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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是一款基于ZQDB构建的量化分析交易平台。

mytrader官网:www.mytrader.org.cn

mytrader下载安装(官方版本,无需搭建繁琐的开发环境,直接安装使用)

mytrader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。

如何使用mytrader

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

软件架构

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

构建依赖

  1. ZQDB
  2. Python3.7(ZQDB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(ZQDB子模块已有)(https://github.com/7thTool/XUtil.git)
  7. CMake

构建说明

  1. 下载安装依赖
  2. 下载mytrader:git clone https://gitee.com/7thTool/mytrader
  3. 使用CMake gui构建,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

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
  3. mytrader目前支持ctp模块,未来会支持更多三方模块

参与贡献

  1. Fork 本仓库

  2. 新建 Feat_xxx 分支

  3. 提交代码

  4. 新建 Pull Request

  5. QQ交流群:

  6. 加微信合作:

特技

  1. 使用 Readme_XXX.md 来支持不同的语言,例如 Readme_en.md, Readme_zh.md
  2. Gitee 官方博客 blog.gitee.com
  3. 你可以 https://gitee.com/explore 这个地址来了解 Gitee 上的优秀开源项目
  4. GVP 全称是 Gitee 最有价值开源项目,是综合评定出的优秀开源项目
  5. Gitee 官方提供的使用手册 https://gitee.com/help
  6. Gitee 封面人物是一档用来展示 Gitee 会员风采的栏目 https://gitee.com/gitee-stars/
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