1 Star 0 Fork 82

azhkhn_c9f8/RQAlpha

forked from Ricequant/RQAlpha 
加入 Gitee
与超过 1200万 开发者一起发现、参与优秀开源项目,私有仓库也完全免费 :)
免费加入
克隆/下载
贡献代码
同步代码
取消
提示: 由于 Git 不支持空文件夾,创建文件夹后会生成空的 .keep 文件
Loading...
README
Apache-2.0

RQAlpha

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/logo.jpg Build https://coveralls.io/repos/github/ricequant/rqalpha/badge.svg?branch=master Documentation Status PyPI Version License Python Version Support

RQAlpha 从数据获取、算法交易、回测引擎,实盘模拟,实盘交易到数据分析,为程序化交易者提供了全套解决方案。

RQAlpha 具有灵活的配置方式,强大的扩展性,用户可以非常容易地定制专属于自己的程序化交易系统。

RQAlpha 所有的策略都可以直接在 Ricequant 上进行回测和实盘模拟,并且可以通过微信和邮件实时推送您的交易信号。

Ricequant 是一个开放的量化算法交易社区,为程序化交易者提供免费的回测和实盘模拟环境,并且会不间断举行实盘资金投入的量化比赛。

特点

易于使用 让您集中于策略的开发,一行简单的命令就可以执行您的策略。
完善的文档 您可以直接访问 RQAlpha 文档 或者 Ricequant 文档 来获取您需要的信息。
活跃的社区 您可以通过访问 Ricequant 社区 获取和询问有关 RQAlpha 的一切问题,有很多优秀的童鞋会解答您的问题。
稳定的环境 每天都有会大量的算法交易在 Ricequant 上运行,无论是 RQAlpha,还是数据,我们能会做到问题秒处理,秒解决。
灵活的配置 您可以使用多种方式来配置和运行策略,只需简单的配置就可以构建适合自己的交易系统。
强大的扩展性 开发者可以基于我们提供的 Mod Hook 接口来进行扩展。

快速指引

RQAlpha API

  • API : RQAlpha API 文档

Mod

RQAlpha 提供了极具拓展性的 Mod Hook 接口,这意味着开发者可以非常容易的对接第三方库。

您可以通过如下方式使用 安装和使用Mod:

# 查看当前安装的 Mod 列表及状态
$ rqalpha mod list
# 安装 Mod
$ rqalpha mod install xxx
# 卸载 Mod
$ rqalpha mod uninstall xxx
# 启用 Mod
$ rqalpha mod enable xxx
# 禁用 Mod
$ rqalpha mod disable xxx

以下是目前已经集成的 Mod 列表:

Mod名 说明
sys_analyser 【系统模块】记录每天的下单、成交、投资组合、持仓等信息,并计算风险度指标,并以csv、plot图标等形式输出分析结果
sys_funcat 【系统模块】支持以通达信公式的方式写策略
sys_progress 【系统模块】在控制台输出当前策略的回测进度。
sys_risk 【系统模块】对订单进行事前风控校验
sys_simulation 【系统模块】支持回测、撮合、滑点控制等
sys_stock_realtime 【系统模块】Demo 模块,用于展示如何接入自有行情进行回测/模拟/实盘
vnpy 【第三方模块】通过 VNPY 对接期货实盘行情和实盘交易
sentry 【第三方模块】集成 sentry 的扩展,实现错误日志全自动采集、处理
tushare 【第三方模块】Demo Mod,用于展示如何通过tushare 获取实时Bar数据并组装以供RQAlpha使用
shipane 【第三方模块】集成实盘易SDK,用于对接股票实盘跟单交易

如果您基于 RQAlpha 进行了 Mod 扩展,欢迎告知我们,在审核通过后,会在 Mod 列表中添加您的 Mod 信息和链接。

专业级本地终端RQPro

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/RQPro.jpeg

目前 RQAlpha 开源版仅开放了日级别的历史数据和日回测功能,如果您是机构用户,需要做算法交易亦或是量化研究,都可以联系我们的机构端产品销售获得机构端产品功能支持,也可通过 RQPro 登记试用。「销售电话」:0755-33967716 「QQ」:4848371

RQPro产品功能:

