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README
MIT

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Read this in other languages: English.

ZVT is a quant trading platform written after rethinking trading based on fooltrader, which includes scalable data recorder, api, factor calculation, stock picking, backtesting, and unified visualization layer, focus on low frequency, multi-level, multi-targets full market analysis and trading framework.

🔖 Useage examples

Sector fund flow analysis

Market history pe distribution

Multi-market pe comparison

Margin financing trend

Foreign capital flow (Shanghai / Shenzhen-Hong Kong Stock Connect)

Dividend comparison

Dividend financing comparison

Balance sheet analysis

Custom factor

examples

code examples

Algorithmic trading signals and performance

Multi-targets transaction

real time digital currency trading

stock picker

The entire framework is highly scalable, and only needs to write very little code to expand each module. The extended tutorials for each module are to be improved, and waiting for your contribution.

✨ Features

  • Enrich comprehensive out-of-the-box and updatable data
    • china market data: stock meta, financial statements, major shareholder behavior, executive transactions, dividend financing details, stock market capital flow, margin financing, dragon and tiger charts, etc.
    • Market pe, pb, capital flow, margin financing, foreign investment trends, etc.
    • crypto currency data
  • Standardization of data, multi-data source (provider) cross-validation, completion
  • Simple and extensible data framework
  • Uniform and simple API, support sql query, support pandas
  • Scalable factor, abstracting a unified calculation for single- and multi-targets operations
  • Provides a unified way of visualizing the factor
  • Concise and unified visual analysis method
  • Support multi-targets, multi-factor, multi-level backtesting
  • Real-time visualization of factors, trading signals and strategies
  • Support a variety of real trading (implementation)

🔰 install

quick start

1.clone

git clone https://github.com/zvtvz/zvt.git

setup virtual env(python>=3.6),install requirements

pip3 install -r requirements.txt

2.import the project(pycharm is good for it,vscode is ok too)

unzip data sample for the tests

python3 init_data_sample.py

pytest tests

3.download the data and run

change DATA_PATH(default datasample is just for testing)

DATA_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'data'))

eastmoney: https://pan.baidu.com/s/1CMAlCRYwlhGVxS6drYUEgA 提取码: q2qn
netease: https://pan.baidu.com/s/1kMhEVO0kH_Pn6wXKyqvJEA 提取码: ijxg
sina: https://pan.baidu.com/s/1eusW65sdK_WE4icnt8JS1g 提取码: uux3
joinquant: https://pan.baidu.com/s/1ijrgjUd1WkRMONrwRQU-4w 提取码: dipd

unzip them to DATA_PATH

run the main entry app

python3 index.py

for updating the data,please refer to recorders

detailed documentation

http://zvt.foolcage.com
https://zvtvz.github.io/zvt

docs is waiting for your contribution,especially english docs

💌 buy me a cup of coffee

If you think the project is helpful to you, you can buy me a cup of coffee Alipay      Wechat

💡 contribution

Looking forward to more developers participating in the development of zvt, I will promise Reivew PR as soon as possible and respond promptly. But submit PR please make sure

  1. Pass all unit tests, if it is new, please add unit test to it
  2. Compliance with development specifications
  3. Update the corresponding document if needed

Developers are also welcome to provide more examples for zvt to complement the documentation, located at [zvt/docs] (https://github.com/zvtvz/zvt/docs)

Contact information

QQ group:300911873
check http://www.imqq.com/html/FAQ_en/html/Discussions_3.html

wechat Public number (some tutorials would be here):
Wechat

Thanks

jetbrains

MIT License Copyright (c) 2019 zvtvz Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

About

ZVT是对fooltrader重新思考后编写的量化项目,其包含可扩展的数据recorder,api,因子计算,选股,回测,交易,以及统一的可视化,定位为中低频 多级别 多因子 多标的 全市场分析和交易框架。 expand collapse
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