Trading Calendars What is a Trading Calendar? 什么是交易日历? A trading calendar represents the timing information of a single market exchange. The timing information is made up of two parts: sessions, and opens/closes. This is represented by the Zipline Tr…

Data Bundles A data bundle is a collection of pricing data, adjustment data, and an asset database. Bundles allow us to preload all of the data we will need to run backtests and store the data for future runs. 数据包是定价数据,调整数据和资产数据库的集合. Bundles允许我们预先加载所…

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for…

Risk and Performance Metrics 风险和性能指标 The risk and performance metrics are summarizing values calculated by Zipline when running a simulation. These metrics can be about the performance of an algorithm, like returns or cash flow, or the riskiness of a…

Zipline Beginner Tutorial Basics Zipline is an open-source algorithmic trading simulator written in Python .Zipline是一个用Python编写的开源算法交易模拟器. The source can be found at: https://github.com/quantopian/zipline 源码地址在 Some benefits include: 一些优势包括: Realisti…

下面列出了zipline主要的目录和文件结构和它的说明 ├── ci - 持续集成相关 ├── conda - 生成conda 包相关 ├── docs - 文档 │ ├── notebooks - notebook代码 │ └── source - 教程和what’s new ├── etc - 依赖配置和一些 hook shell 脚本 ├── tests - 测试代码 ├── zipline - 代码主目录 │ ├── __init__.py - 集中引入包内容 │ ├── __main_…

Zipline Beginner Tutorial Basics 基础 Zipline is an open-source algorithmic trading simulator written in Python. Zipline是开源的算法交易模拟器,使用python编写. The source can be found at: https://github.com/quantopian/zipline Some benefits include: Realistic: slippage…

什么是高频交易系统 1 交易指令完全是由电脑发送,对市场数据的响应延时在微秒级2 系统有专用的软硬件组成,研发时需要大量的计算机专家级的工作3 系统的硬件需要放在离交易所主机很近的位置,所谓co-location.并且得到专门的准入许可证,交易指令发送至交易所. 符合以上三点,就可以叫做高频交易系统(High Frequency Trading  HFT) 所谓[高频],并非一定是指成交的频率高,有些系统只是下委托单和修改.回撤委托单的频率高,真正的成交次数可能并不多,也一样高频交易系统 美国证…

As you may know from the comic \Asterix and the Chieftain's Shield", Gergovia consists of one street,and every inhabitant of the city is a wine salesman. You wonder how this economy works? Simpleenough: everyone buys wine from other inhabitants of th…

https://vjudge.net/problem/UVA-11054 As you may know from the comic “Asterix and the Chieftain’s Shield”, Gergovia consists of one street, and every inhabitant of the city is a wine salesman. You wonder how this economy works? Simple enough: everyone…