fishwang2016 / opensource_bsd

My Open Source Projects

OpenSource_BSD

OpenSource_BSD Is Some Of My Part-time Projects Which Based On MS-VS2013. All Projects Follow BSD License.

Introduction To The Repository:

###1. ctp_trade: The Project Intends To Became A Minimal Platform That Would Support Everyone Who Wants To Test Their Own Trade Strategies Temporarily And The First Version Was Released On April 8th. 2016. I Am Hardly Looking Forward Everybody, Who Plans To Devote To Quant Career But Now Has No Proper Opportunity To Make It Come True, To Join Me As Soon As Possible. I Awfully Believe That We Could Help All Guys To Achieve Their Dreams In The Future. #####Release Note:

1. Set Up REDIS 3.0 Database Environment In MS-VS2013 And Connected CTP-MD Interfaces To It Successfully. I Have To Say "Calling REDIS Interfaces In Windows Platform, Especially In MS-VS2013, Is One Of The Most Trivial Jobs I've Done Before!". —— April 8th. 2016.
2. Completed One Minute K-Line Calculation Without Consideration Of Missing Market Data, And I've Given Up REDIS Cache Method Temporarily Because The Small Data Volume I Just Need To Focus On Now. —— April 13th. 2016.
3. Add GLog Module For Supporting Debug Log Output to Check Out KData Calculation Temporarily. —— April 15th. 2016.
4. Modified And Completed The One Minute Bar As The Basis Of All Strategies' Data. —— May 5th. 2016.
5. Completed The First Edition Of Moving Average Indicator Calculation Class For The MA-Strategy. —— May 28th. 2016.
6. Reconstruct And Optimize The Trade Architecture; Access To TD Interface. —— JUN 2nd. 2016.
7. Complete All Different Minute's Period KData Calculation And Push To Registered Strategies, Then Combine MA_Indicator With MA_Strategy And Try To Do Corresponding Action Based On It's Reason. —— JUN 8th. 2016.
8. Complete Faked rb1610 Data Push And Solved The Problem Of Daytime Function Test Only In Trading Day And Could Send Order Correctly Now. —— JUN 14th. 2016.
9. Pause This Public Project To Try To Construct A Python Backward Test Application By Zipline Frame . —— JUN 23th. 2016.

###2. zipline_application: The Project Aims To Figure Out How To Apply Zipline To Chinese Stock Market And Construct An Useful Small Zipline Application. #####Release Note:

1. Downloaded And Installed Anaconda_64bit And CMD "conda install -c Quantopian zipline" To Install Zipline Package. —— JUN 28th. 2016.
2. Complicated A Zipline's Demo Sample For Localizing Its Trade Simulation System By Hard Disk Data.** —— JUL 1st. 2016.

###3. main_trade: The Project Intends To Rewrite VNPY In Python To Main_Trade In C++ Which Just Support CTP Temporarily, And We Plans To Open It Later When Finishing The CTA Engine. #####Release Note:

1. Completed The First Version Trading System, In Which You Can Trade CTP's Instruments Manually. A little Bit Of Exciting Actually, AHa! ** —— JUL 26st. 2016.