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strategy's Introduction

掘金策略集锦

量化开源和分享,展示各类经典策略在掘金平台下的实现。

每个策略单独拥有一个目录,目录名即是该策略的简称,里面有一个固定名为info.md的文件,其内容为该策略的简单介绍。 策略的每种实现为单独一个目录,目录名为该策略的实现语言,因为一些语言下的代码实现可能有一系列文件,所以把每一种策略实现语言单列为一个目录, 比如,一个策略有python实现,就有一个python目录,里面是python代码文件,如果还有C#实现,就会有一个csharp目录。

目录结构组织如下:

-- strategy  策略名

|—— info.md  策略介绍

|—— python   策略python实现

   |— strategy.py  策略代码
   
   |- strategy.ini 策略的配置文件

|—— csharp   策略csharp实现

   |— strategy.cs  策略代码

   |- strategy.ini 策略的配置文件

补充: 因部分策略会比较复杂, python策略中可能会用到时间序列数据的处理包pandas, 时间处理包arrow, 请先行用pip安装。

策略列表,逐步增加中,有需求或计划共享自己实现的一些经典策略的,请fork本项目,然后修改这个文件,并做Pull Request。

  • 趋向系统指标策略 ADX、DMI指标用于股票池

  • 人气指标策略 ar_ma 结合

  • 套利策略模板 arbitrage

  • 布林指标策略 boll-stock

  • 布林强盗策略 bollinger_bandit

  • RSI指标策略 RSI

  • KDJ指标策略 KDJ

  • MACD指标策略 MACD

  • 双均线策略 dual-ma

  • 区间突破策略 dual-thrust (未实现)

  • 动态突破策略 Dynamic Breakout

  • Hans 123策略

  • 反转突破策略 r-breaker

  • 空中花园策略 skypark

  • 简单海龟策略

  • 仓位管理示例策略 position management

  • Python策略框架 Framework

  • 动量选股示例 Momentum

  • 简单的PE因子策略示例 Factor

  • Alpha相关示例 Alpha

...... 未完待续

请注意,在使用策略前,先检查下载代码和配置文件的完整性

  1. 注意ini文件能否正确打开,编辑推荐使用notepad++, 在记事本中打开编辑时要注意可能有换行问题,保存后可能会导致python程序运行时报错
  2. 所有策略的ini配置文件中,需要填上你在掘金中注册的用户名密码;以及在策略终端中新生成的策略ID, 可以在策略向导中通过"新建空策略"来完成, 成功后会提示拷贝策略ID, 粘贴到ini文件中。
  3. 策略代码中使用的股票池文件中的代码可以自行增删,注意跟原有的格式保持一致
  4. 如果是期货代码,请务必注意ini文件或者代码文件中交易代码可能过期,请按照代码定义规则使用交易所目前在交易的代码,否则不会收到相关行情数据,比如,CFFEX.IF1601这样的代码需要修改成当前的月份合约。

strategy's People

Contributors

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strategy's Issues

Skypark下载不了数据

设置了用户名密码,但是一直停留在这里waiting for get the first K line...,看不到源码,也不知道是哪里的问题,不知道作者是否遇到这个问题

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