1 Star 0 Fork 0

SleepySoft / kungfu

加入 Gitee
与超过 1200万 开发者一起发现、参与优秀开源项目,私有仓库也完全免费 :)
免费加入
克隆/下载
贡献代码
同步代码
取消
提示: 由于 Git 不支持空文件夾,创建文件夹后会生成空的 .keep 文件
Loading...
README
Apache-2.0

Intro 简介

功夫是 Taurus.ai 团队专为量化交易者设计的开源交易执行系统。功夫想要解决以下问题:

  • 低延迟交易 - 量化交易者对系统内响应速度有极高要求,功夫提供微秒级别的系统响应,支持带纳秒级时间戳的交易数据实时存储和盘后分析。
  • 开放的策略编写方式 - 功夫支持 Python 3 及 C++ 形式的策略编写,策略师可以不受限的自由使用第三方计算库,放飞创意。
  • 友好的使用方式 - 告别 Linux shell 小黑屋,功夫提供图形化操作界面,简化策略运维流程。而进阶用户仍然具备通过底层 API 以无界面形式使用系统的能力。
  • 跨平台运行 - 三大主流平台(Windows、MacOSX、Linux)皆可编译运行。
  • 灵活的扩展接口 - 功夫提供几种不同的数据交互接口(易筋经、SQLite、nanomsg),支持用户自行开发各种功能模块。

功夫系统架构如下:

  • 后台核心(C++)
    • 易筋经(yijinjing) - 专为金融交易设计的超低延迟时间序列内存数据库,提供纳秒级时间精度,可落地交易相关的全部数据。
    • 咏春(wingchun) - 策略执行引擎,提供策略开发接口,利用易筋经特性,咏春还提供一系列交易数据分析工具。
  • 中台交互(C++/Python/nodejs)
    • SQLite - 功夫使用内嵌式数据库 SQLite 存储配置信息及中间数据
    • nanomsg - 功夫使用 nanomsg 作为前后台通信机制,系统内对延迟不敏感的指令(例如手动下单等)可通过 nanomsg 信道传达。
  • 前端UI(Node.js)
    • Electron - 跨平台的桌面应用开发框架
    • Vue.js - UI开发框架
  • 打包机制
    • pyinstaller - 封装完整的 Python 环境及所有二进制依赖,使得功夫的安装部署绿色化,无需依赖其他软件。
    • pipenv - Python 依赖管理工具,开发过程无需额外安装 Python 包。
    • pm2 - 基于 nodejs 的进程管理工具
    • electron-builder - 借助 Electron 技术,功夫可以提供本地化应用程序的安装使用体验。

功夫在系统设计上支持任意柜台的对接(涵盖中国所有股票、期货市场),目前功夫开源版仅提供 CTP 和 XTP 柜台对接的实现。 如果需要接入更多柜台请通过 kungfu-trader 官网联系我们。 开发者也可根据长拳标准自行开发新的柜台接口。

初次使用请参考 功夫交易系统用户手册

更多介绍请关注知乎专栏 硅商冲击

License

功夫采用 Apache License 2.0 发布。

Setup 编译及运行环境

功夫的编译依赖以下工具: 支持 C++17 的编译器 Node.js (>=8 <11) yarn Python 3 pipenv cmake (>3.12)

功夫编译依赖 Node.js,建议预先进行如下设置加速依赖包的下载:

npm config set registry https://registry.npm.taobao.org
npm config set puppeteer_download_host https://npm.taobao.org/mirrors
npm config set electron_mirror https://npm.taobao.org/mirrors/electron/
npm config set sass-binary-site https://npm.taobao.org/mirrors/node-sass
npm config set npm_config_disturl=https://npm.taobao.org/mirrors/atom-shell

:electron-builder-binaries 这个依赖因为众所周知的原因可能会出现下载失败,可以通过 https://my.oschina.net/u/1240907/blog/1926061 这篇文章中的方法解决

MacOSX

brew install git cmake node@10
npm install -g yarn electron-builder
pip install pipenv

Windows

开发组在 Visual Studio 2017 15.9.14 环境下进行工作,安装时需要勾选 VC140(Visual Studio 2015) toolset。

下载并安装 gitPython 3CMakeNode.js LTS 10.15.3 并添加相应路径至 %PATH% 环境变量。

C:\> npm install -g yarn electron-builder
C:\> pip install pipenv

注意不要使用 Win64 后缀的 generator,如果遇到如下报错:

CMake Error:
  Generator

    Visual Studio 15 2017 Win64

  does not support platform specification, but platform

    x64

  was specified.

