Python在金融運(yùn)維中越來越受歡迎，因?yàn)樗梢詭椭鹑趯I(yè)人員自動(dòng)化處理繁瑣的任務(wù)。下面將介紹Python在金融運(yùn)維中的應(yīng)用：

1. 數(shù)據(jù)分析

import pandas as pd
import numpy as np
# 讀取數(shù)據(jù)
data = pd.read_csv('data.csv')
# 計(jì)算均值
mean = np.mean(data)
# 計(jì)算標(biāo)準(zhǔn)差
std = np.std(data)
# 輸出結(jié)果
print("Mean: ", mean)
print("Standard deviation: ", std)

2. 自動(dòng)化交易

import oandapyV20
import oandapyV20.endpoints.orders as orders
# 初始化API接口
api = oandapyV20.API(access_token="YOUR ACCESS TOKEN")
# 設(shè)置訂單選項(xiàng)
order = {
"order": {
"type": "MARKET",
"instrument": "EUR_USD",
"units": "100",
"timeInForce": "FOK",
"positionFill": "DEFAULT"
}
}
# 下訂單
r = orders.OrderCreate(accountID="YOUR ACCOUNT ID", data=order)
api.request(r)

3. 風(fēng)險(xiǎn)管理

import pandas as pd
# 讀取數(shù)據(jù)
data = pd.read_csv('data.csv')
# 計(jì)算收益率
data['returns'] = data['price'].pct_change()
# 計(jì)算波動(dòng)率
data['VIX'] = (data['returns'].rolling(window=30).std())*np.sqrt(252)
# 設(shè)置止損價(jià)格
stop_loss = data['price'] - data['VIX']*2
# 下單
if data['price']< stop_loss:
place_order()