量化合约丨合约量化系统开发(成熟技术及源码)
量化交易是什么?
1、从交易端来讲:量化交易是指交易的内容,将交易条件通过python或VB转变成为程序语言,通过条件指令使交易终端按照设定的条件自动下单交易;
2、从量化交易的含义来讲:量化交易是指系统交易方法,就是一个整合的交易系统。即为根据一系列交易条件,智能化辅助决策体系,将丰富的从业经验与交易条件相结合,在交易过程管理好风险控制
int WtHftStraDemo::__tqz_resetToHourMinute(int toHourMinute,const int offsetCloseMinutes=0){
int toMinute=toHourMinute%100;
int toHour=toHourMinute/100;
int offsetMinutes=offsetCloseMinutes%60;
int offsetHours=offsetCloseMinutes/60;
int newMinute=60+toMinute;//reset minutes
int newHour=(toHour-(offsetHours%24+1)+24)%24;//reset hours
if(toMinute-offsetMinutes<0||offsetHours!=0)//reset toHourMinute or not
toHourMinute=newHour*100+newMinute;
return toHourMinute;
}开发详细I59策略2OO7设计3O69
std::string WtHftStraDemo::__tqz_getLogFileName(const TQZLogFileType logfileType){
switch(logfileType){
case TRADE_CHANGE_TYPE:
return"hft_tradeChange_"+to_string(this->_ctx->tqz_getTradingDate());
case CANCEL_ORDER_COUNTS_TYPE:
return"hft_cancelOrderCounts_"+to_string(this->_ctx->tqz_getTradingDate());
default:
return"";
}关于区块链项目技术开发唯:yy625019,代币发行、dapp智能合约开发、链游开发、多链钱包开发
交易所开发、量化合约开发、互助游戏开发、Nft数字藏品开发、众筹互助开发、元宇宙开发、swap开发、
链上合约开发、ido开发、商城开发等,开发过各种各样的系统模式,更有多种模式、制度、案例、后台等,成熟技术团队,欢迎实体参考。
}
std::string WtHftStraDemo::__tqz_getCurrentTime(){
const boost::posix_time::ptime now=boost::posix_time::microsec_clock::local_time();
const boost::posix_time::time_duration timeOfDay=now.time_of_day();
const uint64_t hours=timeOfDay.hours();
const uint64_t minutes=timeOfDay.minutes();
const uint64_t seconds=timeOfDay.seconds();
const uint64_t milliseconds=timeOfDay.total_milliseconds()-(hours*3600+minutes*60+seconds)*1000;
return this->__tqz_getTimeString(hours,minutes,seconds,milliseconds);
}
std::string WtHftStraDemo::__tqz_getCurrentMarketTime(){
uint32_t time=this->_ctx->stra_get_time();
uint32_t secs=this->_ctx->stra_get_secs();
int hours=time/100;
int minutes=time%100;
int seconds=secs/1000;
int milliseconds=secs%1000;
return this->__tqz_getTimeString(hours,minutes,seconds,milliseconds);
}
std::string WtHftStraDemo::__tqz_getTimeString(const uint64_t hours,const uint64_t minutes,const uint64_t seconds,const uint64_t milliseconds){
std::string hoursString=to_string(hours);
if(hours<10)
hoursString="0"+to_string(hours);
std::string minutesString=to_string(minutes);
if(minutes<10)
minutesString="0"+to_string(minutes);
std::string secondsString=to_string(seconds);
if(seconds<10)
secondsString="0"+to_string(seconds);
std::string millisecondsString=to_string(milliseconds);
if(milliseconds<10){
millisecondsString="00"+to_string(milliseconds);
}else if(milliseconds<100){
millisecondsString="0"+to_string(milliseconds);
}
return hoursString+":"+minutesString+":"+secondsString+"."+millisecondsString;
}
void WtHftStraDemo::__tqz_writeStrategyTradeLog(const uint32_t orderid,const double receiveTradePrice,const double lots){
if(this->_log_message_map.find(orderid)==this->_log_message_map.end())
return;
TQZLogMessage logMessage=this->_log_message_map[orderid];