.. _demo_strategy:

交易策略示例
====================================================

.. contents:: 目录


经典策略
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Aberration 策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/aberration/

.. literalinclude:: ../../tqsdk/demo/example/aberration.py
  :language: python


Doublema 双均线策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

.. literalinclude:: ../../tqsdk/demo/example/doublema.py
  :language: python


价格动量策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/momentum-strategy/

.. literalinclude:: ../../tqsdk/demo/example/momentum.py
  :language: python


自动扶梯策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/escalator/

.. literalinclude:: ../../tqsdk/demo/example/escalator.py
  :language: python


菲阿里四价 策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/fairy-four-price/

.. literalinclude:: ../../tqsdk/demo/example/fairy_four_price.py
  :language: python


R-Breaker 交易策略 - 隔夜留仓 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/r-breaker/

.. literalinclude:: ../../tqsdk/demo/example/rbreaker.py
  :language: python


R-Breaker 交易策略 - 非隔夜留仓 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/r-breaker/

.. literalinclude:: ../../tqsdk/demo/example/rbreaker2.py
  :language: python


Dual Thrust 策略 (难度：中级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/dual-thrust/

.. literalinclude:: ../../tqsdk/demo/example/dualthrust.py
  :language: python


网格交易策略 (难度：中级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/grid-trading/

.. literalinclude:: ../../tqsdk/demo/example/gridtrading.py
  :language: python


网格交易策略 - 异步代码 (难度：中级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/grid-trading/

.. literalinclude:: ../../tqsdk/demo/example/gridtrading_async.py
  :language: python


随机森林 (难度：中级)
""""""""""""""""""""""""""""""""""""""""""""""""

.. literalinclude:: ../../tqsdk/demo/example/random_forest.py
  :language: python


海龟交易策略 (难度：中级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/turtle/

.. literalinclude:: ../../tqsdk/demo/example/turtle.py
  :language: python


Volume Weighted Average Price 策略 (难度：高级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/blog/vwap/

.. literalinclude:: ../../tqsdk/demo/example/vwap.py
  :language: python


趋势策略
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

三重指数平滑平均线 (TRIX) 趋势策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/trix-strategy

.. literalinclude:: ../../tqsdk/demo/example/TRIX.py
  :language: python


基于分形的趋势突破策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/fractal-trend-strategy

.. literalinclude:: ../../tqsdk/demo/example/fractal-trend.py
  :language: python


基于钱德动量震荡指标(CMO)的期货量化交易策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/cmo-strategy

.. literalinclude:: ../../tqsdk/demo/example/CMO.py
  :language: python


涡旋指标期货量化策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/vortex-indicator-strategy

.. literalinclude:: ../../tqsdk/demo/example/vortex-indicator.py
  :language: python


Hull移动平均线策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/hull-strategy

.. literalinclude:: ../../tqsdk/demo/example/hull.py
  :language: python


Keltner Channel策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/keltner-channel-strategy

.. literalinclude:: ../../tqsdk/demo/example/Keltner_Channel.py
  :language: python


Qstick趋势策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/qstick-strategy

.. literalinclude:: ../../tqsdk/demo/example/Qstick.py
  :language: python


Aroon指标趋势策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/aroon-strategy

.. literalinclude:: ../../tqsdk/demo/example/Aroon.py
  :language: python



量价趋势策略（VPT） (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/trend-following/vpt-strategy

.. literalinclude:: ../../tqsdk/demo/example/volume_price.py
  :language: python


套利策略
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

PTA产业链套利 (涤纶短纤生产利润)策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/pta-spread

.. literalinclude:: ../../tqsdk/demo/example/pta_spread.py
  :language: python


养殖价差套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/smash-spread

.. literalinclude:: ../../tqsdk/demo/example/smash_spread.py
  :language: python

双焦（焦煤-焦炭）套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/jm-j-spread

.. literalinclude:: ../../tqsdk/demo/example/jm-j-spread.py
  :language: python


甲醇制烯烃（MTO）产业链套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/mto-spread

.. literalinclude:: ../../tqsdk/demo/example/mto_spread.py
  :language: python


铜铝比价套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/cu-al-spread

.. literalinclude:: ../../tqsdk/demo/example/cu-al-spread.py
  :language: python


压榨价差套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/crush-spread

.. literalinclude:: ../../tqsdk/demo/example/crush_spread.py
  :language: python


裂解价差套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/crack-spread

.. literalinclude:: ../../tqsdk/demo/example/crack_spread_arbitrage.py
  :language: python


股指期货跨期套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/stock-future-cross-period-spread

.. literalinclude:: ../../tqsdk/demo/example/stock-future-cross-period-spread.py
  :language: python

钢厂利润套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/rb-i-jt-spread

.. literalinclude:: ../../tqsdk/demo/example/rb-i-jt-spread.py
  :language: python


菜油、豆油、棕榈油多品种套利策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/arbitrage/oi-y-p-spreads

.. literalinclude:: ../../tqsdk/demo/example/oi-y-p-spreads.py
  :language: python


均值回归策略
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

卡尔曼滤波配对交易策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/kalman-filter-strategy

.. literalinclude:: ../../tqsdk/demo/example/kalman_filter_pairs_trading.py
  :language: python


基于距离的配对交易策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/distance-based-strategy

.. literalinclude:: ../../tqsdk/demo/example/distance_based.py
  :language: python


枢轴点反转策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/pivot-point-strategy

.. literalinclude:: ../../tqsdk/demo/example/pivot_point.py
  :language: python


CCI均值回归策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/cci-strategy

.. literalinclude:: ../../tqsdk/demo/example/CCI.py
  :language: python


RSI超买/超卖交易策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/rsi-strategy

.. literalinclude:: ../../tqsdk/demo/example/RSI.py
  :language: python


Z-Score均值回归策略 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/mean-reversion/zscore-strategy

.. literalinclude:: ../../tqsdk/demo/example/z_score.py
  :language: python

算法交易策略
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

冰山订单算法 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/other/iceberg-order

.. literalinclude:: ../../tqsdk/demo/example/iceberg_algorithm.py
  :language: python


盘口下单算法 (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/other/handicap

.. literalinclude:: ../../tqsdk/demo/example/handicap_algorithm.py
  :language: python


跟量下单算法（POV） (难度：初级)
""""""""""""""""""""""""""""""""""""""""""""""""

策略说明 https://www.shinnytech.com/articles/trading-strategy/other/pov

.. literalinclude:: ../../tqsdk/demo/example/pov.py
  :language: python