量化现货合约对冲交易软件开发源代码技术逻辑

量化交易机器人是什么？实质上，交易机器人是一个软件程序，可以直接与金融(通常使用API来获取和解释相关信息)进行交互，并且可以根据对市场数据的解释来发布买卖订单。他们通过监控市场上的价格走势，并根据一套事先设置好的规则作出反应来做出这些决策。一般情况下，交易机器人会分析市场上的交易数量、订单、价格和时间等行为，并根据你的喜好来规划它们。

在策略设定好之后，机器人智能分配每一次进单条件，严格执行交易策略，交易策略，根据当前行情，实时进行云大数据调整。同时支持百种交易同时执行交易策略，每一个品种立线程，自动管理报价深度，策略计算，实时查看交易情况，实时执行。

策略执行代码参考如下：

start: 2021-06-01 00:00:00

end: 2022-05-23 00:00:00

period: 1h

basePeriod: 1m

exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]

args: [["v_input_float_1",500],["v_input_string_1",2],["v_input_float_2",0.01],["v_input_int_1",20],["v_input_int_2",500],["RunMode",1,358374],["MinStock",0.001,358374]]

*/

strategy(overlay=true)

varip beginPrice = 0

var spacing = input.float(-1, title="间距价格")

var dir = input.string("long", title="方向", options = ["long", "short", "both"])

var amount = input.float(-1, title="下单量")

var numbers = input.int(-1, title="网格数量")

var profit = input.int(-1, title="盈利价差") / syminfo.mintick

if spacing == -1 and amount == -1 and numbers == -1 and profit == -1

    runtime.error("参数错误")

if not barstate.ishistory and beginPrice == 0

    beginPrice := close

findTradeId(id) =>

    ret = "notFound"

    for i = 0 to strategy.opentrades - 1

        if strategy.opentrades.entry_id(i) == id

            ret := strategy.opentrades.entry_id(i)

    ret

// 实时K线阶段

if not barstate.ishistory

    // 检索网格

    for i = 1 to numbers

        // 做多

        direction = dir == "both" ? "long" : dir

        plot(beginPrice-i*spacing, direction+str.tostring(i), color.green)

        if direction == "long" and beginPrice-i*spacing > 0 and beginPrice-i*spacing < close and findTradeId(direction+str.tostring(i)) == "notFound"

            strategy.order(direction+str.tostring(i), strategy.long,  qty=amount, limit=beginPrice-i*spacing)

            strategy.exit("exit-"+direction+str.tostring(i), direction+str.tostring(i), qty_percent=100, profit=profit)

        // 做空

        direction := dir == "both" ? "short" : dir

        plot(beginPrice+i*spacing, direction+str.tostring(i), color.red)

        if direction == "short" and beginPrice+i*spacing > close and findTradeId(direction+str.tostring(i)) == "notFound"

            strategy.order(direction+str.tostring(i), strategy.short, qty=amount, limit=beginPrice+i*spacing)

            strategy.exit("exit-"+direction+str.tostring(i), direction+str.tostring(i), qty_percent=100, profit=profit)