RQPro由米筐旗下三大核心模块与五大拓展功能组成,其中核心模块有金融数据RQData、策略引擎RQAlpha、绩效分析RQBeta。

https://raw.githubusercontent.com/ricequant/rq-resource/master/rqalpha/rqpro_1.jpeg
  •   完全本地部署,使用pycharm、anaconda等工具做本地策略研发、模拟以及实盘交易,效率大大加强,本地管理自己的策略提高保密性
  • 多资产(股票、期货,公募基金等)的精准、快速回测(日,分钟,Tick)
  • 策略的管理以及实盘的收益、风险计算等
  • 可拓展接口及SDK方便二次开发
  • 绩效分析模块全面比较不同策略的收益、风险及稳定性
  • 交易数据的保存以及提取分析
  • 技术支持及定制化开发

Feature Status

  • VNPY 对接 --> vnpy
    • ✅ 扩展VNPY_Gateway
    • ✅ 实盘交易对接
    • ✅ 数据源对接
    • ✅ 事件源对接
  • Tushare 对接
  • Tick 相关支持
    • ✅ TICK 相关事件支持 --> EVENT.PRE_TICK | EVENT.TICK | EVENT.POST_TICK
    • ✅ handle_tick 函数支持
  • Mod Manager --> 通过 Mod 扩展 RQAlpha
    • ✅ 定义 Mod 编写规范, workflow && Doc
    • ✅ 提供 Mod Demo && Tutorial
    • ✅ 提供 rqalpha install xx_mod 等命令 加载第三方 Mod
  • Third-party Tools Integration
    • ✅ 集成 Sentry --> sentry
  • i18n
    • 🚫 English Doc
  • Support Options
    • 🚫 OptionAccount
    • 🚫 OptionPosition
  • Support BitCoin
    • 🚫 BitcoinAccount
    • 🚫 BitcoinPosition

