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pyquant's Introduction

PyQuant

#介绍 本项目主要是提供一套量化分析的工具,目前的计划是:

1.编写爬虫,抓取数据(日线,分钟线,L2逐笔数据),并进行数据的清洗,存储

  选取的数据源是网易,雪球,腾讯,新浪
  
  为了降低学习成本,本项目不引入数据库,采用Pandas中的HDF5格式存储数据

2.编写获取A股代码接口,包括所有的上市公司的代码和当日可以交易的代码

3.编写基本的技术分析指标,比如MACD,ASI,BBI,量比等

4.编写证券信息的接口:财务信息,估值信息,新浪股票关注数据,雪球关注数据和股吧数据

4.编写事件驱动回测模块

5.编写程序化交易模块

6.其他待续。。。。。

#依赖库

    numpy
    pandas
    requsts
    gmsdk

点击这里你可以链接到gmsdk
gmsdk提供分钟线,从2015年1月5日开始到现在的数据,大家要先下载他们的安装包,然后使用pip 来安装,然后在他们家注册一个帐号就好了.

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