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该工具为本人在量化私募实习时独立编写的小工具,用于实时显示对冲期货价差。 This tool is a small tool that I wrote independently during an internship in a quant PE to display the margin of hedging futures.

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EdumndAra/Future-Margin-Visual-Tool

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Future-Margin-Visual-Tool

该工具为本人在量化私募实习时独立编写的小工具,用于实时显示对冲期货价差。
This tool is a small tool that I wrote independently during an internship in a quant PE to display the margin of hedging futures.

项目要求

1.实时显示两对冲期货价格,并可视化价差。
2.可以选择对冲期货的品种和持仓量,显示总持仓的价值

Project requirement

1.Real-time display futures' price & margin.
2.Can put in futures contract & spot, showing the value of the portfolio.

技术栈

语言:Python(3.7)
数据处理:Pandas、NumPy
可视化:Bokeh
数据获取:AkShare

Technology Stack

Language: Python(3.7)
Data Processing: Pandas NumPy
Data Visualization: Bokeh
Futures Data Capturing: AkShare

项目文件

main.py 主文件
run_main.bat 启动文件

The project file

main.py: main code file
run_main.bat: run to start the project

如何运行该项目

由于本项目使用Bokeh进行可视化,结果将以网页方式显示。需要安装Python3.7以上版本并安装所需库(推荐安装Anaconda),运行方式如下:
方法一.运行run_main.bat
方法二.用cmdmain.py所在目录运行如下代码:

bokeh serve main.py --show

按照默认设置,结果将输出于http://localhost:5006/main

Run this project

Because this porject is based on Bokeh ,result will be showed by web page.Needing Python(version>=3.7) with required framework(recommended Anaconda).The operation mode is as follows.
Mode 1: runrun_main.bat
Mode 2: usecmd to run this code in main.py's directory:

bokeh serve main.py --show

In default set,the result will show in http://localhost:5006/main

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该工具为本人在量化私募实习时独立编写的小工具,用于实时显示对冲期货价差。 This tool is a small tool that I wrote independently during an internship in a quant PE to display the margin of hedging futures.

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