-
Notifications
You must be signed in to change notification settings - Fork 46
/
algorithm.html
463 lines (428 loc) · 30.2 KB
/
algorithm.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
<!DOCTYPE html>
<html lang="" xml:lang="">
<head>
<meta charset="utf-8" />
<meta http-equiv="X-UA-Compatible" content="IE=edge" />
<title>Chapter 10 程序交易 | R语言玩转金融与体彩数据分析</title>
<meta name="description" content="此书乃个人学习R语言的经验分享与建议。 此文件输出格式为 bookdown::gitbook。" />
<meta name="generator" content="bookdown 0.26.3 and GitBook 2.6.7" />
<meta property="og:title" content="Chapter 10 程序交易 | R语言玩转金融与体彩数据分析" />
<meta property="og:type" content="book" />
<meta property="og:image" content="https://github.com/englianhu/data-analysis/images/cover.jpg" />
<meta property="og:description" content="此书乃个人学习R语言的经验分享与建议。 此文件输出格式为 bookdown::gitbook。" />
<meta name="github-repo" content="englianhu/data-analysis" />
<meta name="twitter:card" content="summary" />
<meta name="twitter:title" content="Chapter 10 程序交易 | R语言玩转金融与体彩数据分析" />
<meta name="twitter:description" content="此书乃个人学习R语言的经验分享与建议。 此文件输出格式为 bookdown::gitbook。" />
<meta name="twitter:image" content="https://github.com/englianhu/data-analysis/images/cover.jpg" />
<meta name="author" content="(®γσ, ξηg）雷欧，黄联富 ®" />
<meta name="date" content="2022-06-09" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="apple-mobile-web-app-capable" content="yes" />
<meta name="apple-mobile-web-app-status-bar-style" content="black" />
<link rel="apple-touch-icon-precomposed" sizes="120x120" href="touch-icon.png" />
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon" />
<link rel="prev" href="fund.html"/>
<link rel="next" href="reference.html"/>
<script src="book_assets/jquery-3.6.0/jquery-3.6.0.min.js"></script>
<script src="https://cdn.jsdelivr.net/npm/fuse.js@6.4.6/dist/fuse.min.js"></script>
<link href="book_assets/gitbook-2.6.7/css/style.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-table.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-bookdown.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-highlight.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-search.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-fontsettings.css" rel="stylesheet" />
<link href="book_assets/gitbook-2.6.7/css/plugin-clipboard.css" rel="stylesheet" />
<link href="book_assets/anchor-sections-1.1.0/anchor-sections.css" rel="stylesheet" />
<link href="book_assets/anchor-sections-1.1.0/anchor-sections-hash.css" rel="stylesheet" />
<script src="book_assets/anchor-sections-1.1.0/anchor-sections.js"></script>
<style type="text/css">
pre > code.sourceCode { white-space: pre; position: relative; }
pre > code.sourceCode > span { display: inline-block; line-height: 1.25; }
pre > code.sourceCode > span:empty { height: 1.2em; }
.sourceCode { overflow: visible; }
code.sourceCode > span { color: inherit; text-decoration: inherit; }
pre.sourceCode { margin: 0; }
@media screen {
div.sourceCode { overflow: auto; }
}
@media print {
pre > code.sourceCode { white-space: pre-wrap; }
pre > code.sourceCode > span { text-indent: -5em; padding-left: 5em; }
}
pre.numberSource code
{ counter-reset: source-line 0; }
pre.numberSource code > span
{ position: relative; left: -4em; counter-increment: source-line; }
pre.numberSource code > span > a:first-child::before
{ content: counter(source-line);
position: relative; left: -1em; text-align: right; vertical-align: baseline;
border: none; display: inline-block;
