Annoying me, I don't want to play backtrader, because it is just a backtesting framework, database, ordering interface and domestic can not be effectively connected, in the early days, just play and have fun. There is also learning its code writing logic. After playing through it, I don’t want to touch it at all. I feel that the backtest software is better than him now, and there are too many frameworks. Quantaxis, Nuggets, Guoxin, tb, Pyramid, MC, Yisheng Polestar, and vnpy (vn.py) [dog bites dog hair] are all very good, local, support databases, and support docking of real disks.
At the beginning, I was excited to do this, and then I did stock backtesting, multi-stock, multi-cycle, futures, and then options. Build a local database and connect with pyfolio to view the visualization. Exhausted and exhausted, I finally gave up and decided to engage in a third-party platform. Currently, I use Essen Polestar for futures, and Guoxin for options and stocks. I have to say that, in the end, it is still a reliable and easy-to-use state-owned enterprise. vnpy research half dead, suddenly told me that I might be banned (wdnmd).
After thinking about it, taking advantage of this analysis to explain the backtrader tutorial, I also review my mental journey of research and quantification in the past three years, and my feelings about the financial market.
The statement represents only my personal opinion and does not bear any legal responsibility.
What is finance, finance never creates value, but it creates price. Finance will not create a screw in this market, a bicycle. But it will create prices. When the market needs something, the elasticity of the price will exceed the market average, and the price will deviate significantly from the value. At this time, finance will sell a large number of items that may not exist yet at the high point of elasticity, at high prices. peddling, causing the elasticity to decrease and return to its normal position. Therefore, the essence of finance is the human heart .
What quantification is, I have been comprehending it for a long time, but I also suddenly realized it. In the early days , I thought that quantification was financial products (stocks, futures, options, etc.) + computer pending order transactions. Later I found out that it was wrong. If so, why study so many models? In the mid-term , the team I belonged to was the options team, researching options trading, earning delta value and theta value as a seller, writing skew, vix index, and building a bs model for price calculation. Calculate metrics. There is no transaction, how to calculate the risk, position, and strategic capacity? How to deal with a black swan? Enlightenment , positive expectations. There are many formulas for this, it can be win rate * profit and loss ratio. The sum can also be controlled by the position (win rate * profit and loss ratio * position), or sum (expected value), etc. In short, there are many ways to reach the top of the mountain.
I choose the easiest way, or the most annoying way. I don't understand quantification, so I let professional people do professional things. Mom, I have cooperated with others to establish several private equity companies, and choose different private equity and different styles of product strategies in the market to combine products through the form of product purchases. On the one hand, risks are dispersed, and on the other hand, time is not spent on strategy research and development. Use your own R&D strategy to earn tangible returns, excess returns, and relative returns. Turn to expand the scale to earn intangible benefits, normal benefits, and absolute benefits.
Now let's talk about the study of backtrader, first send some official information, recommend some good public accounts, and the big guy who studies backtrader on csdn.
http://backtrader.com.cn/docu/#1
Then I recommend a few big guys:
sweeper
Needless to say, basically the seen and unseen backtrader has his footsteps on his blog and sells his books. Damn, it's annoying enough, but it's really good to say one thing. I had to take it and bought him a book.
Quantitative Investment and Machine Learning (WeChat Public Account)
As expected of the popular science number, the general is called a fine, and he even drew a picture specially. You read his official account, if you still can't, give up the backtrader, and give up the programming. It's not something you should touch.
Coder A V (csdn)
I am looking for cases, including the solution of multiple backtests later. He is worthy of being a code farmer. It is really from the programmer's point of view. I don't say a word of nonsense, causing redundancy. I go straight to the point. What problems do you encounter? Just look for it directly, you can find the cv. I will add him to WeChat later, the big brother is very polite, I will answer your question at 11 o'clock in the evening. After earning money, I can buy a wig for my eldest brother, but it's all gone.
luoqingyong (csdn)
The backtesting framework of options, I came directly from his copy, options are really complicated, and the backtesting framework of the option strategy I am writing now is improved on his basis. He was a big help to me.