GithubHelp home page GithubHelp logo

xuefu's Introduction

基于pyalgotrade的回测框架

  • Too Long to refresh.很久没有更新。开放共享，共同进步。
  • 技术问题需要讨论的请直接加群QQ群： 300349971，策略研究实践不吝赐教、讨论或需要技术支持的请加QQ：657959571
  • 建议学习pyalotrade回测的用户先运行完所有demo后再进行策略编写，demo基本包含编写策略的绝大多数坑了
  • 快速开始请阅读<QuickStart.md>

新上传文件功能

  • 单独封装上期所ctp接口，不同于vnpy和海风版，将原版ctp字段和方法全部移植到python版，只需将方法和字段首字母改成小写即可，最大限度“原汁原味”. cmake_ctp文件夹为独立模块，相关编译脚本已写好，可自己编译最新版ctp。编译过程见目录内md，作者@liqi
  • 对响应速度有较高要求的人员可在ctpdemo基础上进行二次开发，不敏感的见ctpTickDemo。
  • 添加docker环境配置，docker文件夹为独立的模块，作者为洒家同学liqi.
  • 支持tushare实时行情进行模拟或实盘测试，且支持预先加载一部分历史数据，然后再读取实时行情，方便预计算各指标
  • 准备测试多因子，开发中

xuefu's People

Contributors

francinexue avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.