eryk / squant Goto Github PK

SQuant是使用scala语言编写的量化开发工具箱，提供开箱即用的A股股票数据和外汇数据（docker镜像），以及高效的回测框架与交易模块。方便Java/Scala爱好者进行量化投资研究。 QQ群：281599099，微信公众号：Python量化交易实战。对，我已经转python了。。。

Scala 99.88% Shell 0.12%

quant scala backtesting trading

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java.lang.IndexOutOfBoundsException: Index: 1, Size: 1
at java.util.ArrayList.rangeCheck(ArrayList.java:653)
at java.util.ArrayList.get(ArrayList.java:429)
at com.squant.cheetah.datasource.MoneyFlowDataSource$$anonfun$toCSV$1.apply$mcVI$sp(MoneyFlowDataSource.scala:160)
at scala.collection.immutable.Range.foreach$mVc$sp(Range.scala:160)
at com.squant.cheetah.datasource.MoneyFlowDataSource$.toCSV(MoneyFlowDataSource.scala:150)
at com.squant.cheetah.datasource.MoneyFlowDataSource$$anonfun$update$2.apply(MoneyFlowDataSource.scala:135)
at com.squant.cheetah.datasource.MoneyFlowDataSource$$anonfun$update$2.apply(MoneyFlowDataSource.scala:134)
at scala.collection.Iterator$class.foreach(Iterator.scala:893)
at scala.collection.AbstractIterator.foreach(Iterator.scala:1336)
at scala.collection.parallel.ParIterableLike$Foreach.leaf(ParIterableLike.scala:972)
at scala.collection.parallel.Task$$anonfun$tryLeaf$1.apply$mcV$sp(Tasks.scala:49)
at scala.collection.parallel.Task$$anonfun$tryLeaf$1.apply(Tasks.scala:48)
at scala.collection.parallel.Task$$anonfun$tryLeaf$1.apply(Tasks.scala:48)
at scala.collection.parallel.Task$class.tryLeaf(Tasks.scala:51)
at scala.collection.parallel.ParIterableLike$Foreach.tryLeaf(ParIterableLike.scala:969)
at scala.collection.parallel.AdaptiveWorkStealingTasks$WrappedTask$class.internal(Tasks.scala:169)
at scala.collection.parallel.AdaptiveWorkStealingForkJoinTasks$WrappedTask.internal(Tasks.scala:443)
at scala.collection.parallel.AdaptiveWorkStealingTasks$WrappedTask$class.compute(Tasks.scala:149)
at scala.collection.parallel.AdaptiveWorkStealingForkJoinTasks$WrappedTask.compute(Tasks.scala:443)
at scala.concurrent.forkjoin.RecursiveAction.exec(RecursiveAction.java:160)
at scala.concurrent.forkjoin.ForkJoinTask.doExec(ForkJoinTask.java:260)
at scala.concurrent.forkjoin.ForkJoinPool$WorkQueue.runTask(ForkJoinPool.java:1339)
at scala.concurrent.forkjoin.ForkJoinPool.runWorker(ForkJoinPool.java:1979)
at scala.concurrent.forkjoin.ForkJoinWorkerThread.run(ForkJoinWorkerThread.java:107)

ctp
ib
oanda
国内证券？

DataEngine支持读取csv和hbase

分钟数据采集报错信息

Start to download stock minute bar data, 20170328
scala.MatchError: MIN_5 (of class java.lang.String)
	at com.squant.cheetah.datasource.package$.stringToBarType(package.scala:12)
	at com.squant.cheetah.datasource.MinuteKTypeDataSource$$anonfun$update$3$$anonfun$apply$2.apply(MinuteKTypeDataSource.scala:123)
	at com.squant.cheetah.datasource.MinuteKTypeDataSource$$anonfun$update$3$$anonfun$apply$2.apply(MinuteKTypeDataSource.scala:116)
	at scala.collection.immutable.List.foreach(List.scala:381)
	at com.squant.cheetah.datasource.MinuteKTypeDataSource$$anonfun$update$3.apply(MinuteKTypeDataSource.scala:116)
	at com.squant.cheetah.datasource.MinuteKTypeDataSource$$anonfun$update$3.apply(MinuteKTypeDataSource.scala:115)
	at scala.collection.immutable.List.foreach(List.scala:381)
	at com.squant.cheetah.datasource.MinuteKTypeDataSource$.update(MinuteKTypeDataSource.scala:115)
	at com.squant.cheetah.datasource.Updater$UpdateTask.execute(Updater.scala:25)
	at it.sauronsoftware.cron4j.TaskExecutor$Runner.run(Unknown Source)
	at java.lang.Thread.run(Thread.java:745)

提供独立的metric更新接口
提供交易接口，提供基于内存的Portfolio用于回测，以及与个交易商连接的Portfolio

hbase读写接口
csv读写接口

增加模拟券商的broker，完成回测模块

Portfolio买入卖出股票
细化佣金等对价格的计算
统一接口输出clock时间
拆分portfolio的持仓和metric计算

csv提供单独安装目录
提供rest接口服务访问数据

eryk / squant Goto Github PK

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