upload

.gitignore

@@ -21,3 +21,4 @@ external/common/include/*.cpp
 external/common/include/struct/*.cpp
 external/common/include/core/*.cpp
 external/common/include/util/*.cpp
+__pycache__/*

.gitmodules

@@ -1,3 +1,6 @@
 [submodule "lib-hft"]
 	path = lib-hft
 	url = [email protected]:nickhuangxinyu/lib-hft.git
+[submodule "strategy"]
+	path = strategy
+	url = [email protected]:nickhuangxinyu/strategy.git

Makefile

@@ -1,4 +1,4 @@
-WAF = backend/tools/waf
+WAF = backend/tools/waf-light
 
 all:
 	$(WAF) configure all $(PARAMS)
@@ -36,6 +36,9 @@ simplearb:
 simplearb2:
 	$(WAF) configure simplearb2 $(PARAMS)
 
+coinarb:
+	$(WAF) configure coinarb $(PARAMS)
+
 pairtrading:
 	$(WAF) configure pairtrading $(PARAMS)
 
@@ -60,5 +63,23 @@ order_matcher:
 teststrat:
 	$(WAF) configure teststrat $(PARAMS)
 
+lib_simplemaker:
+	$(WAF) configure lib_simplemaker $(PARAMS)
+
+lib_simplearb:
+	$(WAF) configure lib_simplearb $(PARAMS)
+
+lib_simplearb2:
+	$(WAF) configure lib_simplearb2 $(PARAMS)
+
+lib_coinarb:
+	$(WAF) configure lib_coinarb $(PARAMS)
+
+lib_pairtrading:
+	$(WAF) configure lib_pairtrading $(PARAMS)
+
+lib_demostrat:
+	$(WAF) configure lib_demostrat $(PARAMS)
+
 clean:
 	rm -rf build

README.md

@@ -10,10 +10,11 @@
   based on centos 6.5 or 7 (other system have not been tested)
 * IDE recommendation:
   I developed it by vim (using some cool plugin), i also set the neccessary config file for QT, so this can be opened on QT directly.
-* Complie Tools
+* Complie Tools:
   based on g++, using the complie tools waf, the binary file is included in the repository, path hft/backend/bin/waf, for waf, you can google it
 * pre-installed software:
   this project used zeromq to do ipc, version 4.1.2
+  install.sh and setzeromq.sh will help you to install.
 * complie command:
   in the path of yourhomepath/hft, run "make", you will get binary file in build/bin
 

TODO.readme

@@ -1,14 +1,3 @@
-1.basestrategey: template to switch commun mode easily
-2.data_handler: template to load different kind of struct
-3.test latency of different mode of communicate
-4.more flexible backtester
-
-test:
-the slip cost is mainly rely on the hedge ticker
-foucs on hedge ticker, if this_shot changed a lot compared to last, disable this oppounity because hedge may slip a lot
-
-2020.4.16
-1.backtest speed up - calparam part
-2.check status optimize
-3.dangerous operation check - delete.....
-4.pair trading, main logic rewrite
+1.proxy binding on data and order
+2.make strategy so
+3.speed up backtest