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:
分策略表现:
交易滑点分析:
安装
QMT 客户端 配置方法
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。
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。
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