{"id":1531,"date":"2024-09-24T07:59:00","date_gmt":"2024-09-23T23:59:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1531"},"modified":"2024-09-23T23:01:46","modified_gmt":"2024-09-23T15:01:46","slug":"2024-%e5%b9%b4%e9%9d%a2%e5%90%91%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e8%80%85%e7%9a%84%e5%8d%81%e5%a4%a7%e5%bc%80%e6%ba%90-python-%e5%ba%93","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/24\/2024-%e5%b9%b4%e9%9d%a2%e5%90%91%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e8%80%85%e7%9a%84%e5%8d%81%e5%a4%a7%e5%bc%80%e6%ba%90-python-%e5%ba%93\/","title":{"rendered":"2024 \u5e74\u9762\u5411\u7b97\u6cd5\u4ea4\u6613\u8005\u7684\u5341\u5927\u5f00\u6e90 Python \u5e93"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-211.png\" alt=\"\" class=\"wp-image-2203\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u672c\u6587\u4ecb\u7ecd<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">2024\u5e74\u9762\u5411\u7b97\u6cd5\u4ea4\u6613\u8005\/\u91cf\u5316\u4ea4\u6613\u8005\/\u6570\u636e\u9a71\u52a8\u4ea4\u6613\u8005\u7684\u5341\u5927Python\u5e93<\/mark>\uff0c\u6587\u4e2d\u8be6\u7ec6\u63cf\u8ff0\u4e86\u6bcf\u4e2a\u5e93\u4f18\u7f3a\u70b9\u3001\u7528\u9014\u548c\u7279\u70b9\uff0c\u540c\u65f6\u63d0\u4f9b\u4e86\u5916\u90e8\u94fe\u63a5\u4f9b\u7528\u6237\u8fdb\u4e00\u6b65\u5b66\u4e60\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h3 class=\"wp-block-heading\"><\/h3>\n\n\n\n<p>\u5982\u679c\u60a8\u5bf9\u7b97\u6cd5\/\u91cf\u5316\u4ea4\u6613\u611f\u5174\u8da3\uff0c\u90a3\u4e48\u60a8\u5f88\u53ef\u80fd\u5df2\u7ecf\u719f\u6089 Python \u548c\u76f8\u5173\u6570\u636e\u4f7f\u7528\u3002\u7531\u4e8e Python \u751f\u6001\u7cfb\u7edf\u5e9e\u5927\uff0c\u5b83\u5df2\u6210\u4e3a\u7b97\u6cd5\u4ea4\u6613\u8005\u7684\u9996\u9009\u8bed\u8a00\uff0c\u56e0\u6b64\u60a8\u5f88\u53ef\u80fd\u5bf9\u6700\u6d41\u884c\u7684\u6570\u636e\u5206\u6790\u5e93\uff08\u5982 Pandas\u3001Numpy\u3001Scikit-learn\u3001Matplotlib \u6216 Seaborn \u7b49\uff09\u6709\u6240\u4e86\u89e3\uff0c\u5982\u679c\u60a8\u8fd8\u6ca1\u6709\u7f16\u7a0b\u6280\u80fd\uff0c\u6211\u5f3a\u70c8\u5efa\u8bae\u60a8\u5148\u5f00\u59cb\u5728\u6211\u7684\u535a\u5ba2\u4e2d\u5b66\u4e60\u90a3\u4e9bAI\u8f85\u52a9\u7f16\u7a0b\u7684\u77e5\u8bc6\u3002<\/p>\n\n\n\n<p>\u73b0\u5728\uff0c\u5982\u679c\u4f60\u60f3\u6210\u4e3a\u4e00\u540d\u91cf\u5316\u4e13\u5bb6\uff0c\u5c31\u9700\u8981\u5728\u4f60\u7684 Python \u6b66\u5668\u5e93\u4e2d\u6dfb\u52a0\u4e13\u95e8\u4e3a\u91cf\u5316\u91d1\u878d\u800c\u8bbe\u8ba1\u7684\u5e93\u3002\u5728\u77ac\u606f\u4e07\u53d8\u7684\u4ea4\u6613\u4e16\u754c\u4e2d\uff0c\u4f60\u5982\u679c\u8981\u60f3\u4fdd\u6301\u9886\u5148\u5730\u4f4d\uff0c\u5c31\u5fc5\u987b\u638c\u63e1\u4e13\u4e3a\u8be5\u9886\u57df\u8bbe\u8ba1\u7684\u5de5\u5177\u3002<\/p>\n\n\n\n<p>\u63a5\u4e0b\u6765\u6211\u8981\u4ecb\u7d39\u7684\u7528\u4e8e\u7b97\u6cd5\u4ea4\u6613\u9886\u57df\u5341\u4e2a\u6d41\u884c\u7684Python\u5e93\uff0c\u5b83\u4eec\u5206\u522b\u662f\uff1a<strong>Lean Engine<\/strong>\uff08\u5f3a\u5927\u7684\u7b97\u6cd5\u4ea4\u6613\u5f15\u64ce\uff0c\u4e0eQuantConnect\u5e73\u53f0\u7d27\u5bc6\u96c6\u6210\uff09\u3001<strong>Alpaca-Py<\/strong>\uff08\u514d\u4f63\u4ea4\u6613\u5e73\u53f0Alpaca\u7684Python SDK\uff09\u3001<strong>Backtrader<\/strong>\uff08\u4e00\u4e2a\u8f7b\u91cf\u7ea7\u4e14\u7075\u6d3b\u7684\u56de\u6eaf\u6d4b\u8bd5\u5e93\uff09\u3001<strong>Zipline<\/strong>\uff08Quantopian\u5f00\u53d1\u7684\u56de\u6eaf\u6d4b\u8bd5\u5e93\uff0c\u80fd\u591f\u4e0ePandas\u65e0\u7f1d\u96c6\u6210\uff09\u3001<strong>PyAlgoTrade<\/strong>\uff08\u4e00\u4e2a\u8f7b\u91cf\u7ea7\u4e14\u6613\u4e8e\u4f7f\u7528\u7684\u56de\u6eaf\u6d4b\u8bd5\u5e93\uff09\u3001<strong>Riskfolio-Lib<\/strong>\uff08\u4e13\u6ce8\u4e8e\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u548c\u98ce\