-webkit-touch-callout: none; -webkit-user-select: none;
-khtml-user-select: none; -moz-user-select: none;
-ms-user-select: none; user-select: none;
padding: 0 4px; width: 4em;
color: #aaaaaa;
}
pre.numberSource { margin-left: 3em; border-left: 1px solid #aaaaaa; padding-left: 4px; }
div.sourceCode
{ }
@media screen {
pre > code.sourceCode > span > a:first-child::before { text-decoration: underline; }
}
code span.al { color: #ff0000; font-weight: bold; } /* Alert */
code span.an { color: #60a0b0; font-weight: bold; font-style: italic; } /* Annotation */
code span.at { color: #7d9029; } /* Attribute */
code span.bn { color: #40a070; } /* BaseN */
code span.bu { } /* BuiltIn */
code span.cf { color: #007020; font-weight: bold; } /* ControlFlow */
code span.ch { color: #4070a0; } /* Char */
code span.cn { color: #880000; } /* Constant */
code span.co { color: #60a0b0; font-style: italic; } /* Comment */
code span.cv { color: #60a0b0; font-weight: bold; font-style: italic; } /* CommentVar */
code span.do { color: #ba2121; font-style: italic; } /* Documentation */
code span.dt { color: #902000; } /* DataType */
code span.dv { color: #40a070; } /* DecVal */
code span.er { color: #ff0000; font-weight: bold; } /* Error */
code span.ex { } /* Extension */
code span.fl { color: #40a070; } /* Float */
code span.fu { color: #06287e; } /* Function */
code span.im { } /* Import */
code span.in { color: #60a0b0; font-weight: bold; font-style: italic; } /* Information */
code span.kw { color: #007020; font-weight: bold; } /* Keyword */
code span.op { color: #666666; } /* Operator */
code span.ot { color: #007020; } /* Other */
code span.pp { color: #bc7a00; } /* Preprocessor */
code span.sc { color: #4070a0; } /* SpecialChar */
code span.ss { color: #bb6688; } /* SpecialString */
code span.st { color: #4070a0; } /* String */
code span.va { color: #19177c; } /* Variable */
code span.vs { color: #4070a0; } /* VerbatimString */
code span.wa { color: #60a0b0; font-weight: bold; font-style: italic; } /* Warning */
</style>
<style type="text/css">
/* Used with Pandoc 2.11+ new --citeproc when CSL is used */
div.csl-bib-body { }
div.csl-entry {
clear: both;
}
.hanging div.csl-entry {
margin-left:2em;
text-indent:-2em;
}
div.csl-left-margin {
min-width:2em;
float:left;
}
div.csl-right-inline {
margin-left:2em;
padding-left:1em;
}
div.csl-indent {
margin-left: 2em;
}
</style>
<link rel="stylesheet" href="style.css" type="text/css" />
</head>
<body>
<div class="book without-animation with-summary font-size-2 font-family-1" data-basepath=".">
<div class="book-summary">
<nav role="navigation">
<ul class="summary">
<li><a href="./">R语言玩转金融与体彩数据分析</a></li>
<li class="divider"></li>
<li class="chapter" data-level="1" data-path="index.html"><a href="index.html"><i class="fa fa-check"></i><b>1</b> 前言</a></li>
<li class="chapter" data-level="2" data-path="intro.html"><a href="intro.html"><i class="fa fa-check"></i><b>2</b> 介绍</a>
<ul>
<li class="chapter" data-level="2.1" data-path="intro.html"><a href="intro.html#r语言与rstudio"><i class="fa fa-check"></i><b>2.1</b> R语言与RStudio</a></li>
<li class="chapter" data-level="2.2" data-path="intro.html"><a href="intro.html#shiny应用"><i class="fa fa-check"></i><b>2.2</b> Shiny应用</a></li>
<li class="chapter" data-level="2.3" data-path="intro.html"><a href="intro.html#调用其它语言程序"><i class="fa fa-check"></i><b>2.3</b> 调用其它语言程序</a></li>
</ul></li>
<li class="chapter" data-level="3" data-path="analytics.html"><a href="analytics.html"><i class="fa fa-check"></i><b>3</b> 数据分析</a>
