股票网格策略

网格

股票证券

创建日期: 2020-12-22 10:21:00

最后修改: 5 年前

复制: 188

点击次数: 6175

雨幕（youquant）

关注

225

关注者

股票网格策略

策略源码

JavaScript

/*backtest
start: 2019-04-01 09:00:00
end: 2020-12-13 15:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_XTP","currency":"STOCK","minFee":0}]
args: [["StrIds","[\"600519.SH\", \"600690.SH\", \"600006.SH\", \"601328.SH\", \"600887.SH\"]"],["BeginPrices","[-1, -1, -1, -1, -1]"]]
*/

var Ids = []            
var _Symbols = [] 
var STATE_IDLE = 0

策略参数