Click here to download QUANTAXIS2019 Introductory pdf [quantaxis 2019] (http://whl.yutiansut.com/QUANTAXIS%202019.pdf)
Quantitative Financial FrameWork
Local one-stop solution from data crawling - cleaning storage - analysis backtesting - visualization - trading complex
[Click on Star and Watch in the top right corner to track project progress! Click on Fork to create your own QUANTAXIS!]
Congratulations to QUANTAXIS for inclusion [GITEE Most Valuable Open Source Project GVP] (https://gitee.com/gvp)
Build;branch:master;pipeline:5c3ade3fc67fe4e3328c9da1QUANTAXIS)
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This project exists thanks to all the people who contribute. [Contribute].
Welcome to group discussion: 563280067 [group link] (https://jq.qq.com/?_wv=1027&k=4CEKGzn)
QUANTAXIS Development Group: 773602202 (If you want to contribute code, please add this group. Remark your GITHUB ID)
Welcome to the public number: ![Public Number] (http://picx.gulizhu.com/qrcode_for_gh_bbb47e0550f7_258%20%281%29.jpg)
Many questions can be found in [GITHUB ISSUE] (https://github.com/QUANTAXIS/QUANTAXIS/issues), you can make a new issue
QUANTAXIS Quantitative Financial Strategy Framework is a quantitative analysis solution for small and medium-sized strategy teams. We can quickly implement a scene-oriented customized solution through highly decoupled modularization and standardized protocols. QUANTAXIS is a progressive open Framework, you can introduce your own data, analysis plan, visualization process, etc. according to your own needs, or you can quickly realize collaboration within multi-person LAN/WAN through RESTful interface.
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Technology stack: python/nodejs/vue/mongodb/rabbitmq/c++
Data Storage / Data Analysis / Backtest
- [QUANTAXIS] (https://github.com/QUANTAXIS/QUANTAXIS) The core of QUANTAXIS
WEB related, http/websocket/open data interface
- QUANTAXIS_WEBSERVER based on tornado web api/websocket
distributed correlation, asynchronous execution of tasks, cross-process distributed message subscription distribution
- QUANTAXIS_RUN Distributed task deployment based on rabbitmq/celery
- QUANTAXIS_PUBSUB RABBITMQ-based message distribution subscription
Interface related: Trading Account / Futures Interface Packaging / Trader Instance
- [QUANTAXIS OTGBROKER] (https://github.com/QUANTAXIS/QAOTGBROKER) Interface package based on OPEN_TRADE_GATEWAY
- [QUANTAXIS CTPBEEBROKER] (https://github.com/QUANTAXIS/QACTPBeeBroker) CTPBee-based interface package
- QUANTAXIS_ATBROKER Interface package based on sea breeze at
- [QUANTAXIS TRADER] (https://github.com/yutiansut/QATrader) An open source websocket version of a futures trading instance
Quotes related: The main implementation of the situation / simulation based on the OU process
- QUNATAXIS MARKETCOLLECTOR Market-wide subscription distribution
- QUANTAXIS_RandomPrice Random Quote Simulation Based on OU Process
Real-time trading solutions / Unattended / Status reporting / Real-time account evaluation / Multi-account / Strategy account split / Event flow risk control / PB system / CEP engine / Multi-system terminal
- QUANTAXIS_REALTIME_RESOLUTION Real-time trading/deployment solution (not open source)
- QUANTAXIS UNICORN QUANTAXIS Policy Hosting, Transaction Monitoring Solution (not open source)
- QUANTAXIS_RANK QUANTAXIS Real-Time Account Evaluation
- QUANTAXIS_CEPEngine QUANTAXIS Complex Event Processing Engine
- QUANTAXIS_PBSystem QUANTAXIS PB System
- QUANTAXIS_QARISKPRO QUANTAXIS Multi-market multi-account integrated real-time air control system
- [QUANTAXIS QADESKPRO] (https://github.com/yutiansut/qadeskpro) New version of the client page (partially open source)
tick back test
- QUANTAXIS TICKBacktest tick backtesting Support for real tick/simulation tick
jupyterhub customization (multiplayer editing)
- [QUANTAXIS JUPYTERHUB] (https://github.com/yutiansut/QAJupyter)
docker cluster
- [QUANTAXIS PROCluster] (https://github.com/yutiansut/QAPRO_dockercluster) One-click deployment of docker clusters, 2-site 3 center high availability disaster recovery research/transaction environment
- QUANTAXIS_MONITOR_GUI QT-based python monitoring
- (Currently abandoned) [QUANTAXIS_DESKTOP] (https://github.com/QUANTAXIS/QADESKTOP) Desktop terminal based on VUE.js/ ELECTRON
