股票回测交易策略的开源融资系统

Q4 Computer Science

International Journal of Open Source Software and Processes Pub Date : 2021-04-01 DOI:10.4018/IJOSSP.2021040104

Eviatar Rosenberg, Dima Alberg

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引用次数: 1

摘要

养老金储蓄的很大一部分是在资本市场，受到市场波动的影响。与以往的危机一样，2019冠状病毒病大流行危机损害了这些基金取得的成果。本文介绍了一种用于股票回测交易策略的开源金融系统的开发。该开发将由Python编程语言操作，并将实现应用程序用户界面。该系统将从金融网站上输入股票的历史数据，并制作出分析股价趋势的图表。基于技术分析，它将运行由用户定义的交易策略。系统将输出应该在回顾中执行的交易订单和总结图表，以显示可能发生的利润和损失，以评估策略的表现。版权所有©2021,IGI Global。未经IGI Global书面许可，禁止以印刷或电子形式复制或分发。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An Open Source Finance System for Stocks Backtesting Trade Strategies

A significant part of pension savings is in the capital market and exposed to market volatility. The COVID-19 pandemic crisis, like the previous crises, damaged the gains achieved in those funds. This paper presents a development of open-source finance system for stocks backtesting trade strategies. The development will be operated by the Python programming language and will implement application user interface. The system will import historical data of stocks from financial web and will produce charts for analysis of the trends in stocks price. Based on technical analysis, it will run trading strategies which will be defined by the user. The system will output the trade orders that should have been executed in retrospect and concluding charts to present the profit and loss that would occur to evaluate the performance of the strategy. Copyright © 2021, IGI Global. Copying or distributing in print or electronic forms without written permission of IGI Global is prohibited.

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来源期刊

International Journal of Open Source Software and Processes Computer Science-Software

CiteScore

1.90

自引率

0.00%

发文量

期刊介绍： The International Journal of Open Source Software and Processes (IJOSSP) publishes high-quality peer-reviewed and original research articles on the large field of open source software and processes. This wide area entails many intriguing question and facets, including the special development process performed by a large number of geographically dispersed programmers, community issues like coordination and communication, motivations of the participants, and also economic and legal issues. Beyond this topic, open source software is an example of a highly distributed innovation process led by the users. Therefore, many aspects have relevance beyond the realm of software and its development. In this tradition, IJOSSP also publishes papers on these topics. IJOSSP is a multi-disciplinary outlet, and welcomes submissions from all relevant fields of research and applying a multitude of research approaches.