用户指南 | 优宽量化

内置库

优宽量化交易平台已内置集成了常用的第三方库。

TA指标库

优宽量化的TA指标库优化了常用指标算法，支持JavaScript、Python、C++语言的策略调用。


            javascript
            
            
function main(){
    // 鉴于测试代码，不使用商品期货策略一般架构，这里仅判断exchange.IO("status")函数，判断连接期货公司前置机成功后立即执行测试代码。股票证券无需使用exchange.IO("status")判断连接状态
    while(true) {
        if (exchange.IO("status")) {
            exchange.SetContractType("rb888")
            var records = exchange.GetRecords()
            // K线数据需要有足够的长度才能计算指标数据
            if (records && records.length > 100) {
                break
            }
        }
        Sleep(1000)
    }

    var r = exchange.GetRecords()
    var macd = TA.MACD(r)
    var atr = TA.ATR(r, 14)

    // 打印最后一组指标值
    Log(macd[0][r.length-1], macd[1][r.length-1], macd[2][r.length-1])
    Log(atr[atr.length-1])
}


            python
            
            
# Python需要单独安装talib库

import talib

def main():
    while True:
        if exchange.IO("status"):
            exchange.SetContractType("rb888")
            records = exchange.GetRecords()
            # records为None或空数组[]时判断均为假
            if records and len(records) > 100:
                break
        Sleep(1000)

    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])


            c++
            
            
void main() {
    while (true) {
        if (exchange.IO("status") != 0) {
            exchange.SetContractType("rb888");
            auto records = exchange.GetRecords();
            if (records.Valid && records.size() > 100) {
                break;
            }
        }
        Sleep(1000);
    }

    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指标库

以下是CCI指标调用示例代码，更多talib指标函数请参阅优宽量化交易平台API手册


            javascript
            
            
function main() {
    while(!exchange.IO("status")) {
        Sleep(1000)
    }
    exchange.SetContractType("rb888")

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


            python
            
            
import talib

def main():
    while not exchange.IO("status"):
        Sleep(1000)
    exchange.SetContractType("rb888")

    records = exchange.GetRecords()
    # 14这个参数可以省略
    cci = talib.CCI(records.High, records.Low, records.Close, 14)
    Log(cci)


            c++
            
            
void main() {
    while(exchange.IO("status") == 0) {
        Sleep(1000);
    }
    exchange.SetContractType("rb888");

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

JavaScript库

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


            javascript
            
            
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/


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

http://ta-lib.org/


            javascript
            
            
function main() {
    // 由于是测试代码，未使用商品期货策略的通用架构，此处仅判断exchange.IO("status")函数，确认连接期货公司前置机成功后立即执行测试代码。股票证券无需使用exchange.IO("status")判断连接状态
    while (true) {
        if (exchange.IO("status")) {
            exchange.SetContractType("rb888")
            var records = exchange.GetRecords()
            // K线数据需要足够的长度才能计算指标
            if (records && records.length > 100) {
                break
            }
        }
        Sleep(1000)
    }

    var r = exchange.GetRecords()

    // 打印所有指标数据，在优宽量化交易平台上，JavaScript语言策略已集成talib库
    Log(talib.MACD(r))
    Log(talib.MACD(r, 12, 26, 9))
}

动态加载JavaScript库
如需使用其他第三方JavaScript库，可通过以下方式动态加载：


            javascript
            
            
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++库

https://nlohmann.github.io/json/


            c++
            
            
void main() {
    json table = R"({"type": "table", "title": "持仓信息", "cols": ["列1", "列2"], "rows": [["abc", "def"], ["ABC", "support color #ff0000"]]})"_json;
    LogStatus("`" + table.dump() + "`");
    LogStatus("第一行消息\n`" + table.dump() + "`\n第三行消息");
    json arr = R"([])"_json;
    arr.push_back(table);
    arr.push_back(table);
    LogStatus("`" + arr.dump() + "`");

    table = R"({
        "type" : "table",
        "title" : "持仓操作",
        "cols" : ["列1", "列2", "Action"],
        "rows" : [
            ["abc", "def", {"type": "button", "cmd": "coverAll", "name": "平仓"}]
        ]
    })"_json;
    LogStatus("`" + table.dump() + "`", "\n`" + R"({"type": "button", "cmd": "coverAll", "name": "平仓"})"_json.dump() + "`");
}