Comments (6)
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
from spectre.
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?
from spectre.
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
from spectre.
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?
from spectre.
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
from spectre.
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?
from spectre.
Related Issues (20)
- CsvDirLoader questions/features HOT 2
- Adding Buy and sell signal to backtest graph HOT 2
- Error out on drawdown_split HOT 1
- how to calculate rolling factors HOT 1
- How to use it on gogle colab? HOT 2
- 'https://etfdailynews.com/etf/spy/' this page is invalid now
- sorry
- 请问您的回测程序功能是不是和zipline一样的 HOT 3
- pandas tz issue HOT 1
- universe池生成的位置疑问。 HOT 3
- 请教**股市数据导入zipline的方法
- 关于A股配股增发的复权处理
- 有停牌时,排序值好像不符合预期。 HOT 1
- engine.to_cpu() still requires the presence of gpu HOT 1
- How to add fundamentals data columns? HOT 3
- groupby with a column name HOT 2
- Backtest example graphs in README.md need updating? HOT 2
- how should OneHotEncoding be used? HOT 1
- GPU accellerated Backtest HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
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.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from spectre.