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QUANTAXIS 量化金融框架 Quantitative Financial Framework 中小型策略团队解决方案

Home Page: http://www.yutiansut.com

License: MIT License

Python 72.80% CMake 0.14% Makefile 0.44% C 2.40% C# 4.86% Batchfile 0.37% JavaScript 11.46% Ruby 0.23% Objective-C 0.53% Shell 0.03% HTML 1.66% Vue 5.08%

quantaxis's Introduction

QUANTAXIS 量化金融策略框架

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QUANTAXIS量化金融策略框架,是一个面向中小型策略团队的量化分析解决方案. 我们通过高度解耦的模块化以及标准化协议,可以快速的实现面向场景的定制化解决方案.QUANTAXIS是一个渐进式的开放式框架,你可以根据自己的需要,引入自己的数据,分析方案,可视化过程等,也可以通过RESTful接口,快速实现多人局域网/广域网内的协作.

======

已经实现:

  • 日线(自1990年)回测 [定点复权] (T+1)
  • 分钟线 [1min/5min/15min/30min/60min]回测 (T+1)
  • 股指期货日线(T+0)
  • 股指期货分钟线 1min/5min/15min/30min/60min
  • 基于tushare/pytdx/各种爬虫的数据源
  • 实时交易数据
  • 基于Vue.js的前端网站

预计实现:

  • 文档更新
  • 基本面数据
  • 指标数据

框架结构

QUANTAXIS 标准化协议和未来协议

QUANTAXIS-Stardand-Protocol 版本号0.0.8

详情参见 QUANATXISProtocol

部署问题:

  • Windows/Linux(ubuntu) 已测试通过
  • python3.6(开发环境) python2 回测框架不兼容(attention! 之后会逐步用更多高级语法) [*] 如果需要交易,请下载32位的python3.6
  • nodejs 需要安装>7的版本,来支持es6语法
  • mongodb是必须要装的
  • 强烈推荐mongodb的可视化库 robomongo 百度即可下载

一个简易demo(需要先安装并启动mongodb,python版本需要大于3)

#install python3.6 in linux
sudo add-apt-repository ppa:jonathonf/python-3.6
sudo apt-get update
sudo apt-get install python3.6
wget https://bootstrap.pypa.io/get-pip.py
sudo -H python3.6 get-pip.py
#



git clone https://github.com/yutiansut/quantaxis
cd quantaxis 
(sudo) pip install -e . # 一定要用这种方法,python setup.py install方法无法解压 安装在本目录下的开发模式
在命令行输入 quantaxis 进去quantaxis CLI
quantaxis> save all

随意新建一个目录:

在命令行输入 quantaxis 进去quantaxis CLI


输入examples 在目录下生成一个示例策略


python  backtest.py

启动网络插件(nodejs 版本号需要大于6,最好是7)

cd QUANTAXISWebkit


(sudo) npm install forever -g
cd backend
(sudo) npm install
(sudo) forever start bin/www
cd ..
cd web
(sudo) npm install
(sudo) npm run dev 或者 forever start build/dev-server.js

会自动启动localhost:8080网页端口,用账户名admin,密码admin登录 (注明: admin注册是在python的QUANTAXIS save all时候执行的)

另外 如果save all已经执行,依然登录不进去 点击插件状态 查看3000端口是否打开

回测Webkit插件概览

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