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OC open quantitative platform (formerly open_ctp); use c++, python and other languages; support A shares, domestic futures CTP; use CMAKE to build cross-platform projects; realize the open platform for personal strategy writing: quantitative stock selection, CTP strategy waiting for you to realize; " The ctp interactive trading platform "" uses the cocos engine to support cross-platform (windows, IOS, Android)
This project is temporarily suspended for maintenance, please understand. Start time 2018.3 ~
#Support CMAKE build project now! ! !
#《一》Introduction
1. This platform is based on the tushare, sina, ctp interface to realize A shares and futures strategy trading platform. It is developed with c++ and python languages. It is recommended to use visualStudio/2013, g++/5 or above for compilation.
2. The platform can mount custom strategies, use real-time market/historical data, perform market playback, and simulate trading points.
3. Provide various common K-line indicators: KDJ, MACD, RSI...
4. The writing of the strategy is left to the individual, free and confidential.
5. The market display is rendered using matplotlib.
#"two" core module introduction
1. thosttrarapi.dll, thostmduserapi.dll is the official library of the last CTP, which can be updated by itself.
2.StrategyPlatform.dll is the platform library, which is responsible for dynamically loading the custom dll and realizing the platform operation of its own strategy.
3.FATrade.dll, FAQuote.dll is the secondary encapsulation of the CTP standard interface.
4.FAStrategyCore.dll is the indicator library of the platform.
5.FAPython is a package based on boost.python.
6. Other modules refer to the md description in the folder to find more surprises.
#"Important Open Source Update History"
1.2016.8 Project prototype.
2.2016.9 Complete the custom strategy platform and simple Demo test.
3.2016.10 Various indicators are added to the indicator core library.
4.2016.11 QuoteUI: Real-time market rendering program, based on third-party Chart controls.
The duplex shared memory module FASHM is introduced as the IPC for inter-process communication.
5.2016.11.15 Migrate the past CTPAndroid project to this platform as a sub-project "QuoteAndroid" of the Quotes module.
6.2016.12.6 Redis data center was released, upgrading the Mysql-based project of QuoteServer in the past to redis database.
7.2017.2 Start planning for the intertemporal statistical arbitrage model.
8.2017.3 Launched the tool for frying single king.
On 9.2017.5, the CMAKE tool was launched to build the project, reducing the project volume and making it easier for users to use their own VS compilation environment. Use 32-bit compilation when using the cmake option (if 64-bit is used, the ctp library will replace x64, please adjust it yourself).
Pro-test: vs2008, vs2010, vs2012, vs2013, vs2017 were successfully compiled. cmake official download address: https://cmake.org/download/
10. Migrate the OPEN_DATACENTER project to this project as a complete individual.
(1) The tick data is read and written by redis, and the master-slave/read-write is separated.
(2) The libevent server core supports large concurrency.
(3) The redis market multi-k cycle segmentation tool is convenient for exporting cvs, txt, etc.
- 2017.8 Launched CrossPlatform "ctp interactive trading platform", using cocos game engine to support windows, IOS, Android clients;
- In 2017.11, based on the open tushare, backTrader, etc., the python hybrid module suitable for OC was launched.
Combined with the historical OPEN_STOCK project, A shares and futures were combined in OCQuant. The FAPython module is an A-share backtesting module based on tushare market data; oc_strategy_1.py is a strategy demo written in python. FAQuoteSt and DemoTushare are packaged A-share market download module and Demo respectively, which are suitable for c++ x64 environment.
13. OCQuant has fully supported compiling and running in the linux environment. (Test environment ubuntu-16.64.3 LTS)
14. (1) 2008.01 to adjust the directory; (2) to continuously optimize the code, based on the c11/c14 standard;
#"Special Note"
1. The author's default compilation environment is win32; if compiled with win64; please replace the corresponding win64 library by ctp library, log4cplus, event, etc.; linux is not restricted;