QUANTAXIS Quantifying Financial Strategy Framework

Click here to download QUANTAXIS2019 Introductory pdf [quantaxis 2019] (http://whl.yutiansut.com/QUANTAXIS%202019.pdf)

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Quantitative Financial FrameWork

Local one-stop solution from data crawling - cleaning storage - analysis backtesting - visualization - trading complex

[Click on Star and Watch in the top right corner to track project progress! Click on Fork to create your own QUANTAXIS!]

Congratulations to QUANTAXIS for inclusion [GITEE Most Valuable Open Source Project GVP] (https://gitee.com/gvp)

[! [Codefresh build status] (https://g.codefresh.io/api/badges/pipeline/quantaxis/QUANTAXIS%2FQUANTAXIS%2FQUANTAXIS?branch=master&key=eyJhbGciOiJIUzI1NiJ9.NWEzMGMwNzE4NTk5YzAwMDAxNWEzOGQ3.INF0oVNGLK79Ql3f10Vs9_CJfwsfq1FYjCbbOKJzBe8&type=cf-1)] (https: //g.codefresh.io/pipelines/QUANTAXIS/builds?repoOwner=QUANTAXIS&repoName=QUANTAXIS&serviceName=QUANTAXIS%2FQUANTAXIS&filter=trigger:build~Build;branch:master;pipeline:5c3ade3fc67fe4e3328c9da1~QUANTAXIS)

Contributors

This project exists thanks to all the people who contribute. [Contribute]. < /a>

Welcome to group discussion: 563280067 [group link] (https://jq.qq.com/?_wv=1027&k=4CEKGzn)

QUANTAXIS Development Group: 773602202 (If you want to contribute code, please add this group. Remark your GITHUB ID)

Welcome to the public number: ![Public Number] (http://pic.yutiansut.com/qrcode_for_gh_bbb47e0550f7_258%20%281%29.jpg)

Many questions can be found in [GITHUB ISSUE] (https://github.com/QUANTAXIS/QUANTAXIS/issues), you can make a new issue

QUANTAXIS Quantitative Financial Strategy Framework is a quantitative analysis solution for small and medium-sized strategy teams. We can quickly implement a scene-oriented customized solution through highly decoupled modularization and standardized protocols. QUANTAXIS is a progressive open Framework, you can introduce your own data, analysis plan, visualization process, etc. according to your own needs, or you can quickly realize collaboration within multi-person LAN/WAN through RESTful interface.

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Related items:

Technology stack: python/nodejs/vue/mongodb/rabbitmq/c++

Core tool chain (production environment in use)

has been open source

Data Storage / Data Analysis / Backtest

• [QUANTAXIS] (https://github.com/QUANTAXIS/QUANTAXIS) The core of QUANTAXIS

WEB related, http/websocket/open data interface

• QUANTAXIS_WEBSERVER based on tornado web api/websocket

distributed correlation, asynchronous execution of tasks, cross-process distributed message subscription distribution

• QUANTAXIS_RUN Distributed task deployment based on rabbitmq/celery
• QUANTAXIS_PUBSUB RABBITMQ-based message distribution subscription

Interface related: Trading Account / Futures Interface Packaging / Trader Instance - [QUANTAXIS OTGBROKER] (https://github.com/QUANTAXIS/QAOTGBROKER) Interface package based on OPEN_TRADE_GATEWAY - [QUANTAXIS CTPBEEBROKER] (https://github.com/QUANTAXIS/QACTPBeeBroker) CTPBee-based interface package - QUANTAXIS_ATBROKER Interface package based on sea breeze at - [QUANTAXIS TRADER] (https://github.com/yutiansut/QATrader) An open source websocket version of a futures trading instance

Quotes related: The main implementation of the situation / simulation based on the OU process - QUNATAXIS MARKETCOLLECTOR Market-wide subscription distribution - QUANTAXIS_RandomPrice Random Quote Simulation Based on OU Process

Not open source

Real-time trading solutions / Unattended / Status reporting / Real-time account evaluation / Multi-account / Strategy account split / Event flow risk control / PB system / CEP engine / Multi-system terminal

• QUANTAXIS_REALTIME_RESOLUTION Real-time trading/deployment solution (not open source)
• QUANTAXIS UNICORN QUANTAXIS Policy Hosting, Transaction Monitoring Solution (not open source)
• QUANTAXIS_RANK QUANTAXIS Real-Time Account Evaluation
• QUANTAXIS_CEPEngine QUANTAXIS Complex Event Processing Engine
• QUANTAXIS_PBSystem QUANTAXIS PB System
• QUANTAXIS_QARISKPRO QUANTAXIS Multi-market multi-account integrated real-time air control system
• [QUANTAXIS QADESKPRO] (https://github.com/yutiansut/qadeskpro) New version of the client page (partially open source)

tick back test

• QUANTAXIS TICKBacktest tick backtesting Support for real tick/simulation tick

jupyterhub customization (multiplayer editing)

• [QUANTAXIS JUPYTERHUB] (https://github.com/yutiansut/QAJupyter)

docker cluster

• [QUANTAXIS PROCluster] (https://github.com/yutiansut/QAPRO_dockercluster) One-click deployment of docker clusters, 2-site 3 center high availability disaster recovery research/transaction environment

