Version C Multi Chart Test
C++ strategy by 发明者量化-小小梦.
C++Other
The original spec has no written description. Read the source below.
Source C++
/*backtest
start: 2019-01-22 00:00:00
end: 2019-01-23 00:00:00
period: 30m
exchanges: [{"eid":"OKCoin_EN","currency":"BTC_USD"}]
*/
void main() {
json cfgA = R"({
"extension" : {
"layout" : "single",
"height" : 300,
"col" : 8
},
"title" : {
"text" : "Handicap chart"
},
"xAxis" : {
"type" : "datetime"
},
"series" : [{
"name" : "Buy one",
"data" : []
}, {
"name" : "Sell one",
"data" : []
}]
})"_json;
json cfgB = R"({
"title" : {
"text" : "Price Difference Chart"
},
"xAxis" : {
"type" : "datetime"
},
"series" : [{
"name" : "Spread",
"type" : "column",
"data" : []
}]
})"_json;
json cfgC = R"({
"__isStock" : false,
"title" : {
"text" : "Pie chart"
},
"series" : [{
"type" : "pie",
"name" : "one",
"data" : [
["A", 25],
["B", 25],
["C", 25],
["D", 25]
]
}]
})"_json;
json cfgD = R"({
"extension" : {
"layout" : "single",
"col" : 8,
"height" : "300px"
},
"title" : {
"text" : "Handicap chart"
},
"series" : [{
"name" : "Buy one",
"data" : []
}, {
"name" : "Sell one",
"data" : []
}]
})"_json;
json cfgE = R"({
"__isStock" : false,
"extension" : {
"layout" : "single",
"col" : 4,
"height" : "300px"
},
"title" : {
"text" : "Pie chart2"
},
"series" : [{
"type" : "pie",
"name" : "one",
"data" : [
["A", 25],
["B", 25],
["C", 25],
["D", 25]
]
}]
})"_json;
auto chart = Chart({cfgA, cfgB, cfgC, cfgD, cfgE});
chart.reset();
json zz = R"({
"name" : "ZZ",
"y" : 0
})"_json;
zz["y"] = rand() % 100;
chart.add(3, zz);
while(true) {
Sleep(1000);
auto ticker = exchange.GetTicker();
if(!ticker.Valid) {
continue;
}
auto diff = ticker.Sell - ticker.Buy;
json cfgASubTitle = R"({"text" : ""})"_json;
cfgASubTitle["text"] = format("Buy one %f, sell one %f", ticker.Buy, ticker.Sell);
cfgA["subtitle"] = cfgASubTitle;
json cfgBSubTitle = R"({"text" : ""})"_json;
cfgBSubTitle["text"] = format("Price difference %f", diff);
cfgB["subtitle"] = cfgBSubTitle;
chart.add(0, {Unix() * 1000, ticker.Buy});
chart.add(1, {Unix() * 1000, ticker.Sell});
chart.add(2, {Unix() * 1000, diff});
chart.add(4, {Unix() * 1000, ticker.Buy});
chart.add(5, {Unix() * 1000, ticker.Buy});
cfgC["series"][0]["data"][0][1] = rand() % 100;
cfgE["series"][0]["data"][0][1] = rand() % 100;
chart.update({cfgA, cfgB, cfgC, cfgD, cfgE});
}
}Published by 发明者量化-小小梦 on the FMZ strategy square · last modified 2020-03-16. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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