以下是一个简单的量化交易程序，使用 Python 实现了一个顺势加仓的交易策略。程序根据
设定的条件，自动进行交易操作并进行盈利出局。
import random
class Order:
def __init__(self, symbol, side, price, quantity):
self.symbol = symbol
self.side = side
self.price = price
self.quantity = quantity
class Position:
def __init__(self, symbol, side, price, quantity):
self.symbol = symbol
self.side = side
self.price = price
self.quantity = quantity
class TrendFollowingStrategy:
def __init__(self):
self.positions = []
self.profit_target = 0.1 # 盈利出局的目标百分比
def execute_trade(self, price):
if len(self.positions) == 0:
self.positions.append(Position("BTC/USD", "BUY", price, 1))
self.positions.append(Position("BTC/USD", "SELL", price, 1))
else:
for position in self.positions:
if position.side == "BUY":
position.price = price
if (position.price - position.price) / position.price >= self.profit_target:
self.positions.remove(position)
else:
position.price = price
def run_backtest(self, data):
for price in data:
self.execute_trade(price)
# 生成随机价格数据作为示例
data = [random.uniform(50, 100) for _ in range(100)]
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