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Hi there 👋

---以下为我常用维护的项目(带rs的为rust项目, 其余为python项目, 有部分没有开源 直接搜索即可)

  • 历史数据, 多市场数据运维, 爬虫, 定时任务 -> quantaxis.QAFetch .QASU / qadata-rs / qacron

  • 实时数据, 采集分发, 数据推送 -> qamarket-rs/ qactpbeebroker/ qaotgbroker / qarealtimecollector / mifi/ qarealtime-rs/ qahexos-rs

  • 数据结构, 指标, 多标的批量apply -> quantaxis.QADATASTUCT / quantaxis-rs/ qaindicator-rs

  • 随机行情压力测试 -> QUANTAXIS_RandomPrice/ QAGanPrice

  • 账户系统 (支持多市场) -> quantaxis/ qifi协议/ qifiaccount / quantaxis-rs

  • 回测模板(可以自己替换) (更推荐用你自己的流程) -> qastrategy

  • 高性能回测[rust] -> quantaxis-rs / qamom-rs/ qaruntime-rs/ qifimanager/

  • 因子计算模板 调仓api -> qafactor-rs/ qafactor-rs_release/ QASTRATEGY101

  • 跨市场alpha框架 -> qaalpha-rs

  • 模拟盘系统 -> qatradeG / qifiaccount / quantaxis-rs

  • 实盘对接(股票/融资融券/篮子下单/算法交易/期货) -> QAQMTBROKER/ qaoms-rs/ qatrader / qatrader-rs / qactpbeebroker / qaotgbroker

  • 风控系统 -> qapbsystem / qariskpro

  • 订单管理 / 跟单 -> qaoms-server / qaoms-rs

  • 分仓位管理模块(单独核算) -> quantaxis_pms

  • web服务器 -> quantaxis_webserver

  • 任务队列, 多机器的局域网任务分发, 调度, 实时定时任务 -> quantaxis_run/ quantaxis_unicorn

  • 消息队列 -> qapubsub

  • 自定义线程 -> quantaxis.QAThread

  • 可视化 -> vifi协议, qamazing客户端

m

Vincent yu's Projects

aioch icon aioch

aioch - is a library for accessing a ClickHouse database over native interface from the asyncio

aiochclient icon aiochclient

Lightweight async http(s) Clickhouse client for python 3.6+ with types converting

aiohttp icon aiohttp

HTTP client/server framework for asyncio

aiojobs icon aiojobs

Jobs scheduler for managing background task (asyncio)

aiomonitor icon aiomonitor

aiomonitor is module that adds monitor and python REPL capabilities for asyncio application

aionn icon aionn

aionn - asyncio messaging library based on nanomsg and nnpy

aioprocessing icon aioprocessing

A Python 3.4+ library that integrates the multiprocessing module with asyncio

aiotasks icon aiotasks

A Celery like task manager that distributes Asyncio coroutines

aiowebsocket icon aiowebsocket

Async WebSocket Client. Advantage: Flexible Lighter and Faster

aiozmq icon aiozmq

Asyncio (pep 3156) integration with ZeroMQ

algodeck icon algodeck

An Open-Source Collection of +200 Algorithmic Flash Cards to Help you Preparing your Algorithm & Data Structure Interview 💯

algoplus icon algoplus

最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。

alpha101 icon alpha101

基于万矿平台，对alpha101因子进行测试并构造多因子策略

alphagen icon alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphalens_qa icon alphalens_qa

Performance analysis of predictive (alpha) stock factors

alphanetv3 icon alphanetv3

Recurrent Neural Network for predicting Stock Returns

alphasickle icon alphasickle

多因子指数增强策略/多因子全流程实现

alphatrading icon alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

amazingquant icon amazingquant

AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。

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