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calculator for contract trading: close price, PNL ratio...
Downloads
19
量化过程中, 经常需要计算止盈止损点.
我们对基本的止盈止损进行了封装. 又在基础算法上面, 增加了固定止盈止损价格类(FixedTriggerPrice) 和 移动止盈止损价格类(MovingTriggerPrice).
目前在设计过程中, 认为固定止盈止损更适合小幅波动行情, 而移动止盈止损更适合大幅价格波动.
具体事宜方法可以参考 test 中的代码.
