https://github.com/yutiansut/qaaccount-rs

rewrite quantaxis in rust / backtest/ trading/
https://github.com/yutiansut/qaaccount-rs

quantaxis

Last synced: 8 days ago
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rewrite quantaxis in rust / backtest/ trading/

• Host: GitHub
• URL: https://github.com/yutiansut/qaaccount-rs
• Owner: yutiansut
• Created: 2020-01-28T08:32:51.000Z (almost 5 years ago)
• Default Branch: master
• Last Pushed: 2023-02-04T01:04:32.000Z (almost 2 years ago)
• Last Synced: 2024-10-31T15:37:57.501Z (15 days ago)
• Topics: quantaxis
• Language: Rust
• Homepage:
• Size: 1.58 MB
• Stars: 98
• Watchers: 7
• Forks: 58
• Open Issues: 7
• Metadata Files:
  • Readme: README.md

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README

        
# QUANTAXIS-RS 这是你没有见过的QUANTAXIS的全新版本

本项目已经迁移至 QUANTAXIS 主项目中  :  github.com/quantaxis/quantaxis

![Rust](https://github.com/yutiansut/quantaxis-rs/workflows/Rust/badge.svg)

## 特性

- 完整的quantaxis Account/Data/Indicator功能 支持快速的回测

- 单票分钟线2年回测在500ms

- 单指标计算在70ns

- 完整的测试工具，对于每个函数都有完整对应的测试

- 完整的benchmark工具链

## 兼容性

- 兼容python版本的QUANTAXIS回测

- 兼容基于QIFI协议的所有项目

power by yutiansut/somewheve

2020

### update MARKET_PRESET

```python

import QUANTAXIS as QA

mp = QA.QAARP.MARKET_PRESET()

for k,i in mp.table.items():

    print(f"""market_preset.insert(

            "{k}".to_string(),

            CodePreset {{

                name: "{i['name']}".to_string(),

                unit_table: {int(i['unit_table'])},

                price_tick: {float(i['price_tick'])},

                buy_frozen_coeff: {i['buy_frozen_coeff']},

                sell_frozen_coeff:{i['sell_frozen_coeff']},

                exchange: "{i['exchange']}".to_string(),

                commission_coeff_peramount: {float(i['commission_coeff_peramount'])},

                commission_coeff_pervol:{float(i['commission_coeff_pervol'])},

                commission_coeff_today_peramount: {float(i['commission_coeff_today_peramount'])},

                commission_coeff_today_pervol: {float(i['commission_coeff_today_pervol'])},

            }},

        );""")

```