The project is a framework for quantitative trading of financial assets. |___ Quant-Product-architecture
|___ Backtesting_system
| |_____ backtesting :The basic program of CTA policy is included
|_____ details :Here are the strategies view for trading
|_____ historical_data :This is the historical transaction data
|_____ results : This is the result of the transaction
|_____ strategies : Here is the signal function of the trading strategy
|_____ util :Here stored is the program to run the function function
|____Product architecture :Here is a flowchart of the quantitative trading framework, both front and back ends.
|____Genetic algorithm (Ga) : Using genetic algorithm can improve the efficiency of parameter searching,
but the disadvantage is that the local optimal solution can be found.