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Bagua Quant (八卦量化)

八卦量化是一个用 Rust 编写的高性能量化交易库,提供 Python 绑定。该库旨在为量化交易提供高效、可靠的工具集。

特性

  • 🚀 高性能:使用 Rust 编写核心功能,确保最佳性能
  • 🐍 Python 友好:通过 PyO3 提供完整的 Python 绑定
  • 🔧 功能丰富:支持多种交易类型和市场数据处理
  • ⚡ 异步支持:基于 Tokio 的异步运行时
  • 📊 数据处理:内置各种数据处理和分析工具

安装

确保你的系统已安装 Rust 和 Python。然后可以通过以下方式安装:

pip install bagua-quant

主要功能

  • 交易类型支持:现货、合约等多种交易类型
  • 市场数据处理:K线数据、订单簿等
  • 订单管理:支持多种订单类型和状态追踪
  • 位置管理:实时位置跟踪和管理
  • 工具函数:时间处理、数值计算等辅助功能

使用示例

from bagua import RunMode, TradeType, TradeSide, Pair

# 创建交易对
pair = Pair("BTC", "USDT")

# 处理时间
from bagua import now_ms, ms_to_date, str_to_date
current_time = now_ms()
date_str = ms_to_date(current_time)

# 数值处理
from bagua import safe_float
value = safe_float("123.45")

开发

要参与开发,请确保安装了以下依赖:

  • Rust (2021 edition)
  • Python 3.7+
  • 必要的系统库

许可证

[License Name] - 详见 LICENSE 文件

贡献

欢迎提交 Issue 和 Pull Request!

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