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ZVT是在fooltrader的基础上重新思考后编写的量化项目，其包含可扩展的数据recorder，api，因子计算，选股，回测，定位为日线级别全市场分析和交易框架。

使用方式

pip install -U zvt

使用展示

参考代码

单标的回测

股票单标的单factor(cross ma)

class SingleStockTrader(StockTrader):
    def __init__(self,
                 security: str = 'stock_sz_000338',
                 start_timestamp: Union[str, pd.Timestamp] = '2005-01-01',
                 end_timestamp: Union[str, pd.Timestamp] = '2019-06-30',
                 provider: Union[str, Provider] = 'joinquant',
                 level: Union[str, TradingLevel] = TradingLevel.LEVEL_1DAY,
                 trader_name: str = None,
                 real_time: bool = False,
                 kdata_use_begin_time: bool = True) -> None:
        super().__init__([security], SecurityType.stock, None, None, start_timestamp, end_timestamp, provider,
                         level, trader_name, real_time, kdata_use_begin_time=kdata_use_begin_time)

    def init_selectors(self, security_list, security_type, exchanges, codes, start_timestamp, end_timestamp):
        self.selectors = []

        technical_selector = TechnicalSelector(security_list=security_list, security_type=security_type,
                                               exchanges=exchanges, codes=codes,
                                               start_timestamp=start_timestamp,
                                               end_timestamp=end_timestamp, level=TradingLevel.LEVEL_1DAY,
                                               provider='joinquant')
        technical_selector.run()

        self.selectors.append(technical_selector)

股票多单标的单factor(macd)

class MultipleStockTrader(StockTrader):
    def __init__(self,
                 security_list: List[str] = None,
                 exchanges: List[str] = ['sh', 'sz'],
                 codes: List[str] = None,
                 start_timestamp: Union[str, pd.Timestamp] = None,
                 end_timestamp: Union[str, pd.Timestamp] = None,
                 provider: Union[str, Provider] = 'joinquant',
                 level: Union[str, TradingLevel] = TradingLevel.LEVEL_1DAY,
                 trader_name: str = None,
                 real_time: bool = False,
                 kdata_use_begin_time: bool = False) -> None:
        super().__init__(security_list, SecurityType.stock, exchanges, codes, start_timestamp, end_timestamp, provider,
                         level, trader_name, real_time, kdata_use_begin_time)

    def init_selectors(self, security_list, security_type, exchanges, codes, start_timestamp, end_timestamp):
        my_selector = TargetSelector(security_list=security_list, security_type=security_type, exchanges=exchanges,
                                     codes=codes, start_timestamp=start_timestamp,
                                     end_timestamp=end_timestamp)
        # add the factors
        my_selector \
            .add_filter_factor(BullFactor(security_list=security_list,
                                          security_type=security_type,
                                          exchanges=exchanges,
                                          codes=codes,
                                          start_timestamp=start_timestamp,
                                          end_timestamp=end_timestamp,
                                          level=TradingLevel.LEVEL_1DAY))
        self.selectors.append(my_selector)

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