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update
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parent
faadb76ca0
commit
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@ -18,8 +18,8 @@ if "_%PROCESSOR_ARCHITECTURE%_" == "_AMD64_" (
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REM GUESS COMPILER
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REM GUESS COMPILER
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REM if NOT "_%VS140COMNTOOLS%_" == "__" (
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REM if NOT "_%VS140COMNTOOLS%_" == "__" (
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REM set BUILD_OUTPUT_PATH=msvc-14.0\release\address-model-64\threading-multi
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REM set BUILD_OUTPUT_PATH=msvc-14.0\release\address-model-64\threading-multi
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REM set TOOLSET=toolset=msvc-14.0
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REM set TOOLSET=toolset=msvc-14.0
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REM goto Start_build)
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REM goto Start_build)
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REM if NOT "_%VS120COMNTOOLS%_" == "__" (
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REM if NOT "_%VS120COMNTOOLS%_" == "__" (
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REM set BUILD_OUTPUT_PATH=msvc-12.0\release\address-model-64\threading-multi
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REM set BUILD_OUTPUT_PATH=msvc-12.0\release\address-model-64\threading-multi
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REM set TOOLSET=toolset=msvc-12.0
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REM set TOOLSET=toolset=msvc-12.0
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@ -4,9 +4,20 @@
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"cell_type": "markdown",
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"cell_type": "markdown",
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"metadata": {},
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"metadata": {},
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"source": [
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"source": [
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"# Hikyuu Quant Framework\n",
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"<img src=\"http://hikyuu.readthedocs.io/en/latest/_images/00000-title.png\" align=\"left\">"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"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",
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"\n",
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"\n",
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"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。"
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"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",
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"\n",
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"So,Hikyuu 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",
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"\n",
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"更多信息,请参见:<http://hikyuu.org>"
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]
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]
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},
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},
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{
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{
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BIN
extern-libs/msvc/msvcp100.dll
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BIN
extern-libs/msvc/msvcp100.dll
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BIN
extern-libs/msvc/msvcr100.dll
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BIN
extern-libs/msvc/msvcr100.dll
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@ -10,11 +10,6 @@ if ! [ python.configured ]
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ECHO "notice: will use default configuration" ;
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ECHO "notice: will use default configuration" ;
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using python ;
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using python ;
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}
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}
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# Specify the path to the Boost project. If you move this project,
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# adjust this path to refer to the Boost root directory.
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#use-project boost
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# : /home/fasiondog/src/boost_1_43_0 ;
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project : build-dir ../../build/hikyuu_python ;
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project : build-dir ../../build/hikyuu_python ;
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@ -28,7 +28,6 @@ from . import elder as el
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from . import kaufman as kf
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from . import kaufman as kf
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import urllib
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import urllib
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import tushare as ts
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import sys
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import sys
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import os
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import os
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@ -225,6 +224,8 @@ def realtimeUpdate_from_sina_qq(source):
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def realtimeUpdate_from_tushare():
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def realtimeUpdate_from_tushare():
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import tushare as ts
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#更新股票行情
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#更新股票行情
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df = ts.get_today_all()
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df = ts.get_today_all()
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for i in range(len(df)):
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for i in range(len(df)):
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@ -37,7 +37,9 @@ if sys.platform == 'win32':
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_cppdll.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_cppdll.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_hl_cppdll.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/hdf5_hl_cppdll.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/szip.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/szip.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/zlib.dll'])]
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('Lib/site-packages/hikyuu', ['../extern-libs/hdf5/dll/zlib.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/msvc/msvcp100.dll']),
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('Lib/site-packages/hikyuu', ['../extern-libs/msvc/msvcr100.dll'])]
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else:
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else:
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hku_data_files = []
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hku_data_files = []
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