- running on china futures market and cryptocurrency market
- automatic algorithm trading system
- System requirement: based on centos 6.5 or 7 (other system have not been tested)
- IDE recommendation: I developed it by vim (using some cool plugin), i also set the neccessary config file for QT, so this can be opened on QT directly.
- Complie Tools: based on g++, using the complie tools waf, the binary file is included in the repository, path hft/backend/bin/waf, for waf, you can google it
- pre-installed software: this project used zeromq to do ipc, version 4.1.2 install.sh and setzeromq.sh will help you to install.
- complie command: in the path of yourhomepath/hft, run "make", you will get binary file in build/bin
- How to run it As a start, you can run ctpdata (after 'make', ./build/bin/ctpdata), if network is good, and time is in the trading session(9:00-11:30 13:30-3:00), you can see marketdata come out in your screen.
- ui you can find the frontend ui: https://github.com/nickhuangxinyu/Gallery/blob/master/TradingMonitor.rar you can open it in trading time, it's a monitor of spread.
- Hedged market-making strategy
- statistical arbitrage, pair trading
- Moving-Average golden death crossing strategy
- turtle strategy (on-goinig by ShengRui zhao)
Currently, the repository opened the strategy code, exchange api code, backtest code, complementary tools code.
- XinYu Huang
any questions or suggestions are welcome, please contract me with:huangxy17@fudan.edu.cn, i will list your name here to thanks for your contribution.
- ShengRui zhao: most active products getting tools on futures market, fill the detail config for all contracts.
- Jian Sun: professor of school of Economics, Fudan university. Fund-supporter and strategy idea consultant.
- Wei Sun: systems consultant.
- ui: load history