Metadata-Version: 1.1
Name: QuantDigger
Version: 0.13
Summary: 量化交易PYTHON回测系统
Home-page: https://github.com/QuantFans/quantdigger
Author: QuantDigger
Author-email: QuantDigger@QuantDigger.com
License: BSD
Description: QuantDigger
        ============
        QuantDigger是由一群量化交易爱好者一起开发的开源的股票/期货回测框架
        主要用于学习和研究。欢迎大家提供宝贵意见，贡献代码＾＿＾．
        或者加入我们的python量化交易群--334555399．
        
        除了开发人员，还要特别感谢 vodkabuaa_ 给出的意见，
        ongbe_ 帮忙修复代码bug， tushare库的作者 Jimmy_ ，以及所有朋友的支持．
        
        **主要代码贡献者:**
             deepfish_
        
             TeaEra_
        
             wondereamer_
        
             HonePhy_
        
        安装
        ----
            
        你可以选择pip安装
           
          ::
               
              python install_pip.py  (如果已经安装了pip,略过这一步。)
              pip install QuantDigger
              python install_dependency.py
        
        或者克隆github代码后本地安装
           
          ::
               
              git clone https://github.com/QuantFans/quantdigger.git
              python install.py  (会根据情况安装pip, 及依赖包)
        
        
        依赖库
        ------
        * Python 
        * pandas 
        * python-dateutil 
        * matplotlib 
        * numpy
        * TA-Lib
        * logbook
        * pyqt (可选)
        * tushare_ (可选, 一个非常强大的股票信息抓取工具)
        
        策略DEMO
        --------
        源码
        ~~~~
        .. code:: py
        
            from quantdigger.kernel.engine.execute_unit import ExecuteUnit
            from quantdigger.kernel.indicators.common import MA, BOLL
            from quantdigger.kernel.engine.strategy import TradingStrategy, pcontract, stock
            import plotting
        
        
            class DemoStrategy(TradingStrategy):
                """ 策略类 """
                def __init__(self, pcontracts, exe):
                    """ 初始化指标变量 """
                    super(DemoStrategy, self).__init__(pcontracts, exe)
        
                    self.ma20 = MA(self, self.close, 20,'ma20', 'b', '1')
                    self.ma10 = MA(self, self.close, 10,'ma10', 'y', '1')
                    self.b_upper, self.b_middler, self.b_lower = BOLL(self, self.close, 10,'boll10', 'y', '1')
                    #self.ma2 = NumberSeries(self)
        
                def on_tick(self):
                    """ 策略函数，对每根Bar运行一次。""" 
                    #self.ma2.update(average(self.open, 10))
                    if self.ma10[1] < self.ma20[1] and self.ma10 > self.ma20:
                        self.buy('d', self.open, 1) 
                    elif self.position() > 0 and self.ma10[1] > self.ma20[1] and self.ma10 < self.ma20:
                        self.sell('d', self.open, 1) 
        
                    print self.position(), self.cash()
                    print self.datetime, self.b_upper, self.b_middler, self.b_lower
        
        
            # 运行策略
            begin_dt, end_dt = None, None
            pcon = pcontract('SHFE', 'IF000', 'Minutes', 10)
            #pcon = stock('600848')  利用tushare远程加载股票数据
            simulator = ExecuteUnit(begin_dt, end_dt)
            algo = DemoStrategy([pcon], simulator)
            simulator.run()
        
            # 显示回测结果
            plotting.plot_result(simulator.data[pcon],
                        algo._indicators,
                        algo.blotter.deal_positions,
                        algo.blotter)
        
        
        策略结果
        ~~~~~~~~
        **main.py**
        
        * k线和信号线
        
          .. image:: figure_signal.png
             :width: 500px
        
        * 资金曲线。
          
          .. image:: figure_money.png
             :width: 500px
        
        其它
        ~~~~~~~~
        **mplot_demo.py  matplotlib画k线，指标线的demo。**
          .. image:: plot.png
             :width: 500px
        
        **pyquant.py 基于pyqt， 集成了ipython和matplotlib的demo。**
          .. image:: pyquant.png
             :width: 500px
        
        .. _TeaEra: https://github.com/TeaEra
        .. _deepfish: https://github.com/deepfish
        .. _wondereamer: https://github.com/wondereamer
        .. _HonePhy: https://github.com/HonePhy
        .. _tushare: https://github.com/waditu/tushare
        .. _Jimmy: https://github.com/jimmysoa
        .. _vodkabuaa: https://github.com/vodkabuaa
        .. _ongbe: https://github.com/ongbe
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
