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.
- strategy bactested in python, run directly in live；
- marketdata subscribe and record, simulated trading；
- algo-trading in live, support multiple API and accounts, autoconnect/logout/reset, working in 7*24h；
- pyQt5 based GUI interface for monitoring and manual control；
- order , risk manage, log by log4cplus;
- strategy , marketdatafeed, trade run by different processes, communicate by message queue(nanomsg), support cpu affinity;
- realtime message notify through wechat(itchat) ...
C++ 11 based, client-server, event-driven, decoupled module design.
Manjaro（arch，Linux 4.14)，python 3.7.2，gcc 8.2, anaconda 5.2
third party softwares:
- boost 1.69
- nanomsg
- log4cplus
- yamlcpp
- libmongoc-1.0
- ...
python modules:
- pandas-datareader
- psutil
- pyyaml
- pyqt
- qdarkstyle
- tushare
- pyfolio
- itchat
- ...
compile files in cppsrc:
$ cd cppsur
$ mkdir build
$ cd build
$ cmake ..
$ make
$ cp StarQuant/sqserver ../../
start sqserver and sqgui:
$ ./sqserver
$ python sqgui.py
To be continued
Currently StarQuant is still under development, when it is finished there will be a release version. TODO:
- ...