因为只有这样才可以目前的代码一次编写回测直接上线trading。如果要做高频tick级别的交易，q现有的系统是不...
但是大家可以下载自己的代码(算法和notebooks形式储存的策略) 2、Zipline、Alphalens、Pyfolio、Empyrical、Trading calendar以及其他开源项目都将在GitHub上继续运行。 3、Quantopian建议大家到GitHub获取相关开源代码并在本地安装程序。 4、Quantopian正在尝试在YouTube上开一个栏目,把它的各种量化相关课程和视频内容上传上去...
# 粗粗来看,这个demo 共分为6个模块,第一块是导入各种需要的包;第二个函数analyse,是用来画净值曲线图的;Load_data 的作用是用来获取回测的数据;initialize函数的作用是进行策略的初始化;handle_data就是策略的主体部分了; 最后三句代码,algo=TradingAlgorithm(…….),生成一个tradingAlgorithm类,参数为初始化参数...
Tom Starke, crypto market making from Hummingbot, or AI in Trading from Prof. Esfan. More courses are coming soon! Access to live events -- community paper readings, monthly book club, and more. Each event is live-streamed and then archived for community access. The weekly Quantopian ...
The article discusses the aim of the U.S.-based startup company Quantopian to bring algorithmic trading to a much larger audience. Launched in 2011 by John Fawcett, Quantopian helps people with basic programming knowledge to create algorithms by offering browser-based tools. Quantopian has received...
defbefore_trading_start(context,data): output=pipeline_output('pipeline_tutorial') context.my_short_universe=output.sort('mktcap',ascending=True).iloc[0:context.buy_stock_count] context.my_long_universe=output.sort('mktcap',ascending=False).iloc[0:context.buy_stock_count] ...
2.2kfollowers Boston, MA, USA http://www.quantopian.com Overview Repositories97 Projects Packages People5 More PinnedLoading ziplineziplinePublic Zipline, a Pythonic Algorithmic Trading Library Python18.3k4.8k alphalensalphalensPublic Performance analysis of predictive (alpha) stock factors ...
概览仓库6IssuesPull Requests动态成员1 热门 qdb 3 0 0 qgrid 3 1 1 research_public 3 0 0 empyrical 3 0 3 pyfolio 3 0 1 trading_calendars 3 0 0 自定义精选项目 最多可选取 6 个公开仓库 还能勾选6个 组织介绍 组织介绍 请描述组织的定位/愿景 ...
Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine poweringQuantopian-- a free, community-centered, hosted platform for building and executing trading strategies. Quantopia...
随着Python的火热，越来越多的人开始学习了这门编程语言，有些人是看重了Python的发展，有些人是盲目...