{"id":99,"date":"2024-12-16T22:41:53","date_gmt":"2024-12-16T14:41:53","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=99"},"modified":"2024-12-17T14:17:53","modified_gmt":"2024-12-17T06:17:53","slug":"tutor1","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/tutor1\/","title":{"rendered":"\u57fa\u672c\u6982\u5ff5\u4e0e\u73af\u5883\u914d\u7f6e"},"content":{"rendered":"<blockquote><p>\n  \u6211\u662fMr.\u770b\u6d77\uff0c\u7531\u4e8e\u6211\u5f00\u53d1\u7684\u770b\u6d77\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u662f\u57fa\u4e8eminiQMT\u7684\u884c\u60c5\u548c\u4ea4\u6613\u63a5\u53e3\uff0c\u6240\u4ee5\u5728\u6b64\u6211\u5c06miniQMT\u7684\u4f7f\u7528\u6559\u7a0b\u91c7\u7528\u6848\u4f8b\u96c6\u7684\u5f62\u5f0f\u8fdb\u884c\u8bb2\u89e3\uff0c\u8be5\u624b\u518c\u4f1a\u4e0d\u65ad\u5b8c\u5584\u548c\u4e30\u5bcc\uff0c\u4e3a\u505aminiQMT\u7684\u5f00\u53d1\u7684\u670b\u53cb\u63d0\u4f9b\u4fbf\u5229\u3002<br \/>\n  \u9700\u8981\u6ce8\u610f\u7684\u662f\uff0c\u672c\u624b\u518c\u4ec5\u4f5c\u4e3a\u5b98\u65b9\u624b\u518c\u7684\u8f85\u52a9\u6559\u7a0b\uff0c\u6700\u6743\u5a01\u7684\u63a5\u53e3\u8bf7\u4ee5\u5b98\u65b9\u8bf4\u660e\u6587\u6863\u4e3a\u51c6\uff1a<br \/>\n  <strong><a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/dict.thinktrader.net\/nativeApi\/start_now.html?id=x3GDHP\" title=\"\u5b98\u65b9\u624b\u518c\u8bf7\u70b9\u51fb\u8fd9\u91cc\">\u5b98\u65b9\u624b\u518c\u8bf7\u70b9\u51fb\u8fd9\u91cc<\/a><\/strong>\n<\/p><\/blockquote>\n<hr \/>\n<h1>1.\u57fa\u672c\u6982\u5ff5\u4ecb\u7ecd<\/h1>\n<h2>1.1 miniQMT\u3001XtQuant\u548cxtdata\u7684\u5173\u7cfb<\/h2>\n<p>miniQMT\u662f\u4e00\u4e2a\u91cf\u5316\u4ea4\u6613\u7ec8\u7aef\u8f6f\u4ef6\u3002\u5b83\u4f5c\u4e3a\u672c\u5730\u670d\u52a1\u5668\u8fd0\u884c,\u8d1f\u8d23\u4e0e\u4ea4\u6613\u6240\u5efa\u7acb\u8fde\u63a5,\u63a5\u6536\u548c\u5b58\u50a8\u884c\u60c5\u6570\u636e,\u5e76\u63d0\u4f9b\u6570\u636e\u4e0b\u8f7d\u548c\u4ea4\u6613\u63a5\u53e3\u3002<\/p>\n<p>XtQuant\u662fminiQMT\u7684Python\u63a5\u53e3\u5e93,\u4f5c\u4e3aPython\u7a0b\u5e8f\u4e0eminiQMT\u4e4b\u95f4\u7684\u6865\u6881\u3002\u5b83\u901a\u8fc7TCP\u8fde\u63a5\u4e0e\u672c\u5730miniQMT\u670d\u52a1\u901a\u4fe1,\u5305\u542b\u884c\u60c5(xtdata)\u548c\u4ea4\u6613(xttrader)\u4e24\u4e2a\u4e3b\u8981\u6a21\u5757\u3002<\/p>\n<p>xtdata\u662fXtQuant\u4e2d\u4e13\u95e8\u7528\u4e8e\u83b7\u53d6\u884c\u60c5\u6570\u636e\u7684\u6a21\u5757\u3002\u5b83\u63d0\u4f9b\u4e86\u83b7\u53d6\u5404\u7c7b\u884c\u60c5\u6570\u636e\u7684API\u63a5\u53e3,\u672c\u8d28\u662f\u5411miniQMT\u53d1\u9001\u6570\u636e\u8bf7\u6c42\u5e76\u5904\u7406\u8fd4\u56de\u7ed3\u679c\u3002\u5b83\u65e2\u652f\u6301\u67e5\u8be2\u5386\u53f2\u6570\u636e,\u4e5f\u652f\u6301\u8ba2\u9605\u5b9e\u65f6\u884c\u60c5\u3002<\/p>\n<h2>1.2 