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SQuant是使用scala语言编写的量化开发工具箱,提供开箱即用的金融数据(docker镜像),以及高效的回测框架与交易模块。方便Java/Scala爱好者进行量化投资研究。 QQ群:281599099

Scala 99.87% Shell 0.13%

squant's Introduction

TODO

  1. 回测引擎设计,调研easyquant和rqalpha回测功能设计
  2. 更新wiki,介绍数据更新及使用方法

功能介绍

常用股票数据自动采集与更新

  • 股票基本信息数据
  • 股票历史逐笔数据
  • 股票和指数k线数据(5分钟、15分钟、30分钟、60分钟、日线)
  • 股票和板块资金流数据
  • 股票分类数据(行业、概念、地区)
  • 财务报表数据
  • 龙虎榜数据(开发中)

高性能回测引擎与可视化的图表分析工具

丰富的交易接口支持

快速上手

定时下载股票数据到指定目录

  1. 创建数据保存的目录

sudo mkdir /data

  1. 拉取squant的docker镜像

sudo docker pull registry.cn-hangzhou.aliyuncs.com/eryk/squant:1.1

  1. 启动squant镜像,任务会定时下载各类股票数据

sudo docker run --name squant -v /data:/data -d registry.cn-hangzhou.aliyuncs.com/eryk/squant:1.1

注意:数据更新任务配置文件点这里

  1. 手动执行下载任务
sudo docker exec -t -i **CONTAINER_ID** /bin/bash
cd /home/squant/
java -cp squant-assembly-1.1.jar:conf com.squant.cheetah.Main

squant 1.x
Usage: squant [source|test|run] [options]

  -h, --help               display this help and exit
Command: source [options]
init or download data source
  -t, --type <value>       set datasource to be downloaded,
							support: 
								all: all kind of datasource,
								basic: stock list with basic info,
								category: stock category data,
								daily: stock day bar,
								finance: Financial Statements,
								minute: stock minute bar,include 5/15/30/60 minutes,
								moneyflow: stock money flow data,
								tick: stock tick data
  --init <value>           if true,init data from source, default:false
  --start <value>          format:yyyyMMdd, set download start time
  --stop <value>           format:yyyyMMdd, set download stop time
  --clear <value>          if true,clean data dir before download, default:true
Command: test

Command: run

例如:

  1. 下载股票基本信息数据

java -cp squant-assembly-1.1.jar:conf com.squant.cheetah.Main source -t basic --init true

  1. 下载日线级别股票数据可以执行如下命令

java -cp squant-assembly-1.1.jar:conf com.squant.cheetah.Main source -t daily -init true

squant's People

Contributors

eryk avatar

Watchers

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