QUANTAXIS Quantitative Financial Framework

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QUANTAXIS Quantitative Financial Strategy Framework is a quantitative analysis solution for small and medium-sized strategic teams. We can quickly realize scenario-oriented customized solutions through highly decoupled modular and standardized protocols. QUANTAXIS is a progressive openness. With the framework, you can introduce your own data, analysis plans, and visualization processes according to your own needs. You can also quickly achieve multi-person LAN/WAN collaboration through RESTful interfaces.

• 1. Function
• 2. Document
• 3. Installation and Deployment
• 4. Update
• 5. Docker
• 6. Instructions for use
• 7. Jupyter example
• 8. Development Plan
• 9. FAQ FAQ
• 10. Project donation
• 11. Backtesting Webkit Plugin Overview
• 12. QUANTAXIS Standardization Agreement and Future Agreements

computer configuration recommended

Recommended configuration: More than 6 generations of CPU + 16/32GB DDR3/DDR4 memory + 256GB or more SSD hard disk

Minimum configuration: Supports X64-bit CPU

Because when storing local data, it needs to store more than 2GB of local data, while the 32-bit MONGODB supports only about 2GB of data storage, so at least one X64-bit CPU is needed.

If SSD resources are sufficient, try to store data in SSD and increase the speed of wiretiger disk.

If it is an Alibaba Cloud/Tencent Cloud server, please select the 64-bit operating system at the very beginning

1. Features

Already achieved:

• Backline (from 1990) Backtest [Rights of Right] (T+1)
• Minute line [1min/5min/15min/30min/60min] backtest (T+1)
• Stock Index Futures Daily (T+0)/Index Daily/ETF Daily
• Minor index futures line (T+0) / Index minute line / ETF minute line [1min/5min/15min/30min/60min]
• Futures Daily/Minute (Futures Index/Future Futures/ Futures Contracts)
• Based on pytdx/tushare and various crawler data sources
• Real-time trading data, real-time tick
• Vue.js-based front-end website
• Custom Data Structure QADataStruct
• Index Calculation QAIndicator
• Block Data (0.5.1 New)/Flush, Tongdaxin Board
• Fundamental data (part of latest financial statement)
• Quote distribution
• Loop Back Test
• Backtesting Management Optimization (Add Backtest Topic/Version Number)

Expected to achieve:

• Document Updates

• Futures Backtesting

• firm

• Analysis Module (quotation/block analysis)

• Multiple database support

• authority management

• Transaction Recorder

• [QUANTAXIS 2018 Development Schedule] (job_list.md)

2. Documentation

For documentation see: book

Download document manual

PDF | MOBI | EPUB

3. Installation and Deployment

Git clone https://github.com/yutiansut/quantaxis --depth 1

See also Installation Instructions

4. Update

See also Update Instructions

5. Docker

See also Docker

6. Instructions for use

See also

• Example of using QUANTAXIS

• QUANTAXIS Testing API

• Data Structure of QUANTAXIS

• QUANTAXIS Indicator System

• QUANTAXIS Data Acquisition Guide

• QUANTAXIS Quotes Research

• QUANTAXIS Backtest Analysis

• Common Strategy Order

7. Jupyter Examples

See Jupyter example

8. Development Plan

See Development Plan

9. Frequently Asked Questions FAQ

See FAQ

10. Project Donation

Writing code is not easy... Please ask the author for a cup of coffee?

(PS: When you pay, please bring your name/nickname. Will maintain a sponsorship list~)

Donation list

11. Backtesting Webkit Plugin Overview

12. QUANTAXIS Standardization Agreement and Future Agreement

QUANTAXIS-Stardand-Protocol version number 0.0.8

For details, see QUANATXISProtocol

License