PyalgoTrade基本概念
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- instrument——商品,标的,即一切可交易的东西
- bar——一根K线
- frequency——K线的周期(日线,周线等)
- ask price ——叫卖价
- bid price ——叫买价
- position——仓位
- open position——开仓
- close position——平仓
- long position——多头仓位
- long——做多;short——做空
- session——一日当中的交易时间段
- market order——市价委托(A market order is an order to buy or sell a stock at the best available price. Generally, this type of order will be executed immediately. However, the price at which a market order will be executed is not guaranteed.)
- limit order——现价委托(A limit order is an order to buy or sell a stock at a specific price or better. A buy limit order can only be executed at the limit price or lower, and a sell limit order can only be executed at the limit price or higher.)
- stop order——止损委托(A stop order, also referred to as a stop-loss order, is an order to buy or sell a stock once the price of the stock reaches a specified price, known as the stop price. When the stop price is reached, a stop order becomes a market order. A buy stop order is entered at a stop price above the current market price. Investors generally use a buy stop order to limit a loss or to protect a profit on a stock that they have sold short. A sell stop order is entered at a stop price below the current market price. Investors generally use a sell stop order to limit a loss or to protect a profit on a stock that they own.)
- a good 'til canceled (GTC) order ——长期有效委托(跨越多个交易日的委托)
all or none——委托属性,全部成交或者全部不成交,即是否允许委托部分成交。True为不允许部分成交
Commission——佣金
- fill 成交
- PnL——损益
- TimeWeightedReturns——时间回报率,及指定时间段的平均回报率,不受资金流入流出的影响,能很好地考察操作的水平
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