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TheNextQuant / Thenextquant

Licence: mit
Asynchronous driven quantitative trading framework.

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python
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TheNextQuant

异步事件驱动的量化交易/做市系统。

框架依赖

  • 运行环境

    • python 3.5.3 或以上版本
  • 依赖python三方包

    • aiohttp>=3.2.1
    • aioamqp>=0.13.0
    • motor>=2.0.0 (可选)
  • RabbitMQ服务器

    • 事件发布、订阅
  • MongoDB数据库(可选)

    • 数据存储

安装

使用 pip 可以简单方便安装:

pip install thenextquant

Demo使用示例

  • 推荐创建如下结构的文件及文件夹:
ProjectName
    |----- docs
    |       |----- README.md
    |----- scripts
    |       |----- run.sh
    |----- config.json
    |----- src
    |       |----- main.py
    |       |----- strategy
    |               |----- strategy1.py
    |               |----- strategy2.py
    |               |----- ...
    |----- .gitignore
    |----- README.md
  • 快速体验示例 Demo

  • 运行

python src/main.py config.json

使用文档

本框架使用的是Python原生异步库(asyncio)实现异步事件驱动,所以在使用之前,需要先了解 Python Asyncio

Change Logs

FAQ

有任何问题,欢迎联系

  • 微信二维码

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