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一个功能完整的福纹量化交易系统,支持多交易所连接、策略回测与实盘交易

Project description

FWQuant

一个从 0 到 1 完全自建的量化交易平台。

功能特性

  • fwquant: 量化平台主框架,包含以下模块:
    • fwdata: 量化数据框架,用于处理量化数据并提供数据接口
    • fwweb: 量化 Web 框架,用于提供量化平台的 Web 界面
    • fwengine: 量化引擎,负责执行量化策略
    • fuwen_adaptor: 量化交易框架,用于连接交易接口、处理交易数据并执行交易指令

技术栈

FWQuant 使用了以下主要框架和技术:

核心框架

  • Django: Web 应用框架,提供完整的后端支持
  • FastAPI: 高性能 API 框架,用于构建 RESTful 服务
  • Flask: 轻量级 Web 框架
  • Celery: 分布式任务队列,用于异步任务处理

数据处理

  • pandas: 数据分析和处理
  • numpy: 数值计算
  • TA-Lib: 技术分析指标库
  • numba: JIT 编译加速

交易接口

  • VN.PY: 量化交易框架,支持多交易所连接
  • OKX API: OKX 交易所官方 API
  • Tushare: 股票数据接口
  • Futu API: 富途牛牛 API
  • CTP API: 中国期货市场交易接口

策略回测

  • backtrader: 策略回测框架
  • QuantStats: 量化统计分析

可视化

  • matplotlib: 数据可视化
  • plotly: 交互式图表
  • lightweight-charts: 轻量化 K 线图

AI 与机器学习

  • crewAI: AI 代理框架
  • scikit-learn: 机器学习库
  • deap: 遗传算法框架

异步编程

  • asyncio: Python 异步编程
  • aiohttp: 异步 HTTP 客户端
  • Twisted: 事件驱动网络引擎

数据库

  • SQLite: 轻量级数据库
  • Redis: 缓存和消息队列

安装方法

# 使用 uv 安装(推荐)
uv pip install fwquant -U

# 开发模式安装
git clone https://github.com/fwquant/fwquant.git
cd fwquant
uv pip install -e .

快速开始

# 启动 Web 服务
fwquant web run

# 查看可用命令
fwquant --help

致谢

特别感谢 VN.PY 项目,为我们提供了量化交易框架。

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