easyquant
Stock quantification framework to support market acquisition
easyquant is a Python quantitative-trading framework built on top of easytrader for execution and easyquotation for market data. Its event-driven architecture is inspired by vn.py and routes market updates into user-defined strategies. The default configuration can stream broad Sina market data at roughly one-second intervals. Alternative quotation sources can be substituted, including selected depth and fund data supported by easyquotation. Trading support includes several Chinese broker...