<ul>
<li class="chapter" data-level="3.1" data-path="analytics.html"><a href="analytics.html#读存数据"><i class="fa fa-check"></i><b>3.1</b> 读存数据</a>
<ul>
<li class="chapter" data-level="3.1.1" data-path="analytics.html"><a href="analytics.html#本地文件"><i class="fa fa-check"></i><b>3.1.1</b> 本地文件</a></li>
<li class="chapter" data-level="3.1.2" data-path="analytics.html"><a href="analytics.html#外来文件"><i class="fa fa-check"></i><b>3.1.2</b> 外来文件</a></li>
</ul></li>
<li class="chapter" data-level="3.2" data-path="analytics.html"><a href="analytics.html#采集网络数据"><i class="fa fa-check"></i><b>3.2</b> 采集网络数据</a>
<ul>
<li class="chapter" data-level="3.2.1" data-path="analytics.html"><a href="analytics.html#普通采集"><i class="fa fa-check"></i><b>3.2.1</b> 普通采集</a></li>
<li class="chapter" data-level="3.2.2" data-path="analytics.html"><a href="analytics.html#api接口"><i class="fa fa-check"></i><b>3.2.2</b> API接口</a></li>
<li class="chapter" data-level="3.2.3" data-path="analytics.html"><a href="analytics.html#web-driver"><i class="fa fa-check"></i><b>3.2.3</b> Web Driver</a></li>
</ul></li>
<li class="chapter" data-level="3.3" data-path="analytics.html"><a href="analytics.html#数据处理"><i class="fa fa-check"></i><b>3.3</b> 数据处理</a>
<ul>
<li class="chapter" data-level="3.3.1" data-path="analytics.html"><a href="analytics.html#文字与数字"><i class="fa fa-check"></i><b>3.3.1</b> 文字与数字</a></li>
<li class="chapter" data-level="3.3.2" data-path="analytics.html"><a href="analytics.html#数据框与矩阵"><i class="fa fa-check"></i><b>3.3.2</b> 数据框与矩阵</a></li>
<li class="chapter" data-level="3.3.3" data-path="analytics.html"><a href="analytics.html#列表与嵌套数据"><i class="fa fa-check"></i><b>3.3.3</b> 列表与嵌套数据</a></li>
<li class="chapter" data-level="3.3.4" data-path="analytics.html"><a href="analytics.html#内存"><i class="fa fa-check"></i><b>3.3.4</b> 内存</a></li>
<li class="chapter" data-level="3.3.5" data-path="analytics.html"><a href="analytics.html#数据库"><i class="fa fa-check"></i><b>3.3.5</b> 数据库</a></li>
</ul></li>
<li class="chapter" data-level="3.4" data-path="analytics.html"><a href="analytics.html#数据分析程序包"><i class="fa fa-check"></i><b>3.4</b> 数据分析程序包</a></li>
</ul></li>
<li class="chapter" data-level="4" data-path="stats.html"><a href="stats.html"><i class="fa fa-check"></i><b>4</b> 统计模式</a>
<ul>
<li class="chapter" data-level="4.1" data-path="stats.html"><a href="stats.html#基本统计学"><i class="fa fa-check"></i><b>4.1</b> 基本统计学</a>
<ul>
<li class="chapter" data-level="4.1.1" data-path="stats.html"><a href="stats.html#线性模型"><i class="fa fa-check"></i><b>4.1.1</b> 线性模型</a></li>
<li class="chapter" data-level="4.1.2" data-path="stats.html"><a href="stats.html#广义型线性模型"><i class="fa fa-check"></i><b>4.1.2</b> 广义型线性模型</a></li>
<li class="chapter" data-level="4.1.3" data-path="stats.html"><a href="stats.html#最优模型选择"><i class="fa fa-check"></i><b>4.1.3</b> 最优模型选择</a></li>
</ul></li>
<li class="chapter" data-level="4.2" data-path="stats.html"><a href="stats.html#高级统计学"><i class="fa fa-check"></i><b>4.2</b> 高级统计学</a>
<ul>
<li class="chapter" data-level="4.2.1" data-path="stats.html"><a href="stats.html#极大似然估计"><i class="fa fa-check"></i><b>4.2.1</b> 极大似然估计</a></li>
<li class="chapter" data-level="4.2.2" data-path="stats.html"><a href="stats.html#蒙地卡罗"><i class="fa fa-check"></i><b>4.2.2</b> 蒙地卡罗</a></li>
<li class="chapter" data-level="4.2.3" data-path="stats.html"><a href="stats.html#马尔可夫链"><i class="fa fa-check"></i><b>4.2.3</b> 马尔可夫链</a></li>