- portable_QA A standalone python environment, free of configuration
- QUANTAXIS_CRAWLY Reptile section
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- [QUANTAXIS Quantitative Financial Strategy Framework] (#quantaxis-Quantitative Financial Strategy Framework) - [0. One-click deployment environment] (#0-QASERVICE) - [1. Function] (#1-function) - [1.1 Quotes Service] (#11-Quote Service) - [1.1.1 stock / futures / options / US stocks / foreign exchange / macro history / real-time market (daily / minute line / tick / real-time five files) service] (#111 - stock futures options US stocks foreign exchange macro historical real-time market Daily line minute line tick real-time five-speed service) - [1.1.2 Finance / Fundamentals / Macro Data] (#112 - Financial Fundamental Macro Data) - [1.1.3 Custom Data Source Data] (#113-Custom Data Source Data) - [1.2 Data Operation and Maintenance Service] (#12-Data Operation and Maintenance Service) - [1.3 Analysis Service] (#13-Analysis Service) - [1.3.1 Data structure specifically adapted for A-share stock data] (#131-Data structure specially adapted for a-share stock data) - [1.3.2 Carefully calculate the index class for the A-share indicator] (#132 - Carefully calculate the adapted indicator class for the a-share indicator) - [1.4 Scalable Event Driven Framework] (#14-Extensible Event Driven Framework) - [1.5 Back Test Service] (#15- Back Test Service) - [1.5.1 stock/day t0/ daily/minute line level backtest] (#151-day day t0-day line minute line backtest) - [1.6 real set] (#16-solid) - [1.6.1 Stock / firm easy QAShiPaneBroker] (#161 - stock - real easy - qashipanebroker) - [1.6.2 Stock/TTS QATTSBroker] (#162-stock-tts----qattsbroker) - [1.6.3 Futures/Open-trade-gateway QAOTGBROKER] (#163-Future--qaotgbroker) - [1.6.4 Futures/Sea Breeze AT QA_ATBroker] (#164-Futures--Sea Breeze at-Package-qaatbroker) - [1.6.5 Futures/VNPY QAVNPYBroker] (#165-Futures-vnpy-qavnpybroker) - [1.7 Website HTTP Service] (#17-Website http Service) - [1.7.1 Website background standardized interface] (#171-Website background standardized interface) - [2. Documentation] (#2-documentation) - [3. Installation and Deployment] (#3-Installation and Deployment) - [3.0 Installation Instructions] (#30-Installation Instructions) - [3.1 Little white style] (#31-小白式上手) - [3.2 Deployment Installation] (#32-Deployable Installation) - [3.3 Local Code Development Installation] (#33--Local Code - Developmental Installation) - [3.4 Code Submission Installation] (#34- Code Submission Installation) - [4. Update] (#4-Update) - 5. Docker - [6. Instructions for use] (#6-Instructions for use) - [7. Jupyter example] (#7-jupyter example) - [8. Development Plan] (#8-Development Plan) - [9. Frequently Asked Questions FAQ] (#9-Frequently Asked Questions faq) - [10. Project Donation] (#10-Project Donation) - [11. Backtesting Webkit Plugin Overview] (#11- Backtest webkit plugin overview) - [12. QUANTAXIS Standardization Agreement and Future Agreement] (#12-quantaxis-Standardization Agreement and Future Agreement) - [13. Recommended computer configuration] (#13- recommended for computer configuration) - [14. Video Recording] (#14-recording) - License
Docker one-click deployment (no need for any environment! It is best to take a new machine directly)
Ubuntu one-click script
Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/config/install_docker.sh
Sudo bash install_docker.sh
Win/mac installation
Very simple Go to the docker website to download docker_desktop for win/mac
The file is large, I also shared it in the group file.
Or you can use a domestic mirror station
- win [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-windows-stable.msi]
- mac [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-mac-stable.dmg]
Ps: quantaxis strongly recommends not using the system below win10... (well ignore me)
First use
Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/docker/qaservice_docker.sh
Sudo bash qaservice_docker.sh
Subsequent use
Docker-compose up -d
port:
- 27017 mongodb
- 8888 jupyter
- 8010 quantaxis_webserver
- 81 quantaxis_community Community Edition interface
- 61208 System Monitoring
- 15672 qa-eventmq
Then you can start your quantification year!
