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Published 20 hours ago • verified publisher icon AI4Finance-Foundation

Discussion class : Env of option

Open LunbiWa opened this issue 2 years ago • 4 comments

Discussion

1）看到了 #276 2）閱讀了 github.com/AI4Finance-Foundation/FinRL/tree/master/examples/FinRL_PaperTrading_Demo.ipynb 点贊.

盼望 ElegantRL有一个恆指期權 或 道指期權 (例如:HSI Option or dji Option) 的环境 (例如:IndexOption_TradingEnv).

拟仿照 class StockTradingEnv 建一个 class IndexOptions_TradingEnv, 哪位學長,師兄可界紹一个网站,能够方便取得 options data both live and historical .

Please kindly assist, Thanks a lot .

LunbiWa avatar Feb 24 '23 15:02 LunbiWa

下列網址或許也許對建立 class IndexOption_TradingEnv 能有幫助：

  • https://finance.yahoo.com/quote/%5Ehsi/history/
  • https://finance.yahoo.com/quote/%5EDJI/history?p=%5EDJI

我可以在網頁上找到下載按鈕，可以得到一些數據：

^HSI_download_via_yfinance.csv

image

Yonv1943 avatar Feb 27 '23 01:02 Yonv1943

thank you very much!

LunbiWa avatar Feb 27 '23 14:02 LunbiWa

@Yonv1943 thank you very much!

but, Options data is not available

232027

LunbiWa avatar Feb 27 '23 15:02 LunbiWa

@Yonv1943 Thanks a lot.

从 SPTrader 拿到了 HSI Futures and HSIF Options 數據, 但只是手动下载 , 期望能够用 API 获取.

恒指期貨:
HSIG3

恒指期權 Call:
HSI21800B3 (行使價及到期月) HSI21600B3 HSI21400B3 HSI21200B3 HSI21000B3 HSI20800B3 HSI20600B3 HSI20400B3 HSI20200B3 HSI20000B3 HSI19900B3 HSI19800B3 HSI19700B3

恒指期權 Put:
HSI21800N3 HSI21600N3 HSI21400N3 HSI21200N3 HSI21000N3 HSI20800N3 HSI20600N3 HSI20400N3 HSI20200N3 HSI20000N3 HSI19900N3 HSI19800N3 HSI19700N3

LunbiWa avatar Feb 28 '23 01:02 LunbiWa