This commit is contained in:
fasiondog 2017-05-08 02:01:44 +08:00
parent faadb76ca0
commit af385bf0fb
8 changed files with 20 additions and 11 deletions

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@ -18,8 +18,8 @@ if "_%PROCESSOR_ARCHITECTURE%_" == "_AMD64_" (
REM GUESS COMPILER
REM if NOT "_%VS140COMNTOOLS%_" == "__" (
REM set BUILD_OUTPUT_PATH=msvc-14.0\release\address-model-64\threading-multi
REM set TOOLSET=toolset=msvc-14.0
REM goto Start_build)
REM set TOOLSET=toolset=msvc-14.0
REM goto Start_build)
REM if NOT "_%VS120COMNTOOLS%_" == "__" (
REM set BUILD_OUTPUT_PATH=msvc-12.0\release\address-model-64\threading-multi
REM set TOOLSET=toolset=msvc-12.0

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@ -4,9 +4,20 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Hikyuu Quant Framework\n",
"<img src=\"http://hikyuu.readthedocs.io/en/latest/_images/00000-title.png\" align=\"left\">"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架用于策略分析及回测。其核心思想基于当前成熟的系统化交易方法将整个系统化交易策略抽象为由市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法七大组件,你可以分别构建这些组件的策略资产库,在实际研究中对它们自由组合来观察系统的有效性、稳定性以及单一种类策略的效果。在系统策略之上,对交易对象选择、系统策略选择、资产组合资金分配进行了进一步封装,能够灵活支持更高层级的策略组合。\n",
"\n",
"Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架用于策略分析及回测。其核心思想基于当前成熟的系统化交易方法将整个系统化交易策略抽象为由市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法七大组件,你可以分别构建这些组件的策略资产库,在实际研究中对它们自由组合来观察系统的有效性、稳定性以及单一种类策略的效果。在系统策略之上,对交易对象选择、系统策略选择、资产组合资金分配进行了进一步封装,能够灵活支持更高层级的策略组合。"
"Maybe你已经注意到了上面没有“选股策略”是的选股策略是股票交易的重要方面肯定不会少。事实上之前所述的交易系统都是针对一个交易对象的也就是经常听到的策略但很多所谓的“策略”其实仅仅只是买入、卖出的指示信号而已并非完整的交易策略。为了区别在这里直接以系统指称表示一个完整的系统化交易方法或策略。而在系统之上称为Portfolio资产组合选股策略则是Portfolio的组件Portfolio的另一重要组成则是资金分配策略比如选股策略选定了4个交易对象股票或基金等那么如何在它们之间进行合理的资金分配\n",
"\n",
"SoHikyuu Quant Framework其实是在System和Portfolio基础之上、包含了九大策略组件市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法、交易对象选择策略、资金分配策略。可以在此基础上构建自己的策略库并进行灵活的组合和测试甚至可以更进一步在选择交易对象的同时选取与之匹配的最优系统交易策略System。\n",
"\n",
"更多信息,请参见:<http://hikyuu.org>"
]
},
{

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@ -10,11 +10,6 @@ if ! [ python.configured ]
ECHO "notice: will use default configuration" ;
using python ;
}
# Specify the path to the Boost project. If you move this project,
# adjust this path to refer to the Boost root directory.
#use-project boost
# : /home/fasiondog/src/boost_1_43_0 ;
project : build-dir ../../build/hikyuu_python ;

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@ -28,7 +28,6 @@ from . import elder as el
from . import kaufman as kf
import urllib
import tushare as ts
import sys
import os
@ -225,6 +224,8 @@ def realtimeUpdate_from_sina_qq(source):
def realtimeUpdate_from_tushare():
import tushare as ts
#更新股票行情
df = ts.get_today_all()
for i in range(len(df)):

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@ -37,7 +37,9 @@ if sys.platform == 'win32':
('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_cppdll.dll']),
('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_hl_cppdll.dll']),
('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/szip.dll']),
('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/zlib.dll'])]
('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/zlib.dll']),
('Lib/site-packages/hikyuu', ['../extern-libs/msvc/msvcp100.dll']),
('Lib/site-packages/hikyuu', ['../extern-libs/msvc/msvcr100.dll'])]
else:
hku_data_files = []