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README
Apache-2.0

mytrader

介绍

欢迎使用mytrader开源量化分析交易平台,我们致力于为量化交易、算法交易、程序化交易以及技术分析爱好者打造最极致的行情分析交易平台。

mytrader官网:www.mytrader.org.cn,您可以在官网下载最新版安装包安装体验

您也可以在这里下载最新发布的版本以及开发包:https://gitee.com/7thTool/mytrader/releases

联系我们

教程指引

  1. 序言
  2. 证券DB技术架构
  3. 证券DB应用开发演示
  4. mytrader技术架构
  5. mytrader安装和设置
  6. mytrader使用入门
  7. mytrader量化入门

技术特性

可视 行情/分析/交易/算法

mytrader强大的数据展示和管理能力让我们变得与众不同。

  1. 您可以实时浏览和管理行情快照/Tick/K线/指标/筛选/排序/策略/算法以及交易数据。
  2. 您还可以基于我们强大的可视化能力,以可视可信的方式验证您的交易策略。
模块化 全方位定制

mytrader高度模块化的设计,让我们可以满足您的全方位定制开发需求。

  1. 支持三方接入定制开发。
  2. 支持计算模块定制开发。
  3. 支持C/C++/Python/Excel/VBA/麦语言等定制开发自有的行情/交易/策略系统。
  4. 支持GUI界面定制。
无服务 实时推送/本地存储

mytrader全市场实时行情和交易数据推送,让我们可以在本地环境实时计算存储行情和交易数据,无需中间服务器处理。

  1. 没有中间环节,您的交易策略总是快人一步。
  2. 没有中间环节,您的数据全都存储在本地,这样您还可以收盘后执行全市场级别的复盘和模拟回测。
可编程 C/C++/Python/Excel/VBA/麦语言

mytrader强大的计算引擎支持您使用C/C++/Python/Excel/VBA/麦语言等编写和调用指标/筛选/排序/策略/算法。

  1. 指标:即您可以编写类似MA、MACD、KDJ等主图、辅图指标。
  2. 筛选:即您可以编写选股算法,筛选出心仪的代码。
  3. 排序:即您可以编写类似涨跌幅、涨跌速等排序算法。
  4. 脚本:即您可以编写快速执行算法,以便人工盯盘时抓住时机。
  5. 策略/算法:即您可以编写后台策略/算法,以实现策略/算法交易。
多窗口/多策略

mytrader多窗口/多策略设计让您可以同时处理更多的事务。

  1. 您可以同时打开多个行情交易界面,并将其拖放到不同的屏幕上,以实现跨屏分析交易。
  2. 你可以同时运行多个策略/算法,以实现多策略/算法分析交易。
安全 算法全部本地存储

mytrader将您的算法的存储和计算都放在本地,您的算法永远只属于您。

多模式 单机/客户端/服务器

mytrader支持多种部署运行模式,您总能找到一个适合您的部署运行模式。

  1. 单机:不依赖后台服务,只接入三方API,可以单机托管运行。
  2. 服务器:可以使用mytrader自建数据源服务。
  3. 客户端:可以作为类似其他股票期货软件一样的客户端运行,可以选择连接官方数据源,也可以选择连接自建数据源。
实盘/仿真/回测

mytrader支持实盘和仿真行情交易,并且全都支持超级回测。

  1. 实盘:mytrader通过接入三方实盘API以及提供实盘行情交易数据,为用户提供全市场实时数据。
  2. 仿真:mytrader通过接入三方仿真API以及提供仿真行情交易数据,为用户提供全市场仿真数据。
  3. 超级回测:mytrader提供全市场级别的超级回测,可以为用户提供更高级别的回放和回测服务,这完全不同于其他股票期货软件的单品种简单回放。

如何使用

人工盯盘

人工筛选->人工盯盘->人工交易

  1. 选择交易范围,通过mytrader的筛选功能,锁定交易范围
  2. 使用实时排序功能和技术分析画面实时盯盘
  3. 手动交易或者自动化脚本交易
自动化交易

人工筛选->策略盯盘->策略交易

  1. 选择交易范围,通过mytrader的筛选功能,锁定交易范围
  2. 通过mytrader的公式系统选择策略并运行
  3. 策略自动化交易
  4. mytrader点击策略可以查看策略实时运行状态
算法编写/管理/回测

编写策略/管理策略/策略回测

  1. 编写策略,通过mytrader或者三方编辑器编写算法
  2. 管理策略,用户编写的Python策略默认存储在mytraderpycalc/src目录,mytrader启动时会自动加载pycalc下的所有算法,用户可以使用mytrader查看算法、修改参数、运行算法等。
  3. 策略回测,用户可以使用mytrader执行回测验证
数据服务器

