GitPlanet

Cheap and reliable Node.js hosting starts at $3/month, and $1/month static HTML hosting

Created with love in Canada, visit hostnodejs.com today

Feel like to post an Ad? Learn Details
All Projects → nntaoli-project → goex_backtest

nntaoli-project / goex_backtest

Licence: Apache-2.0 license
goex orderbook回测， fetch驱动非event驱动的数字货币回测系统

Programming Languages

go
31211 projects - #10 most used programming language
HTML
75241 projects

Labels

bitcoinquantbacktestgoex-backtest

Projects that are alternatives of or similar to goex backtest

presso
Event-driven backtest/realtime quantitative trading system.
Stars: ✭ 59 (+78.79%)
Mutual labels:  quant, backtest
Starquant
a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）
Stars: ✭ 250 (+657.58%)
Mutual labels:  quant, backtest
Rqalpha
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
Stars: ✭ 4,425 (+13309.09%)
Mutual labels:  quant, backtest
IBATS HuobiTrader old
【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。Auto Backtest Analysis Trade Framework 支持期货、数字货币进行量化交易，集成回测、分析、交易于一体。当前项目主要用于数字货币使用。
Stars: ✭ 21 (-36.36%)
Mutual labels:  quant, backtest
Crex
A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.
Stars: ✭ 166 (+403.03%)
Mutual labels:  quant, backtest
Stock
30天掌握量化交易 (持续更新)
Stars: ✭ 2,966 (+8887.88%)
Mutual labels:  quant
Mootdx
通达信数据读取接口
Stars: ✭ 188 (+469.7%)
Mutual labels:  quant
Aioquant
Asynchronous event I/O driven quantitative trading framework.
Stars: ✭ 188 (+469.7%)
Mutual labels:  quant
Fushare
A utility for fundamentals data of China commodity futures
Stars: ✭ 176 (+433.33%)
Mutual labels:  quant
mooquant
MooQuant 是一个基于 pyalgotrade 衍生而来的支持 python3 的支持国内A股的量化交易框架。
Stars: ✭ 24 (-27.27%)
Mutual labels:  quant
MyTT
MyTT将通达信,同花顺,文华麦语言等指标公式,最简移植到Python中,核心库单个文件，仅百行代码,十几个核心函数，神奇的实现所有常见技术指标算法（不依赖talib库）的纯python实现和转换通达信MACD,RSI,BOLL,ATR,KDJ,CCI,PSY等公式,全部基于pandas函数计算方法封装，简洁且高性能，能非常方便的应用在股票指标公式,股市期货量化框架分析,自动程序化交易,数字货币量化等领域,它是您最精练的股市量化工具。Python library with most stock market indicators.
Stars: ✭ 888 (+2590.91%)
Mutual labels:  quant
Alphatools
Quantitative finance research tools in Python
Stars: ✭ 226 (+584.85%)
Mutual labels:  quant
Awesome Quant
中国的Quant相关资源索引
Stars: ✭ 2,529 (+7563.64%)
Mutual labels:  quant
IBATS HuobiFeeder old
【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。连接火币交易所，获取火币实时行情、火币历史行情，保存到mysql数据库同时redis广播，供 ABAT 交易平台进行策略回测、分析，交易使用
Stars: ✭ 38 (+15.15%)
Mutual labels:  quant
backend-ctp
CTP接口封装，使用redis做消息中转
Stars: ✭ 26 (-21.21%)
Mutual labels:  quant
Quant Notes
Quantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (+445.45%)
Mutual labels:  quant
Vnpy
基于Python的开源量化交易平台开发框架
Stars: ✭ 17,054 (+51578.79%)
Mutual labels:  quant
wtpy
wtpy是基于wondertrader为底层的针对python的子框架
Stars: ✭ 283 (+757.58%)
Mutual labels:  quant
Wondertrader
WonderTrader——量化研发交易一站式框架
Stars: ✭ 221 (+569.7%)
Mutual labels:  quant
Sphinx Quant
一个基于vnpy，支持多账户，多策略，实盘交易，数据分析，分布式在线回测，风险管理，多交易节点的量化交易系统；支持CTP期货，股票，期权，数字货币等金融产品
Stars: ✭ 217 (+557.58%)
Mutual labels:  quant
View All Similar Projects ➔

goex_backtest 基于orderbook数字货币回测

回测数据格式说明

深度数据格式说明

1.标准的csv格式文件，注意：不需要header
2.模版如下(注意csv不需要header列，下面只是做每一列说明):

timestamp ask[n].price ask[n].amount ... ask[0].price ask[0].amount bid[0].price bid[0].amount ... bid[n].price bid[n].amount
1569888000143 8000.1 0.34 ... 7800.5 1.20 8000 0.15 ... 7700.2 12.002
  1. 第一列时间戳精确到毫秒 , 卖单降序排列，买单升序排列.
  2. 支持任意档数的深度回测，只需要设置对应的参数。
K线数据格式说明
timestamp high low open close vol
1583251200 8751.99 8739.94 8751.51 8741.25 35.509519
Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].