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6xiao / GoQuant

Licence: MIT License
simple algorithmic analyze and strategy trading

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GoQuant

simple algorithmic analyze and strategy trading

一个未完成的个人项目,用以量化投资的回测和实盘交易,当前仅开源回测部分。

如需要交易部分,请自行写模块接入通讯组件即可。

组件之间通讯需要使用同作者写的 SimpleMsgChan

由以下模块组成:

  • HD : 历史数据模块,依赖 MySql
  • OS : 拆单模块
  • ST : 策略模块
  • VE : 虚拟撮合模块
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