需要手动指定 cmake generator 之后重新编译:

npm config set cmake_js_G "Visual Studio 15 2017"
yarn clean
yarn build

Linux

确保编译器支持 C++ 17,例如对于 CentOS,升级 gcc 到 5.0 以上:

yum install rpm-build
yum -y install centos-release-scl
yum -y install devtoolset-8-gcc devtoolset-8-gcc-c++ devtoolset-8-binutils
echo "source /opt/rh/devtoolset-8/enable" >> /etc/profile
source /etc/profile
$ # install cmake3 node.js
$ node-v10.15.3-linux-x64/bin/npm install -g yarn
$ pip install pipenv

Compile 编译

常规操作

获取代码并编译:

$ git clone https://github.com/taurusai/kungfu
$ cd kungfu
$ yarn
$ yarn build

编译结果输出在 app/build 目录下,例如在 MacOSX 系统上,最终的可执行文件输出在 app/build/mac/Kungfu.Trader.app。

遇到编译问题需要完整的重新编译时,执行以下命令清理临时文件:

$ yarn clean

选择编译模式

功夫默认编译为 Release 模式(-DCMAKE_BUILD_TYPE="Release"),如果希望以 Debug 模式编译,需要执行以下命令:

$ npm config set kungfu-core:buildtype "Debug"

执行以下命令恢复 Release 模式:

$ npm config set kungfu-core:buildtype "Release"

切换编译模式后,需要执行以下命令重新生成配置文件:

$ yarn workspace kungfu-core run configure

编译过程产生的临时文件

编译过程会在代码所在目录下生成如下临时文件:

node_modules
build
dist

通常情况下可通过执行如下命令对 build 和 dist 进行清理:

$ yarn clean

需要注意 node_modules 目录为 npm 产生的包目录,一般情况下无需清除,如有特殊需要可手动删除。

另外,编译过程中会在系统的以下路径产生输出:

$HOME/.cmake-js                     # cmake.js 存储的 C++ 依赖包
$HOME/.virtualenvs                  # pipenv(windows) 存储的 Python 依赖
$HOME/.local/share/virtualenvs      # pipenv(unix) 存储的 Python 依赖

如果需要清理这些文件,都需要手动删除。

Version 版本

  • 2.0.0:
    • 跨平台支持
    • 支持 Python 3
    • 提供基于 Electron 的图形化操作界面
  • 1.0.0:
    • 以 Docker/rpm 方式运行的最后稳定版本
  • 0.0.5:
    • 增加对股票交易柜台 xtp 的支持
    • 在系统 docker 中增加了 numa(xtp 的依赖),不希望更新 docker 的用户可以通过 yum install numactl 来手动安装
  • 0.0.4:
    • 增加 FeeHandler 模块,增加策略中的 Pnl 实时计算支持
  • 0.0.3:
    • 增强 wingchun report 中的延迟统计工具,新增调用API前的系统内耗时 (TTT before API)
  • 0.0.2:
    • 修正了 PosHandler 的一个 update 情况的潜在风险
    • 修正没有 close 的 file 句柄
    • 修正了 memcpy 的潜在越界问题
    • 编译选项优化为 O3
  • 0.0.1: 初始化版本

