README

Python Backtesting library for trading research

• Vectorized Backtesting
• Event Driven Backtesting

Secure

database:
  clickhouse:
    database: ginkgo
    username: admin
    password: {password ==> base64encoder}
    host: localhost
    port: 8123
  mysql:
    database: ginkgo
    username: ginkgoadmin
    password: {password ==> base64encoder}
    host: localhost
    port: 3306
  mongodb:
    database: ginkgo
    username: ginkgoadm
    password: {password ==> base64encoder}
tushare:
  token: {tokenhere}

Install

Create a new virtual environment.

Follow the instructions to install.

python3 -m virtualenv venv;source venv/bin/activate

python ./install.py

Create Shortcuts

This command will create a soft link in /usr/bin After running this command, you could just type ginkgo --help to use the lib no matter whether you have active your virtual environment. It is not neccesary to run this, you could also active your environment and use python main.py --help

sudo ./install.sh

Interactive Mode

ginkgo interactive

Unittest

ginkgo unittest run --a

Data

Update

ginkgo data update stockinfo
ginkgo data update calendar
ginkgo data update adjust --code 000001.SZ
ginkgo data update day --code 000001.SZ
ginkgo data update tick --code 000001.SZ

List,Show

ginkgo data list stockinfo --page 50
ginkgo data show stockinfo --code 000001.SZ

Plot

ginkgo data plot day --code 00001.SZ --start 20200101 --end 20210101