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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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Per-Stock Strategy Subscription #15

Closed billpwchan closed 3 years ago

billpwchan commented 3 years ago

For each stock, use a different strategy defined in a mapping file. This is based on the observation that no single strategy can be suitable for all different types of stocks. This mapping file should be built based on backtesting results.

billpwchan commented 3 years ago

Yeap I think this is done! Need to update README as well, since a new stock_strategy_map.yaml is used to support this feature.