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Click here to download QUANTAXIS2019 Introductory pdf [quantaxis 2019] (http://whl.yutiansut.com/QUANTAXIS%202019.pdf)
Quantitative Financial FrameWork
Local one-stop solution from data crawling - cleaning storage - analysis backtesting - visualization - trading complex
[Click on Star and Watch in the top right corner to track project progress! Click on Fork to create your own QUANTAXIS!]
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This project exists thanks to all the people who contribute. [Contribute].
< /a>
Welcome to group discussion: 563280067 [group link] (https://jq.qq.com/?_wv=1027&k=4CEKGzn)
QUANTAXIS Development Group: 773602202 (If you want to contribute code, please add this group. Remark your GITHUB ID)
Welcome to the public number: ![Public Number] (http://pic.yutiansut.com/qrcode_for_gh_bbb47e0550f7_258%20%281%29.jpg)
Many questions can be found in [GITHUB ISSUE] (https://github.com/QUANTAXIS/QUANTAXIS/issues), you can make a new issue
QUANTAXIS Quantitative Financial Strategy Framework is a quantitative analysis solution for small and medium-sized strategy teams. We can quickly implement a scene-oriented customized solution through highly decoupled modularization and standardized protocols. QUANTAXIS is a progressive open Framework, you can introduce your own data, analysis plan, visualization process, etc. according to your own needs, or you can quickly realize collaboration within multi-person LAN/WAN through RESTful interface.
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Technology stack: python/nodejs/vue/mongodb/rabbitmq/c++
Data Storage / Data Analysis / Backtest
WEB related, http/websocket/open data interface
distributed correlation, asynchronous execution of tasks, cross-process distributed message subscription distribution
Interface related: Trading Account / Futures Interface Packaging / Trader Instance
Quotes related: The main implementation of the situation / simulation based on the OU process
Real-time trading solutions / Unattended / Status reporting / Real-time account evaluation / Multi-account / Strategy account split / Event flow risk control / PB system / CEP engine / Multi-system terminal
tick back test
jupyterhub customization (multiplayer editing)
docker cluster
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Docker one-click deployment (no need for any environment! It is best to take a new machine directly)
Ubuntu one-click script
Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/config/install_docker.sh
Sudo bash install_docker.sh
Win/mac installation
Very simple Go to the docker website to download docker_desktop for win/mac
The file is large, I also shared it in the group file.
Or you can use a domestic mirror station
Ps: quantaxis strongly recommends not using the system below win10... (well ignore me)
First use
Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/docker/qaservice_docker.sh
Sudo bash qaservice_docker.sh
Subsequent use
Docker-compose up -d
port:
Then you can start your quantification year!
======
Has been achieved:
See [QUANTAXIS Data Acquisition Guide] (Documents/DataFetch.md)
See [QUANTAXIS Financial Indicators] (Documents/financial_means.md)
See [QUANTAXIS WEB Crawler] (Documents/crawler.md)
One-click update See [WINDOWS Automatic Data Update] (config/windows_autojob_updatedata.md)
See [QUANTAXIS Data Structure] (Documents/DataStruct.md)
See [QUANTAXIS Quotes Research] (Documents/analysis.md)
See [QUANTAXIS indicator system] (Documents/indicators.md)
See [QUANTAXIS Event Framework] (Documents/about_event.md)
See [Account Structure of QUANTAXIS] (Documents/account.md)
See [QUANTAXIS Account Risk Analysis Plugin Guide] (Documents/risk.md)
See [Description of QUTAXIS Backtest Entrustment Transaction Settlement] (Documents/orderanddeal.md)
See [QUANTAXIS Backtest Analysis] (Documents/backtestanalysis.md)
See [Common Strategy Organizing] (Documents/strategy.md)
See [Simplified Strategy Backtesting Detailed Explanation] (Documents/QUANTAXIS Backtesting Analysis Whole Process Explain.md)
See [Details of Accounts for T0 Transactions] (Documents/TEST_ORDER_BACKTEST_T0.md)
Simplified plug-in See [Easy] (http://www.iguuu.com/e?x=18839)
Easy installation and installation Note See [Installation Note] (shipane_install_memo.md)
See [QATTSBroker] for details (QUANTAXIX/QAMARKET/QATTSBroker.py)
CTP websocket transaction : simnow demo: ws://www.yutiansut.com:7988
Regarding websocket transactions (there may be some uncertain bugs and therefore not open for the time being):
Currently open source See [QAOTGBROKER] (https://github.com/yutiansut/QAOTGBROKER)
CTP's websocket package includes full account/HTTP control, etc.
Currently open source See [QATRADER] (https://github.com/yutiansut/QATRADER)
CTP's Sea Breeze Broker Magic Package: QA_AtBroker
Currently VNPY 2.0 is born, compatible with py3.6/3.7 will be docked
See [QUANTAXIS WEB API Description] (Documents/backendapi.md)
For documentation see: book
Download the documentation manual (live update)
Quantaxis 1.4.4 added the cython compilation acceleration process, if you need cython's classmates to use:
Python setup_cython.py build_ext --inplace
Continue with pip install -e .
Things to watch out for: The above are optional. Not mandatory!!
Cython speed up:
1.4.3 Account.receive_simpledeal (including accepting orders/updating accounts) for a single 1.88 microseconds
1.4.4 Account.receive_simpledeal is a single 570 nanoseconds
See [Installation Instructions] (Documents/install.md)
See [Little White Startup Tutorial WIN] (Documents/install_for_new_to_coding.md)
Pip install quantaxis -U
Local installation
Git clone https://github.com/quantaxis/quantaxis --depth 1
Cd quantaxis
Pip install -e .
Code Submission Installation Code submission see [Code Submission] (https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/about_pr.md)
Git clone https://github.com/your account name/quantaxis
See [Update Notes] (Documents/update.md)
See Docker
See
See [Jupyter example] (jupyterexample)
See [Development Plan] (job_list.md)
See FAQ
Writing code is not easy... ask the author to have a cup of coffee?
(PS: Please bring your name/nickname when you pay. It will maintain a sponsor list~)
[donation list] (CONTRIBUTING.md)
See [QUANTAXIS/QADESKTOP] (https://github.com/quantaxis/qadesktop)
Simulate real disk multi-account management
Customized version LAB
QUANTAXIS-Stardand-Protocol version number 0.0.8
See QUANATXISProtocol for details.
Recommended configuration: 6+ generation CPU+ 16/32GB DDR3/DDR4 memory + 256GB or more SSD hard disk
Minimum configuration: Support for X64-bit CPU
Because local data needs to be stored more than 2GB when storing local data, and 32-bit MONGODB supports only about 2GB of data storage, at least one X64-bit CPU is required.
If the SSD resources are sufficient, try to store the data in the SSD and increase the speed of the wiretiger
If it is Alibaba Cloud/Tencent Cloud server, please select 64-bit operating system at the beginning.
QUANTAXIS 2019 supports multi-market, scenario-oriented solutions
[watching and recording in 哔哩哔哩] (https://www.bilibili.com/video/av47284727/)
===================================================
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