QUANTAXIS 量化金融策略框架
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..........................Copyright..yutiansut..2017......QUANTITATIVE FINANCIAL FRAMEWORK..............................
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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.
QUANTAXIS与国内很多优秀的量化平台的区别在于,QA更多关注的是用户体验和实际情景,对于用户需求会有较多的优化.所以会更加注重开放性,引入自定义的便捷性,以及团队协作的细节处理.好比如自定义的数据引入,自定义的策略图表对比,自定义的风险和策略组合管理等等.
关键词: 局域网协作/开放式渐进框架/高度自定义
说明文档 (Updating)
QUANTAXIS-Stardand-Protocol
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优先(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
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
python easy/easy_start_tushare.py(会存全市场的数据,较慢)
python test/new test/strategy.py(一个简单的策略)
启动网络插件(nodejs 版本号需要大于6,最好是7)
cd QUANTAXISWebkit
(sudo) npm run install
(sudo) npm run Xweb会自动启动localhost:8080网页端口,用账户名admin,密码admin登录
回测Webkit插件概览
Web版
适用场景
todo list
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QUANTAXISMemoryBasedDB-- 一个简易的内存数据库
-
QUANTAXISQuotation --数据源中间件
