plot_trading_signals(df)
```
希望这个示例能帮助你入门期货量化交易!如果有任何问题或需要进一步的帮助,请随时提问。
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发布于2024-10-24 13:43 上海

