QuantMG / VnpyStudyLinks
学习vnpy框架写的一些测试代码
☆17Updated 8 years ago
Alternatives and similar repositories for VnpyStudy
Users that are interested in VnpyStudy are comparing it to the libraries listed below
Sorting:
- 期货交易系统开发基于vnpy+easyquant项目☆15Updated 8 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结 构参考vnpy的,增加遗传算法对策略的回测☆39Updated 7 years ago
- vn.py到天勤行情的接口☆31Updated 7 years ago
- CTP期货数据收集与中转程序☆46Updated 6 years ago
- a new version of pyktrader☆40Updated 4 months ago
- Just another backtester☆20Updated 6 months ago
- ctp 期货 穿透式版本☆29Updated 5 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆73Updated 5 years ago
- ☆14Updated 6 years ago
- 基于vnpy的ctp接口,保存资金、持仓、委托、未成交信息到本地☆39Updated 6 years ago
- QUNATAXIS CTPBee Broker☆12Updated 4 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- ☆74Updated 5 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40Updated 7 years ago
- CTPTrader 项目是一个C++版的期货交易软件,封装上期所CTP接口,项目内含有编译好的压缩包,可直接使用。☆35Updated 6 years ago
- 请用之前读源码搞懂在用☆13Updated 5 years ago
- 带界面的PandoraTrader☆13Updated 4 years ago
- QIFI协议下的Account实现☆27Updated 3 years ago
- 量化交易中twap和vwap算法的简单实现☆56Updated 8 years ago
- A&B professional platform for quantitative finance. God is Asking & Bidding Me. ABQ 基于 通达信 数据的量化.☆48Updated 3 months ago
- ☆76Updated 6 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Updated 7 years ago
- quantaxis_webserver☆34Updated 3 years ago
- first☆28Updated 6 years ago
- rqalpha拓展数据和事件源,支持分钟级别回测,实时交易,支持quantos数据源☆98Updated 6 years ago
- ☆39Updated 7 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆17Updated 7 years ago
- Algorithmic trading☆22Updated 6 years ago
- ☆15Updated 6 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Updated 5 years ago