xtdata\u6a21\u5757\u80fd\u5b9e\u73b0\u7684\u4e3b\u8981\u529f\u80fd<\/h2>\n<p>xtdata\u6a21\u5757\u4f5c\u4e3a\u884c\u60c5\u6570\u636e\u83b7\u53d6\u7684\u6838\u5fc3\u6a21\u5757,\u63d0\u4f9b\u4e86\u5168\u9762\u7684\u6570\u636e\u670d\u52a1\u529f\u80fd\u3002<\/p>\n<ul>\n<li>\u5728\u5386\u53f2\u6570\u636e\u65b9\u9762,\u5b83\u4e0d\u4ec5\u652f\u6301\u83b7\u53d6\u5404\u79cd\u5468\u671f(\u65e5\u7ebf\u3001\u5206\u949f\u7ebf\u3001\u5468\u7ebf\u7b49)\u7684K\u7ebf\u6570\u636e,\u8fd8\u80fd\u83b7\u53d6\u5206\u7b14\u6210\u4ea4\u7684tick\u6570\u636e,\u5e76\u4e14\u63d0\u4f9b\u4e86\u524d\u590d\u6743\u3001\u540e\u590d\u6743\u7b49\u591a\u79cd\u590d\u6743\u65b9\u5f0f\u3002<\/li>\n<li>\u5bf9\u4e8e\u5b9e\u65f6\u884c\u60c5,xtdata\u63d0\u4f9b\u4e86\u4e24\u79cd\u8ba2\u9605\u6a21\u5f0f:\u53ef\u4ee5\u9488\u5bf9\u5355\u53ea\u80a1\u7968\u8ba2\u9605\u7279\u5b9a\u5468\u671f\u7684\u6570\u636e,\u4e5f\u53ef\u4ee5\u8ba2\u9605\u5168\u5e02\u573a\u7684tick\u6570\u636e\u3002\u6b64\u5916,\u5b83\u8fd8\u652f\u6301Level2\u6df1\u5ea6\u884c\u60c5\u6570\u636e\u7684\u83b7\u53d6\uff08\u9700\u8981\u5355\u72ec\u5f00\u901a\u6743\u9650\uff09,\u4e3a\u9ad8\u9891\u4ea4\u6613\u63d0\u4f9b\u4e86\u6570\u636e\u57fa\u7840\u3002<\/li>\n<li>\u5728\u57fa\u672c\u9762\u6570\u636e\u65b9\u9762,xtdata\u63d0\u4f9b\u4e86\u5b8c\u6574\u7684\u8d22\u52a1\u6570\u636e\u67e5\u8be2\u529f\u80fd,\u5305\u62ec\u8d44\u4ea7\u8d1f\u503a\u8868\u3001\u5229\u6da6\u8868\u3001\u73b0\u91d1\u6d41\u91cf\u8868\u7b49\u8d22\u52a1\u62a5\u8868,\u4ee5\u53ca\u4e3b\u8981\u7684\u8d22\u52a1\u6307\u6807\u6570\u636e\u3002\u540c\u65f6,\u5b83\u8fd8\u63d0\u4f9b\u4e86\u80a1\u7968\u5217\u8868\u3001\u4ea4\u6613\u65e5\u5386\u3001\u9664\u6743\u9664\u606f\u7b49\u57fa\u7840\u4fe1\u606f\u7684\u67e5\u8be2\u63a5\u53e3\u3002<\/li>\n<li>\u5bf9\u4e8e\u6307\u6570\u6295\u8d44\u8005\u6765\u8bf4,xtdata\u63d0\u4f9b\u4e86\u6307\u6570\u6210\u5206\u80a1\u3001\u6210\u5206\u80a1\u6743\u91cd\u3001\u6307\u6570\u884c\u60c5\u7b49\u6570\u636e\u7684\u83b7\u53d6\u529f\u80fd\u3002\u5728\u677f\u5757\u6570\u636e\u65b9\u9762,\u652f\u6301\u67e5\u8be2\u884c\u4e1a\u5206\u7c7b\u3001\u6982\u5ff5\u677f\u5757\u3001\u5730\u57df\u677f\u5757\u7b49\u591a\u7ef4\u5ea6\u7684\u5206\u7c7b\u6570\u636e\u3002<\/li>\n<li>ETF\u57fa\u91d1\u6295\u8d44\u8005\u53ef\u4ee5\u901a\u8fc7xtdata\u83b7\u53d6ETF\u7684\u7533\u8d4e\u6e05\u5355\u3001\u6210\u5206\u80a1\u4fe1\u606f\u548c\u51c0\u503c\u6570\u636e\u3002\u5bf9\u4e8e\u671f\u8d27\u548c\u671f\u6743\u4ea4\u6613\u8005,xtdata\u4e5f\u63d0\u4f9b\u4e86\u4e3b\u529b\u5408\u7ea6\u3001\u671f\u6743\u94fe\u3001\u5546\u54c1\u671f\u6743\u7b49\u884d\u751f\u54c1\u6570\u636e\u7684\u67e5\u8be2\u529f\u80fd\u3002<\/li>\n<\/ul>\n<h1>2.