✨ Python-based Futures Quantitative Trading System ✨
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## Overview Homalos is a Python-based event-driven futures trading platform designed for standalone deployment with minimal external dependencies. - **Current Status**: Core features completed, production ready - **Core Features**: Real-time market data processing, intelligent risk control, strategy management, Web interface, performance monitoring, data center optimization ## Purpose Homalos aims to be a production-ready quantitative trading system with the following key features: - **Real-time Market Data Processing**: High-performance quote data processing and candlestick generation - **Intelligent Risk Control**: Multi-dimensional risk management with real-time monitoring - **Strategy Management**: Complete strategy lifecycle management with validation and health monitoring - **Web Management Interface**: FastAPI backend with Vue.js frontend for system control - **Performance Monitoring**: Real-time system metrics and alerting mechanisms ## Web management interface display Main Interface  Loading strategy  ## System Features 1. **Technical Architecture**: Python EventBus-based synchronous + asynchronous event processing, modular monolithic architecture with clear separation of concerns 2. **Deployment Mode**: Standalone deployment, minimal external dependencies, no reliance on third-party middleware 3. **Multi-Interface Support**: Supports both CTP and TTS trading interfaces 4. **Strategy Framework**: Complete strategy lifecycle management 5. **Configuration-driven Design**: Flexible configuration file system 6. **Modern Toolchain**: Uses latest Python build and development tools 7. **Intelligent Monitoring**: Real-time performance monitoring and intelligent alerting system ## Overall Architecture ```reStructuredText Homalos/ ├── 📁 assets/ # Resource Files ├── 📁 config/ # Configuration files ├── 📁 data/ # Data storage ├── 📁 docs/ # System documentation ├── 📁 log/ # Log storage ├── 📁 src/ # Core source code directory │ ├── 📁 config/ # Configuration management │ ├── 📁 core/ # System core modules │ ├── 📁 data_center/ # Data Center Module │ ├── 📁 ctp/ # CTP interface module │ ├── 📁 function/ # Core function │ ├── 📁 services/ # Service modules │ ├── 📁 strategies/ # Strategy instance │ ├── 📁 strategy/ # Strategy Module │ ├── 📁 trade/ # Trading Module │ ├── 📁 tts/ # TTS interface module │ ├── 📁 util/ # Utility modules │ └── 📁 web/ # Web interface └── 📁 tests/ # Test script directory ``` ## Core Technology Stack **Build System:** - **Meson + Ninja**: Modern C++ extension build system - **Pybind11**: Python-C++ bindings - **Hatch**: Python project management and packaging - **uv**: Modern Python package manager providing faster installation and smarter dependency resolution **Main Technologies:** - **Application Framework**: FastAPI + WebSocket + Vue.js (Web API, real-time communication, and frontend) - **Event Processing**: Custom EventBus (synchronous + asynchronous event-driven architecture) - **Data Storage**: SQLite + WAL mode (high-performance local database) - **Trading Interface**: CTP API (futures trading standard interface) - **Data Processing**: NumPy, Pandas, Polars - **Technical Analysis**: TA-Lib - **Logging System**: Loguru (structured log processing) ## Core Module Details ### 1. **Core Module** (`src/core/`) - **event.py**: Event objects - **event_bus.py**: High-performance event bus - **gateway.py**: Abstract gateway class - **object.py**: Basic data structures - **logger.py**: Logging module - **service_registry.py**: Service registry ### 2. **Services Module** (`src/services/`) - **trading_engine.py**: Trading engine core - **data_service.py**: Unified data service - **performance_monitor.py**: Performance monitor ### 3. **Strategy Module** (`src/strategies/`) - **base_strategy.py**: Strategy base class - **grid_trading_strategy.py**: Grid trading strategy - **minimal_strategy.py**: Minimal strategy example - **moving_average_strategy.py**: Moving average strategy - **strategy_factory.py**: Strategy factory - **strategy_template.py**: Strategy development template ### 4. **Trading Interface Modules** - **CTP Module** (`src/ctp/`): Shanghai Futures Exchange CTP interface - **TTS Module** (`src/tts/`): TTS trading interface Both modules include: - `api/`: C++ extension modules (.pyd files) - `gateway/`: Python gateway implementation - `meson.build`: Build configuration ### 5. **Configuration System** (`config/`) - **2024/2025_holidays.json**: Trading calendar - **brokers.json.example**: Broker configuration template - **instrument_exchange_id.json**: Contract exchange mapping - **log_config.yaml**: Global logging configuration - **product_info.ini**: Product information - **system.yaml.example**: Global system configuration template - **test_system.yaml.example**: Test mode global system configuration template ## Build System Features 1. **Unified Build**: Uses Meson build system to manage C++ extensions 2. **Cross-platform Support**: Windows/Linux 3. **Incremental Compilation**: Supports fast rebuilds 4. **One-click Build**: `python build.py` ## Build Process Remove old builds: ```bash rmdir /s /q build ``` Third-party extension build: ```bash meson compile -C build ``` This project uses `meson-python` as the build backend ## Major Achievements **✅ Established unified build architecture:** - Root directory main `meson.build` manages unified project configuration - Submodule `meson.build` focuses on module-specific configuration - Unified `build.py` script simplifies build process - Cross-platform support (Windows/Linux) ## Build Process Verification Homalos quantitative trading system's unified build system supports incremental compilation and one-click build ```bash # Simple one-click build command python build.py ``` **✅ Successfully generated extension