加密货币的交易策略怎么做回测比较方便? - V2EX
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qaweqa

加密货币的交易策略怎么做回测比较方便?

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  •   qaweqa Mar 6, 2022 2698 views
    This topic created in 1515 days ago, the information mentioned may be changed or developed.
    如果只是交易的话,直接上交易所的 sdk 然后直接写一些简单策略已经很方便了。
    但是感觉策略验证还是需要回测吧,回测的话就麻烦很多了,从数据获取到模拟交易都是问题。
    查了下资料有 backtrader,ccxt,vnpy 等等开源项目,vnpy 研究了一下感觉也没弄明白这堆 GUI 怎么回事,似乎 ccxt 可以用来帮助交易和获取历史数据,然后数据获取过来再给 backtrader 做回测,我这样理解对不对呢。
    不知道有没有什么更好的方案,只是玩玩,没办法花太多精力造轮子唉
    6 replies    2022-03-08 14:06:52 +08:00
    DogeElon
        1
    DogeElon  
       Mar 6, 2022 via iPhone
    可行,输出的数据字段符合 backtrader 的输入就行
    jamesliu
        2
    jamesliu  
       Mar 6, 2022
    tradingview 回测
    soulzz
        3
    soulzz  
       Mar 7, 2022
    无法回测
    市场的深度每时每刻都在变化,无法保证你挂的单一定能成交
    zsrkl
        4
    zsrkl  
       Mar 7, 2022
    好像主流那几个币好像可以在 fmz 上回测?非主流的用 vnpy 搭
    div id="r_11437970" class="cell">
    qaweqa
        5
    qaweqa  
    OP
       Mar 7, 2022
    @zsrkl fmz 实盘要钱
    zsrkl
        6
    zsrkl  
       Mar 8, 2022
    @qaweqa 那就自己搭呗 ┑( ̄Д  ̄)┍
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