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README
Apache-2.0

Introduction

pypi peoject version pypi pyversion pypi license travis ci covergae

JAQS是一个开源量化策略研究平台,由交易专家和金融技术专家共同设计,实现了自动化信号研究、高效策略开发和多维度回测分析,支持Alpha、CTA、套利等策略的实现。JAQS从实战而来,经实盘检验,本地化开发部署,保障策略安全。

jaqsflowchart

Features

  • 通过统一的DataApi,获取、存储和管理数据。
  • 通过数学公式快速定义并分析信号;实现Alpha选股、CTA、套利等各类量化交易策略,对策略进行历史回测。
  • 通过统一的TradeApi,接入在线仿真系统进行仿真交易,跟踪策略表现。对接实盘通道实现实盘交易(当然需要用户搞定交易通道)。
  • 完全本地化,代码可以部署在任意个人电脑或服务器上,本地化运行,策略安全性有保证。
  • 模块化设计,通过标准的输入输出接口,做到数据与回测分离,交易与分析分离, 每一个环节都清晰可控,达到机构级别的标准化、流程化。
  • 面向实盘编程,数据构建时进行严格的对齐,回测时提供当前快照而不是数据查询接口,防止未来函数的出现;通过对策略类的精巧设计,使回测与实盘/仿真交易可使用同一套策略代码,始于开展严谨的研究、回测。

Installation

参见 安装指南

Quickstart

参见 用户手册.

更多示例可在项目的 example 文件夹下找到,如 example/alpha/select_stocks_pe_profit.py .

查看完整文档,请访问: jaqs.readthedocs.io

Contribute

欢迎参与开发!可以通过Pull Request的方式提交代码。

Questions

  • 如果您发现BUG,请到这里提交。
  • 如果有问题、建议,也可以到 社区参与讨论。

提问前,请查看 如何正确提问

License

Apache 2.0许可协议。版权所有(c)2017 quantOS-org.

Copyright 2017 quantOS-org (量化开源会) Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License below or at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. "License" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. "Licensor" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. 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