Contribute 开发

开发文档即将上线,请关注 功夫 官网。 QQ 交流群 312745666,入群问题答案:kungfu.trader

Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. "License" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. "Licensor" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. "Legal Entity" shall mean the union of the acting entity and all other entities that control, are controlled by, or are under common control with that entity. For the purposes of this definition, "control" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. "You" (or "Your") shall mean an individual or Legal Entity exercising permissions granted by this License. "Source" form shall mean the preferred form for making modifications, including but not limited to software source code, documentation source, and configuration files. "Object" form shall mean any form resulting from mechanical transformation or translation of a Source form, including but not limited to compiled object code, generated documentation, and conversions to other media types. "Work" shall mean the work of authorship, whether in Source or Object form, made available under the License, as indicated by a copyright notice that is included in or attached to the work (an example is provided in the Appendix below). "Derivative Works" shall mean any work, whether in Source or Object form, that is based on (or derived from) the Work and for which the editorial revisions, annotations, elaborations, or other modifications represent, as a whole, an original work of authorship. For the purposes of this License, Derivative Works shall not include works that remain separable from, or merely link (or bind by name) to the interfaces of, the Work and Derivative Works thereof. "Contribution" shall mean any work of authorship, including the original version of the Work and any modifications or additions to that Work or Derivative Works thereof, that is intentionally submitted to Licensor for inclusion in the Work by the copyright owner or by an individual or Legal Entity authorized to submit on behalf of the copyright owner. For the purposes of this definition, "submitted" means any form of electronic, verbal, or written communication sent to the Licensor or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, the Licensor for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by the copyright owner as "Not a Contribution." "Contributor" shall mean Licensor and any individual or Legal Entity on behalf of whom a Contribution has been received by Licensor and subsequently incorporated within the Work. 2. Grant of Copyright License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare Derivative Works of, publicly display, publicly perform, sublicense, and distribute the Work and such Derivative Works in Source or Object form. 3. Grant of Patent License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by such Contributor that are necessarily infringed by their Contribution(s) alone or by combination of their Contribution(s) with the Work to which such Contribution(s) was submitted. If You institute patent litigation against any entity (including a cross-claim or counterclaim in a lawsuit) alleging that the Work or a Contribution incorporated within the Work constitutes direct or contributory patent infringement, then any patent licenses granted to You under this License for that Work shall terminate as of the date such litigation is filed. 4. Redistribution. You may reproduce and distribute copies of the Work or Derivative Works thereof in any medium, with or without modifications, and in Source or Object form, provided that You meet the following conditions: (a) You must give any other recipients of the Work or Derivative Works a copy of this License; and (b) You must cause any modified files to carry prominent notices stating that You changed the files; and (c) You must retain, in the Source form of any Derivative Works that You distribute, all copyright, patent, trademark, and attribution notices from the Source form of the Work, excluding those notices that do not pertain to any part of the Derivative Works; and (d) If the Work includes a "NOTICE" text file as part of its distribution, then any Derivative Works that You distribute must include a readable copy of the attribution notices contained within such NOTICE file, excluding those notices that do not pertain to any part of the Derivative Works, in at least one of the following places: within a NOTICE text file distributed as part of the Derivative Works; within the Source form or documentation, if provided along with the Derivative Works; or, within a display generated by the Derivative Works, if and wherever such third-party notices normally appear. The contents of the NOTICE file are for informational purposes only and do not modify the License. You may add Your own attribution notices within Derivative Works that You distribute, alongside or as an addendum to the NOTICE text from the Work, provided that such additional attribution notices cannot be construed as modifying the License. You may add Your own copyright statement to Your modifications and may provide additional or different license terms and conditions for use, reproduction, or distribution of Your modifications, or for any such Derivative Works as a whole, provided Your use, reproduction, and distribution of the Work otherwise complies with the conditions stated in this License. 5. Submission of Contributions. Unless You explicitly state otherwise, any Contribution intentionally submitted for inclusion in the Work by You to the Licensor shall be under the terms and conditions of this License, without any additional terms or conditions. Notwithstanding the above, nothing herein shall supersede or modify the terms of any separate license agreement you may have executed with Licensor regarding such Contributions. 6. Trademarks. This License does not grant permission to use the trade names, trademarks, service marks, or product names of the Licensor, except as required for reasonable and customary use in describing the origin of the Work and reproducing the content of the NOTICE file. 7. Disclaimer of Warranty. Unless required by applicable law or agreed to in writing, Licensor provides the Work (and each Contributor provides its Contributions) on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. You are solely responsible for determining the appropriateness of using or redistributing the Work and assume any risks associated with Your exercise of permissions under this License. 8. Limitation of Liability. In no event and under no legal theory, whether in tort (including negligence), contract, or otherwise, unless required by applicable law (such as deliberate and grossly negligent acts) or agreed to in writing, shall any Contributor be liable to You for damages, including any direct, indirect, special, incidental, or consequential damages of any character arising as a result of this License or out of the use or inability to use the Work (including but not limited to damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses), even if such Contributor has been advised of the possibility of such damages. 9. Accepting Warranty or Additional Liability. While redistributing the Work or Derivative Works thereof, You may choose to offer, and charge a fee for, acceptance of support, warranty, indemnity, or other liability obligations and/or rights consistent with this License. However, in accepting such obligations, You may act only on Your own behalf and on Your sole responsibility, not on behalf of any other Contributor, and only if You agree to indemnify, defend, and hold each Contributor harmless for any liability incurred by, or claims asserted against, such Contributor by reason of your accepting any such warranty or additional liability. END OF TERMS AND CONDITIONS APPENDIX: How to apply the Apache License to your work. To apply the Apache License to your work, attach the following boilerplate notice, with the fields enclosed by brackets "[]" replaced with your own identifying information. (Don't include the brackets!) The text should be enclosed in the appropriate comment syntax for the file format. We also recommend that a file or class name and description of purpose be included on the same "printed page" as the copyright notice for easier identification within third-party archives. Copyright [yyyy] [name of copyright owner] Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

简介

Form github 展开 收起
Apache-2.0
取消

发行版

暂无发行版

贡献者

全部

近期动态

加载更多
不能加载更多了
1
https://gitee.com/SleepySoft/kungfu.git
git@gitee.com:SleepySoft/kungfu.git
SleepySoft
kungfu
kungfu
master

搜索帮助