├── README.md ├── data └── market_price.csv └── src ├── twap_vwap.cpp └── twap_vwap.py /README.md: -------------------------------------------------------------------------------- 1 | # TWAP_VWAP_code 2 | 量化交易中twap和vwap算法的简单实现 3 | # 博客地址 4 | http://blog.csdn.net/u012234115/article/details/72830003 5 | -------------------------------------------------------------------------------- /data/market_price.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tashaxing/TWAP_VWAP_code/HEAD/data/market_price.csv -------------------------------------------------------------------------------- /src/twap_vwap.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tashaxing/TWAP_VWAP_code/HEAD/src/twap_vwap.cpp -------------------------------------------------------------------------------- /src/twap_vwap.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tashaxing/TWAP_VWAP_code/HEAD/src/twap_vwap.py --------------------------------------------------------------------------------