自建行情交易数据服务器

  1. 数据源,使用mytrader的源服务模式,构建自有的行情交易数据源。
  2. 中继服务,使用mytrader的中继服务模式,构建行情交易数据级联服务,更好的分发数据。
数据接口

mytrader支持C/C++/Python/Excel/VBA/麦语言等,C/C++/Python/Excel/VBA/麦语言工程师可以将mytrader作为数据接口使用。

  1. 获取数据,支持C/C++/Python/Excel/VBA/麦语言直接获取mytrader行情交易数据。
  2. 整合数据,支持C/C++/Python/Excel/VBA/麦语言通过编写模块/筛选/排序/策略/算法等整合数据。

构建工具

  1. Windows下相关依赖库都是基于VS2015下编译构建的,故自行构建需要使用VS2015或者更高版本,toolset=msvc-14.0,VS2015需要Update3版本

构建依赖

  1. zqdb
  2. Python3.7(mytrader项目bin\Windows\x64目录下已有),您也可以使用Anaconda
  3. wxWidgets3.1.5,wxWidgets需编译成静态库,运行时选择MT/MTD
  4. protobuf(zqdb已有)
  5. boost
  6. XUtil
  7. CMake

构建步骤

  1. 下载安装CMake、git等基本工具

  2. 下载zqdbzqdbzqviewmytrader下载到同一个目录下,比如c:\work\zqdb、c:\work\zqview和c:\work\mytrader):git clone https://gitee.com/7thTool/zqdb

  3. 下载zqviewzqdbzqviewmytrader下载到同一个目录下,比如c:\work\zqdb、c:\work\zqview和c:\work\mytrader):git clone https://gitee.com/7thTool/zqview

  4. 下载mytraderzqdbzqviewmytrader下载到同一个目录下,比如c:\work\zqdb、c:\work\zqview和c:\work\mytrader):git clone https://gitee.com/7thTool/mytrader

  5. 下载mytrader安装包安装,如安装在C:\mytrader目录下,将C:\mytrader目录下的ctpctp_tmytraderTORA_t等目录复制到mytrader项目下的bin\Windows\x64目录下

  6. 下载编译wxWidgets,wxWidgets需编译成静态库,运行时选择MT/MTD 在wxWidgets-3.1.5\build\msw目录选择wx_vc14.sln解决方案,所有工程的Debug选择MTD,Release选择MT

  7. 下载boost 1.79版本,这里下载boost编译好的二进制库 https://sourceforge.net/projects/boost/files/boost-binaries/1.79.0/ 选择boost_1_79_0-msvc-14.0-64.exe下载安装 这里注意,如果你安装了多个版本的boost库,且配置了BOOST_ROOT环境变量,请确保BOOST_ROOT的环境变量指向的是boost 1.81,或者你直接移除BOOST_ROOT环境变量。

  8. 下载XUtil到zqdb\3rd目录下:git clone https://github.com/7thTool/XUtil.git

  9. 使用CMake gui构建mytrader,增加定义项:CMAKE_PREFIX_PATH=/path/boost;/path/zqdb/3rd/x64-windows-static;/path/wxWidgets-3.1.5,即增加三个依赖项(boost,zqdb自带的三方库,wxWidgets)的查找路径 点击configure按钮,选择构建64位版本 打开vs工程,选择RelWithDebInfo编译

  10. mytrader程序生成在mytrader项目的bin\Windows\x64\RelWithDebInfo和Debug目录下,双击mytrader.exe即可运行 注意:调试运行mytrader需要指定工作目录为TargetDir

使用说明

  1. mymodule是支持三方模块的封装
  2. myctp是基于mymodulectp模块封装,需要自定义ctp模块的话,可以下载zqctpgit clone https://gitee.com/7thTool/zqctp,ctp是上期技术开发的期货交易接口,上SimNow注册仿真交易账号
  3. mytora是基于mymoduletora模块封装,是华鑫证券开发的股票量化交易接口,上N视界注册仿真交易账号,需要注册成为专业投资者才可以使用哦
  4. mytrader目前支持ctptora模块,未来会支持更多三方模块

交流

  1. QQ交流群:

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简介

支持实盘/仿真/回测的股票期货金融软件+支持C/C++/Python/Excel/VBA/麦语言的量化分析交易平台; 采用内存DB+多线程/多进程无锁化技术+全市场实时数据推送+K线图表分析+算法引擎+插件化设计支持全面定制和单机/客户端/服务器/托管部署运行。 展开 收起
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