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README
Apache-2.0

RQAlpha

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/logo.jpg Build https://coveralls.io/repos/github/ricequant/rqalpha/badge.svg?branch=master Documentation Status PyPI Version License Python Version Support

RQAlpha 从数据获取、算法交易、回测引擎,实盘模拟,实盘交易到数据分析,为程序化交易者提供了全套解决方案。

RQAlpha 具有灵活的配置方式,强大的扩展性,用户可以非常容易地定制专属于自己的程序化交易系统。

RQAlpha 所有的策略都可以直接在 Ricequant 上进行回测和实盘模拟,并且可以通过微信和邮件实时推送您的交易信号。

Ricequant 是一个开放的量化算法交易社区,为程序化交易者提供免费的回测和实盘模拟环境,并且会不间断举行实盘资金投入的量化比赛。

特点

易于使用 让您集中于策略的开发,一行简单的命令就可以执行您的策略。
完善的文档 您可以直接访问 RQAlpha 文档 或者 Ricequant 文档 来获取您需要的信息。
活跃的社区 您可以通过访问 Ricequant 社区 获取和询问有关 RQAlpha 的一切问题,有很多优秀的童鞋会解答您的问题。
稳定的环境 每天都有会大量的算法交易在 Ricequant 上运行,无论是 RQAlpha,还是数据,我们能会做到问题秒处理,秒解决。
灵活的配置 您可以使用多种方式来配置和运行策略,只需简单的配置就可以构建适合自己的交易系统。
强大的扩展性 开发者可以基于我们提供的 Mod Hook 接口来进行扩展。

快速指引

RQAlpha API

  • API : RQAlpha API 文档

Mod

RQAlpha 提供了极具拓展性的 Mod Hook 接口,这意味着开发者可以非常容易的对接第三方库。

您可以通过如下方式使用 安装和使用Mod:

# 查看当前安装的 Mod 列表及状态
$ rqalpha mod list
# 安装 Mod
$ rqalpha mod install xxx
# 卸载 Mod
$ rqalpha mod uninstall xxx
# 启用 Mod
$ rqalpha mod enable xxx
# 禁用 Mod
$ rqalpha mod disable xxx

以下是目前已经集成的 Mod 列表:

Mod名 说明
sys_analyser 【系统模块】记录每天的下单、成交、投资组合、持仓等信息,并计算风险度指标,并以csv、plot图标等形式输出分析结果
sys_funcat 【系统模块】支持以通达信公式的方式写策略
sys_progress 【系统模块】在控制台输出当前策略的回测进度。
sys_risk 【系统模块】对订单进行事前风控校验
sys_simulation 【系统模块】支持回测、撮合、滑点控制等
sys_stock_realtime 【系统模块】Demo 模块,用于展示如何接入自有行情进行回测/模拟/实盘
vnpy 【第三方模块】通过 VNPY 对接期货实盘行情和实盘交易
sentry 【第三方模块】集成 sentry 的扩展,实现错误日志全自动采集、处理
tushare 【第三方模块】Demo Mod,用于展示如何通过tushare 获取实时Bar数据并组装以供RQAlpha使用
shipane 【第三方模块】集成实盘易SDK,用于对接股票实盘跟单交易

如果您基于 RQAlpha 进行了 Mod 扩展,欢迎告知我们,在审核通过后,会在 Mod 列表中添加您的 Mod 信息和链接。

专业级本地终端RQPro

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/RQPro.jpeg

目前 RQAlpha 开源版仅开放了日级别的历史数据和日回测功能,如果您是机构用户,需要做算法交易亦或是量化研究,都可以联系我们的机构端产品销售获得机构端产品功能支持,也可通过 RQPro 登记试用。「销售电话」:0755-33967716 「QQ」:4848371

RQPro产品功能:

RQPro由米筐旗下三大核心模块与五大拓展功能组成,其中核心模块有金融数据RQData、策略引擎RQAlpha、绩效分析RQBeta。

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/rqpro_1.jpeg
  •   完全本地部署,使用pycharm、anaconda等工具做本地策略研发、模拟以及实盘交易,效率大大加强,本地管理自己的策略提高保密性
  • 多资产(股票、期货,公募基金等)的精准、快速回测(日,分钟,Tick)
  • 策略的管理以及实盘的收益、风险计算等
  • 可拓展接口及SDK方便二次开发
  • 绩效分析模块全面比较不同策略的收益、风险及稳定性
  • 交易数据的保存以及提取分析
  • 技术支持及定制化开发

Feature Status

  • VNPY 对接 --> vnpy
    • ✅ 扩展VNPY_Gateway
    • ✅ 实盘交易对接
    • ✅ 数据源对接
    • ✅ 事件源对接
  • Tushare 对接
  • Tick 相关支持
    • ✅ TICK 相关事件支持 --> EVENT.PRE_TICK | EVENT.TICK | EVENT.POST_TICK
    • ✅ handle_tick 函数支持
  • Mod Manager --> 通过 Mod 扩展 RQAlpha
    • ✅ 定义 Mod 编写规范, workflow && Doc
    • ✅ 提供 Mod Demo && Tutorial
    • ✅ 提供 rqalpha install xx_mod 等命令 加载第三方 Mod
  • Third-party Tools Integration
    • ✅ 集成 Sentry --> sentry
  • i18n
    • 🚫 English Doc
  • Support Options
    • 🚫 OptionAccount
    • 🚫 OptionPosition
  • Support BitCoin
    • 🚫 BitcoinAccount
    • 🚫 BitcoinPosition

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获取帮助

关于RQAlpha的任何问题可以通过以下途径来获取帮助

  • 可以通过 索引 或者使用搜索功能来查找特定问题
  • Github Issue 中提交issue
  • RQAlpha 交流群「487188429」
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A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities 展开 收起
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