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107 lines
2.6 KiB
107 lines
2.6 KiB
5 months ago
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Welcome to StarQuant
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==================
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<p align="left">
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<img src ="https://img.shields.io/badge/language-c%2B%2B%7Cpython-orange.svg"/>
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<img src ="https://img.shields.io/badge/c%2B%2B-%3E11-blue.svg"/>
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<img src ="https://img.shields.io/badge/python-3.7-blue.svg" />
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<img src ="https://img.shields.io/badge/platform-linux%7Cwindows-brightgreen.svg"/>
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<img src ="https://img.shields.io/badge/build-passing-green.svg" />
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<img src ="https://img.shields.io/badge/license-MIT-blue.svg"/>
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</p>
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[中文](README.md)
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**StarQuant** is light-weighted, integrated algo-backtest/trade system/platform for individual trader, it is mainly used for future trading at present, stock and other commodity will be included in future.
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## Features
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* decoupled module design, namely strategy, marketdatafeed, trade run by different processes, communicate by message queue(nanomsg), low-latency(30 -100 microsenconds);
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* event-driven based backtest system(same as vnpy), strategy bactested in python, run directly in live；support multiple data source, i.e. data can be loaded from MongoDB, CSV file; support multiple timescale data such as tick ,1min bar, 1h bar;
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* support strategy parameter optimization through multi-process or genetic algorithm;
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* marketdata record;
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* simulated trading(paper brokerage);
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* support multiple API and accounts, autoconnect/logout/reset, working in 7*24h；support self-defined instructions, such as cancel all; support local stop orders;
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* strategy can be dynamically managed, i.e. init/start/stop/edit/remove at will;
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* pyQt5 based GUI interface for monitoring and manual control；
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* risk manage, flow control;
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* realtime message notify through wechat(itchat) ...
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## Architecture
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C++ 11 based, client-server, event-driven, decoupled module design.
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## Development Environment
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Manjaro（arch，Linux 4.14)，python 3.7.2，gcc 8.2, anaconda 5.2
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**third party softwares:**
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* boost 1.69
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* nanomsg
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* log4cplus
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* yamlcpp
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* libmongoc-1.0
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* ...
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**python modules:**
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* pandas-datareader
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* psutil
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* pyyaml
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* pyqt
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* qdarkstyle
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* tushare
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* pyfolio
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* itchat
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* ...
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## How to Run
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compile files in cppsrc:
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```
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$ cd cppsrc
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$ mkdir build
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$ cd build
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$ cmake ..
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$ make
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$ cp StarQuant/apiserver.exe ../../
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```
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start apiserver and gui, strategy, recorder:
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```
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$ ./apiserver
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```
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```
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$ python gui.py
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$ python strategy.py
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$ python recorder.py
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```
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## User Guide
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To be continued
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## Demo
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## Current State
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Currently StarQuant is under test, v1.0-alpha version has been released.
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