python trading and backtest platform
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QuantLib Merge remote-tracking branch 'origin/master' Nov 22, 2015
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README.md

基于pyctp接口,使用tkinter作为GUI的python交易平台

主要功能:

(1)本地仓位管理,保证金计算,开仓平昨平今的逻辑

(2) 增加trade level以支持多腿下单,屏蔽开仓平仓逻辑,可以做跨合约套利

(3) 支持多品种,多策略同时运行并可手动更改交易参数

(4) 策略层增加tradepos level以便对trail profit, stop loss等增加支持

(5) 基于mySQL数据库,对实时数据tick,minute,daily进行保存

(6) 具有option pricng C++库

(7) 具有option模块和相应GUI(逐步扩展中)

(8) 具有分钟级回测CTA策略

(9) 支持仿真交易(历史数据paper trading)和实时模拟交易(实时数据paper trading)

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