stock trading api python

How do I connect python to a trading software? How do I set the position of closing positions? Thank you so much! Reply content:I know what you mean, you just want to find a software or broker interface to upload trading instructions, your previous data capture and analysis may have been written by Python, so poor this

to simulate the keyboard and mouse to operate some software, such as brokerage version trading software and big intelligence. Another way is to find and change the underlying code of these software about the transaction commands. I don't know if it is actually feasible .. In this way, retail investors have to rely on technology if they don't have any funds. However, I think that the accuracy of prediction is higher than the timeliness of transactions

= Soup.select ('Div#quotesearch Li')#Regular Expressions Get all the stock codesRe1 = Re.compile (r'href= "http://quote.eastmoney.com/(. +?). HTML "') Stockcodes=Re1.findall (str (ULS))#print (stockcodes)#The second step is to add the stock code to the stock search URL.Stockvalues = [] forStockcodeinchStockcodes:#url = ' https://gupiao.baidu.com/

Since I have been thinking, why no one used automatic interactive software to conduct stock trading, who had known that my idea is the current frontier of finance. Fortunately I am a programmer, proficient in various programming languages such as C++,python ..... In Europe and the United States and other developed financial markets, more than half of the volume i

"The main topic" It is known that the stock bid price for day I is per share of the API, the first day of the stock price is BPi per share (data guarantee for each I, there is API>=BPI), the first day of purchase can only buy ASI shares, a sell at most can only sell BSI shares. The

difficult to beat the market. There is a saying: trust funds are unlikely to beat the market, your system can beat the market is only a possibility. (The reason for the poor performance of the trust fund is that the charges are too high and the index fund does not exist.) ）This lecture simply describes a trading strategy based on the moving average. There are many other trading strategies that are not ment

In the quantitative analysis, sometimes use the stock trading day information, which can be obtained from the official website of SSE or SZSE, download the file from the official website is not a very good method, if you can download through the Python interface, you can put into the program, and Baostock Interface (official website:/http www.baostock.com) just p

As the undergraduate in the school period around a lot of friends are financial professional, they are in my ear to talk about the stock situation, affected by their influence, the long-term interest in securities. A few months before graduation to find an internship unit, and Chance coincidentally worked in this area for a period of time, learning the various theories of securities trading (Dow Theory, Jap

In the quantitative analysis, sometimes use the stock trading day information, which can be obtained from the official website of SSE or SZSE, download the file from the official website is not a very good method, if you can download through the Python interface, you can put into the program, and Baostock Interface (official website:/http www.baostock.com) just p

Using the Tushare library, he has a function that reads whether all dates are open and the return value is Dataframe typeimport tushare as tsts.trade_cal()IsOpen 1 is the opening.The full source code is as follows:import tushare as tsimport datetimeimport timedef JiaoYiRiQi(): while True: DatetimeNOW = datetime.datetime.now().strftime(‘%Y-%m-%d‘) OpenList = ts.trade_cal() OpentimeList = OpenList.isOpen[OpenList.calendarDate == DatetimeNOW] if OpentimeList.values[0]

Back-to-test engine. Is the simulated transaction price dependent on the quote or bar in the next second? Or trade? At that time, the liquidity kept up? Do you want to set random slide points? What is the worst price? To be honest, I feel like I have never written anything .. It encapsulates two dispatch APIs .. In addition, quantification is originally intended for anti-open source. In the end, it makes no practical sense to make these things, that is, to play with yourself. It is better to l

In accordance with the relevant policy provisions, domestic Bitcoin trading will be closed by the end of September 2017, but in recent years the historical data on Bitcoin trading may have significant value for future research on economics, finance and quantitative trading strategies, so this article is mainly about how to use

The recent study of stock data back-test (in fact, want to do quantitative trading), but can provide data directly to the API is not very stable (tushare timeout, Yahoo to repair to use, also not very stable) #雅虎股票数据API的修复包 from pandas_datareader import data as PDR Finally, I intend to study the

Securities Bao Www.baostock.com is a free, open-source securities data platform.Provide a large number of accurate and complete securities historical market data, listed company financial data, real-time securities market push services.Acquisition of securities data information through the Python API, to meet quantitative trading investors, quantitative financial

German English! Our main business scope is to do programming big homework, curriculum design and so on.Our Direction field: Window Programming numerical algorithm AI Artificial Intelligence financial statistical Metrology analysis Big Data network programming Web programming Communication Programming game Programming Multimedia Linux plug-in programming API image processing embedded/Microcontroller database programming console process and thread Netw

Tushare is a free, open source Python financial data interface package. The main realization of the stock and other financial data from data collection, the process of cleaning and processing to data storage can provide financial analysts with fast, tidy, and diverse data for easy analysis, greatly reducing their workload in terms of data sources, and making them more focused on the research and implementat

: "27.55″, today's highest price;5: "26.20″, today's lowest price;6: "26.91″, bid price, namely" buy one "offer;7: "26.92″, bid price, namely" sell one "offer;8: "22114263″, the number of shares traded, as the stock trading with 100 shares as the basic unit, so when used, the value is usually divided by 100;9: "589824680″, deal amount, unit for" Yuan ", for a glance, usually" million "for the transaction am

first, the initial knowledge of pandas Pandas is a very useful library based on NumPy, which has two unique basic data Structures series (one-dimensional) and dataframe (two-dimensional) that make data operations simpler. Although pandas has two data structures, it is still a library of Python, so some data types in Python are still available here, and you can also use the class to define the data type you

Recently began to play stock quantization, because want to do a complete stock backtesting, so the stock listing and delisting information is essential. Because we have to go back to the test must know a certain date of the composition of the Shanghai-Shenzhen stock, right. So we have to put the Shanghai and Shenzhen a

Original title address: https://oj.leetcode.com/problems/best-time-to-buy-and-sell-stock-iii/Test instructionsSay you has an array for which the i-th element is the price of a given-stock on day I.Design an algorithm to find the maximum profit. You are in most of the transactions.Note:Engage in multiple transactions on the same time (ie, you must sell the stock