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simple-czsc's Introduction

Simple缠论量化工具集

简介

​ 缠论只是一个工具,请不要将它神化,发现一些客观的规律远比追求虚无缥缈的神论更有意义。

​ 本模型按照简单可控的方式实现,与原著的描述不尽相同,为了模型可推导做了一些调整,模型整体按照零参数设计,不必关注策略应该设置定什么参数,是否过度拟合等问题。

​ 缠论是一种结构化分析方法,但每个人对于缠论的理解不同,如果有计算机基础,每个人量化的缠论模型也不会完全一致,所以没必要过多纠结是否与自己的实现方式一样,学缠的人一旦纠于细节,理论化、精度化、完美化,基本也就缠进去了。从另一个角度说,缠论是一种视觉体现,是对市场阶段性顶底和交易密集区的量化展示,本模型重在交易,在保证无任何未来函数上实现了实时模型,如果仔细观察最后一个笔和线段是动态的,随着行情的变化而变化,但是确认了的构件是不会改变的,这就保证了回测的稳定性,在本模型基础上按照规则开发出的策略没有任何漂移。

​ 开源本模型,提供一种无参的量化实现,爱好者可以继续摸索,形成自己一套技术分析体系。在市场上仅仅懂得技术分析是远远不够的,但是作为散户,没有精力读研报做调研,技术分析仍是一种有效的市场解读方法。技术分析体系的建立意味着面对杂乱无章的市场,你有了自己的解读语言,可以与之对话、交流、提升,进一步可以形成一套交易策略,知道自己在自己的体系下什么情况亏什么时候赚,在概率基础上可以形成持久的可调整的交易框架。希望可以帮助各位找到自己的方法论。

上证指数

演示地址:http://simple-trade.cn:18188/ 账户:guest/1

概览图

本项目基本实现了缠论模型计算、可视化、选股、策略模板等功能,部分功能仍在开发中。

量化架构-逻辑架构

安装

pip install simple-czsc==0.1.0

策略及选股参考Demo

https://github.com/simple-trade/simple-czsc-demo

交流

WechatIMG9

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