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QUANTAXIS:Quantitative Financial Strategy Framework

Project description

# QUANTAXIS Quantitative Financial Framework

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[Click on Star and Watch in the upper right corner to track project progress! Click on Fork to create your own QUANTAXIS!]

![post201802](http://pic.yutiansut.com/quantaxis-post201802.png) ![main_1](http://pic.yutiansut.com/Main_1.gif) ![logo](http://pic.yutiansut.com/QUANTAXIS-small.png) ![presentbyyutiansut](http://pic.yutiansut.com/yutiansut-logo.png)

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> Welcome to group discussion: [group link](https://jq.qq.com/?_wv=1027&k=4CEKGzn)

> Welcome to the public number: ![Public](http://pic.yutiansut.com/qrcode_for_gh_bbb47e0550f7_258%20%281%29.jpg)

> Many questions can be found in [GITHUB ISSUE](https://github.com/QUANTAXIS/QUANTAXIS/issues), you can make a new issue

QUANTAXIS Quantitative Financial Strategy Framework is a quantitative analysis solution for small and medium-sized strategic teams. We can quickly realize scenario-oriented customized solutions through highly decoupled modular and standardized protocols. QUANTAXIS is a progressive openness. With the framework, you can introduce your own data, analysis plans, and visualization processes according to your own needs. You can also quickly achieve multi-person LAN/WAN collaboration through RESTful interfaces.

<!– vscode-markdown-toc –> * 1. [Function](#) * 2. [Document](#-1) * 3. [Installation and Deployment](#-1) * 4. [Update](#-1) * 5. [Docker](#Docker) * 6. [Instructions for use](#-1) * 7. [Jupyter example](#Jupyter) * 8. [Development Plan](#-1) * 9. [FAQ FAQ](#FAQ) * 10. [Project donation](#-1) * 11. [Backtesting Webkit Plugin Overview](#Webkit) * 12. [QUANTAXIS Standardization Agreement and Future Agreements](#QUANTAXIS)

<!– vscode-markdown-toc-config Numbering=true autoSave=true /vscode-markdown-toc-config –> <!– /vscode-markdown-toc –>

## computer configuration recommended

Recommended configuration: More than 6 generations of CPU + 16/32GB DDR3/DDR4 memory + 256GB or more SSD hard disk

Minimum configuration: Supports X64-bit CPU

Because when storing local data, it needs to store more than 2GB of local data, while the 32-bit MONGODB supports only about 2GB of data storage, so at least one X64-bit CPU is needed.

If SSD resources are sufficient, try to store data in SSD and increase the speed of `wiretiger` disk.

If it is an Alibaba Cloud/Tencent Cloud server, please select the 64-bit operating system at the very beginning

## 1. <a name=’’></a> Features

![](http://pic.yutiansut.com/framework.png)

Already achieved:

  • [x] Backline (from 1990) Backtest [Rights of Right] (T+1)

  • [x] Minute line [1min/5min/15min/30min/60min] backtest (T+1)

  • [x] Stock Index Futures Daily (T+0)/Index Daily/ETF Daily

  • [x] Minor index futures line (T+0) / Index minute line / ETF minute line [1min/5min/15min/30min/60min]

  • [x] Futures Daily/Minute (Futures Index/Future Futures/ Futures Contracts)

  • [x] Based on [pytdx](https://github.com/rainx/pytdx)/[tushare](https://github.com/waditu/tushare) and various crawler data sources

  • [x] Real-time trading data, real-time tick

  • [x] Vue.js-based front-end website

  • [x] Custom Data Structure QADataStruct

  • [x] Index Calculation QAIndicator

  • [x] Block Data (0.5.1 New)/Flush, Tongdaxin Board

  • [x] Fundamental data (part of latest financial statement)

  • [x] Quote distribution

  • [x] Loop Back Test

  • [x] Backtesting Management Optimization (Add Backtest Topic/Version Number)

Expected to achieve:

  • [ ] Document Updates

  • [ ] Futures Backtesting

  • [x] firm

  • [ ] Analysis Module (quotation/block analysis)

  • [ ] Multiple database support

  • [x] authority management

  • [x] Transaction Recorder

  • [QUANTAXIS 2018 Development Schedule] (job_list.md)

## 2. <a name=’-1’></a> Documentation

For documentation see: [book](http://book.yutiansut.com)

Download document manual

[PDF](https://www.gitbook.com/download/pdf/book/quantaxis/quantaxis) | [MOBI](https://www.gitbook.com/download/mobi/book/quantaxis/quantaxis) | [EPUB](https://www.gitbook.com/download/epub/book/quantaxis/quantaxis)

## 3. <a name=’-1’></a> Installation and Deployment

` Git clone https://github.com/yutiansut/quantaxis --depth 1 `

See also [Installation Instructions](Documents/install.md)

## 4. <a name=’-1’></a> Update See also [Update Instructions](Documents/update.md)

## 5. <a name=’Docker’></a>Docker See also [Docker](Documents/docker.md) ## 6. <a name=’-1’></a> Instructions for use See also

  • [Example of using QUANTAXIS](https://github.com/quantaxis/QADemo)

  • [QUANTAXIS Testing API](Documents/backtest_api.md)

  • [Data Structure of QUANTAXIS](Documents/DataStruct.md)

  • [QUANTAXIS Indicator System](Documents/indicators.md)

  • [QUANTAXIS Data Acquisition Guide](Documents/DataFetch.md)

  • [QUANTAXIS Quotes Research](Documents/analysis.md)

  • [QUANTAXIS Backtest Analysis](Documents/backtestanalysis.md)

  • [Common Strategy Order](Documents/strategy.md)

## 7. <a name=’Jupyter’></a>Jupyter Examples See [Jupyter example](jupyterexample)

## 8. <a name=’-1’></a> Development Plan See [Development Plan](job_list.md) ## 9. <a name=’FAQ’></a> Frequently Asked Questions FAQ See [FAQ](Documents/FAQ.md)

## 10. <a name=’-1’></a> Project Donation

Writing code is not easy… Please ask the author for a cup of coffee?

![](http://pic.yutiansut.com/alipay.png)

(PS: When you pay, please bring your name/nickname. Will maintain a sponsorship list~)

[Donation list](CONTRIBUTING.md)

## 11. <a name=’Webkit’></a> Backtesting Webkit Plugin Overview

![](http://pic.yutiansut.com/homepage.png) ![](http://pic.yutiansut.com/loginpage.png) ![](http://pic.yutiansut.com/adminpage.png) ![](http://pic.yutiansut.com/backtestpage.png) ![](http://pic.yutiansut.com/rebacktest.png) ![](http://pic.yutiansut.com/backtestpic.png) ![](http://pic.yutiansut.com/strategy.png) ![](http://pic.yutiansut.com/kline.png) ![](http://pic.yutiansut.com/settings.png)

## 12. <a name=’QUANTAXIS’></a>QUANTAXIS Standardization Agreement and Future Agreement

QUANTAXIS-Stardand-Protocol version number 0.0.8

For details, see [QUANATXISProtocol](Documents/readme.md)

## License [![FOSSA Status](https://app.fossa.io/api/projects/git%2Bgithub.com%2FQUANTAXIS%2FQUANTAXIS.svg?type=large)](https://app.fossa.io/projects/git%2Bgithub.com%2FQUANTAXIS%2FQUANTAXIS?ref=badge_large)

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