<li class="chapter" data-level="4.2.4" data-path="stats.html"><a href="stats.html#隐马尔可夫链"><i class="fa fa-check"></i><b>4.2.4</b> 隐马尔可夫链</a></li>
<li class="chapter" data-level="4.2.5" data-path="stats.html"><a href="stats.html#贝叶斯分析"><i class="fa fa-check"></i><b>4.2.5</b> 贝叶斯分析</a></li>
</ul></li>
<li class="chapter" data-level="4.3" data-path="stats.html"><a href="stats.html#统计学程序包"><i class="fa fa-check"></i><b>4.3</b> 统计学程序包</a></li>
</ul></li>
<li class="chapter" data-level="5" data-path="finance.html"><a href="finance.html"><i class="fa fa-check"></i><b>5</b> 金融交易</a>
<ul>
<li class="chapter" data-level="5.1" data-path="finance.html"><a href="finance.html#金融交易"><i class="fa fa-check"></i><b>5.1</b> 金融交易</a>
<ul>
<li class="chapter" data-level="5.1.1" data-path="finance.html"><a href="finance.html#金融交易介绍"><i class="fa fa-check"></i><b>5.1.1</b> 金融交易介绍</a></li>
<li class="chapter" data-level="5.1.2" data-path="finance.html"><a href="finance.html#金融数据"><i class="fa fa-check"></i><b>5.1.2</b> 金融数据</a></li>
<li class="chapter" data-level="5.1.3" data-path="finance.html"><a href="finance.html#金融交易统计模型介绍"><i class="fa fa-check"></i><b>5.1.3</b> 金融交易统计模型介绍</a></li>
</ul></li>
<li class="chapter" data-level="5.2" data-path="finance.html"><a href="finance.html#单变量统计模型"><i class="fa fa-check"></i><b>5.2</b> 单变量统计模型</a>
<ul>
<li class="chapter" data-level="5.2.1" data-path="finance.html"><a href="finance.html#lassoelasticnetridge模型"><i class="fa fa-check"></i><b>5.2.1</b> LASSO、ElasticNet、RIDGE模型</a></li>
<li class="chapter" data-level="5.2.2" data-path="finance.html"><a href="finance.html#arima模型"><i class="fa fa-check"></i><b>5.2.2</b> Arima模型</a></li>
<li class="chapter" data-level="5.2.3" data-path="finance.html"><a href="finance.html#指数平滑法"><i class="fa fa-check"></i><b>5.2.3</b> 指数平滑法</a></li>
<li class="chapter" data-level="5.2.4" data-path="finance.html"><a href="finance.html#garch模型"><i class="fa fa-check"></i><b>5.2.4</b> GARCH模型</a></li>
</ul></li>
<li class="chapter" data-level="5.3" data-path="finance.html"><a href="finance.html#多变量统计模型"><i class="fa fa-check"></i><b>5.3</b> 多变量统计模型</a>
<ul>
<li class="chapter" data-level="5.3.1" data-path="finance.html"><a href="finance.html#garch模型-1"><i class="fa fa-check"></i><b>5.3.1</b> GARCH模型</a></li>
<li class="chapter" data-level="5.3.2" data-path="finance.html"><a href="finance.html#section"><i class="fa fa-check"></i><b>5.3.2</b> </a></li>
</ul></li>
<li class="chapter" data-level="5.4" data-path="finance.html"><a href="finance.html#高频率交易模型"><i class="fa fa-check"></i><b>5.4</b> 高频率交易模型</a>
<ul>
<li class="chapter" data-level="5.4.1" data-path="finance.html"><a href="finance.html#seasonal-arima"><i class="fa fa-check"></i><b>5.4.1</b> Seasonal ARIMA</a></li>
<li class="chapter" data-level="5.4.2" data-path="finance.html"><a href="finance.html#midas模型"><i class="fa fa-check"></i><b>5.4.2</b> MIDAS模型</a></li>
<li class="chapter" data-level="5.4.3" data-path="finance.html"><a href="finance.html#midas-garch"><i class="fa fa-check"></i><b>5.4.3</b> MIDAS-GARCH</a></li>
<li class="chapter" data-level="5.4.4" data-path="finance.html"><a href="finance.html#garch模型-2"><i class="fa fa-check"></i><b>5.4.4</b> GARCH模型</a></li>
</ul></li>
<li class="chapter" data-level="5.5" data-path="finance.html"><a href="finance.html#其它统计模型"><i class="fa fa-check"></i><b>5.5</b> 其它统计模型</a>
<ul>
