rqalpha-minsec-trade-realtime


Namerqalpha-minsec-trade-realtime JSON
Version 1.2.1 PyPI version JSON
download
home_pagehttps://github.com/yanjlee/rqalpha_minsec_trade_realtime
Summary基于开源rqalpha4.0版本,支持分钟和tick级别的回测.
upload_time2024-06-01 08:21:42
maintainerNone
docs_urlNone
authoryanjlee
requires_pythonNone
licenseNone
keywords
VCS
bugtrack_url
requirements requests numpy pandas python-dateutil six logbook click jsonpickle simplejson dill PyYAML tabulate rqrisk h5py matplotlib matplotlib
Travis-CI No Travis.
coveralls test coverage No coveralls.
            #本项目做了几个更改:
## 1 基于开源rqalpha4.0版本,支持分钟和tick级别的回测
	增加了两个mod,:rqalpha_mod_minute_trade(\rqalpha4_min_tick_trade_mod\minute_trade\rqalpha_mod_minute_trade)和rqalpha_mod_tick_trade(\rqalpha4_min_tick_trade_mod\tick_trade\rqalpha_mod_tick_trade)。当你按照rqalpha的h5格式存放你的分钟和tick数据时,就可以支持分钟和tick级别的回测
## 2 基于开源rqalpha3.4版本支持模拟交易的功能
###	2.1需要用rqalpha3.4_patch下面的文件覆盖原有的rqalpha3.4的文件
cp -rd ./rqalpha3.4_patch/disk_persist_provider.py /rqalpha_home/rqalpha/utils/
cp -rd ./rqalpha3.4_patch/asset_position.py /rqalpha_home/rqalpha/mod/rqalpha_mod_sys_accounts/position_model/
###    2.2 改写rqalpha_mod_stock_realtime,并且需要你有本地的历史指数和股票数据。因为rqalpha做模拟的时候有些条件下会需要历史history_bar,你可以不使用dataapi,但是你需要找到rqalpha相应的函数。


            

