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python trading and backtest platform
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QuantLib
strats
tools
.gitattributes
.gitignore
README.md
__init__.py
_pyktlib.pyd
agent.py
agent_gui.py
backtest.py
base.py
berm_swaption.py
candle_graph_demo.py
chart.py
ctp_api.py
ctp_emulator.py
data_handler.py
data_saver.py
decorator.py
eventEngine.py
fix_db_data.py
lts_api.py
misc.py
order.py
pl_reconcile.py
pyktlib.py
save_data_tool.py
sec_bits.py
strat_dual_thrust.py
strategy.py
test_data.py
trade_emulator.py
update_contract_table.py
wind_data.py
yahoo_mysql_importer.py

README.md

基于pyctp接口,并采用vnpy的eventEngine,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)

下一步计划

(1) 期权套利和做市策略,volatility surface calibration/remarking

(2) 自动期权delta hedging

(3) 增加使用Mongodb

(4) 完善tick级回测

(5) scalping framework

(6) 策略,策略,策略......

有兴趣合作联系

QQ: 1940877918

知乎:无所谓,自制pyktrader挖矿

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