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Algorithmic Trading Project Of SJTU Team
在windows下安装python,建议安装Anaconda,它会把numpy、pandas这些库一并安装
安装algo_trading相关库需要用到C++的编译器
download:http://landinghub.visualstudio.com/visual-cpp-build-tools
安装很简单,注意select features只需要勾选windows 10 SDK 10.0.10240即可
zipline
vn.py
pyalgotrade
zipline、vn.py、pyalgotrade是网上找到的三个关于量化交易比较完善的库,目前我们正在比较几个不同库之间的优劣,大家可以一起看看
安装:在cmd里面输入命令pip install zipline即可
安装完跑例子(from zipline.examples import buyapple)的时候会发现提示缺少TA_Lib,
我们需要安装TA-Lib:
解决方案:我们可以使用“Visual Studio2015 x64 Native Build Tools Command Prompt”
rebuild c:\ta-lib\c\make\cdr\win32\msvc下面的library(打开该工具,进入此目录下执行nmake命令
即可)参考链接
统一使用Python3, 必要安装的库包括numpy/scipy/pandas/matplotlib/seaborn
*nix系统都可以(包括macOS, ubuntu等
Git
Git教程
统一通过Github来完成,对构想和代码有问题直接开新的issue
(先注册Github账号,然后发给我,我来拉你们成为协作者,大家记得主动watch一下这个仓库)
暂定使用web技术来做
遵循Markdown格式
markdown教程
大家在编写自己部分代码的时候,先fork一份代码过去,改动完成之后提交一个pull request过来,最后所有的merge我来完成就可以了,这样可以避免一些问题。
如下是可能遇到的一些金融术语,大家可以来参与整理 。如果新遇到某个术语,或者知道列出的一些术语的具体含义,请直接edit我开的这个issue。
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