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@QUANTAXIS @quantaxisdesign @ctpbee
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yutiansut/README.md

Hi there 👋

---以下为我常用维护的项目(带rs的为rust项目, 其余为python项目, 有部分没有开源 直接搜索即可)

  • 历史数据, 多市场数据运维, 爬虫, 定时任务 -> quantaxis.QAFetch .QASU / qadata-rs / qacron

  • 实时数据, 采集分发, 数据推送 -> qamarket-rs/ qactpbeebroker/ qaotgbroker / qarealtimecollector / mifi/ qarealtime-rs/ qahexos-rs

  • 数据结构, 指标, 多标的批量apply -> quantaxis.QADATASTUCT / quantaxis-rs/ qaindicator-rs

  • 随机行情压力测试 -> QUANTAXIS_RandomPrice/ QAGanPrice

  • 账户系统 (支持多市场) -> quantaxis/ qifi协议/ qifiaccount / quantaxis-rs

  • 回测模板(可以自己替换) (更推荐用你自己的流程) -> qastrategy

  • 高性能回测[rust] -> quantaxis-rs / qamom-rs/ qaruntime-rs/ qifimanager/

  • 因子计算模板 调仓api -> qafactor-rs/ qafactor-rs_release/ QASTRATEGY101

  • 跨市场alpha框架 -> qaalpha-rs

  • 模拟盘系统 -> qatradeG / qifiaccount / quantaxis-rs

  • 实盘对接(股票/融资融券/篮子下单/算法交易/期货) -> QAQMTBROKER/ qaoms-rs/ qatrader / qatrader-rs / qactpbeebroker / qaotgbroker

  • 风控系统 -> qapbsystem / qariskpro

  • 订单管理 / 跟单 -> qaoms-server / qaoms-rs

  • 分仓位管理模块(单独核算) -> quantaxis_pms

  • web服务器 -> quantaxis_webserver

  • 任务队列, 多机器的局域网任务分发, 调度, 实时定时任务 -> quantaxis_run/ quantaxis_unicorn

  • 消息队列 -> qapubsub

  • 自定义线程 -> quantaxis.QAThread

  • 可视化 -> vifi协议, qamazing客户端

m

Pinned

  1. QUANTAXIS/QUANTAXIS Public template

    QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

    Python 6.3k 2.5k

  2. QAStrategy Public template

    策略基类/ 支持QIFI协议

    Jupyter Notebook 202 135

  3. qatrader 支持单机上万实盘/模拟盘账户的 高性能QATRADER

    Rust 39 38

  4. rewrite quantaxis in rust / backtest/ trading/

    Rust 69 41

  5. QIFI协议下的Account实现

    Jupyter Notebook 22 36

  6. 标准QIFI账户格式以及其他数据格式读取

    Rust 10 18

646 contributions in the last year

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Activity overview
Contributed to QUANTAXIS/QUANTAXIS, yutiansut/QIFIAccount, yutiansut/yutiansut and 5 other repositories

Contribution activity

January 2022

Created 27 repositories
2 repositories not shown
Opened 5 pull requests in 2 repositories
QUANTAXIS/QUANTAXIS 4 merged
yutiansut/HQChart 1 open

Created an issue in pola-rs/polars that received 15 comments

rolling/groupby func with a backward timeperiods

how to get a slice rolling with a backward timeperiods? such as every day we have 48 5min data --> 4trading hour at every end of day:: --> such as …

15 comments

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