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wyfhhh's Projects

second_kill_system icon second_kill_system

flask+redis 搭建高并发秒杀系统prototype模型,省略消息队列和sql操作,仅用redis作为库存/延迟队列的中间件

starquant icon starquant

a light-weighted, integrated trading/backtesting system/platform(综合量化交易回测系统/平台)

trading-strategy-backtest icon trading-strategy-backtest

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

use-gplearn-to-generate-cta-factor icon use-gplearn-to-generate-cta-factor

本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。

vpin icon vpin

Order flow toxicity; Volume-Synchronized Probability of Informed Trading

wtpy icon wtpy

wtpy是基于wondertrader为底层的针对python的子框架

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