Metadata-Version: 1.1
Name: QuantDigger
Version: 0.11
Summary: 量化交易PYTHON回测系统
Home-page: https://github.com/QuantFans/quantdigger
Author: QuantDigger
Author-email: QuantDigger@QuantDigger.com
License: BSD
Description: 
        QuantDigger
        =======
        QuantDigger是一个开源的股票/期货回测框架。
        
        安装
        =======
         * 建议安装[Anaconda](http://continuum.io/downloads), 这样可以一次性搞定所有依赖包。
         * 设置PYTHONPATH环境变量。
        
        
        依赖库
        =======
        依赖库：
        * Python 
        * pandas 
        * python-dateutil 
        * matplotlib 
        * numpy
        * TA-Lib
        * pyqt (可选)
        * tushare (可选)
        
        策略DEMO
        =======
        ~~~~{.python}
        from quantdigger.kernel.engine.execute_unit import ExecuteUnit
        from quantdigger.kernel.indicators.common import MA, BOLL
        from quantdigger.kernel.engine.strategy import TradingStrategy, pcontract, stock
        import plotting
        
        
        class DemoStrategy(TradingStrategy):
            """ 策略类 """
            def __init__(self, pcontracts, exe):
                """ 初始化指标变量 """
                super(DemoStrategy, self).__init__(pcontracts, exe)
        
                self.ma20 = MA(self, self.close, 20,'ma20', 'b', '1')
                self.ma10 = MA(self, self.close, 10,'ma10', 'y', '1')
                self.b_upper, self.b_middler, self.b_lower = BOLL(self, self.close, 10,'boll10', 'y', '1')
                #self.ma2 = NumberSeries(self)
        
            def on_tick(self):
                """ 策略函数，对每根Bar运行一次。""" 
                #self.ma2.update(average(self.open, 10))
                if self.ma10[1] < self.ma20[1] and self.ma10 > self.ma20:
                    self.buy('d', self.open, 1) 
                elif self.position() > 0 and self.ma10[1] > self.ma20[1] and self.ma10 < self.ma20:
                    self.sell('d', self.open, 1) 
        
                print self.position(), self.cash()
                print self.datetime, self.b_upper, self.b_middler, self.b_lower
        
        
        # 运行策略
        begin_dt, end_dt = None, None
        pcon = pcontract('SHFE', 'IF000', 'Minutes', 10)
        #pcon = stock('600848')  利用tushare远程加载股票数据
        simulator = ExecuteUnit(begin_dt, end_dt)
        algo = DemoStrategy([pcon], simulator)
        simulator.run()
        
        # 显示回测结果
        plotting.plot_result(simulator.data[pcon],
                    algo._indicators,
                    algo.blotter.deal_positions,
                    algo.blotter)
        ~~~~
        运行结果
        =======
        * main.py 策略回测结果信号线和资金曲线。
          https://github.com/QuantFans/quantdigger/blob/master/figure_signal.png
          https://github.com/QuantFans/quantdigger/blob/master/figure_money.png
        * mplot_demo.py  matplotlib画k线，指标线的demo。
          https://github.com/QuantFans/quantdigger/blob/master/plot.png
        * pyquant.py 基于pyqt， 集成了ipython和matplotlib的demo。
          https://github.com/QuantFans/quantdigger/blob/master/pyquant.png
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
