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billpwchan / futu_algo

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Apache License 2.0
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Filter Stocks based on Fundamental Stats #10

Open billpwchan opened 3 years ago

billpwchan commented 3 years ago

Is your feature request related to a problem? Please describe. No

Describe the solution you'd like So currently, the strategy might lead to incorrect buy decisions for some stocks with tiny transaction volumes (e.g., a sudden large buy from funds will cause the technical indicators to suddenly satisfy the condition of the buy strategy). It is better to filter out these less healthy stocks in our stocks pool before starting the high-frequency trading

Describe alternatives you've considered May be implemented before the trading starts or after the trading starts.

Additional context Nah

billpwchan commented 3 years ago

Supported, but speed is slow and yFinance.info is problematic. Need to rework later

billpwchan commented 2 years ago

Need to update the logic for configuring Simple & Accumulate filter from futu-api