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Comments (6)

Heerozh avatar Heerozh commented on June 4, 2024

怎么突然今天好几个人来问,你们是哪里来的?

这个库是和啥市场无关的,数据需要自己解决

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quant2008 avatar quant2008 commented on June 4, 2024

我是量化爱好者哈,你这个和微软的qlib框架性能比较过吗,哪个速度更快?

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Heerozh avatar Heerozh commented on June 4, 2024

相比任何CPU计算的东西,GPU都可以快50倍-100倍
但qlib目标不一样,他是优化用的

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quant2008 avatar quant2008 commented on June 4, 2024

有几个问题请教:
1 您这个是不是没有限价单。限价单功能很重要。
2 一字涨跌停不能买卖问题解决了吗?
3 在某bar的开始下单,成交是该bar的开盘价,还是收盘价,还是下一个bar的开盘价或收盘价?

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Heerozh avatar Heerozh commented on June 4, 2024

你说的功能虽然都有,但spectre主要不是回测用的。是面向机构的,并不关注你这些问题,爱好者建议还是用市面上的其他软件

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quant2008 avatar quant2008 commented on June 4, 2024

我同意,您这个主要是因子计算,因子计算速度一流,远超zipline pipeline。
但如果回测功能也全面而快速的话,岂不是更好。可以理解回测部分的速度和zipline是一个量级的吗?

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