<li class="chapter" data-level="5.5.1" data-path="finance.html"><a href="finance.html#levy-process"><i class="fa fa-check"></i><b>5.5.1</b> Levy Process</a></li>
<li class="chapter" data-level="5.5.2" data-path="finance.html"><a href="finance.html#wavelet-tranforms"><i class="fa fa-check"></i><b>5.5.2</b> Wavelet Tranforms</a></li>
</ul></li>
<li class="chapter" data-level="5.6" data-path="finance.html"><a href="finance.html#投资管理"><i class="fa fa-check"></i><b>5.6</b> 投资管理</a>
<ul>
<li class="chapter" data-level="5.6.1" data-path="finance.html"><a href="finance.html#投资风险管理"><i class="fa fa-check"></i><b>5.6.1</b> 投资风险管理</a></li>
<li class="chapter" data-level="5.6.2" data-path="finance.html"><a href="finance.html#基金管理"><i class="fa fa-check"></i><b>5.6.2</b> 基金管理</a></li>
<li class="chapter" data-level="5.6.3" data-path="finance.html"><a href="finance.html#多元基金管理"><i class="fa fa-check"></i><b>5.6.3</b> 多元基金管理</a></li>
<li class="chapter" data-level="5.6.4" data-path="finance.html"><a href="finance.html#基金评估"><i class="fa fa-check"></i><b>5.6.4</b> 基金评估</a></li>
</ul></li>
<li class="chapter" data-level="5.7" data-path="finance.html"><a href="finance.html#金融交易程序包"><i class="fa fa-check"></i><b>5.7</b> 金融交易程序包</a></li>
</ul></li>
<li class="chapter" data-level="6" data-path="sportsbook.html"><a href="sportsbook.html"><i class="fa fa-check"></i><b>6</b> 体彩交易</a>
<ul>
<li class="chapter" data-level="6.1" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易"><i class="fa fa-check"></i><b>6.1</b> 体彩交易</a>
<ul>
<li class="chapter" data-level="6.1.1" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易介绍"><i class="fa fa-check"></i><b>6.1.1</b> 体彩交易介绍</a></li>
<li class="chapter" data-level="6.1.2" data-path="sportsbook.html"><a href="sportsbook.html#体彩数据"><i class="fa fa-check"></i><b>6.1.2</b> 体彩数据</a></li>
<li class="chapter" data-level="6.1.3" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易统计模型介绍"><i class="fa fa-check"></i><b>6.1.3</b> 体彩交易统计模型介绍</a></li>
</ul></li>
<li class="chapter" data-level="6.2" data-path="sportsbook.html"><a href="sportsbook.html#足球赔率建模"><i class="fa fa-check"></i><b>6.2</b> 足球赔率建模</a>
<ul>
<li class="chapter" data-level="6.2.1" data-path="sportsbook.html"><a href="sportsbook.html#单变量泊松模型"><i class="fa fa-check"></i><b>6.2.1</b> 单变量泊松模型</a></li>
<li class="chapter" data-level="6.2.2" data-path="sportsbook.html"><a href="sportsbook.html#多变量泊松模型"><i class="fa fa-check"></i><b>6.2.2</b> 多变量泊松模型</a></li>
<li class="chapter" data-level="6.2.3" data-path="sportsbook.html"><a href="sportsbook.html#logistic模型"><i class="fa fa-check"></i><b>6.2.3</b> Logistic模型</a></li>
<li class="chapter" data-level="6.2.4" data-path="sportsbook.html"><a href="sportsbook.html#section-1"><i class="fa fa-check"></i><b>6.2.4</b> </a></li>
</ul></li>
<li class="chapter" data-level="6.3" data-path="sportsbook.html"><a href="sportsbook.html#足彩投注模型"><i class="fa fa-check"></i><b>6.3</b> 足彩投注模型</a>
<ul>
<li class="chapter" data-level="6.3.1" data-path="sportsbook.html"><a href="sportsbook.html#普通投注模型"><i class="fa fa-check"></i><b>6.3.1</b> 普通投注模型</a></li>
<li class="chapter" data-level="6.3.2" data-path="sportsbook.html"><a href="sportsbook.html#凯利投注模型"><i class="fa fa-check"></i><b>6.3.2</b> 凯利投注模型</a></li>
<li class="chapter" data-level="6.3.3" data-path="sportsbook.html"><a href="sportsbook.html#ohlc与garch应用"><i class="fa fa-check"></i><b>6.3.3</b> OHLC与GARCH应用</a></li>
</ul></li>