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Has been achieved:
1.1.1 Stocks/Futures/Options/US Stocks/Forex/Macro History/Real Quotes (Day/Minute/tick/Real-Time Five) Service
See [QUANTAXIS Data Acquisition Guide] (Documents/DataFetch.md)
See [QUANTAXIS Financial Indicators] (Documents/financial_means.md)
See [QUANTAXIS WEB Crawler] (Documents/crawler.md)
One-click update See [WINDOWS Automatic Data Update] (config/windows_autojob_updatedata.md)
See [QUANTAXIS Data Structure] (Documents/DataStruct.md)
See [QUANTAXIS Quotes Research] (Documents/analysis.md)
See [QUANTAXIS indicator system] (Documents/indicators.md)
See [QUANTAXIS Event Framework] (Documents/about_event.md)
See [Account Structure of QUANTAXIS] (Documents/account.md)
See [QUANTAXIS Account Risk Analysis Plugin Guide] (Documents/risk.md)
See [Description of QUTAXIS Backtest Entrustment Transaction Settlement] (Documents/orderanddeal.md)
See [QUANTAXIS Backtest Analysis] (Documents/backtestanalysis.md)
See [Common Strategy Organizing] (Documents/strategy.md)
See [Simplified Strategy Backtesting Detailed Explanation] (Documents/QUANTAXIS Backtesting Analysis Whole Process Explain.md)
See [Details of Accounts for T0 Transactions] (Documents/TEST_ORDER_BACKTEST_T0.md)
Simplified plug-in See [Easy] (http://www.iguuu.com/e?x=18839)
Easy installation and installation Note See [Installation Note] (shipane_install_memo.md)
See [QATTSBroker] for details (QUANTAXIX/QAMARKET/QATTSBroker.py)
CTP websocket transaction : simnow demo: ws://www.yutiansut.com:7988
Regarding websocket transactions (there may be some uncertain bugs and therefore not open for the time being):
Currently open source See [QAOTGBROKER] (https://github.com/yutiansut/QAOTGBROKER)
CTP's websocket package includes full account/HTTP control, etc.
Currently open source See [QATRADER] (https://github.com/yutiansut/QATRADER)
CTP's Sea Breeze Broker Magic Package: QA_AtBroker
Currently VNPY 2.0 is born, compatible with py3.6/3.7 will be docked
See [QUANTAXIS WEB API Description] (Documents/backendapi.md)
- [QUANTAXIS 2018 Development Plan Sheet] (job_list.md)
For documentation see: book
Download the documentation manual (live update)
Quantaxis 1.4.4 added the cython compilation acceleration process, if you need cython's classmates to use:
Python setup_cython.py build_ext --inplace
Continue with pip install -e .
Things to watch out for: The above are optional. Not mandatory!!
Cython speed up:
1.4.3 Account.receive_simpledeal (including accepting orders/updating accounts) for a single 1.88 microseconds
1.4.4 Account.receive_simpledeal is a single 570 nanoseconds
See [Installation Instructions] (Documents/install.md)
See [Little White Startup Tutorial WIN] (Documents/install_for_new_to_coding.md)
Pip install quantaxis -U
Local installation
Git clone https://github.com/quantaxis/quantaxis --depth 1
Cd quantaxis
Pip install -e .
Code Submission Installation Code submission see [Code Submission] (https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/about_pr.md)
- fork QUANTAXIS to your github account
Git clone https://github.com/your account name/quantaxis
See [Update Notes] (Documents/update.md)
See Docker
See
- [Example of use of QUANTAXIS] (https://github.com/quantaxis/QADemo)
See [Jupyter example] (jupyterexample)
See [Development Plan] (job_list.md)
See FAQ
Writing code is not easy... ask the author to have a cup of coffee?
(PS: Please bring your name/nickname when you pay. It will maintain a sponsor list~)
[donation list] (CONTRIBUTING.md)
See [QUANTAXIS/QADESKTOP] (https://github.com/quantaxis/qadesktop)
Simulate real disk multi-account management
Customized version LAB
QUANTAXIS-Stardand-Protocol version number 0.0.8
See QUANATXISProtocol for details.
Recommended configuration: 6+ generation CPU+ 16/32GB DDR3/DDR4 memory + 256GB or more SSD hard disk
Minimum configuration: Support for X64-bit CPU
Because local data needs to be stored more than 2GB when storing local data, and 32-bit MONGODB supports only about 2GB of data storage, at least one X64-bit CPU is required.
If the SSD resources are sufficient, try to store the data in the SSD and increase the speed of the wiretiger
If it is Alibaba Cloud/Tencent Cloud server, please select 64-bit operating system at the beginning.
QUANTAXIS 2019 supports multi-market, scenario-oriented solutions
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