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数据服务:使用聚宽jqdatasdk获取分钟数据按vnpy的Bar格式导入至mongodb中,提供本地数据库数据校验功能
Kungfu Trader
A tool as Data Analyzer for commodity or stock by DataFrame
基于python的开源交易平台开发框架
Python Data Analysis and Financial Calculation
Point of Control Trading Strategy
CTA_Strategies
quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)
tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一段时间
How to product a strategy with vnpy
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