<li class="chapter" data-level="6.4" data-path="sportsbook.html"><a href="sportsbook.html#投资管理-1"><i class="fa fa-check"></i><b>6.4</b> 投资管理</a></li>
<li class="chapter" data-level="6.5" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易程序包"><i class="fa fa-check"></i><b>6.5</b> 体彩交易程序包</a></li>
</ul></li>
<li class="chapter" data-level="7" data-path="lottery.html"><a href="lottery.html"><i class="fa fa-check"></i><b>7</b> 彩票、轮盘、老虎机与宾果</a>
<ul>
<li class="chapter" data-level="7.1" data-path="lottery.html"><a href="lottery.html#彩票分析与预测"><i class="fa fa-check"></i><b>7.1</b> 彩票分析与预测</a>
<ul>
<li class="chapter" data-level="7.1.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模"><i class="fa fa-check"></i><b>7.1.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.1.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬"><i class="fa fa-check"></i><b>7.1.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.2" data-path="lottery.html"><a href="lottery.html#轮盘分析与预测"><i class="fa fa-check"></i><b>7.2</b> 轮盘分析与预测</a>
<ul>
<li class="chapter" data-level="7.2.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-1"><i class="fa fa-check"></i><b>7.2.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.2.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-1"><i class="fa fa-check"></i><b>7.2.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.3" data-path="lottery.html"><a href="lottery.html#老虎机分析与预测"><i class="fa fa-check"></i><b>7.3</b> 老虎机分析与预测</a>
<ul>
<li class="chapter" data-level="7.3.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-2"><i class="fa fa-check"></i><b>7.3.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.3.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-2"><i class="fa fa-check"></i><b>7.3.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.4" data-path="lottery.html"><a href="lottery.html#宾果分析与预测"><i class="fa fa-check"></i><b>7.4</b> 宾果分析与预测</a>
<ul>
<li class="chapter" data-level="7.4.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-3"><i class="fa fa-check"></i><b>7.4.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.4.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-3"><i class="fa fa-check"></i><b>7.4.2</b> 投注模式与回酬</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="8" data-path="hft.html"><a href="hft.html"><i class="fa fa-check"></i><b>8</b> 高效率编程</a>
<ul>
<li class="chapter" data-level="8.1" data-path="hft.html"><a href="hft.html#环境"><i class="fa fa-check"></i><b>8.1</b> 环境</a></li>
<li class="chapter" data-level="8.2" data-path="hft.html"><a href="hft.html#高效数据处理"><i class="fa fa-check"></i><b>8.2</b> 高效数据处理</a></li>
<li class="chapter" data-level="8.3" data-path="hft.html"><a href="hft.html#高效统计建模"><i class="fa fa-check"></i><b>8.3</b> 高效统计建模</a></li>
<li class="chapter" data-level="8.4" data-path="hft.html"><a href="hft.html#高效率与高级r语言参考书"><i class="fa fa-check"></i><b>8.4</b> 高效率与高级R语言参考书</a></li>
</ul></li>
<li class="chapter" data-level="9" data-path="fund.html"><a href="fund.html"><i class="fa fa-check"></i><b>9</b> 基金与投资者管理模型</a>
<ul>
<li class="chapter" data-level="9.1" data-path="fund.html"><a href="fund.html#多元化基金管理"><i class="fa fa-check"></i><b>9.1</b> 多元化基金管理</a>
<ul>
<li class="chapter" data-level="9.1.1" data-path="fund.html"><a href="fund.html#多元化基金评估"><i class="fa fa-check"></i><b>9.1.1</b> 多元化基金评估</a></li>
<li class="chapter" data-level="9.1.2" data-path="fund.html"><a href="fund.html#section-2"><i class="fa fa-check"></i><b>9.1.2</b> </a></li>
</ul></li>
