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lazzyquant's Introduction

LazzyQuant

Quantative trading platform for geeks.

主要功能:

  1. 接收市场行情数据, 生成K线数据并保存至数据库
  2. 根据交易策略, 寻找获利机会并做出开仓/平仓, 止损/止盈等决策
  3. 根据决策自动执行报, 撤单操作
  4. 支持上期CTP交易接口
  5. 支持多种数据源用于盘后复盘
  6. 支持美式/欧式期权盘中实时定价 (基于二叉树模型)
  7. 支持各种套利策略
  8. 支持预埋单, 组合单
  9. 支持兼容MQL5语法的策略设计

开发与测试环境:

  Visual Studio 2015/2017 (Windows)
  GCC 7.3/9.2 (Linux)
  Qt 5.12.9 (最低要求5.10)
  Boost 1.68
  D-Bus 1.10.30
  MySQL 5.7.30

在Linux下编译的步骤

git clone https://github.com/zc8424/LazzyQuant.git
cd LazzyQuant
qmake
make -j4

 注:

  1. 编译时找不到 boost 库的头文件可通过以下命令安装
    RedHat/CentOS: sudo yum install boost
    Debian/Ubuntu: sudo apt-get install libboost-dev
  2. Linux发行版自带的Qt版本如果太低(<5.10),可安装Qt官网上的最新版本

部分开发文档存放在LazzyDocument仓库中

lazzyquant's People

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lazzyquant's Issues

trade_executer模块在windows下获取RSP_QRY_INSTRUMENT,RSP_DEPTH_MARKET_DATA错误

trade_executer模块在windows下获取RSP_QRY_INSTRUMENT是55个,但都是只有前面的字母没有日期的那种InstrumentID。比如“WH“,一共是55个。而RSP_DEPTH_MARKET_DATA得到的是0个item。提示如下:
"2017-09-14 14:15:23.182" Updated 55 instruments!
"2017-09-14 14:15:24.043" Updated 0 depth market data!
同时,在ubuntu16.04中运行该程序(总是出现异常SIGUSR1)获得:
"2017-09-14 15:37:11.792" Updated 505 instruments!
"2017-09-14 15:37:12.243" Updated 505 depth market data!
结果截然不同,不知道楼主有什么建议

CtpExecuter中的仓位字段为什么有四个

请教,CtpExecuter类中为什么有四个仓位字段,分别代表什么意思:
QMap<QString, int> ydLongPositions;
QMap<QString, int> ydShortPositions;
QMap<QString, int> tdLongPositions;
QMap<QString, int> tdShortPositions;
BTW: 我以为只需要一个,谢谢

关于部署中遇到的问题

1、linux中的common.ini里面需要的飞狐交易师软件文件可否给出一个样本?
电脑是linux环境,无法安装飞狐交易师软件,只能手工配置。
我自己也下载了一个飞狐交易师,没有看到相关的路径。

添加dbus的输入api接口问题

dbus_api_add.txt
你好,我想在sinyee_replayer模块中加入一个输入的api叫做setInterval。运行后,在qdbusviewer中能显示该接口,但双击想输入参数的时候,提示:
Unable to find method setInterval on path /replayer in interface com.lazzyquant.sinyee_replayer
无法使用该接口。主要修改有三处。详见附件的diff。
不知道哪里有问题,请指教,谢谢

CTP接口的SPI函数使用Event传递消息的考虑

我看了些文章,都说QT要用信号和槽来连接两个事件。
你的软件在CTradeHandler中采用的是QCoreApplication::postEvent。
请教一下,具体考虑是什么?初学,不懂,望见谅!
BTW:我正在重载API,但不知道用什么方式和后台线程通讯。
看你的实现有点复杂,所有纠结了:)

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