u9669\u8bc4\u4f30\u7684\u5e93\uff09\u3001<strong>TA-Lib<\/strong>\uff08\u63d0\u4f9b\u5e7f\u6cdb\u6280\u672f\u5206\u6790\u6307\u6807\u7684\u5e93\uff09\u3001<strong>QuantLib<\/strong>\uff08\u5e7f\u6cdb\u7528\u4e8e\u91d1\u878d\u5efa\u6a21\u3001\u4ea4\u6613\u548c\u98ce\u9669\u7ba1\u7406\u7684\u5e93\uff09\u3001<strong>QSTrader<\/strong>\uff08\u4e13\u4e3a\u4e13\u4e1a\u91cf\u5316\u7814\u7a76\u548c\u6218\u7565\u5f00\u53d1\u8bbe\u8ba1\u7684\u5f00\u6e90\u6846\u67b6\uff09\u3001<strong>Fastquant<\/strong>\uff08\u4e00\u4e2a\u7528\u6237\u53cb\u597d\u578b\u7684\u56de\u6eaf\u6d4b\u8bd5\u5e93\uff09\u3002<\/p>\n\n\n\n<p>\u63a5\u4e0b\u6765\u6211\u4f1a\u4e00\u4e00\u8bf4\u660e\u6bcf\u4e2a\u5e93\u7684\u7279\u70b9\u3001\u4f18\u52bf\u548c\u7f3a\u70b9\uff0c\u540c\u65f6\u63d0\u4f9b\u5916\u90e8\u94fe\u63a5\u4f9b\u7528\u6237\u8fdb\u4e00\u6b65\u5b66\u4e60\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. Lean Engine\uff08\u7cbe\u76ca\u5f15\u64ce\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-213.png\" alt=\"\" class=\"wp-image-2209\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/www.lean.io\/\">Lean Engine<\/a> <em>\uff08<a href=\"https:\/\/www.lean.io\/\">https:\/\/www.lean.io\/<\/a>\uff09<\/em><\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>Lean Engine\uff08\u7cbe\u76ca\u5f15\u64ce\uff09\u662f\u4e3a QuantConnect \u63d0\u4f9b\u52a8\u529b\u7684\u5f00\u6e90\u7b97\u6cd5\u4ea4\u6613\u5f15\u64ce\uff0cQuantConnect \u662f\u6700\u53d7\u6b22\u8fce\u7684\u5e73\u53f0\u4e4b\u4e00\uff0c\u5141\u8bb8\u7528\u6237\u5728\u591a\u4e2a\u8d44\u4ea7\u7c7b\u522b\u4e2d\u56de\u6eaf\u6d4b\u8bd5\u548c\u90e8\u7f72\u4ea4\u6613\u7b56\u7565\u3002\u8be5\u5e73\u53f0\u56e0\u5176\u7075\u6d3b\u6027\u800c\u5e7f\u53d7\u8ba4\u53ef\uff0c\u5141\u8bb8\u91cf\u5316\u5e08\u4e0e\u5404\u79cd\u6570\u636e\u6e90\u548c\u7ecf\u7eaa\u5546\u96c6\u6210\u3002\u7cbe\u76ca\u5f15\u64ce\u5e93\u7684\u8bbe\u8ba1\u76ee\u7684\u662f\u8ba9\u5e0c\u671b\u5b9e\u65bd\u590d\u6742\u4ea4\u6613\u7b56\u7565\u7684\u7814\u7a76\u4eba\u5458\u66f4\u8f7b\u677e\u5730\u5b8c\u6210\u6574\u4e2a\u8fc7\u7a0b\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>QuantConnect \u56e0\u5176\u5f3a\u5927\u7684\u57fa\u7840\u8bbe\u65bd\u3001\u793e\u533a\u9a71\u52a8\u7684\u8d44\u6e90\u4ee5\u53ca\u4ee5\u6700\u5c0f\u7684\u6469\u64e6\u4ece\u56de\u6eaf\u6d4b\u8bd5\u5230\u5b9e\u65f6\u4ea4\u6613\u7684\u80fd\u529b\u800c\u5907\u53d7\u63a8\u5d07\u3002\u7cbe\u76ca\u5f15\u64ce\u4e3a\u5927\u89c4\u6a21\u5f00\u53d1\u3001\u6d4b\u8bd5\u548c\u6267\u884c\u4ea4\u6613\u7b97\u6cd5\u63d0\u4f9b\u4e86\u53ef\u9760\u7684\u5f00\u6e90\u6846\u67b6\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u96c6\u6210\u73af\u5883\uff1aQuantConnect \u63d0\u4f9b\u4ece\u6570\u636e\u8bbf\u95ee\u5230\u7ecf\u7eaa\u5546\u96c6\u6210\u7684\u6240\u6709\u529f\u80fd\u3002<\/li>\n\n\n\n<li>\u5f00\u6e90\uff1a\u53ef\u514d\u8d39\u4f7f\u7528\uff0c\u5e76\u53ef\u5b9a\u5236\u3002<\/li>\n\n\n\n<li>\u652f\u6301\u591a\u8d44\u4ea7\uff1a\u652f\u6301\u80a1\u7968\u3001\u5916\u6c47\u3001\u671f\u6743\u548c\u52a0\u5bc6\u8d27\u5e01\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8f83\u4e3a\u590d\u6742\u7684\u8bbe\u7f6e\uff1a\u9700\u8981\u4e3a\u9ad8\u7ea7\u7528\u4f8b\u8bbe\u7f6e\u548c\u5b9a\u5236\u7cbe\u76ca\u5f15\u64ce\u9700\u8981\u82b1\u8d39\u5927\u91cf\u7cbe\u529b\u3002<\/li>\n\n\n\n<li>\u5b66\u4e60\u66f2\u7ebf\uff1a\u638c\u63e1\u5e73\u53f0\u548c\u5f15\u64ce\u90fd\u662f\u4e00\u9879\u6311\u6218\uff0c\u56e0\u4e3a\u4e0e\u7eaf Python \u76f8\u6bd4\uff0c\u4f60\u5fc5\u987b\u4e60\u60ef\u4f7f\u7528\u5e93\u81ea\u8eab\u7684\u65b9\u6cd5\u6765\u5b9a\u4e49\u7b97\u6cd5\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. Alpaca-Py \uff08\u7f8a\u9a7c-Py\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-215-1024x344.png\" alt=\"\" class=\"wp-image-2211\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/alpaca.markets\/sdks\/python\/\" target=\"_blank\" rel=\"noreferrer noopener\">Alpaca-Py<\/a> \uff08<a href=\"https:\/\/alpaca.markets\/sdks\/python\/\"><em>https:\/\/alpaca.markets\/sdks\/python\/<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>\u4e0e\u524d\u4e00\u4e2a\u5e93\u4e00\u6837\uff0cAlpaca-py \u4e5f\u4e0e\u4e00\u4e2a\u6d41\u884c\u7684\u5e73\u53f0\u76f8\u8fde\uff1aAlpacam \u662f\u4e00\u4e2a\u514d\u4f63\u91d1\u7684\u4ea4\u6613\u5e73\u53f0\uff0c\u63d0\u4f9b\u80a1\u7968\u548c\u52a0\u5bc6\u8d27\u5e01\u4ea4\u6613\u7684 API\u3002\u8be5\u5e73\u53f0\u4e13\u4e3a\u5f00\u53d1\u4eba\u5458\u8bbe\u8ba1\uff0c\u63d0\u4f9b\u76f4\u63a5\u7684 API \u6765\u8fde\u63a5\u548c\u81ea\u52a8\u6267\u884c\u4ea4\u6613\u7b56\u7565\u3002Alpaca-Py \u662f Alpaca \u7684\u5b98\u65b9 Python SDK\uff0c\u63d0\u4f9b\u4e86\u4e00\u79cd\u4e0e\u5e73\u53f0 API \u4ea4\u4e92\u7684\u7b80\u5355\u65b9\u6cd5\u3002\u8be5\u5e93\u53ef\u8ba9\u4ea4\u6613\u5458\u8f7b\u677e\u4e0b\u5355\u3001\u76d1\u63a7\u8d26\u6237\u6d3b\u52a8\u5e76\u8bbf\u95ee\u5b9e\u65f6\u5e02\u573a\u6570\u636e\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>Alpaca \u56e0\u5176\u6613\u7528\u6027\u3001\u7ecf\u6d4e\u6027\u548c\u5f3a\u5927\u7684\u5e94\u7528\u7a0b\u5e8f\u63a5\u53e3\uff08API\uff09\u800c\u6df1\u53d7\u4e2a\u4eba\u5f00\u53d1\u8005\u7684\u9752\u7750\u3002Alpaca-Py \u4e0e Alpaca \u5e73\u53f0\u7684\u6df1\u5ea6\u96c6\u6210\u4f7f\u5176\u6210\u4e3a\u6784\u5efa\u4ea4\u6613\u7b56\u7565\u7684\u53ef\u9760\u800c\u9ad8\u6548\u7684\u5de5\u5177\u3002SDK \u9488\u5bf9\u5e73\u53f0\u6027\u80fd\u8fdb\u884c\u4e86\u4f18\u5316\uff0c\u786e\u4fdd\u7528\u6237\u53ef\u4ee5\u4f7f\u7528 Alpaca \u670d\u52a1\u7684\u5168\u90e8\u529f\u80fd\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6613\u7528\u6027\uff1aAlpaca-Py \u5e93\u7b80\u5316\u4e86 API \u4ea4\u4e92\u3002<\/li>\n\n\n\n<li>\u5b9e\u65f6\u6570\u636e\uff1a\u63d0\u4f9b\u5b9e\u65f6\u5e02\u573a\u6570\u636e\u548c\u9ad8\u6548\u8ba2\u5355\u6267\u884c\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4ec5\u9650\u4e8e\u80a1\u7968\u548c\u52a0\u5bc6\u8d27\u5e01\uff1a\u4e0e\u5176\u4ed6\u652f\u6301\u66f4\u5e7f\u6cdb\u8d44\u4ea7\u7c7b\u522b\u7684\u5e73\u53f0\u76f8\u6bd4\uff0cAlpaca \u7684\u4ea7\u54c1\u66f4\u4e3a\u6709\u9650\u3002<\/li>\n\n\n\n<li>\u4f9d\u8d56\u7f51\u901f\uff1aAlpaca \u5bf9 HFT \u7684\u6709\u6548\u6027\u53d6\u51b3\u4e8e\u7f51\u901f\u548c\u5ef6\u8fdf\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. Backtrader \uff08\u53cd\u5411\u4ea4\u6613\u8005\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-216.png\" alt=\"\" class=\"wp-image-2212\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/www.backtrader.com\/\">Backtrader<\/a>  \uff08<a href=\"https:\/\/www.backtrader.com\/\"><em>https:\/\/www.backtrader.com\/<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>Backtrader \u662f\u4e00\u4e2a\u7528\u4e8e\u56de\u6eaf\u6d4b\u8bd5\u4ea4\u6613\u7b56\u7565\u7684\u5f00\u6e90 Python \u5e93\u3002\u5b83\u4ee5\u5176\u7075\u6d3b\u6027\u548c\u7b80\u6d01\u6027\u800c\u8457\u79f0\uff0c\u5141\u8bb8\u4ea4\u6613\u8005\u5728\u5386\u53f2\u6570\u636e\u4e0a\u9ad8\u6548\u5730\u6d4b\u8bd5\u4ed6\u4eec\u7684\u7b56\u7565\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>Backtrader \u5907\u53d7\u91cf\u5316\u4ea4\u6613\u8005\u7684\u9752\u7750\uff0c\u56e0\u4e3a\u5b83\u63d0\u4f9b\u4e86\u4e00\u4e2a\u5f3a\u5927\u7684\u6846\u67b6\uff0c\u53ea\u9700\u6700\u5c11\u7684\u8bbe\u7f6e\u5373\u53ef\u8fdb\u884c\u56de\u6eaf\u6d4b\u8bd5\u3002\u5b83\u652f\u6301\u591a\u79cd\u6570\u636e\u6e90\u548c\u7ecf\u7eaa\u5546\u96c6\u6210\uff0c\u662f\u7b56\u7565\u5f00\u53d1\u7684\u591a\u529f\u80fd\u5de5\u5177\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6613\u7528\u6027\uff1aBacktrader \u76f4\u89c2\u7684\u8bed\u6cd5\u4f7f\u5176\u6613\u4e8e\u5b9e\u65bd\u548c\u6d4b\u8bd5\u7b56\u7565\u3002<\/li>\n\n\n\n<li>\u7075\u6d3b\u6027\uff1a\u652f\u6301\u5404\u79cd\u6570\u636e\u6e90\u548c\u7ecf\u7eaa\u4eba\u3002<\/li>\n\n\n\n<li>\u793e\u533a\u652f\u6301\uff1a\u5f3a\u5927\u7684\u793e\u533a\u53ef\u63d0\u4f9b\u5927\u91cf\u8d44\u6e90\u548c\u8303\u4f8b\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6709\u9650\u7684\u5b9e\u65f6\u652f\u6301\uff1a\u867d\u7136 Backtrader \u975e\u5e38\u9002\u5408\u56de\u6eaf\u6d4b\u8bd5\uff0c\u4f46\u5176\u5b9e\u65f6\u4ea4\u6613\u529f\u80fd\u5e76\u4e0d\u5f3a\u5927\u3002<\/li>\n\n\n\n<li>\u53ef\u6269\u5c55\u6027\u5dee\uff1a\u5bf9\u4e8e\u6781\u9ad8\u9891\u7387\u7684\u4ea4\u6613\uff0c\u53ef\u80fd\u9700\u8981\u66f4\u4e13\u4e1a\u7684\u5f15\u64ce\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. Zipline \uff08\u6ed1\u7d22\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1727102668778.png\" alt=\"\" class=\"wp-image-2213\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/github.com\/quantopian\/zipline\">Zipline<\/a> \uff08<a href=\"https:\/\/github.com\/quantopian\/zipline\"><em>https:\/\/github.com\/quantopian\/zipline<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>Zipline \u662f Quantopian \u5f00\u53d1\u7684\u53e6\u4e00\u4e2a\u5f00\u6e90\u56de\u6eaf\u6d4b\u8bd5\u5e93\uff08\u73b0\u7531\u793e\u533a\u7ef4\u62a4\uff09\u3002\u5b83\u88ab\u5e7f\u6cdb\u7528\u4e8e\u5f00\u53d1\u548c\u6d4b\u8bd5\u4ea4\u6613\u7b97\u6cd5\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>Zipline \u4ee5\u5176\u7b80\u6d01\u7684\u8bbe\u8ba1\u548c\u76f4\u63a5\u7684\u5b9e\u65bd\u800c\u8457\u79f0\u3002\u5b83\u4e0e Pandas \u65e0\u7f1d\u96c6\u6210\uff0c\u7528\u4e8e\u6570\u636e\u5904\u7406\uff0c\u56e0\u6b64\u6210\u4e3a\u5e0c\u671b\u5728\u4ea4\u6613\u7b97\u6cd5\u4e2d\u5229\u7528 Pandas \u5e7f\u6cdb\u6570\u636e\u5904\u7406\u80fd\u529b\u7684\u7528\u6237\u7684\u9996\u9009\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e0e Pandas \u96c6\u6210\uff1a\u7b80\u5316\u4e86\u56de\u6eaf\u6d4b\u8bd5\u4e2d\u7684\u6570\u636e\u5904\u7406\u8fc7\u7a0b\u3002<\/li>\n\n\n\n<li>\u4e30\u5bcc\u7684\u6587\u6863\uff1a\u6587\u6863\u8be6\u5b9e\uff0c\u5b9e\u4f8b\u4e30\u5bcc<\/li>\n\n\n\n<li>\u771f\u5b9e\u4e16\u754c\u7684\u51c6\u786e\u6027\uff1a\u65e8\u5728\u5bc6\u5207\u6a21\u62df\u771f\u5b9e\u73af\u5883\u4e2d\u7684\u4ea4\u6613\u7b56\u7565\u884c\u4e3a\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e0d\u518d\u79ef\u6781\u5f00\u53d1\uff1a\u867d\u7136\u4ecd\u80fd\u6b63\u5e38\u8fd0\u884c\uff0c\u4f46\u7f3a\u4e4f\u79ef\u6781\u5f00\u53d1\u610f\u5473\u7740\u53ef\u80fd\u4f1a\u9519\u8fc7\u66f4\u65b0\u7684\u529f\u80fd\u548c\u4f18\u5316\u3002<\/li>\n\n\n\n<li>\u9ad8\u7ea7\u4f7f\u7528\u9700\u8981\u5b9a\u5236\uff1a\u66f4\u590d\u6742\u7684\u7b56\u7565\u53ef\u80fd\u9700\u8981\u5927\u91cf\u5b9a\u5236\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. PyAlgoTrade<\/strong> \uff08<strong>PyAlgo \u4ea4\u6613<\/strong>\uff09<\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-217.png\" alt=\"\" class=\"wp-image-2214\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/gbeced.github.io\/pyalgotrade\/\">PyAlgoTrad<\/a>e \uff08<a href=\"https:\/\/gbeced.github.io\/pyalgotrade\/\"><em>https:\/\/gbeced.github.io\/pyalgotrade\/<\/em><\/a>\uff09 <\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>PyAlgoTrade \u662f\u4e00\u4e2a Python \u5e93\uff0c\u4e13\u6ce8\u4e8e\u4ee5\u6700\u5c0f\u7684\u5f00\u9500\u5bf9\u4ea4\u6613\u7b56\u7565\u8fdb\u884c\u56de\u6d4b\u3002\u5b83\u63d0\u4f9b\u4e86\u4e00\u4e2a\u6613\u4e8e\u6269\u5c55\u7684\u8f7b\u91cf\u7ea7\u6846\u67b6\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>\u5bf9\u4e8e\u6b63\u5728\u5bfb\u627e\u7b80\u5355\u9ad8\u6548\u7684\u56de\u6eaf\u6d4b\u8bd5\u5de5\u5177\u7684\u5b66\u8005\u6765\u8bf4\uff0cPyAlgoTrade \u662f\u4e00\u4e2a\u53ef\u9760\u7684\u9009\u62e9\u3002\u5b83\u652f\u6301\u591a\u65f6\u95f4\u6846\u67b6\u3001\u4e8b\u4ef6\u9a71\u52a8\u578b\u56de\u6d4b\uff0c\u5e76\u80fd\u4e0e\u96c5\u864e\u8d22\u7ecf\u7b49\u6570\u636e\u6e90\u5f88\u597d\u5730\u96c6\u6210\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8f7b\u4fbf\uff1a\u6613\u4e8e\u8bbe\u7f6e\u548c\u5f00\u59cb\u56de\u6eaf\u6d4b\u8bd5\u3002<\/li>\n\n\n\n<li>\u7075\u6d3b\uff1a\u652f\u6301\u4e8b\u4ef6\u9a71\u52a8\u7684\u56de\u6eaf\u6d4b\u8bd5\u548c\u591a\u79cd\u65f6\u95f4\u6846\u67b6\u3002<\/li>\n\n\n\n<li>\u9002\u5408\u521d\u5b66\u8005\uff1a\u5bf9\u4e8e\u7b97\u6cd5\u4ea4\u6613\u65b0\u624b\u6765\u8bf4\u8db3\u591f\u7b80\u5355\uff0c\u4f46\u529f\u80fd\u4f9d\u7136\u5f3a\u5927\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6709\u9650\u7684\u5b9e\u65f6\u4ea4\u6613\u652f\u6301\uff1a\u4e3b\u8981\u7528\u4e8e\u56de\u6eaf\u6d4b\u8bd5\uff0c\u4e0d\u652f\u6301\u5b9e\u65f6\u4ea4\u6613\u3002<\/li>\n\n\n\n<li>\u529f\u80fd\u8f83\u5c11\uff1a\u4e0e\u66f4\u5168\u9762\u7684\u5e73\u53f0\u76f8\u6bd4\uff0cPyAlgoTrade \u53ef\u80fd\u7f3a\u4e4f\u4e00\u4e9b\u9ad8\u7ea7\u529f\u80fd\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6. Riskfolio-Lib \uff08\u98ce\u9669\u7ec4\u5408\u5e93\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-218.png\" alt=\"\" class=\"wp-image-2215\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/riskfolio-lib.readthedocs.io\/en\/latest\/\">Riskfolio-Lib <\/a>\uff08<a href=\"https:\/\/riskfolio-lib.readthedocs.io\/en\/latest\/\"><em>https:\/\/riskfolio-lib.readthedocs.io\/en\/latest\/<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>Riskfolio-Lib \u662f\u4e00\u4e2a\u7528\u4e8e\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3001\u98ce\u9669\u8bc4\u4f30\u548c\u6027\u80fd\u8bc4\u4ef7\u7684 Python \u5e93\u3002\u5b83\u4e13\u4e3a\u4e13\u6ce8\u4e8e\u4f7f\u7528\u9ad8\u7ea7\u98ce\u9669\u7ba1\u7406\u6280\u672f\u6784\u5efa\u548c\u7ba1\u7406\u6295\u8d44\u7ec4\u5408\u7684\u7ecf\u6d4e\u5b66\u5bb6\u800c\u8bbe\u8ba1\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>\u5728\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u9886\u57df\uff0cRiskfolio-Lib \u63d0\u4f9b\u4e86\u5927\u91cf\u5de5\u5177\uff0c\u53ef\u6839\u636e\u5404\u79cd\u98ce\u9669\u6536\u76ca\u76ee\u6807\u4f18\u5316\u6295\u8d44\u7ec4\u5408\u3002\u5bf9\u4e8e\u90a3\u4e9b\u5bf9\u73b0\u4ee3\u6295\u8d44\u7ec4\u5408\u7406\u8bba\u548c\u5176\u4ed6\u590d\u6742\u4f18\u5316\u6280\u672f\u611f\u5174\u8da3\u7684\u7ecf\u6d4e\u5b66\u5bb6\u6765\u8bf4\uff0c\u5b83\u5c24\u5176\u6709\u4ef7\u503c\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5168\u9762\uff1a\u4e3a\u4e00\u7cfb\u5217\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u548c\u98ce\u9669\u8bc4\u4f30\u4efb\u52a1\u63d0\u4f9b\u5de5\u5177\u3002<\/li>\n\n\n\n<li>\u53ef\u5b9a\u5236\uff1a\u53ef\u6839\u636e\u7279\u5b9a\u7684\u6295\u8d44\u7b56\u7565\u91cf\u8eab\u5b9a\u5236\u3002<\/li>\n\n\n\n<li>\u53ef\u89c6\u5316\uff1a\u5305\u62ec\u8be6\u7ec6\u7684\u53ef\u89c6\u5316\u5185\u5bb9\uff0c\u5e2e\u52a9\u4e86\u89e3\u6295\u8d44\u7ec4\u5408\u7684\u8868\u73b0\u548c\u98ce\u9669\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u590d\u6742\u6027\uff1a\u9ad8\u7ea7\u7528\u6237\u53ef\u80fd\u96be\u4ee5\u638c\u63e1\u3002<\/li>\n\n\n\n<li>\u6027\u80fd\u6709\u4e9b\u4f18\u5316\u6280\u672f\u7684\u8ba1\u7b97\u6210\u672c\u5f88\u9ad8\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>7. TA-Lib<\/strong> <strong>\uff08\u6280\u672f\u5206\u6790\u5e93\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-219.png\" alt=\"\" class=\"wp-image-2216\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/ta-lib.org\/\">TA-Lib <\/a>\uff08<a