<li class="chapter" data-level="9.2" data-path="fund.html"><a href="fund.html#投资者管理"><i class="fa fa-check"></i><b>9.2</b> 投资者管理</a>
<ul>
<li class="chapter" data-level="9.2.1" data-path="fund.html"><a href="fund.html#投资者资金流动统计建模"><i class="fa fa-check"></i><b>9.2.1</b> 投资者资金流动统计建模</a></li>
<li class="chapter" data-level="9.2.2" data-path="fund.html"><a href="fund.html#section-3"><i class="fa fa-check"></i><b>9.2.2</b> </a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="10" data-path="algorithm.html"><a href="algorithm.html"><i class="fa fa-check"></i><b>10</b> 程序交易</a>
<ul>
<li class="chapter" data-level="10.1" data-path="algorithm.html"><a href="algorithm.html#交易自动化"><i class="fa fa-check"></i><b>10.1</b> 交易自动化</a>
<ul>
<li class="chapter" data-level="10.1.1" data-path="algorithm.html"><a href="algorithm.html#数据连接自动化"><i class="fa fa-check"></i><b>10.1.1</b> 数据连接自动化</a></li>
<li class="chapter" data-level="10.1.2" data-path="algorithm.html"><a href="algorithm.html#统计运算自动化"><i class="fa fa-check"></i><b>10.1.2</b> 统计运算自动化</a></li>
<li class="chapter" data-level="10.1.3" data-path="algorithm.html"><a href="algorithm.html#基金评估自动化"><i class="fa fa-check"></i><b>10.1.3</b> 基金评估自动化</a></li>
<li class="chapter" data-level="10.1.4" data-path="algorithm.html"><a href="algorithm.html#客户管理自动化"><i class="fa fa-check"></i><b>10.1.4</b> 客户管理自动化</a></li>
</ul></li>
<li class="chapter" data-level="10.2" data-path="algorithm.html"><a href="algorithm.html#多客户管理"><i class="fa fa-check"></i><b>10.2</b> 多客户管理</a>
<ul>
<li class="chapter" data-level="10.2.1" data-path="algorithm.html"><a href="algorithm.html#多投资者"><i class="fa fa-check"></i><b>10.2.1</b> 多投资者</a></li>
<li class="chapter" data-level="10.2.2" data-path="algorithm.html"><a href="algorithm.html#绩效管理"><i class="fa fa-check"></i><b>10.2.2</b> 绩效管理</a></li>
</ul></li>
<li class="chapter" data-level="10.3" data-path="algorithm.html"><a href="algorithm.html#section-4"><i class="fa fa-check"></i><b>10.3</b> </a></li>
</ul></li>
<li class="chapter" data-level="11" data-path="reference.html"><a href="reference.html"><i class="fa fa-check"></i><b>11</b> 参考文献</a></li>
<li class="divider"></li>
<li><a href="https://github.com/englianhu/data-analysis" target="blank">原始代码</a></li>
</ul>
</nav>
</div>
<div class="book-body">
<div class="body-inner">
<div class="book-header" role="navigation">
<h1>
<i class="fa fa-circle-o-notch fa-spin"></i><a href="./"><img src='figure/quant-trade.jpg' width='480'><br>R语言玩转金融与体彩数据分析</a>
</h1>
</div>
<div class="page-wrapper" tabindex="-1" role="main">
<div class="page-inner">
<section class="normal" id="section-">
<div id="algorithm" class="section level1 hasAnchor" number="10">
<h1><span class="header-section-number">Chapter 10</span> 程序交易<a href="algorithm.html#algorithm" class="anchor-section" aria-label="Anchor link to header"></a></h1>
<div id="交易自动化" class="section level2 hasAnchor" number="10.1">
<h2><span class="header-section-number">10.1</span> 交易自动化<a href="algorithm.html#交易自动化" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<div id="数据连接自动化" class="section level3 hasAnchor" number="10.1.1">
<h3><span class="header-section-number">10.1.1</span> 数据连接自动化<a href="algorithm.html#数据连接自动化" class="anchor-section" aria-label="Anchor link to header"></a></h3>
</div>
<div id="统计运算自动化" class="section level3 hasAnchor" number="10.1.2">
<h3><span class="header-section-number">10.1.2</span> 统计运算自动化<a href="algorithm.html#统计运算自动化" class="anchor-section" aria-label="Anchor link to header"></a></h3>
