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Package for QMT

Project description

QMT自动交易及监控脚本

主要功能

QMT 客户端

Summary.py 账户状态监控策略

总结当日账户持仓、市值、委托、成交、分策略持仓变化等信息,可实现策略分仓。

Rebalance.py 仓位再平衡策略

自动拆单、挂撤单,将持仓市值占比调整至目标值。 输入为lude格式的策略篮子文件,支持阈值调仓。

EzQmt(需在QMT客户端运行Summary.py监控账户状态)

Post.py 账户绩效后处理

整体组合表现: image image

分策略表现: image

交易滑点分析: image

安装

QMT 客户端 配置方法

1731993271869

在模型研究界面,使用策略文件中内容替换图示代码框中全部代码,调整代码中自定义参数,新建策略。 1731993357372 1731993389345

在模型交易界面,找到刚刚新建的策略,新建策略交易,选择自己的账号和账号类型,运行。

备注

EzQmt 文件夹中脚本除post模块外,适配miniqmt,需使用miniqmt调用。 EzQmt 文件夹外*.py策略可直接复制到QMT客户端运行,实现简单的必要需求。

-------------------- 联系作者 ---------------------

对于个性化程序交易策略代码需求,可以联系作者。 cde0c826807b3836377d0e13cf4bbf4

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