Trading Engine - AlgorithmTransactionPlatform

一个基于Python的开SourceAlgorithmTransactionEngine，支持Outside/External汇、股指、股票、Encryption资产及Large/Big宗商品的差价合约Transaction。

Feature/Characteristic

• 🚀 HighPerformance：EventDriver的Asynchronous/AsyncArchitecture，支持High频Transaction
• 📊 多资产支持：Outside/External汇、股指、股票、Encryption资产、Large/Big宗商品
• 🔌 Module化设计：可Extend/Extension的插件System
• 📈 完整Backtest：StrongLarge/Big的HistoricalDataBacktestFeature/Functionality
• 🛡️ Risk管理：Real-timeRiskMonitor/Monitoring和控制
• 🌐 多券商支持：支持Main/PrimaryStreamCFD券商
• 📚 开Source友好：MIT许可证，完全开Source

Fast速Start/Begin

Install/Installation

pip install trading-engine

基本使用

from trading.engine import TradingEngine
from trading.algorithms import SimpleStrategy

# CreateTransactionEngine
engine = TradingEngine()

# LoadStrategy/Policy
strategy = SimpleStrategy()
engine.add_strategy(strategy)

# 运Row/LineBacktest
results = engine.run_backtest(
    start_date="2023-01-01",
    end_date="2023-12-31",
    initial_capital=100000
)

print(results.summary())

Item/Entry目Structure

trading-engine/
├── src/
│   ├── engine/           # 核心Engine
│   ├── data/            # DataProcess/Handle
│   ├── trading/         # TransactionExecute/Perform
│   ├── portfolio/       # 投资Compose/Composition
│   ├── risk/            # Risk管理
│   ├── algorithms/      # AlgorithmFramework
│   ├── adapters/        # Adapt/Adapter器
│   └── utils/           # 工具Class
├── tests/               # Test/Testing
├── docs/                # Document
├── examples/            # Example
├── cli/                 # CommandRow/Line工具
└── config/              #AWS Configure/ConfigurationFile

Development

环境Set/Setting

git clone https://github.com/trading-engine/trading-engine.git
cd trading-engine
pip install -e ".[dev,test]"

运Row/LineTest/Testing

pytest tests/

代码Format/Formatting

black src/
flake8 src/

Document

完整Document请访问：https://trading-engine.readthedocs.io/

贡献

欢迎贡献代码！请查看 贡献Guide 了解详情。

许可证

本Item/Entry目采用 MIT 许可证 - 查看 LICENSE File了解详情。

联Series/System我们

• GitHub Issues: https://github.com/trading-engine/trading-engine/issues
• Email: team@trading-engine.com

致谢

感谢Amazon QuantConnect/Lean Item/Entry目提供的灵感和Reference。