Introduction
Doing all kinds of backtests, in the end it’s all about making money with real offers. Real-time domestic securities companies mostly support ptrade and QMT. Hong Kong and US stock securities companies generally provide their own trading APIs, which can be used directly or called using a third-party framework.
Real offer frame selection
Below are some real-time frameworks, all of which support python, for your reference.
- ptrade — developed by Hang Seng Electronics, supports stocks and convertible bonds
- qmt — developed by Xintou, supporting stocks, convertible bonds, options and futures
- vnpy – an open source quantitative trading system development framework based on python
- tqsdk – an open source python library initiated by Xinyi Technology that supports real trading of multiple futures companies.
- easytrader - an unofficial product, which has higher requirements for the environment version and is easy to get into trouble. The principle is to use pywinauto to automatically obtain the value of the corresponding control on the Flush/brokerage software to simulate automated operations.
- Futu OpenAPI – the trading API provided by Futu
- tigeropen — trading api provided by tiger
- WonderTrader – a quantitative trading development framework written in c++, also supports python
- ccxt – Cryptocurrency trading lib
Conclusion & Communication
If you think there are other useful quantitative real-time frameworks, you can also give me feedback, and I will continue to update them later!
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reference
- https://github.com/rchardzhu/awesome-quant-cn
- https://github.com/vnpy/vnpy
- https://doc.shinnytech.com/tqsdk/latest/intro.html
- https://github.com/shidenggui/easytrader
- https://openapi.futunn.com/futu-api-doc/intro/intro.html
- https://quant.itiger.com/openapi/py-docs/zh-cn/docs/intro/quickstart.html
- https://github.com/wondertrader/wondertrader
- https://github.com/ccxt/ccxt