Perpustakaan Bawah Tanah

Platform Perdagangan Kuantum FMZ memiliki integrasi terintegrasi dengan beberapa perpustakaan umum.

Perpustakaan Indikator TA

PeraturanTAPerpustakaan indikator FMZ Quant Trading Platform telah mengoptimalkan algoritma indikator yang umum digunakan untuk mendukung panggilan strategi yang ditulis dalamJavaScript, PythondanC++. Kode perpustakaan TA sumber terbuka, Manual API dari Platform Perdagangan Kuantum FMZ.

function main(){
    // The length of records, when the length does not meet the parameter calculation requirements of indicator function, an invalid value will be returned
    var records = exchange.GetRecords()
    var macd = TA.MACD(records)
    var atr = TA.ATR(records, 14)
    
    // Print out the last set of indicator values
    Log(macd[0][records.length-1], macd[1][records.length-1], macd[2][records.length-1])
    Log(atr[atr.length-1])
}

def main():
    r = exchange.GetRecords()
    macd = TA.MACD(r)
    atr = TA.ATR(r, 14)
    Log(macd[0][-1], macd[1][-1], macd[2][-1])
    Log(atr[-1])

void main() {
    auto r = exchange.GetRecords();
    auto macd = TA.MACD(r);
    auto atr = TA.ATR(r, 14);
    Log(macd[0][macd[0].size() - 1], macd[1][macd[1].size() - 1], macd[2][macd[2].size() - 1]);
    Log(atr[atr.size() - 1]);
}

Talib Indikator Perpustakaan

Berikut adalah:CCIindikator panggilan contoh kode, lebih banyak fungsi indikator talib dapat ditemukan diManual API dari Platform Perdagangan Kuantum FMZ

function main() {
    var records = exchange.GetRecords()
    var cci = talib.CCI(records, 14)
    Log(cci)
}

# Python requires a separate installation of the talib library
import talib
def main():
    records = exchange.GetRecords()
    # The parameter 14 can be defaulted
    cci = talib.CCI(records.High, records.Low, records.Close, 14)   
    Log(cci)

void main() {
    auto records = exchange.GetRecords();
    auto cci = talib.CCI(records, 14);
    Log(cci);
}

Perpustakaan JavaScript

• http://mikemcl.github.io/decimal.js/

  // Solve the problem of javascript language data calculation accuracy
  function main() {
      var x = -1.2
      var a = Decimal.abs(x)
      var b = new Decimal(x).abs()
      Log(a.equals(b))                           // true  
      
      var y = 2.2
      var sum = Decimal.add(x, y)
      Log(sum.equals(new Decimal(x).plus(y)))    // true    
  }
  

• http://underscorejs.org/

  function main() {
      var sum = _.reduce([1, 2, 3], function(memo, num){return memo + num}, 0)
      Log(sum)
  }
  

• http://ta-lib.org/

  function main(){
      var records = exchange.GetRecords()
      // Print all indicator data, and JavaScript written strategies have integrated a talib library on FMZ Quant Trading Platform
      Log(talib.MACD(records))
      Log(talib.MACD(records, 12, 26, 9))
  }
  

• Mengunggah pustaka JavaScript secara dinamis Jika Anda perlu menggunakan perpustakaan JavaScript pihak ketiga lainnya, Anda dapat menggunakan metode berikut untuk memuatnya secara dinamis:

  function main() {
      // via. https://cdnjs.com/libraries
      eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/mathjs/13.2.0/math.min.js"))
      
      Log(math.round(math.e, 3))                // 2.718
      Log(math.atan2(3, -3) / math.pi)          // 0.75
      Log(math.log(10000, 10))                  // 4
      Log(math.sqrt(-4))                        // {"mathjs":"Complex","re":0,"im":2}
  } 
  

Perpustakaan C++

• https://nlohmann.github.io/json/

  void main() {
      json table = R"({"type": "table", "title": "Position Information", "cols": ["Column1", "Column2"], "rows": [["abc", "def"], ["ABC", "support color #ff0000"]]})"_json;
      LogStatus("`" + table.dump() + "`");
      LogStatus("Fist line message\n`" + table.dump() + "`\nThird line message");
      json arr = R"([])"_json;
      arr.push_back(table);
      arr.push_back(table);
      LogStatus("`" + arr.dump() + "`");
      
      table = R"({
          "type" : "table", 
          "title" : "Position Operation", 
          "cols" : ["Column1", "Column2", "Action"], 
          "rows" : [
              ["abc", "def", {"type": "button", "cmd": "coverAll", "name": "close position"}]
          ] 
      })"_json;
      LogStatus("`" + table.dump() + "`", "\n`" + R"({"type": "button", "cmd": "coverAll", "name": "close position"})"_json.dump() + "`");
  }
  

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