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-ptrade-'s Introduction

kbt_

高性能、分钟级别回测系统,参照了N个开源回测系统源码,参照了某券商系统源码。模拟Ptrade分钟级别系统。

这个本地回测引擎经过近半年的打磨,撸了N个开源回测系统和某系统的代码。设计理念是时间向量回测,非事件驱动回测,所以对于验证股票策略回测是专用定制版高性能利器,即使考虑复杂场景预计至少快5倍以上,正常估计应该是10倍以上。回测仿造Ptrade框架,所以原理上ptrade的策略不需要修改就可以直接运行(目前我自己的策略都是这样的,无缝兼容),实操中如果有回测缺少的函数,可以自行编写仿ptrade函数就可以进行回测。

【在此叹息股票量化圈某些。。,无脑使用那些事件驱动,不兼容的期货外汇框架,连分红派息模块都有问题还传播那么久。。。,那么多用户使用,却很少提出问题。】

代码个人思考沉淀,,,问题贼多。 有问题欢迎喷我,

发现代码问题和有质疑,欢迎提问,我尽可能一一交流回答修正提高。

需要指导和帮助,抱歉我没有水平当老师,恐怕需要自行研究。

-ptrade-'s People

Contributors

kerwinyc avatar

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