rqalpha Download - rqalpha Source code download

rqalpha

Python

1.0.0

Download

RQAlpha

RQAlpha provides a complete set of solutions for programmatic traders from data acquisition, algorithmic trading, backtesting engine, real-time simulation, real-time trading to data analysis.

For non-commercial use only. For commercial use, please contact us: [email protected]

RQAlpha has flexible configuration methods and strong scalability. Users can easily customize their own programmatic trading system.

All strategies of RQAlpha can be backtested and simulated directly on Ricequant, and your trading signals can be pushed to you in real time via WeChat and email.

Ricequant is an open quantitative algorithmic trading community that provides free backtesting and real-time simulation environments for programmed traders, and will continuously hold quantitative competitions for real-time capital investment.

Features

Easy to use	Let you focus on strategy development and execute your strategy with a single line of commands.
Complete documentation	You can directly access the `RQAlpha documentation`_ or the Ricequant documentation to get the information you need.
active community	You can get and ask all questions about RQAlpha by visiting the Ricequant community. There are many excellent children's shoes who will answer your questions.
stable environment	A large number of algorithmic transactions are run on Ricequant every day. Whether it is RQAlpha or data, we can process and solve problems in seconds.
Flexible configuration	You can configure and run strategies in a variety of ways, and you can build a trading system that suits you with simple configuration.
Powerful scalability	Developers can extend it based on the Mod Hook interface we provide.

quick guide

Introduction to RQAlpha
Installation guide
Learn RQAlpha in 10 minutes
Strategy example

API manual

API: RQAlpha API Manual

Update record

CHANGELOG RQALPHA update record

Mod

RQAlpha provides a highly extensible Mod Hook interface, which means developers can easily connect to third-party libraries.

You can install and use the mod as follows:

 # View the currently installed Mod list and status $ rqalpha mod list # Enable Mod$ rqalpha mod enable xxx # Disable Mod$ rqalpha mod disable xxx

The following is a list of currently integrated Mods:

Mod name	illustrate
sys_accounts	Provides the implementation of order API for stocks and futures and the implementation of position model
sys_analyser	Record daily orders, transactions, investment portfolios, positions and other information, calculate risk indicators, and output analysis results in the form of csv, plot icons, etc.
sys_progress	Output the backtest progress of the current strategy on the console.
sys_risk	Conduct risk control verification on orders in advance
sys_scheduler	Provides a timer, which is a function that executes specified logic according to a specific period
sys_simulation	Provides modules such as simulation matching engine and backtest event source to provide support for backtesting and simulated trading
sys_transaction_cost	Implemented transaction tax calculation logic for stocks and futures

If you have made a Mod extension based on RQAlpha, please let us know. After approval, your Mod information and link will be added to the Mod list.

Explanation on the changes in the data bundle of version 4.x

RQAlpha has recently been updated to version 4.0.0, which adds a large number of functional improvements and experience improvements.

One point requires your extra attention: We reconstructed the format of the data bundle in version 4.0.0. The original 3.x version bundle has stopped being updated. You need to update RQAlpha to 4.x to use the optimized bundle. In addition, in order to balance your usage experience with our maintenance costs, the downloaded bundle provided in version 4.x is changed to monthly updates, but you can still use RQData to update the bundle locally with the latest data at any time . For specific operations, please view the RQAlpha documentation.

RQData data localization service

Provide professional investors with convenient and easy-to-use financial data solutions, eliminating the troubles of data sorting, cleaning and operation and maintenance, so that investment researchers and strategy developers can focus more on key aspects such as investment research and model development. Mikuang RQData financial data API can be seamlessly connected to RQAlpha. You only need to import rqdatac in the strategy to call the following data locally through the API:

Contract information	Basic contract information on China A-shares, indices, on- and off-exchange funds, futures, and on-exchange bonds
A-share basic information	Data on trading days, stock splits and dividends, trading suspensions, ST stock judgments, etc.
Market data	A-share market data from 2005 to present and real-time market data (including continuous bidding period); index snapshot market, historical weights, index valuation indicators, etc.
Fund data	Basic data, net worth data, report disclosure, position data, etc.
Futures, options and spot data	Full market options data; futures history and snapshot market data, etc.; futures main continuous contracts; futures member position rankings and warehouse receipts
Convertible bond data	Convertible bond basic contract; convertible bond stock price, size changes caused by convertible bonds, cash and other data
All financial data since the listing of A shares	Basic financial data, operations, profitability, valuation, etc.; financial reports and performance forecasts, TTM rolling financial data, etc.; supports financial data Point in Time API
Industry, sector, concept classification	Cash inflow and outflow of stock funds, turnover rate
style factor data	Style factor exposure, returns, covariance and idiosyncratic risk. (Incremental data will be updated starting at 8:30 every trading day)
macroeconomic data	Data such as deposit reserve ratio, money supply, and a large number of macro factors
E-commerce data	Three major platforms: Tmall, Taobao, and JD.com (updated daily). Note: Provided in cooperation with Super Symmetry Technology
Public opinion data	Snowball and Oriental Fortune stocks. Note: Provided in cooperation with data partners

At present, RQData has been officially launched, supporting various retrieval methods such as Python API, Matlab API and Excel plug-in. Free trial and consultation on privatized deployment are welcome.