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ctp icon ctp

提供CTP接口相关的文档和接口

ctp_db icon ctp_db

collect CTP data & store into mongodb

debtdefaultresearch icon debtdefaultresearch

对截止至2017年7月17日的债券违约事件进行梳理归因,并寻找宏观流动性影响因素,组成数据集。运用Lasso回归进行特征提取后,输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测,得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。

market-maker-keeper icon market-maker-keeper

Maker Keeper Framework: Market maker keepers for OasisDEX, EtherDelta, 0x (RadarRelay, ERCdEX), Paradex, DDEX, IDEX, Bibox, Ethfinex, GoPax, HitBTC, TheOcean, OKEX and Gate.io.

marketmaker icon marketmaker

接入okcoin的数字货币行情,并在众安交易所做市

vnpy icon vnpy

基于python的开源交易平台开发框架

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