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。
📋 项目概述:FWQuant 是一款企业级量化交易系统,支持 CTP 期货网关和 OKX 数字资产交易,提供策略开发、回测验证、实盘交易、风险管理的完整链路。采用事件驱动架构,内置多种经典策略模板,支持单/多策略并行回测,具备完善的风控体系。
快速开始
安装
uv pip install fwquant -U
或
uv pip install fwquant -U -i https://pypi.tuna.tsinghua.edu.cn/simple/
启动
nohup fwquant web run &
⚡ 核心功能
| 模块类别 | 核心能力 | 说明 |
|---|---|---|
| 交易网关 | CTP / OKX | 支持期货、数字资产实盘交易 |
| 策略引擎 | CTA策略框架 | 内置6+经典策略模板 |
| 回测系统 | 单/多策略并行 | 支持历史数据回测验证 |
| 风险管理 | 实时风控引擎 | 仓位/止损/熔断管理 |
| 数据管理 | REST/WebSocket | 实时行情与历史数据 |
📖 文档入口
| 类别 | 文档名称 | 路径 |
|---|---|---|
| 用户指南 | 📦 安装指南 | docs/用户安装.md |
| 🚀 运行服务 | docs/运行服务.md | |
| 💡 帮助文档 | docs/help.md | |
| 程序开发 | 📦 上传打包 | docs/上传打包_pypi.md |
| 📝 开发日志 | docs/开发日志.md | |
| 📚 模块文档 | docs/module_docs/ | |
| 综合运维 | 🔧 运维手册 | docs/运维手册.md |
📦 内置策略(点击展开)
- 趋势策略: Dual Thrust、Double MA、King Keltner
- 震荡策略: ATR-RSI、Boll Channel
- 组合策略: 七福策略(多规则融合)
🛠️ 技术架构(点击展开)
- 语言: Python 3.12+
- 框架: FastAPI + PyQt5
- 数据库: SQLite
- 网关: CTP / OKX API
- 计算: Pandas / NumPy / TA-Lib
📚 参考工具(点击展开)
- VN.PY: 量化交易框架设计灵感来源
- backtrader: 量化回测框架参考
- crewAI: AI 智能体协作框架
- LangChain: 大语言模型应用框架
- ccxt: 交易网关库
其它工具
工具库
python fw_tools/tools_menu.py
清华镜像: https://pypi.tuna.tsinghua.edu.cn/simple/ 致谢:感谢 VN.PY、backtrader、crewAI、LangChain 及所有开源社区的贡献!
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