Strategems.jl：Julia中的定量系统交易策略开发和回测-源码

[{"title":"（ 29 个子文件 640KB ） Strategems.jl：Julia中的定量系统交易策略开发和回测-源码","children":[{"title":"Strategems.jl-master","children":[{"title":".github","children":[{"title":"workflows","children":[{"title":"TagBot.yml <span style='color:#111;'> 204B </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"src","children":[{"title":"model","children":[{"title":"rule.jl <span style='color:#111;'> 978B </span>","children":null,"spread":false},{"title":"paramset.jl <span style='color:#111;'> 1.79KB </span>","children":null,"spread":false},{"title":"signal.jl <span style='color:#111;'> 1.35KB </span>","children":null,"spread":false},{"title":"portfolio.jl <span style='color:#111;'> 750B </span>","children":null,"spread":false},{"title":"strategy.jl <span style='color:#111;'> 2.15KB </span>","children":null,"spread":false},{"title":"order.jl <span style='color:#111;'> 868B </span>","children":null,"spread":false},{"title":"universe.jl <span style='color:#111;'> 2.36KB </span>","children":null,"spread":false},{"title":"indicator.jl <span style='color:#111;'> 990B </span>","children":null,"spread":false},{"title":"backtest.jl <span style='color:#111;'> 696B </span>","children":null,"spread":false}],"spread":true},{"title":"Strategems.jl <span style='color:#111;'> 1.23KB </span>","children":null,"spread":false},{"title":"compute","children":[{"title":"optimize.jl <span style='color:#111;'> 1.46KB </span>","children":null,"spread":false},{"title":"backtest.jl <span style='color:#111;'> 2.56KB </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"REQUIRE <span style='color:#111;'> 44B </span>","children":null,"spread":false},{"title":"Project.toml <span style='color:#111;'> 546B </span>","children":null,"spread":false},{"title":"examples","children":[{"title":"faber.jl <span style='color:#111;'> 1.61KB </span>","children":null,"spread":false},{"title":"mama_opt.png <span style='color:#111;'> 381.31KB </span>","children":null,"spread":false},{"title":"mama.jl <span style='color:#111;'> 1.28KB </span>","children":null,"spread":false}],"spread":true},{"title":".travis.yml <span style='color:#111;'> 647B </span>","children":null,"spread":false},{"title":"test","children":[{"title":"runtests.jl <span style='color:#111;'> 2.45KB </span>","children":null,"spread":false}],"spread":true},{"title":"Manifest.toml <span style='color:#111;'> 3.56KB </span>","children":null,"spread":false},{"title":"LICENSE.md <span style='color:#111;'> 1.19KB </span>","children":null,"spread":false},{"title":"README.md <span style='color:#111;'> 6.75KB </span>","children":null,"spread":false},{"title":"data","children":[{"title":"test","children":[{"title":"CME_RB1.csv <span style='color:#111;'> 193.41KB </span>","children":null,"spread":false},{"title":"CME_CL1.csv <span style='color:#111;'> 518.30KB </span>","children":null,"spread":false},{"title":".gitignore <span style='color:#111;'> 26B </span>","children":null,"spread":false}],"spread":true},{"title":".gitignore <span style='color:#111;'> 6B </span>","children":null,"spread":false}],"spread":true},{"title":"appveyor.yml <span style='color:#111;'> 1.10KB </span>","children":null,"spread":false},{"title":".gitignore <span style='color:#111;'> 47B </span>","children":null,"spread":false}],"spread":false}],"spread":true}]