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Ky1eYang / QuantTrader

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#QuantTrader ##平台的构建包括如下作用的函数集 ####PS1:使用的一些说明请留意wiki页面和利用help函数查询注释 ####PS2:该函数组还在开发中,当完成较大部分的指标和策略后,会添加一份相应的说明来阐述每种指标和策略的适用性。

1.GetData获取相关初始数据的函数集
2.IndexModel分别用来转换数据,前者为指标化,后者为模型处理
3.Strategy为策略函数集,处理最终数据得到仓位值
4.BackTesting为回测函数集,放置策略的表现指标计算函数
5.FRA为财务报表分析函数集,放置的是对财务报表的获取以及一些比率的分析

Copyright (c) 2015, Ky1eYang All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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基于matlab的量化策略平台 展开 收起
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