Toolchain provided by the community

• QUANTAXIS_MONITOR_GUI QT-based python monitoring
• (Currently abandoned) [QUANTAXIS_DESKTOP] (https://github.com/QUANTAXIS/QADESKTOP) Desktop terminal based on VUE.js/ ELECTRON
• portable_QA A standalone python environment, free of configuration
• QUANTAXIS_CRAWLY Reptile section

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• [QUANTAXIS Quantitative Financial Strategy Framework] (#quantaxis-Quantitative Financial Strategy Framework)     - [0. One-click deployment environment] (#0-QASERVICE)     - [1. Function] (#1-function)         - [1.1 Quotes Service] (#11-Quote Service)             - [1.1.1 stock / futures / options / US stocks / foreign exchange / macro history / real-time market (daily / minute line / tick / real-time five files) service] (#111 - stock futures options US stocks foreign exchange macro historical real-time market Daily line minute line tick real-time five-speed service)             - [1.1.2 Finance / Fundamentals / Macro Data] (#112 - Financial Fundamental Macro Data)             - [1.1.3 Custom Data Source Data] (#113-Custom Data Source Data)         - [1.2 Data Operation and Maintenance Service] (#12-Data Operation and Maintenance Service)         - [1.3 Analysis Service] (#13-Analysis Service)             - [1.3.1 Data structure specifically adapted for A-share stock data] (#131-Data structure specially adapted for a-share stock data)             - [1.3.2 Carefully calculate the index class for the A-share indicator] (#132 - Carefully calculate the adapted indicator class for the a-share indicator)         - [1.4 Scalable Event Driven Framework] (#14-Extensible Event Driven Framework)         - [1.5 Back Test Service] (#15- Back Test Service)             - [1.5.1 stock/day t0/ daily/minute line level backtest] (#151-day day t0-day line minute line backtest)         - [1.6 real set] (#16-solid)             - [1.6.1 Stock / firm easy QAShiPaneBroker] (#161 - stock - real easy - qashipanebroker)             - [1.6.2 Stock/TTS QATTSBroker] (#162-stock-tts----qattsbroker)             - [1.6.3 Futures/Open-trade-gateway QAOTGBROKER] (#163-Future--qaotgbroker)             - [1.6.4 Futures/Sea Breeze AT QA_ATBroker] (#164-Futures--Sea Breeze at-Package-qaatbroker)             - [1.6.5 Futures/VNPY QAVNPYBroker] (#165-Futures-vnpy-qavnpybroker)         - [1.7 Website HTTP Service] (#17-Website http Service)             - [1.7.1 Website background standardized interface] (#171-Website background standardized interface)     - [2. Documentation] (#2-documentation)     - [3. Installation and Deployment] (#3-Installation and Deployment)         - [3.0 Installation Instructions] (#30-Installation Instructions)         - [3.1 Little white style] (#31-小白式上手)         - [3.2 Deployment Installation] (#32-Deployable Installation)         - [3.3 Local Code Development Installation] (#33--Local Code - Developmental Installation)         - [3.4 Code Submission Installation] (#34- Code Submission Installation)     - [4. Update] (#4-Update)     - 5. Docker     - [6. Instructions for use] (#6-Instructions for use)     - [7. Jupyter example] (#7-jupyter example)     - [8. Development Plan] (#8-Development Plan)     - [9. Frequently Asked Questions FAQ] (#9-Frequently Asked Questions faq)     - [10. Project Donation] (#10-Project Donation)     - [11. Backtesting Webkit Plugin Overview] (#11- Backtest webkit plugin overview)     - [12. QUANTAXIS Standardization Agreement and Future Agreement] (#12-quantaxis-Standardization Agreement and Future Agreement)     - [13. Recommended computer configuration] (#13- recommended for computer configuration)     - [14. Video Recording] (#14-recording)     - License

0. QASERVICE

Docker one-click deployment (no need for any environment! It is best to take a new machine directly)

Installing docker

Ubuntu one-click script

Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/config/install_docker.sh
Sudo bash install_docker.sh

Win/mac installation

Very simple Go to the docker website to download docker_desktop for win/mac

The file is large, I also shared it in the group file.

Or you can use a domestic mirror station

• win [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-windows-stable.msi]
• mac [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-mac-stable.dmg]

Ps: quantaxis strongly recommends not using the system below win10... (well ignore me)

Using QA_SERVICE

First use

Wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/docker/qaservice_docker.sh
Sudo bash qaservice_docker.sh

Subsequent use

Docker-compose up -d

port:

• 27017 mongodb
• 8888 jupyter
• 8010 quantaxis_webserver
• 81 quantaxis_community Community Edition interface
• 61208 System Monitoring
• 15672 qa-eventmq

Then you can start your quantification year!

1. Function

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Has been achieved:

1.1 Quotes Service

1.1.1 Stocks/Futures/Options/US Stocks/Forex/Macro History/Real Quotes (Day/Minute/tick/Real-Time Five) Service

See [QUANTAXIS Data Acquisition Guide] (Documents/DataFetch.md)

1.1.2 Finance / Fundamentals / Macro Data

See [QUANTAXIS Financial Indicators] (Documents/financial_means.md)

1.1.3 Custom data source data

See [QUANTAXIS WEB Crawler] (Documents/crawle