Built-in Library

The FMZ Quant Trading Platform has built-in integration with some common libraries.

TA Indicator Library

The TA indicator library of FMZ Quant Trading Platform has optimized the commonly-used indicator algorithms to support the call of strategies written in JavaScript, Python and C++. open source TA library code, API Manual of FMZ Quant Trading Platform.

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 Indicator Library

The following is CCI indicator call example code, more talib indicator functions can be found in the API Manual of FMZ Quant Trading Platform

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);
}

JavaScript Library

• 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))
  }
  

• Loading JavaScript libraries dynamically If you need to use other third-party JavaScript libraries, you can use the following method to load them dynamically:

  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}
  } 
  

C++ Library

• 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() + "`");
  }
  

Web3 Extended API Interface