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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

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QARandomPrice_TickPrice_by_OU process

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  • Python 100.0%