策略參數

系統預留參數

請勿將系統預留參數用於其他用途

Variable	Description	Type	Default Value
exchange_fee	設定回測及模擬的交易手續費，預設為 0.1％	Number	0.001
spread	設定回測及模擬的滑價比例	Number	0
leverage	設定實單交易的槓桿倍數	Number	1
IS_DEBUG	設定 True 以開啟回測的除錯模式	Boolean	false

• How to set Leverage

自定義參數

透過 self['OPTION_NAME'] 存取策略參數

You can add some extra arguments for the strategy and change these arguments for every live trade, backtest or simulation. For example, if you have the following configuration for a strategy

警告

All arguments are actually stored and parsed as String type in your strategy code. So you have to parse it by your self!

Type

• Boolean

  A STRING that indicates either true or false

• Number

  A STRING that represents a float value.

• String

  A STRING that holds a ASCII string

• Select

  A STRING that holds a list of ASCII string. Separated by the symbol vertical bar |.

Example

Suppose you use the following configuration

Variable	Description	Type	Default Value
MyArgA	true/false	Boolean	true
MyArgB	a float num	Number	10.9
MyArgC	a ASCII Str	String	Hello World!
MyArgD	a ASCII list	Select	OptionA|OptionB|OptionC

備註

Only ASCII string is supported currently

Then you're allowed to tweak these variables to be used in your strategy before trading. MyArgD will appear as a list consisting of OptionA, OptionB and OptionC.

備註

You can access these arguments by self['argName']

def trade(self, information):
    CA.log(self['MyArgA']) # true
    CA.log(self['MyArgB']) # 10.9
    CA.log(self['MyArgC']) # Hello World!
    CA.log(self['MyArgD']) # OptionC

    CA.log(str(self['MyArgA'].__class__)) # <class 'str'>
    CA.log(str(self['MyArgB'].__class__)) # <class 'str'>
    CA.log(str(self['MyArgC'].__class__)) # <class 'str'>
    CA.log(str(self['MyArgD'].__class__)) # <class 'str'>

All of the types are string in python

So if you want to check MyArgA is true or not, you have to use it like if self['MyArgA'] == 'true' instead of if self['MyArgA].