https://github.com/yutiansut/quantaxis_randomprice

QARandomPrice_TickPrice_by_OU process
https://github.com/yutiansut/quantaxis_randomprice

quantaxis

Last synced: 8 days ago
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QARandomPrice_TickPrice_by_OU process

• Host: GitHub
• URL: https://github.com/yutiansut/quantaxis_randomprice
• Owner: yutiansut
• Created: 2019-04-19T15:52:46.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2020-05-18T00:08:38.000Z (over 4 years ago)
• Last Synced: 2024-10-31T15:37:58.375Z (15 days ago)
• Topics: quantaxis
• Language: Python
• Size: 210 KB
• Stars: 12
• Watchers: 3
• Forks: 26
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# QARANDOM_PRICE

基于OU过程的TICK price模拟

pip install quantaxis-randomprice

```

qarandom 

--code J1905 

--price 1950 

--tradingday 20181119  

--mu 0

--sigma 0.2 

--theta 0.15 

--dt 1e-2

```