vnpy-futures-trading

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (21 total)

CSI300 Index Data Download via RQData (UC-101)

Download historical CSI300 index constituent stock data from RQData data service for use in alpha factor research and backtesting Triggers: download index constituents, RQData, CSI300 data

CSI300 Index Data Download via XTQuant (UC-102)

Download historical CSI300 index constituent stock data from XTQuant data service for use in alpha factor research Triggers: download index constituents, XTQuant, CSI300 data

CTA Strategy Backtesting Demo (UC-110)

Backtest ATR RSI trading strategy on futures contracts to evaluate performance metrics and optimize parameters