rs_czsc
使用 rust 优化 czsc 库的计算性能,以更高的效率实践缠中说禅思维方式。
czsc 开源库地址:https://github.com/waditu/czsc
安装:
pip install rs_czsc -U
卸载:
pip uninstall rs_czsc
高性能研究接口(推荐)
新接口采用“配置/数据块边界”模式,回测主循环完全在 Rust 内执行,Python 仅负责策略编排和结果消费:
from rs_czsc import run_research, build_strategy_config
strategy = build_strategy_config(
symbol="000001.SZ",
base_freq="30分钟",
positions=[...],
signals_config=[...],
)
res = run_research(bars_df, strategy, sdt="20210101")
pairs = res.pairs_df()
holds = res.holds_df()
signals = res.signals_df()
如需回放落盘,可使用 run_replay(..., res_path=...),会输出 signals.parquet / pairs.parquet / holds.parquet。
迁移脚本示例见:
examples/migrate_30m_bi_long_short.py
缠论精华
学了本ID的理论,去再看其他的理论,就可以更清楚地看到其缺陷与毛病,因此,广泛地去看不同的理论,不仅不影响本ID理论的学习,更能明白本ID理论之所以与其他理论不同的根本之处。
为什么要去了解其他理论,就是这些理论操作者的行为模式,将构成以后我们猎杀的对象,他们操作模式的缺陷,就是以后猎杀他们的最好武器,这就如同学独孤九剑,必须学会发现所有派别招数的缺陷,这也是本ID理论学习中一个极为关键的步骤。
真正的预测,就是不测而测。所有预测的基础,就是分类,把所有可能的情况进行完全分类。有人可能说,分类以后,把不可能的排除,最后一个结果就是精确的。 这是脑子锈了的想法,任何的排除,等价于一次预测,每排除一个分类,按概率的乘法原则,就使得最后的所谓精确变得越不精确,最后还是逃不掉概率的套子。 对于预测分类的唯一正确原则就是不进行任何排除,而是要严格分清每种情况的边界条件。任何的分类,其实都等价于一个分段函数,就是要把这分段函数的边界条件确定清楚。 边界条件分段后,就要确定一旦发生哪种情况就如何操作,也就是把操作也同样给分段化了。然后,把所有情况交给市场本身,让市场自己去当下选择。 所有的操作,其实都是根据不同分段边界的一个结果,只是每个人的分段边界不同而已。因此,问题不是去预测什么,而是确定分段边界。
Metadata
Release files for rs-czsc 0.1.24.post260318
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| rs_czsc-0.1.24.post260318-cp39-abi3-win_amd64.whl | CPython 3.9 | abi3 | Windows x86-64 | Details |
| rs_czsc-0.1.24.post260318-cp39-abi3-macosx_11_0_arm64.whl | CPython 3.9 | abi3 | macOS 11.0+ ARM64 | Details |
| rs_czsc-0.1.24.post260318-cp39-abi3-macosx_10_12_x86_64.whl | CPython 3.9 | abi3 | macOS 10.12+ x86-64 | Details |
| rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_x86_64.manylinux2014_x86_64.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.17+ x86-64 | Details |
| rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_aarch64.manylinux2014_aarch64.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.17+ ARM64 | Details |
Total release size: 68.1 MB
Release files / rs_czsc-0.1.24.post260318-cp39-abi3-win_amd64.whl
| Download URL | rs_czsc-0.1.24.post260318-cp39-abi3-win_amd64.whl |
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Release files / rs_czsc-0.1.24.post260318-cp39-abi3-macosx_11_0_arm64.whl
| Download URL | rs_czsc-0.1.24.post260318-cp39-abi3-macosx_11_0_arm64.whl |
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Release files / rs_czsc-0.1.24.post260318-cp39-abi3-macosx_10_12_x86_64.whl
| Download URL | rs_czsc-0.1.24.post260318-cp39-abi3-macosx_10_12_x86_64.whl |
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| Size | 13.6 MB |
| Tags | CPython 3.9 abi3 macOS 10.12+ x86-64 |
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| Uploaded via |
twine/6.1.0 CPython/3.13.7
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Release files / rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
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| Size | 14.2 MB |
| Tags | CPython 3.8 Linux glibc 2.17+ x86-64 |
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twine/6.1.0 CPython/3.13.7
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Release files / rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
| Download URL | rs_czsc-0.1.24.post260318-cp38-cp38-manylinux_2_17_aarch64.manylinux2014_aarch64.whl |
|---|---|
| Size | 12.8 MB |
| Tags | CPython 3.8 Linux glibc 2.17+ ARM64 |
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| Uploaded via |
twine/6.1.0 CPython/3.13.7
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