modules:** - `src/ctp/api/ctpmd.cp312-win_amd64.pyd` - `src/ctp/api/ctptd.cp312-win_amd64.pyd` - `src/tts/api/ttsmd.cp312-win_amd64.pyd` - `src/tts/api/ttstd.cp312-win_amd64.pyd` ## Technical Details **Configuration Files:** - ✅ `meson.build` (root directory main build script) - ✅ `src/ctp/meson.build` (CTP module configuration) - ✅ `src/tts/meson.build` (TTS module configuration) - ✅ `build.py` (unified build script) **Compilation Environment:** - Windows 10 + MSVC 2022 - Python 3.12 virtual environment - Meson 1.8.1 + Ninja build system - Pybind11 for Python-C++ bindings ## System Core Components - Configuration Manager ✅ - Event Bus ✅ - Data Service ✅ - Trading Engine Core ✅ - Performance Monitor ✅ - Web Management Interface ✅ - WebSocket Real-time Connection ✅ ## System Completion Progress ### ✅ Completed Core Features #### 1. Infrastructure Layer (100% Complete) - Event Bus: Supports async/sync dual-channel processing, event monitoring and statistics ✅ - Configuration Management: Supports hot reload, layered configuration, environment adaptation ✅ - Logging System: Structured logging, multi-level output, file rotation ✅ - Service Registry: Component registration and discovery mechanism ✅ #### 2. Data Service Layer (100% Complete) - Database Management: SQLite storage, WAL mode, batch writing ✅ - Market Data Processing: Tick data caching, real-time distribution, persistence ✅ - Bar Generator: Multi-timeframe candlestick generation, incremental updates ✅ - Historical Data Query: Asynchronous queries, data indexing ✅ #### 3. Trading Engine Core (95% Complete) - Strategy Management: Dynamic loading, lifecycle management, auto-discovery ✅ - Risk Management: Parallel checking, multi-dimensional limits, real-time monitoring ✅ - Order Management: State machine management, simulated execution, cancellation support ✅ - Account Management: Position tracking, P&L calculation, fund management ✅ #### 4. Strategy Framework (100% Complete) - BaseStrategy: Complete strategy base class, event-driven design ✅ - Strategy Lifecycle: Initialize→Start→Run→Stop ✅ - Market Data Subscription: Dynamic subscription, cache management, event distribution ✅ - Trading Interface: Order placement, cancellation, position queries ✅ - Strategy Templates: Complete strategy development framework and examples ✅ #### 5. Web Management Interface (100% Complete) - REST API: Strategy management, system monitoring, configuration management ✅ - WebSocket: Real-time data push, strategy operation events, status updates ✅ - Frontend Interface: Strategy management optimization, UUID auto-generation, real-time log feedback ✅ - User Experience: Simplified operation flow, table layout optimization, real-time operation feedback ✅ #### 6. Performance Monitoring (100% Complete) - Real-time Monitoring: Latency, throughput, resource usage ✅ - Alert System: Threshold monitoring, event notifications, multi-level alerts ✅ - Performance Testing: Benchmarking, stress testing, end-to-end testing ✅ #### 7. CTP Gateway Integration (100% Complete) - Market Data Gateway: Real-time data reception, connection management ✅ - Trading Gateway: Order execution, status synchronization ✅ - Auto-reconnection: Intelligent reconnection, fault recovery ✅ - Event Integration: Dynamic subscription, status broadcasting ✅ - Thread Safety: CTP API callback thread-safe bridging ✅ #### 8. Data Center Optimization (100% Complete) - Table Cache Mechanism: Data type isolation, race condition fixes ✅ - Batch Write Optimization: Independent tick and bar data management ✅ - Database Isolation: Independent table creation status tracking for multiple databases ✅ - Concurrency Safety: Safe data writing in multi-threaded environments ✅ ## Technical Implementation Highlights ### Event-Driven Architecture - **Loose Coupling Design**: Modules communicate through events, reducing dependencies - **Asynchronous Processing**: Non-blocking event processing improves system responsiveness - **Extensibility**: New modules can easily integrate into the event bus - **Real-time Push**: WebSocket event push 100% success rate, latency <200ms ### Data Processing Optimization - **Batch Write Mechanism**: Memory batch accumulation, 5-second interval batch writing - **Caching Strategy**: Multi-level caching, independent cache space for each strategy - **WAL Mode**: Write-ahead logging ensures data safety ### Gateway Integration Enhancement - **CTP Gateway Optimization**: Auto-reconnection, connection pooling, heartbeat monitoring - **Event Integration**: Dynamic subscription, status synchronization, error handling - **Thread Safety**: Resolves thread safety issues in C++/Python mixed environments ### User Experience Optimization - **UUID Auto-generation**: Simplifies strategy loading process, improves operation convenience - **Real-time Feedback Mechanism**: Immediate log feedback for strategy operations, enhances observability - **Interface Optimization**: Streamlined table layout, improved information display efficiency - **Debug-friendly**: Complete event flow debug logs for easy troubleshooting - **JSON Serialization Enhancement**: Robust handling of complex objects in WebSocket events, supports enum, dataclass, datetime objects - **Data Center Stability**: Fixed table cache race conditions, ensuring normal tick and bar data writing - **Thread Safety Optimization**: Safe bridging between CTP API callbacks and Python event loops ## Deployment and Operations ### System Requirements #### Hardware Configuration ```yaml Minimum Requirements: CPU: 2-core 2.4GHz Memory: 2GB RAM Storage: 10GB SSD Recommended Configuration: CPU: 4-core 3.0GHz+ Memory: 8GB+ RAM Storage: 50GB+ SSD ``` #### Software Environment ```bash # Base Environment Python: 3.10+ Operating System: Windows 10+ / Linux Database: SQLite (built-in) ``` ### Quick Start #### 1. Environment Setup ```bash # Activate virtual environment .venv\Scripts\activate # Windows source .venv/bin/activate # Linux # One-click install all dependencies uv sync # Install individual dependency (optional command) uv add