Personal quantification tool
Project description
jettquant
Table of Contents
Installation
pip install jettquant
Introduction
示例1:订阅全市场数据 from pandas import DataFrame
from jettquant import MarketEngine
market_engine = MarketEngine(is_verbose=True)
def on_all_tick(df: DataFrame): """每3秒推送一次截面数据""" print(df.head(5))
market_engine.subscribe_all(on_all_tick)
market_engine.start() market_engine.run_forever()
示例2:订阅单只标的 from jettquant import MarketEngine
market_engine = MarketEngine()
def func(data_dict: dict): """订阅单只标的""" print(data_dict)
xt_symbol = ["300750.SZ"] market_engine.subscribe(xt_symbol, func)
market_engine.start() market_engine.run_forever()
License
jettquant is distributed under the terms of the MIT license.
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