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技术选型

web服务框架:tornado

流程设计

worker服务

1.定时任务

2.每天存储当天的日k交易数据

概念

offset=CLOSE时,direction会统一转换为SHORT

STOCK

买: LONG OPEN 卖: SHORT CLOSE

FUTURES

买:None:(Long,Open); Short:(Long,Close) 卖:None:(Short,Open); Long:(Short,Close)

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股票期货量化

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