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ETF网格交易策略设计工具\n\n一个基于日线数据和专业算法的ETF网格交易策略参数设计工具，帮助投资者科学制定网格交易策略。\n\n## 🎯 功能特点\n\n- **智能分析**：基于tushare数据（或akshare接口，详见**feat_akshare**分支），分析ETF的历史价格波动特征\n- **策略设计**：根据用户设定的交易频率，自动生成最优网格参数\n- **适应性评估**：综合评估ETF对网格交易策略的适应性\n- **风险控制**：提供详细的风险评估和资金管理建议\n- **动态调整**：根据市场环境变化提供策略调整建议\n- **可视化展示**：直观展示价格区间、网格分布和预期收益\n\n## 🌟 页面展示\n\n![index](https://raw.githubusercontent.com/jorben/etf-grid-design/refs/heads/master/screenshot/etfer-index.png)\n\n## 🏗️ 技术架构\n\n### 后端\n\n- **框架**：Python + Flask\n- **数据**：tushare金融数据接口\n- **分析**：pandas + numpy 数据处理\n- **算法**：专业量化分析算法\n\n### 前端\n\n- **框架**：React + Vite\n- **UI**：Tailwind CSS 现代化设计\n- **图表**：Recharts 数据可视化\n- **图标**：Lucide React 图标库\n\n## 🚀 快速开始\n\n### 方式一：Docker部署（推荐）\n\n#### 环境要求\n\n- Docker\n- Docker Compose（可选）\n\n#### 一键部署\n\n```bash\n# 1. 克隆项目\ngit clone https://github.com/jorben/etf-grid-design.git\ncd etf-grid-design\n\n# 2. 配置环境变量\ncp deploy/.env.production .env\n# 编辑.env文件，配置TUSHARE_TOKEN\n\n# 3. 一键部署\ndocker-compose up -d\n```\n\n#### 访问应用\n\n- **Web应用**: http://localhost:5001\n- **API接口**: http://localhost:5001/api/\n- **健康检查**: http://localhost:5001/api/health\n\n### 方式二：本地开发\n\n#### 环境要求\n\n- Python 3.8+\n- Node.js 16+\n- tushare API token（没有tushare积分可以使用**feat_akshare**分支版本，TUSHARE_TOKEN随便设个值）\n\n#### 开发步骤\n\n```bash\n# 1. 克隆项目\ngit clone https://github.com/jorben/etf-grid-design.git\ncd etf-grid-design\n\n# 2. 配置环境（必须）\n复制环境变量模板并配置真实的tushare token：\ncp .env.example .env\n# 编辑.env文件，必须配置有效的TUSHARE_TOKEN\n# 获取token：https://tushare.pro/register\n\n# 3. 安装依赖\n# 安装Python依赖\nuv sync\n\n# 安装前端依赖\ncd frontend \u0026\u0026 npm install\n\n# 4. 启动服务\n# 启动后端服务（端口5001）\nuv run python backend/app.py\n\n# 启动前端服务（端口3000）\ncd frontend \u0026\u0026 npm run dev\n\n# 5. 访问应用\n# 开发环境：http://localhost:3000\n```\n\n## 📊 核心功能\n\n### 1. ETF分析\n\n- 获取ETF基本信息和最新价格\n- 分析近3个月的历史数据\n- 计算日振幅、波动率、趋势等关键指标\n\n### 2. 网格策略计算\n\n- **价格区间**：基于历史波动确定合理的网格上下边界\n- **网格数量**：根据交易频率自动计算最优网格数\n- **资金配置**：科学的仓位管理和资金分配方案\n- **收益预估**：预测网格交易的潜在收益和风险\n\n### 3. 适应性评估\n\n- **振幅评估**：判断日均振幅是否适合网格交易\n- **波动率评估**：分析价格波动水平对策略的影响\n- **流动性评估**：确保有足够的交易量支持网格策略\n- **趋势评估**：识别市场是否处于震荡状态\n\n### 4. 动态调整建议\n\n- **波动率上升**：扩大区间、减少网格、降低仓位\n- **波动率下降**：缩小区间、增加网格、提高仓位\n- **趋势市场**：调整网格中心、加强风险管理\n\n## ⚠️ 重要说明\n\n### 数据要求\n\n- **token获取**：请访问 https://tushare.pro/register 注册并获取API token\n- **数据质量**：所有分析结果基于tushare提供的真实市场数据\n\n### 风险提示\n\n1. **历史数据限制**：分析基于历史数据，不能保证未来表现\n2. **市场风险**：网格交易仍存在亏损风险，需谨慎操作\n3. **流动性风险**：确保ETF有足够的流动性支持频繁交易\n4. **参数调整**：市场环境变化时需要及时调整策略参数\n\n## 🤝 贡献指南\n\n1. Fork 项目\n2. 创建特性分支 (`git checkout -b feature/amazing-feature`)\n3. 提交更改 (`git commit -m 'Add some amazing feature'`)\n4. 推送到分支 (`git push origin feature/amazing-feature`)\n5. 创建 Pull Request\n\n## 📄 许可证\n\n本项目采用 Apache-2.0 许可证 - 查看 [LICENSE](LICENSE) 文件了解详情\n\n## 📞 联系方式\n\n- 问题反馈：请使用 GitHub Issues\n\n---\n\n**免责声明**：本工具提供的分析结果仅供参考，不构成投资建议。投资有风险，入市需谨慎。\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjorben%2Fetf-grid-design","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fjorben%2Fetf-grid-design","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjorben%2Fetf-grid-design/lists"}