Code Monkey home page Code Monkey logo

quantaxis-rs's Introduction

QUANTAXIS-RS 这是你没有见过的QUANTAXIS的全新版本

本项目已经迁移至 QUANTAXIS 主项目中 : github.com/quantaxis/quantaxis

Rust

特性

  • 完整的quantaxis Account/Data/Indicator功能 支持快速的回测
  • 单票分钟线2年回测在500ms
  • 单指标计算在70ns
  • 完整的测试工具,对于每个函数都有完整对应的测试
  • 完整的benchmark工具链

兼容性

  • 兼容python版本的QUANTAXIS回测
  • 兼容基于QIFI协议的所有项目

power by yutiansut/somewheve

2020

update MARKET_PRESET

import QUANTAXIS as QA


mp = QA.QAARP.MARKET_PRESET()
for k,i in mp.table.items():
    print(f"""market_preset.insert(
            "{k}".to_string(),
            CodePreset {{
                name: "{i['name']}".to_string(),
                unit_table: {int(i['unit_table'])},
                price_tick: {float(i['price_tick'])},
                buy_frozen_coeff: {i['buy_frozen_coeff']},
                sell_frozen_coeff:{i['sell_frozen_coeff']},
                exchange: "{i['exchange']}".to_string(),
                commission_coeff_peramount: {float(i['commission_coeff_peramount'])},
                commission_coeff_pervol:{float(i['commission_coeff_pervol'])},
                commission_coeff_today_peramount: {float(i['commission_coeff_today_peramount'])},
                commission_coeff_today_pervol: {float(i['commission_coeff_today_pervol'])},
            }},
        );""")

quantaxis-rs's People

Contributors

junfalin avatar somewheve avatar yutiansut avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.