中文说明:根据期货高频数据和期货交易所交易规则以及BS(journal of finance 1993)方法判断高频交易方向和多空主力建仓减仓行为
English Description:
According to the high-frequency data of futures, trading rules of futures exchange and BS (Journal of Finance 1993) method, we can judge the direction of high-frequency trading and the behavior of long short main positions