fpga2u / AXOrderBook
A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
☆142Updated 9 months ago
Related projects ⓘ
Alternatives and complementary repositories for AXOrderBook
- ☆131Updated 2 years ago
- codegen from expression to others, such as polars, pandas☆106Updated this week
- A compiler, optimizer and executor for financial expressions and factors☆86Updated last month
- ☆36Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆191Updated 3 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆210Updated last year
- ☆135Updated this week
- LocalCTP is a locally-deployed imitation CTP project that is free to use (double meaning).☆118Updated 4 months ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆55Updated 3 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆190Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 5 months ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆82Updated 5 years ago
- ☆187Updated 4 years ago
- 中国版技术指标☆150Updated 10 months ago
- QuantFabric主项目☆139Updated 10 months ago
- 沪深300指数增强模型☆73Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆155Updated last year
- Barra Multifactor Model☆133Updated 4 years ago
- alpha投研示例☆57Updated 4 months ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆100Updated 10 months ago
- ☆84Updated 11 months ago
- 101 alpha factors calculate based on Alpha101☆102Updated 5 years ago
- Barra CNE6 因子构建☆248Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- ☆127Updated last year
- VeighNa框架的CTP交易接口☆118Updated last month
- Python Data Analysis and Financial Calculation☆62Updated 5 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- ☆37Updated last month
- 基于streamlit的因子分析app☆50Updated 8 months ago