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Northstar盈富量化平台\n\n**免责声明：**  \n**本项目仅属于技术分享，不构成任何交易建议。使用者自身在交易前，需要清楚其可能面对的交易风险与相关法律规定，并为自身行为负责！**\n\n![输入图片说明](https://foruda.gitee.com/images/1681303466386742642/f1c0a30e_1676852.jpeg \"GVP.jpg\")\n\n## 产品简介\n这是一个面向程序员的专业级量化交易软件，用于期货、股票、外汇、炒币等多种交易场景，实现自动交易。\n\n已对接的网关示例：\n- CTP网关：[https://gitee.com/NorthstarQuant/northstar-gateway-ctp](https://gitee.com/NorthstarQuant/northstar-gateway-ctp)\n- 老虎网关：[https://gitee.com/NorthstarQuant/northstar-gateway-tiger](https://gitee.com/NorthstarQuant/northstar-gateway-tiger)\n- 币安网关：[https://gitee.com/NorthstarQuant/northstar-gateway-binance](https://gitee.com/NorthstarQuant/northstar-gateway-binance)\n\n**功能特性：**\n- 一站式平台，可适配对接不同的交易所；\n- 集成了Tensorflow框架，可以运行预训练模型以指导交易，提高交易成功率；  \n- 灵活多变的自动化策略框架，能实现复杂的个性化交易逻辑，如多合约价差交易，算法高频交易，CTA交易，期权期货混合交易等等；\n- 支持多账户交易，能实现跨市套利等复杂逻辑；\n- 直观易理解的API编程接口，并且提供了多种策略的编写范例，只需要掌握最基本的JAVA编程知识便可以上手编写自己的交易策略；\n- 支持高精度历史行情回放，便于操盘手进行回放训练，或用于验证策略模组；\n- 自然易操作的自动化模组管理，轻松掌握与管理自动化策略的运行状态；\n- 可实现完全自主的风控手段；\n- 私有化部署，确保策略安全；\n\n#### 用户监控台效果（监控台为用户提供一个可视化窗口，以方便进行程序的监控与管理）：\n![输入图片说明](https://www.quantit.tech/assets/screenshot/preview-feature.gif \"屏幕截图.png\")\n#### 策略可视化研发（可进行多周期叠加及自定义指标）：\n![输入图片说明](https://www.quantit.tech/assets/screenshot/preview-strategy-study.gif \"屏幕截图.png\")\n#### 策略回测：\n![输入图片说明](https://www.quantit.tech/assets/screenshot/preview-playback.gif \"屏幕截图.png\")\n\n## 适用人群\n专业量化操盘手、全栈技术爱好者、小型私募技术团队\n\n**详细文档请参考 [【官网文档】](https://www.quantit.tech/)**\n\n## 运行环境\n建议使用Linux云服务器，或者Windows系统（MAC系统不支持CTP、XTP动态库）\n\n## 程序架构\n- B/S架构\n- northstar项目为服务端（包含了web网页监控端）\n- 交互协议HTTP + websocket\n- 数据库采用H2（历史行情数据主要依赖数据服务，本地仅保存少量账户配置信息）\n- 前端监控台采用node14 + vue2.x\n- 服务端采用java21 + springboot3\n\n项目架构采用事件驱动+插件式开发\n![输入图片说明](https://foruda.gitee.com/images/1684034911905355451/683de173_1676852.png \"总体架构图\")\n\n## 技术支持\n![](https://foruda.gitee.com/images/1674909142629211020/033daa70_1676852.jpeg \"微信公众号.jpg\")\n\n## 注意事项\n- 请使用前先通读一遍 [【官网文档】](https://www.quantit.tech/)  \n- 请勿直接使用master分支的最新代码，应该使用最新的tag来作为开发基线\n- 服务器时间校正为北京时间，时间不准会影响行情接收\n- 尽量不要在开市期间重启程序，因为行情是实时接收的，重启会导致当天的K线数据会缺失\n- 编写策略逻辑时如需使用时间属性，务必使用TICK行情自带的时间戳，否则策略回测时会不准确\n- 本项目为技术分享，对交易行为并不负责\n- 使用者需要自行开发交易策略并需要一定的JAVA基础\n\n## 如何贡献代码\n本项目欢迎提PR，可先fork到自己的项目中，然后提PR。为避免PR被拒绝，建议PR之前与作者进行充分的沟通\n\n## 特别鸣谢\n[redtorch](https://github.com/sun0x00/redtorch)作者，本项目保留了小部分其源码，同时感谢redtorch作者的技术分享。  \n[klinechart](https://klinecharts.com/zh-CN)作者，提供了优秀的K线前端库，并提供了相关的技术支持。  \n[electron-egg](https://www.yuque.com/u34495/mivcfg)作者，提供了简便易于上手的桌面化生成方案，并提供了相关的技术支持。  \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdromara%2Fnorthstar","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fdromara%2Fnorthstar","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdromara%2Fnorthstar/lists"}