href=\"https:\/\/ta-lib.org\/\"><em>https:\/\/ta-lib.org\/<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>TA-Lib\uff08\u6280\u672f\u5206\u6790\u5e93\uff09\u662f\u4e00\u4e2a\u7528\u4e8e\u5b9e\u65bd\u91d1\u878d\u5e02\u573a\u6280\u672f\u5206\u6790\u7684\u6d41\u884c\u5e93\u3002\u5b83\u63d0\u4f9b 150 \u591a\u79cd\u6307\u6807\u548c\u5f62\u6001\uff0c\u4ece\u79fb\u52a8\u5e73\u5747\u7ebf\u5230\u9707\u8361\u6307\u6807\uff0c\u5728\u4ea4\u6613\u7b56\u7565\u4e2d\u5f97\u5230\u5e7f\u6cdb\u5e94\u7528\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>TA-Lib \u5bf9\u4e8e\u5728\u4ea4\u6613\u7b56\u7565\u4e2d\u4f9d\u8d56\u6280\u672f\u6307\u6807\u7684\u4ea4\u6613\u5458\u6765\u8bf4\u81f3\u5173\u91cd\u8981\u3002\u5b83\u5bf9\u6027\u80fd\u8fdb\u884c\u4e86\u9ad8\u5ea6\u4f18\u5316\uff0c\u5141\u8bb8\u4ea4\u6613\u8005\u5728\u5927\u578b\u6570\u636e\u96c6\u4e0a\u8ba1\u7b97\u6307\u6807\uff0c\u5e76\u5c06\u5ef6\u8fdf\u964d\u5230\u6700\u4f4e\u3002\u867d\u7136\u5b83\u4e0d\u662f\u5f00\u6e90\u7684\uff0c\u4f46\u5176\u5e7f\u6cdb\u7684\u9884\u7f6e\u6280\u672f\u6307\u6807\u548c\u4f18\u5316\u529f\u80fd\u8bc1\u660e\uff0c\u5bf9\u4e8e\u9700\u8981\u53ef\u9760\u3001\u5feb\u901f\u8ba1\u7b97\u7684\u4ea4\u6613\u5458\u6765\u8bf4\uff0c\u5176\u6210\u672c\u662f\u5408\u7406\u7684\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u591a\u79cd\u6307\u6807\uff1a150 \u591a\u79cd\u6280\u672f\u6307\u6807\u548c\u56fe\u8868\u5f62\u6001<\/li>\n\n\n\n<li>\u6027\u80fd\u7ecf\u8fc7\u9ad8\u5ea6\u4f18\u5316\uff0c\u53ef\u5b9e\u73b0\u5feb\u901f\u8ba1\u7b97\u3002<\/li>\n\n\n\n<li>\u884c\u4e1a\u6807\u51c6\uff1a\u5728\u91d1\u878d\u884c\u4e1a\u5f97\u5230\u5e7f\u6cdb\u5e94\u7528\u548c\u4fe1\u8d56\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5b9a\u5236\u6709\u9650\uff1a\u8be5\u56fe\u4e66\u9986\u867d\u7136\u529f\u80fd\u5168\u9762\uff0c\u4f46\u5728\u5b9e\u65bd\u8fc7\u7a0b\u4e2d\u7565\u663e\u50f5\u5316\u3002<\/li>\n\n\n\n<li>\u6587\u6863\uff1a\u6307\u5bfc\u6587\u6863\u53ef\u80fd\u8f83\u5c11\uff0c\u8981\u6c42\u7528\u6237\u5bf9\u6280\u672f\u5206\u6790\u6982\u5ff5\u6709\u5f88\u5f3a\u7684\u7406\u89e3\u80fd\u529b\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>8. QuantLib<\/strong> <strong>\uff08\u5b9a\u91cf\u5e93\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-220.png\" alt=\"\" class=\"wp-image-2217\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/www.quantlib.org\/\">QuantLib<\/a> \uff08<a href=\"https:\/\/www.quantlib.org\/\"><em>https:\/\/www.quantlib.org\/<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>QuantLib \u662f\u4e00\u4e2a\u7528\u4e8e\u5b9e\u9645\u751f\u6d3b\u4e2d\u5efa\u6a21\u3001\u4ea4\u6613\u548c\u98ce\u9669\u7ba1\u7406\u7684\u7efc\u5408\u5e93\u3002\u5b83\u4e3a\u884d\u751f\u5de5\u5177\u5b9a\u4ef7\u3001\u7ba1\u7406\u6295\u8d44\u7ec4\u5408\u548c\u8fdb\u884c\u98ce\u9669\u8bc4\u4f30\u63d0\u4f9b\u4e86\u5de5\u5177\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>QuantLib \u662f\u91cf\u5316\u91d1\u878d\u9886\u57df\u7814\u7a76\u4eba\u5458\u7684\u57fa\u77f3\u3002\u5b83\u4e3a\u91d1\u878d\u5efa\u6a21\u63d0\u4f9b\u4e86\u5927\u91cf\u5de5\u5177\uff0c\u662f\u5904\u7406\u884d\u751f\u54c1\u3001\u56fa\u5b9a\u6536\u76ca\u548c\u98ce\u9669\u7ba1\u7406\u7684\u4eba\u5458\u4e0d\u53ef\u6216\u7f3a\u7684\u5de5\u5177\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u529f\u80fd\u5e7f\u6cdb\uff1a\u6db5\u76d6\u591a\u79cd\u91d1\u878d\u5de5\u5177\u548c\u6a21\u578b\u3002<\/li>\n\n\n\n<li>\u884c\u4e1a\u6807\u51c6\uff1a\u5168\u7403\u91d1\u878d\u673a\u6784\u548c\u5bf9\u51b2\u57fa\u91d1\u90fd\u5728\u4f7f\u7528\u3002<\/li>\n\n\n\n<li>\u9ad8\u5ea6\u5b9a\u5236\uff1a\u53ef\u6839\u636e\u5177\u4f53\u5efa\u6a21\u9700\u6c42\u8fdb\u884c\u8c03\u6574\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u590d\u6742\u6027\uff1a\u9700\u8981\u6df1\u5165\u4e86\u89e3\u91d1\u878d\u6570\u5b66\u3002<\/li>\n\n\n\n<li>\u5b66\u4e60\u66f2\u7ebf\uff1a\u8303\u56f4\u5e7f\u3001\u590d\u6742\u5ea6\u9ad8\uff0c\u4e0d\u9002\u5408\u521d\u5b66\u8005\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>9. QSTrader \uff08QS\u4ea4\u6613\u8005\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1727102844289.png\" alt=\"\" class=\"wp-image-2218\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/github.com\/quantstart\/qstrader\">QSTrader <\/a>\uff08<a href=\"https:\/\/github.com\/quantstart\/qstrader\"><em>https:\/\/github.com\/quantstart\/qstrader<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>QSTrader \u662f\u4e00\u4e2a\u5f00\u6e90\u6846\u67b6\uff0c\u7528\u4e8e\u6784\u5efa\u548c\u56de\u6eaf\u6d4b\u8bd5\u91cf\u5316\u4ea4\u6613\u7b56\u7565\u3002\u5b83\u4e13\u4e3a\u9700\u8981\u53ef\u9760\u3001\u7075\u6d3b\u7684\u91cf\u5316\u91d1\u878d\u7814\u7a76\u5de5\u5177\u7684\u4e13\u4e1a\u4eba\u58eb\u548c\u7814\u7a76\u4eba\u5458\u8bbe\u8ba1\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>QSTrader \u5bf9\u4e8e\u5e0c\u671b\u5728\u4e0d\u53d7\u5546\u4e1a\u8f6f\u4ef6\u9650\u5236\u7684\u7a33\u5065\u73af\u5883\u4e2d\u6784\u5efa\u548c\u6d4b\u8bd5\u7b56\u7565\u7684\u7ecf\u6d4e\u5b66\u5bb6\u6765\u8bf4\u7279\u522b\u6709\u7528\u3002\u5b83\u7684\u5f00\u6e90\u7279\u6027\u5141\u8bb8\u8fdb\u884c\u5e7f\u6cdb\u7684\u5b9a\u5236\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5f00\u653e\u6e90\u4ee3\u7801\uff1a\u5b8c\u5168\u53ef\u5b9a\u5236\u548c\u6269\u5c55\u3002<\/li>\n\n\n\n<li>\u4e13\u6ce8\u4e8e\u4e13\u4e1a\u7528\u9014\uff1a\u4e13\u4e3a\u4e25\u8083\u7684\u7814\u7a76\u548c\u6218\u7565\u5236\u5b9a\u800c\u8bbe\u8ba1\u3002<\/li>\n\n\n\n<li>\u652f\u6301\u591a\u79cd\u8d44\u4ea7\uff1a\u53ef\u5904\u7406\u80a1\u7968\u3001\u671f\u8d27\u3001\u671f\u6743\u7b49\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8bbe\u7f6e\u590d\u6742\uff1a\u9700\u8981\u6295\u5165\u5927\u91cf\u65f6\u95f4\u8fdb\u884c\u8bbe\u7f6e\u548c\u914d\u7f6e\u3002<\/li>\n\n\n\n<li>\u793e\u533a\u9a71\u52a8\uff1a\u53ef\u80fd\u7f3a\u4e4f\u5546\u4e1a\u66ff\u4ee3\u54c1\u7684\u6b63\u5f0f\u652f\u6301\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>10. Fastquant \uff08\u5feb\u901f\u91cf\u5316\uff09<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-221-1024x520.png\" alt=\"\" class=\"wp-image-2219\"\/><\/figure>\n\n\n\n<p><strong>\u5730\u5740\uff1a<\/strong>&nbsp;<a href=\"https:\/\/github.com\/enzoampil\/fastquant\">Fastquant <\/a>\uff08<a href=\"https:\/\/github.com\/enzoampil\/fastquant\"><em>https:\/\/github.com\/enzoampil\/fastquant<\/em><\/a>\uff09<\/p>\n\n\n\n<p><strong>\u7b80\u4ecb\uff1a<\/strong>Fastquant \u662f\u4e00\u4e2a\u5f00\u6e90 Python \u5e93\uff0c\u4e13\u95e8\u7528\u4e8e\u8f7b\u677e\u56de\u6eaf\u6d4b\u8bd5\u4ea4\u6613\u7b56\u7565\u3002\u5b83\u7b80\u5316\u4e86\u521b\u5efa\u3001\u6d4b\u8bd5\u548c\u4f18\u5316\u4ea4\u6613\u7b56\u7565\u7684\u8fc7\u7a0b\uff0c\u4f7f\u521d\u5b66\u8005\u548c\u7ecf\u9a8c\u4e30\u5bcc\u7684\u8ba1\u7b97\u4eba\u5458\u90fd\u80fd\u4f7f\u7528\u3002<\/p>\n\n\n\n<p><strong>\u7279\u8272\uff1a<\/strong>Fastquant \u6df1\u53d7\u5927\u5bb6\u7684\u6b22\u8fce\uff0c\u56e0\u4e3a\u5b83\u63d0\u4f9b\u4e86\u4e00\u79cd\u7b80\u5316\u7684\u56de\u6eaf\u6d4b\u8bd5\u65b9\u6cd5\uff0c\u5141\u8bb8\u7528\u6237\u5feb\u901f\u8bc4\u4f30\u5176\u4ea4\u6613\u7b56\u7565\u7684\u6027\u80fd\u3002\u5b83\u7684\u7b80\u6d01\u6027\u548c\u6613\u7528\u6027\u4f7f\u5176\u6210\u4e3a\u90a3\u4e9b\u5e0c\u671b\u5feb\u901f\u8fed\u4ee3\u5176\u7b56\u7565\u800c\u53c8\u4e0d\u60f3\u88ab\u590d\u6742\u7684\u7f16\u7801\u6240\u56f0\u6270\u7684\u4eba\u7684\u4e00\u4e2a\u6709\u5438\u5f15\u529b\u7684\u9009\u62e9\u3002\u8be5\u5e93\u8fd8\u652f\u6301\u5404\u79cd\u6570\u636e\u6e90\uff0c\u56e0\u6b64\u53ef\u7528\u4e8e\u4e0d\u540c\u7c7b\u578b\u7684\u5e02\u573a\u6570\u636e\u3002<\/p>\n\n\n\n<p><strong>\u4f18\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u7528\u6237\u53cb\u597d\u578b\uff1a\u7b80\u5316\u4e86\u56de\u6eaf\u6d4b\u8bd5\u548c\u7b56\u7565\u5f00\u53d1\u8fc7\u7a0b\u3002<\/li>\n\n\n\n<li>\u5feb\u901f\u8fed\u4ee3\uff1a\u53ef\u5feb\u901f\u6d4b\u8bd5\u548c\u4f18\u5316\u7b56\u7565\u3002<\/li>\n\n\n\n<li>\u591a\u529f\u80fd\uff1a\u652f\u6301\u591a\u79cd\u6570\u636e\u6e90\uff0c\u5e76\u80fd\u4e0e\u5176\u4ed6 