加入开发

获取帮助

关于RQAlpha的任何问题可以通过以下途径来获取帮助

  • 可以通过 索引 或者使用搜索功能来查找特定问题
  • Github Issue 中提交issue
  • RQAlpha 交流群「487188429」
Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. "License" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. "Licensor" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. "Legal Entity" shall mean the union of the acting entity and all other entities that control, are controlled by, or are under common control with that entity. For the purposes of this definition, "control" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. "You" (or "Your") shall mean an individual or Legal Entity exercising permissions granted by this License. "Source" form shall mean the preferred form for making modifications, including but not limited to software source code, documentation source, and configuration files. "Object" form shall mean any form resulting from mechanical transformation or translation of a Source form, including but not limited to compiled object code, generated documentation, and conversions to other media types. "Work" shall mean the work of authorship, whether in Source or Object form, made available under the License, as indicated by a copyright notice that is included in or attached to the work (an example is provided in the Appendix below). "Derivative Works" shall mean any work, whether in Source or Object form, that is based on (or derived from) the Work and for which the editorial revisions, annotations, elaborations, or other modifications represent, as a whole, an original work of authorship. For the purposes of this License, Derivative Works shall not include works that remain separable from, or merely link (or bind by name) to the interfaces of, the Work and Derivative Works thereof. "Contribution" shall mean any work of authorship, including the original version of the Work and any modifications or additions to that Work or Derivative Works thereof, that is intentionally submitted to Licensor for inclusion in the Work by the copyright owner or by an individual or Legal Entity authorized to submit on behalf of the copyright owner. For the purposes of this definition, "submitted" means any form of electronic, verbal, or written communication sent to the Licensor or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, the Licensor for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by the copyright owner as "Not a Contribution." "Contributor" shall mean Licensor and any individual or Legal Entity on behalf of whom a Contribution has been received by Licensor and subsequently incorporated within the Work. 2. Grant of Copyright License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare Derivative Works of, publicly display, publicly perform, sublicense, and distribute the Work and such Derivative Works in Source or Object form. 3. Grant of Patent License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by such Contributor that are necessarily infringed by their Contribution(s) alone or by combination of their Contribution(s) with the Work to which such Contribution(s) was submitted. If You institute patent litigation against any entity (including a cross-claim or counterclaim in a lawsuit) alleging that the Work or a Contribution incorporated within the Work constitutes direct or contributory patent infringement, then any patent licenses granted to You under this License for that Work shall terminate as of the date such litigation is filed. 4. Redistribution. You may reproduce and distribute copies of the Work or Derivative Works thereof in any medium, with or without modifications, and in Source or Object form, provided that You meet the following conditions: (a) You must give any other recipients of the Work or Derivative Works a copy of this License; and (b) You must cause any modified files to carry prominent notices stating that You changed the files; and (c) You must retain, in the Source form of any Derivative Works that You distribute, all copyright, patent, trademark, and attribution notices from the Source form of the Work, excluding those notices that do not pertain to any part of the Derivative Works; and (d) If the Work includes a "NOTICE" text file as part of its distribution, then any Derivative Works that You distribute must include a readable copy of the attribution notices contained within such NOTICE file, excluding those notices that do not pertain to any part of the Derivative Works, in at least one of the following places: within a NOTICE text file distributed as part of the Derivative Works; within the Source form or documentation, if provided along with the Derivative Works; or, within a display generated by the Derivative Works, if and wherever such third-party notices normally appear. The contents of the NOTICE file are for informational purposes only and do not modify the License. You may add Your own attribution notices within Derivative Works that You distribute, alongside or as an addendum to the NOTICE text from the Work, provided that such additional attribution notices cannot be construed as modifying the License. You may add Your own copyright statement to Your modifications and may provide additional or different license terms and conditions for use, reproduction, or distribution of Your modifications, or for any such Derivative Works as a whole, provided Your use, reproduction, and distribution of the Work otherwise complies with the conditions stated in this License. 5. Submission of Contributions. Unless You explicitly state otherwise, any Contribution intentionally submitted for inclusion in the Work by You to the Licensor shall be under the terms and conditions of this License, without any additional terms or conditions. Notwithstanding the above, nothing herein shall supersede or modify the terms of any separate license agreement you may have executed with Licensor regarding such Contributions. 6. Trademarks. This License does not grant permission to use the trade names, trademarks, service marks, or product names of the Licensor, except as required for reasonable and customary use in describing the origin of the Work and reproducing the content of the NOTICE file. 7. Disclaimer of Warranty. Unless required by applicable law or agreed to in writing, Licensor provides the Work (and each Contributor provides its Contributions) on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. You are solely responsible for determining the appropriateness of using or redistributing the Work and assume any risks associated with Your exercise of permissions under this License. 8. Limitation of Liability. In no event and under no legal theory, whether in tort (including negligence), contract, or otherwise, unless required by applicable law (such as deliberate and grossly negligent acts) or agreed to in writing, shall any Contributor be liable to You for damages, including any direct, indirect, special, incidental, or consequential damages of any character arising as a result of this License or out of the use or inability to use the Work (including but not limited to damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses), even if such Contributor has been advised of the possibility of such damages. 9. Accepting Warranty or Additional Liability. While redistributing the Work or Derivative Works thereof, You may choose to offer, and charge a fee for, acceptance of support, warranty, indemnity, or other liability obligations and/or rights consistent with this License. However, in accepting such obligations, You may act only on Your own behalf and on Your sole responsibility, not on behalf of any other Contributor, and only if You agree to indemnify, defend, and hold each Contributor harmless for any liability incurred by, or claims asserted against, such Contributor by reason of your accepting any such warranty or additional liability. END OF TERMS AND CONDITIONS APPENDIX: How to apply the Apache License to your work. To apply the Apache License to your work, attach the following boilerplate notice, with the fields enclosed by brackets "[]" replaced with your own identifying information. (Don't include the brackets!) The text should be enclosed in the appropriate comment syntax for the file format. We also recommend that a file or class name and description of purpose be included on the same "printed page" as the copyright notice for easier identification within third-party archives. Copyright [yyyy] [name of copyright owner] Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

简介

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities 展开 收起
Python
Apache-2.0
取消

发行版

暂无发行版

贡献者

全部

近期动态

加载更多
不能加载更多了
马建仓 AI 助手
尝试更多
代码解读
代码找茬
代码优化
Python
1
https://gitee.com/azhkhn_c9f8/rqalpha.git
[email protected]:azhkhn_c9f8/rqalpha.git
azhkhn_c9f8
rqalpha
RQAlpha
master

搜索帮助