\u5b89\u88c5\u4e0e\u73af\u5883\u914d\u7f6e<\/h1>\n<h2>2.1 \u542f\u52a8\u5e76\u767b\u5f55miniQMT<\/h2>\n<p>\u4ee5\u4e0a\u63d0\u5230\u7684\u6240\u6709\u529f\u80fd\uff0c\u90fd\u9700\u8981miniQMT\u7684\u8fd0\u884c\u652f\u6301\u3002miniQMT\u662f\u8fc5\u6295\u79d1\u6280\u5f00\u53d1\u7684\u91cf\u5316\u4ea4\u6613\u7ec8\u7aef\u8f6f\u4ef6\uff0c\u5728\u5f88\u591a\u5238\u5546\u90fd\u53ef\u4ee5\u5f00\u901a\u3002\u4e4b\u524d\u7684\u6587\u7ae0\u4ecb\u7ecd\u8fc7miniQMT\u7684\u5f00\u901a\u65b9\u5f0f\uff0c\u5927\u5bb6\u53ef\u4ee5\u7ffb\u9605\uff1a<a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/zhuanlan.zhihu.com\/p\/11555743285\">Mr.\u770b\u6d77\uff1a\u5982\u4f55\u8f7b\u677e\u5f00\u901aminiQMT\uff0c\u5f00\u542f\u91cf\u5316\u4ea4\u6613\u5927\u95e8<\/a><\/p>\n<h2>2.2 \u5b89\u88c5xtquant<\/h2>\n<p>xtquant\u5e93\u53ef\u4ee5\u901a\u8fc7pip\u76f4\u63a5\u5b89\u88c5\uff1a<\/p>\n<pre><code class=\"language-text line-numbers\">pip install xtquant\n<\/code><\/pre>\n<h2>2.3 \u73af\u5883\u8981\u6c42<\/h2>\n<ul>\n<li>Python\u7248\u672c: 3.7-3.11<\/li>\n<li>\u5e38\u7528\u4f9d\u8d56\u5e93: numpy, pandas<\/li>\n<li>\u64cd\u4f5c\u7cfb\u7edf: Windows (\u76ee\u524d\u4ec5\u652f\u6301Windows\u7cfb\u7edf)<\/li>\n<\/ul>\n<h1>\u5f00\u901aminiQMT<\/h1>\n<p><a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/miniqmt\/\" title=\"\u5982\u679c\u4f60\u8fd8\u6ca1\u6709\u5f00\u901aminiQMT\uff0c\u53ef\u4ee5\u70b9\u51fb\u6b64\u5904\u5f00\u901a\uff0c\u4f4e\u8d39\u7387\u3001\u4f4e\u95e8\u69db\uff0c\u6b22\u8fce\u54a8\u8be2\u3002\">\u5982\u679c\u4f60\u8fd8\u6ca1\u6709\u5f00\u901aminiQMT\uff0c\u53ef\u4ee5\u70b9\u51fb\u6b64\u5904\u5f00\u901a\uff0c\u4f4e\u8d39\u7387\u3001\u4f4e\u95e8\u69db\uff0c\u6b22\u8fce\u54a8\u8be2\u3002<\/a><\/p>\n<h1>\u5f00\u53d1\u65e5\u5fd7<\/h1>\n<p>\u6211\u6b63\u5728\u7d27\u9523\u5bc6\u9f13\u5730\u5f00\u53d1\u7cfb\u7edf\uff0c\u5b8c\u5584\u529f\u80fd\uff0c<a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/log\/\" title=\"\u70b9\u51fb\u6b64\u5904\u4e86\u89e3\u6700\u65b0\u8fdb\u5c55\u3002\">\u70b9\u51fb\u6b64\u5904\u4e86\u89e3\u6700\u65b0\u8fdb\u5c55\u3002<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6211\u662fMr.\u770b\u6d77\uff0c\u7531\u4e8e\u6211\u5f00\u53d1\u7684\u770b\u6d77\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u662f\u57fa\u4e8eminiQMT\u7684\u884c\u60c5\u548c\u4ea4\u6613\u63a5\u53e3\uff0c\u6240\u4ee5\u5728\u6b64\u6211\u5c06miniQMT\u7684 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-99","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/99","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=99"}],"version-history":[{"count":4,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/99\/revisions"}],"predecessor-version":[{"id":141,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/99\/revisions\/141"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=99"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}