</div>
<div id="基金评估自动化" class="section level3 hasAnchor" number="10.1.3">
<h3><span class="header-section-number">10.1.3</span> 基金评估自动化<a href="algorithm.html#基金评估自动化" class="anchor-section" aria-label="Anchor link to header"></a></h3>
</div>
<div id="客户管理自动化" class="section level3 hasAnchor" number="10.1.4">
<h3><span class="header-section-number">10.1.4</span> 客户管理自动化<a href="algorithm.html#客户管理自动化" class="anchor-section" aria-label="Anchor link to header"></a></h3>
<ul>
<li><a href="https://appsilon.com/how-we-built-a-shiny-app-for-700-users/">How we built a Shiny App for 700 users?</a></li>
</ul>
</div>
</div>
<div id="多客户管理" class="section level2 hasAnchor" number="10.2">
<h2><span class="header-section-number">10.2</span> 多客户管理<a href="algorithm.html#多客户管理" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<div id="多投资者" class="section level3 hasAnchor" number="10.2.1">
<h3><span class="header-section-number">10.2.1</span> 多投资者<a href="algorithm.html#多投资者" class="anchor-section" aria-label="Anchor link to header"></a></h3>
</div>
<div id="绩效管理" class="section level3 hasAnchor" number="10.2.2">
<h3><span class="header-section-number">10.2.2</span> 绩效管理<a href="algorithm.html#绩效管理" class="anchor-section" aria-label="Anchor link to header"></a></h3>
</div>
</div>
<div id="section-4" class="section level2" number="10.3">
<h2><span class="header-section-number">10.3</span> </h2>
</div>
</div>
</section>
</div>
</div>
</div>
<a href="fund.html" class="navigation navigation-prev " aria-label="Previous page"><i class="fa fa-angle-left"></i></a>
<a href="reference.html" class="navigation navigation-next " aria-label="Next page"><i class="fa fa-angle-right"></i></a>
</div>
</div>
<script src="book_assets/gitbook-2.6.7/js/app.min.js"></script>
<script src="book_assets/gitbook-2.6.7/js/clipboard.min.js"></script>
<script src="book_assets/gitbook-2.6.7/js/plugin-search.js"></script>
<script src="book_assets/gitbook-2.6.7/js/plugin-sharing.js"></script>
<script src="book_assets/gitbook-2.6.7/js/plugin-fontsettings.js"></script>
<script src="book_assets/gitbook-2.6.7/js/plugin-bookdown.js"></script>
<script src="book_assets/gitbook-2.6.7/js/jquery.highlight.js"></script>
<script src="book_assets/gitbook-2.6.7/js/plugin-clipboard.js"></script>
<script>
gitbook.require(["gitbook"], function(gitbook) {
gitbook.start({
"sharing": {
"github": false,
"facebook": true,
"twitter": true,
"linkedin": false,
"weibo": false,
"instapaper": false,
"vk": false,
"whatsapp": false,
"all": ["facebook", "google", "twitter", "weibo", "instapaper"],
"google": false,
"instapper": false
},
"fontsettings": {
"theme": "white",
"family": "sans",
"size": 2
},
"edit": null,
"history": {
"link": null,
"text": null
},
"view": {
"link": null,
"text": null
},
"download": null,
"search": false,
"toc": {
"collapse": "subsection",
"scroll_highlight": true
},
"toolbar": {
"position": "fixed"
}
});
});
</script>
<!-- dynamically load mathjax for compatibility with self-contained -->
<script>
(function () {
var script = document.createElement("script");
script.type = "text/javascript";
var src = "true";
if (src === "" || src === "true") src = "https://mathjax.rstudio.com/latest/MathJax.js?config=TeX-MML-AM_CHTML";
if (location.protocol !== "file:")
if (/^https?:/.test(src))
src = src.replace(/^https?:/, '');
script.src = src;
document.getElementsByTagName("head")[0].appendChild(script);
})();
</script>
</body>
</html>