Python \u5e93\u5f88\u597d\u5730\u96c6\u6210\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u7f3a\u70b9\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u529f\u80fd\u6709\u9650\uff1a\u53ef\u80fd\u65e0\u6cd5\u63d0\u4f9b\u66f4\u9ad8\u7ea7\u5b9a\u91cf\u6a21\u578b\u6240\u9700\u7684\u6df1\u5ea6\u529f\u80fd\u3002<\/li>\n\n\n\n<li>\u6027\u80fd\u672a\u9488\u5bf9\u5904\u7406\u9ad8\u9891\u6570\u636e\u6216\u8d85\u5927\u6570\u636e\u96c6\u8fdb\u884c\u4f18\u5316\u3002<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u89c2\u70b9\u56de\u987e<\/strong><\/h3>\n\n\n\n<p>\u5982\u4f60\u6240\u89c1\uff0c\u6211\u7ed9\u51fa\u4e86\u5f88\u591a\u53ef\u9009\u7684\u5e93\uff0c\u8fd8\u6709\u5f88\u591a\u6709\u7528\u4f46\u6ca1\u5217\u5728\u6e05\u5355\u91cc\u7684\u5e93\uff0c\u6240\u4ee5\u6211\u7684\u5efa\u8bae\u662f\uff0c\u719f\u6089\u5bf9\u4f60\u65e5\u5e38\u5de5\u4f5c\u6709\u5e2e\u52a9\u7684\u5e93\u5c31\u884c\u3002\u8fd9\u4e9b\u5e93\u7684\u76ee\u7684\u662f\u8ba9\u4f60\u5728\u56de\u6eaf\u6d4b\u8bd5\u6216\u6267\u884c\u7b56\u7565\u65f6\u66f4\u65b9\u4fbf\uff0c\u5f53\u4f60\u5728\u521b\u5efa\u65b0\u7b56\u7565\u548c\u9047\u5230\u95ee\u9898\u65f6\u5b83\u4eec\u53ef\u4ee5\u63d0\u4f9b\u5e2e\u52a9\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u9009\u62e9\u5408\u9002\u7684Python\u5e93\u5bf9\u4e8e\u91cf\u5316\u4ea4\u6613\u8005\u6765\u8bf4\u81f3\u5173\u91cd\u8981\uff0c\u5e94\u8be5\u6839\u636e\u7b56\u7565\u9700\u6c42\u548c\u65e5\u5e38\u5de5\u4f5c\u6d41\u7a0b\u6765\u9009\u62e9\u3002<\/li>\n\n\n\n<li>\u6bcf\u4e2a\u5e93\u90fd\u6709\u5176\u72ec\u7279\u7684\u7279\u70b9\u548c\u5e94\u7528\u573a\u666f\uff0c\u5305\u62ec\u5bf9\u5b9e\u65f6\u5e02\u573a\u6570\u636e\u7684\u652f\u6301\u3001\u4e0e\u5176\u4ed6\u5e93\u7684\u96c6\u6210\u3001\u53ef\u6269\u5c55\u6027\u548c\u81ea\u5b9a\u4e49\u80fd\u529b\u3002<\/li>\n\n\n\n<li>\u5bf9\u4e8e\u521d\u5b66\u8005\u6765\u8bf4\uff0c\u9009\u62e9\u6613\u4e8e\u4e0a\u624b\u7684\u5e93\u6bd4\u5982<strong>Backtrader<\/strong>\u548c<strong>Fastquant<\/strong>\u53ef\u80fd\u66f4\u6709\u5229\u4e8e\u5feb\u901f\u5f00\u53d1\u548c\u6d4b\u8bd5\u4ea4\u6613\u7b56\u7565\u3002<\/li>\n\n\n\n<li>\u5bf9\u4e8e\u4e13\u4e1a\u4eba\u58eb\u548c\u7814\u7a76\u4eba\u5458\uff0c\u9700\u8981\u66f4\u9ad8\u7ea7\u548c\u9ad8\u5ea6\u5b9a\u5236\u7684\u5de5\u5177\uff0c\u5982<strong>Lean Engine<\/strong>\u3001<strong>QSTrader<\/strong>\u548c<strong>QuantLib<\/strong>\uff0c\u4ee5\u6ee1\u8db3\u590d\u6742\u7684\u91d1\u878d\u5efa\u6a21\u548c\u98ce\u9669\u7ba1\u7406\u9700\u6c42\u3002<\/li>\n\n\n\n<li>\u793e\u533a\u652f\u6301\u548c\u6587\u6863\u7684\u8be6\u5c3d\u7a0b\u5ea6\u5bf9\u4e8e\u5e93\u7684\u53ef\u7528\u6027\u548c\u53d7\u6b22\u8fce\u7a0b\u5ea6\u6709\u7740\u91cd\u8981\u5f71\u54cd\u3002<\/li>\n\n\n\n<li>\u91cf\u5316\u4ea4\u6613\u9886\u57df\u7684\u5e93\u4f1a\u4e0d\u65ad\u66f4\u65b0\uff0c\u91cf\u5316\u4eba\u5458\u9700\u8981\u6301\u7eed\u5b66\u4e60\u548c\u9002\u5e94\u65b0\u6280\u672f\u3002<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/24\/2024-%e5%b9%b4%e9%9d%a2%e5%90%91%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e8%80%85%e7%9a%84%e5%8d%81%e5%a4%a7%e5%bc%80%e6%ba%90-python-%e5%ba%93\/\">Continue reading<span class=\"screen-reader-text\">2024 \u5e74\u9762\u5411\u7b97\u6cd5\u4ea4\u6613\u8005\u7684\u5341\u5927\u5f00\u6e90 Python 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