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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。

📋 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。

fuwen

快速开始

脚本安装(带全套环境,PYTHON,UV,PIP,NPM,NODE,FWQUANT,OKX_SKILLS,OPENCLAW 等等):

ubuntu 安装

curl -fsSL https://www.yaluo.com/install/fwquant/install/fw_install.sh | tr -d '\r'  | bash -s 

windows 安装

powershell -c "irm https://www.yaluo.com/install/fwquant/install/fw_install.ps1 | iex"

独立包安装(仅fwquant):

uv pip install fwquant -U

清华镜像

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

查看当前端口服务: netstat -ano | findstr :15881 tasklist | findstr 15881 taskkill /F /PID 15881

开发源码,下载与环境安装

清华镜像 PYPI: https://pypi.tuna.tsinghua.edu.cn/simple/ #设置永久镜像ubuntu

符号连接(win,cmd,选择 命令提示符,右键选择管理员): cmd /c mklink /D "D:\git\github\fwquant\fwquant.fw_quant" "%USERPROFILE%.fw_quant" cmd /c mklink /D "D:\git\github\fwquant\fwquant.openclaw" "%USERPROFILE%.openclaw" cmd /c mklink /D "D:\git\github\fwquant\fwquant.marscode" "%USERPROFILE%.marscode" cmd /c mklink /D "D:\git\github\fwquant\fwquant.agents" "%USERPROFILE%.agents" cmd /c mklink /D "D:\git\github\fwquant\fwquant.okx" "%USERPROFILE%.okx"

cmd /c mklink "D:\git\github\fwquant\fwquant\开发日志.md" "D:\git\github\fwquant\fwquant\docs\开发日志.md"

硬拉取代码:

git reset --hard origin/develop && git pull

卸载:

ubuntu 卸载

curl -fsSL https://www.yaluo.com/install/fwquant/install/fw_uninstall.sh | tr -d '\r' | bash -s -- -f

windows 卸载

powershell -c "irm https://www.yaluo.com/install/fwquant/install/fw_uninstall.ps1 | iex"

致谢:感谢 VN.PY、backtrader、crewAI、LangChain 及所有开源社区的贡献!

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