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Apache-2.0

#输入图片说明

《ctp开源量化平台》

###QQ交流群:452113084

#支持CMAKE构建项目了!!!

#《重要开源更新历史》

1.2016.8 项目雏形。

2.2016.9 完成自定义策略平台及简易Demo测试。

3.2016.10 多种Indicator加入指标核心库。

4.2016.11 QuoteUI:实时行情渲染程序,基于第三方Chart控件。

引入双工共享内存模块FASHM作为进程间通信IPC。

5.2016.11.15 将过去的CTPAndroid项目迁移到该平台下,作为行情模块的子项目"QuoteAndroid"。

6.2016.12.6 Redis数据中心发布,将过去QuoteServer的基于Mysql的工程,升级到redis数据库。

7.2017.2开始对跨期统计套利模型,进行规划。

8.2017.3推出炒单王工具。

9.2017.5推出CMAKE工具来构建项目,减少项目容积,并方便用户采用自己的vs编译环境。cmake选项时采用32位编译(如用64位,则ctp库替换x64,请自行调整)。

亲测:vs2008,vs2010,vs2012,vs2013,vs2017 均顺利编译通过。 cmake 官方下载地址:https://cmake.org/download/

10.将OPEN_DATACENTER项目移植到本项目,作为一个完整个体。

(1) tick数据进行redis读写,主从/读写分离。

(2) libevent服务器核心,支持大并发。

(3) redis行情多k周期切分工具,方便导出cvs,txt等。

  1. 2017.8推出CrossPlatform《ctp互动交易平台》,使用cocos游戏引擎支持windows,IOS,Android的客户端;

(1)https://git.oschina.net/openctp/open_ctp_x

#《一》简介

1.本平台基于ctp接口的纯c++代码实现平台,建议使用vs2013 以上版本进行编译。

2.平台可挂载各个期货公司CTP行情及交易接口。

3.提供各种常用K线指标:KDJ,MACD,RSI...

4.策略的撰写交由个人完成,自由保密。

5.提供回测功能,平台将tick数据保存在本地sqlite库,亦可延伸到mysql网络库。

6.具备高效的行情UI: 输入图片说明

#《二》核心模块介绍

1.thosttraderapi.dll,thostmduserapi.dll是上期CTP的官方库,可自行更新。

2.StrategyPlatform.dll 是平台库,负责动态加载自定义dll,实现自有策略的平台化运行。

3.FATrade.dll,FAQuote.dll 是对CTP标准接口的二次封装。

4.FAStrategyCore.dll 是平台的指标库。

#《三》DEMO演示交易策略

1.StrategyArbitrageA,是作者提供的简易套利策略;

2.StrategyPlusA是KD策略。

3.TurtleStrategy & TurtleDemo 海龟交易策略。

4.个人可参考demo完成自有策略的撰写,并欢迎共享。

#《四》回测模型BTest的使用

1.将StrategyPlusA的开平仓记录,导入数据集。

2.图形化的回测UI,方便查找美中不足。

3.输入图片说明

#《五》关于开源

1.OPENCTP属于非盈利组织,所有代码完整开源。

2.支持MIT开源协议。

#《六》捐助

1.如果能得到您的支持,我将感激不尽,您的打赏将是对我从精神和物质方面的双重支持,对于您是否打赏,打赏多少,我没有要求也不会强迫,只有默默地等待。如果您伸出了援手,我会记下您的“善举”,有需要我帮忙的请随时找我,无论是编程语言、数据库、还是量化分析方面的问题,我会一一认真帮您解答。

2.定期更新捐助名单

3.输入图片说明

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4.输入图片说明

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简介

期货CTP开源量化平台;使用CMAKE构建跨平台工程;本平台是一个把策略实现交给个人完成的,策略研发回测的开放平台。1。支持自定义策略库,策略逻辑完全交由个人设计。2。支持策略回测。3。《ctp互动交易平台》使用cocos引擎支持跨平台(windows,IOS,Android) 展开 收起
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