g***e
发帖数: 577 | 1 【 以下文字转载自 Stock 讨论区 】
发信人: geome (老网友), 信区: Stock
标 题: free back test tool in python - for quant algos
发信站: BBS 未名空间站 (Sat Mar 4 15:10:49 2017, 美东)
Hi,
Our team has made a free back test tool in below github:
https://github.com/geome-mitbbs/QTS_Research
It is simple to use yet has great flexibility:
To use:
1. System requirements: you need to have python3 + numpy + pandas + (
matplotlib,optional)
2. Download files into any folder.
3. Modify Back_Test.py and run. Currently Back_Test.py contains a moving
average trend following algo: if 10 day average > 25 day average, buy. if 10
day average < 25 day average, sell. you can either test this algo with your
own parameters ( ticker, average period etc ) or you can write your own
strategy. The strategy is simply a part of python code consists of the
functions in Quant_Indicators.py
Anyone interested in more algo research. Please private email. Thanks. | w***g
发帖数: 5958 | 2 牛！没想到古板比这里先搞起来github项目。
【在 g***e 的大作中提到】
: 【 以下文字转载自 Stock 讨论区 】
: 发信人: geome (老网友), 信区: Stock
: 标 题: free back test tool in python - for quant algos
: 发信站: BBS 未名空间站 (Sat Mar 4 15:10:49 2017, 美东)
: Hi,
: Our team has made a free back test tool in below github:
: https://github.com/geome-mitbbs/QTS_Research
: It is simple to use yet has great flexibility:
: To use:
: 1. System requirements: you need to have python3 + numpy + pandas + (
| g***e
发帖数: 577 | 3 希望有机会向机器学习大牛取经！
【在 w***g 的大作中提到】
: 牛！没想到古板比这里先搞起来github项目。
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