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。
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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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| Size | 12.3 MB |
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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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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 |
|---|---|
| Size | 14.2 MB |
| Tags | CPython 3.8 Linux glibc 2.17+ x86-64 |
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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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