quantx 0.0.1.1

UNKNOWN

quantx
======

安装方式
--------
pip install -e [e-mail]:quantx/quantx.git#egg=quantx


更新方式
--------
pip uninstall quantx
pip install -e [e-mail]:quantx/quantx.git#egg=quantx


策略脚本示例
------
from quantx.btest.api import order_percent
from quantx.btest.core import ExchContext
from quantx.btest.data import Data


def initialize(context: ExchContext):
context.fired = False
context.cash = 1000000
context.benchmark = "000001"


def handle_bar(context: ExchContext, data: Data):
if not context.fired:
order_percent("600642", 1)
context.fired = True


if __name__ == '__main__':

from quantx.btest.exch import SimulationExch
from quantx.plotting import show_draw_result

exch = SimulationExch()
result = exch.run(
start_date="2016-01-01",
end_date="2016-03-01",
handle_bar=handle_bar,
initialize=initialize)

analyse(result)

命令行工具
----------
Usage: quantx [OPTIONS] COMMAND [ARGS]...

Options:
--help Show this message and exit.

Commands:
clean 清理数据
config 配置文件
import 导入因子数据
plot 图表
run 执行策略
update_factor 更新因子数据
update_market 更新行情数据