Raw data

            {
    "_id": null,
    "home_page": "https://github.com/yanjlee/rqalpha_minsec_trade_realtime",
    "name": "rqalpha-minsec-trade-realtime",
    "maintainer": null,
    "docs_url": null,
    "requires_python": null,
    "maintainer_email": null,
    "keywords": null,
    "author": "yanjlee",
    "author_email": "yanjlee@163.com",
    "download_url": "https://files.pythonhosted.org/packages/80/1e/1225ce50f624108d8d1e17b20a754cd7c76325a8c9626eedec42852beafd/rqalpha_minsec_trade_realtime-1.2.1.tar.gz",
    "platform": null,
    "description": "#\u672c\u9879\u76ee\u505a\u4e86\u51e0\u4e2a\u66f4\u6539\uff1a\r\n## 1 \u57fa\u4e8e\u5f00\u6e90rqalpha4.0\u7248\u672c\uff0c\u652f\u6301\u5206\u949f\u548ctick\u7ea7\u522b\u7684\u56de\u6d4b\r\n\t\u589e\u52a0\u4e86\u4e24\u4e2amod\uff0c\uff1arqalpha_mod_minute_trade\uff08\\rqalpha4_min_tick_trade_mod\\minute_trade\\rqalpha_mod_minute_trade\uff09\u548crqalpha_mod_tick_trade\uff08\\rqalpha4_min_tick_trade_mod\\tick_trade\\rqalpha_mod_tick_trade\uff09\u3002\u5f53\u4f60\u6309\u7167rqalpha\u7684h5\u683c\u5f0f\u5b58\u653e\u4f60\u7684\u5206\u949f\u548ctick\u6570\u636e\u65f6\uff0c\u5c31\u53ef\u4ee5\u652f\u6301\u5206\u949f\u548ctick\u7ea7\u522b\u7684\u56de\u6d4b\r\n## 2 \u57fa\u4e8e\u5f00\u6e90rqalpha3.4\u7248\u672c\u652f\u6301\u6a21\u62df\u4ea4\u6613\u7684\u529f\u80fd\r\n###\t2.1\u9700\u8981\u7528rqalpha3.4_patch\u4e0b\u9762\u7684\u6587\u4ef6\u8986\u76d6\u539f\u6709\u7684rqalpha3.4\u7684\u6587\u4ef6\r\ncp -rd ./rqalpha3.4_patch/disk_persist_provider.py /rqalpha_home/rqalpha/utils/\r\ncp -rd ./rqalpha3.4_patch/asset_position.py /rqalpha_home/rqalpha/mod/rqalpha_mod_sys_accounts/position_model/\r\n###    2.2 \u6539\u5199rqalpha_mod_stock_realtime,\u5e76\u4e14\u9700\u8981\u4f60\u6709\u672c\u5730\u7684\u5386\u53f2\u6307\u6570\u548c\u80a1\u7968\u6570\u636e\u3002\u56e0\u4e3arqalpha\u505a\u6a21\u62df\u7684\u65f6\u5019\u6709\u4e9b\u6761\u4ef6\u4e0b\u4f1a\u9700\u8981\u5386\u53f2history_bar,\u4f60\u53ef\u4ee5\u4e0d\u4f7f\u7528dataapi\uff0c\u4f46\u662f\u4f60\u9700\u8981\u627e\u5230rqalpha\u76f8\u5e94\u7684\u51fd\u6570\u3002\r\n\r\n",
    "bugtrack_url": null,
    "license": null,
    "summary": "\u57fa\u4e8e\u5f00\u6e90rqalpha4.0\u7248\u672c\uff0c\u652f\u6301\u5206\u949f\u548ctick\u7ea7\u522b\u7684\u56de\u6d4b.",
    "version": "1.2.1",
    "project_urls": {
        "Homepage": "https://github.com/yanjlee/rqalpha_minsec_trade_realtime"
    },
    "split_keywords": [],
    "urls": [
        {
            "comment_text": "",
            "digests": {
                "blake2b_256": "3126dc9cc20b8cd1d923ac0abb0e0dd64daa91372d2d5c5f96c9399b2d75f4bb",
                "md5": "bdf178e7cc12bdf90d57c11bf6c5f063",
                "sha256": "7b1af6058d6ac64e1eaa49581850fa77292229b13a6c6e363c86ad604eaf150d"
            },
            "downloads": -1,
            "filename": "rqalpha_minsec_trade_realtime-1.2.1-py3-none-any.whl",
            "has_sig": false,
            "md5_digest": "bdf178e7cc12bdf90d57c11bf6c5f063",
            "packagetype": "bdist_wheel",
            "python_version": "py3",
            "requires_python": null,
            "size": 12674,
            "upload_time": "2024-06-01T08:21:40",
            "upload_time_iso_8601": "2024-06-01T08:21:40.568077Z",
            "url": "https://files.pythonhosted.org/packages/31/26/dc9cc20b8cd1d923ac0abb0e0dd64daa91372d2d5c5f96c9399b2d75f4bb/rqalpha_minsec_trade_realtime-1.2.1-py3-none-any.whl",
            "yanked": false,
            "yanked_reason": null
        },
        {
            "comment_text": "",
            "digests": {
                "blake2b_256": "801e1225ce50f624108d8d1e17b20a754cd7c76325a8c9626eedec42852beafd",
                "md5": "a8054c37ecd627cb1ef006d5972caa06",
                "sha256": "406778a3578bee3cedd47b97b3fd5a5d4d65679b548552afd816ad1b86db6769"
            },
            "downloads": -1,
            "filename": "rqalpha_minsec_trade_realtime-1.2.1.tar.gz",
            "has_sig": false,
            "md5_digest": "a8054c37ecd627cb1ef006d5972caa06",
            "packagetype": "sdist",
            "python_version": "source",
            "requires_python": null,
            "size": 8935,
            "upload_time": "2024-06-01T08:21:42",
            "upload_time_iso_8601": "2024-06-01T08:21:42.539765Z",
            "url": "https://files.pythonhosted.org/packages/80/1e/1225ce50f624108d8d1e17b20a754cd7c76325a8c9626eedec42852beafd/rqalpha_minsec_trade_realtime-1.2.1.tar.gz",
            "yanked": false,
            "yanked_reason": null
        }
    ],
    "upload_time": "2024-06-01 08:21:42",
    "github": true,
    "gitlab": false,
    "bitbucket": false,
    "codeberg": false,
    "github_user": "yanjlee",
    "github_project": "rqalpha_minsec_trade_realtime",
    "travis_ci": false,
    "coveralls": false,
    "github_actions": false,
    "requirements": [
        {
            "name": "requests",
            "specs": []
        },
        {
            "name": "numpy",
            "specs": []
        },
        {
            "name": "pandas",
            "specs": [
                [
                    ">=",
                    "0.18.1"
                ]
            ]
        },
        {
            "name": "python-dateutil",
            "specs": [
                [
                    ">=",
                    "2.5.3"
                ]
            ]
        },
        {
            "name": "six",
            "specs": [
                [
                    ">=",
                    "1.10.0"
                ]
            ]
        },
        {
            "name": "logbook",
            "specs": [
                [
                    ">=",
                    "1.0.0"
                ]
            ]
        },
        {
            "name": "click",
            "specs": [
                [
                    ">=",
                    "7.0"
                ]
            ]
        },
        {
            "name": "jsonpickle",
            "specs": [
                [
                    "==",
                    "0.9.4"
                ]
            ]
        },
        {
            "name": "simplejson",
            "specs": [
                [
                    ">=",
                    "3.10.0"
                ]
            ]
        },
        {
            "name": "dill",
            "specs": [
                [
                    "==",
                    "0.2.5"
                ]
            ]
        },
        {
            "name": "PyYAML",
            "specs": [
                [
                    ">=",
                    "3.12"
                ]
            ]
        },
        {
            "name": "tabulate",
            "specs": []
        },
        {
            "name": "rqrisk",
            "specs": [
                [
                    ">=",
                    "0.0.14"
                ]
            ]
        },
        {
            "name": "h5py",
            "specs": []
        },
        {
            "name": "matplotlib",
            "specs": [
                [
                    ">=",
                    "1.5.1"
                ]
            ]
        },
        {
            "name": "matplotlib",
            "specs": [
                [
                    "<=",
                    "3.0.3"
                ],
                [
                    ">=",
                    "1.5.1"
                ]
            ]
        }
    ],
    "lcname": "rqalpha-minsec-trade-realtime"
}
        
Elapsed time: 0.31335s