Shulou(Shulou.com)06/02 Report--

Today, I will talk to you about the architecture design based on the python platform, which may not be well understood by many people. In order to make you understand better, the editor has summarized the following contents for you. I hope you can get something according to this article.

For quantitative strategy research, the essential step to verify whether a strategy is work is the back test, which can efficiently verify the idea and shorten the strategy development cycle. Today, there are also major mining platforms that support online backtesting, such as ricequant, jointquant, bigquant and so on. The next series will teach you to build a local backtesting platform with python.

Let's get to the point. In order to modularize the development and reduce the coupling, the backtest platform is divided into four modules, each of which has its own function:

Data acquisition module

Data analysis module

Topic strategy module

Back test result module

The architecture of the project is built according to the idea of a complete backtest strategy framework. In order to better organize the structure of the project, according to different functions, the whole framework is divided into four independent modules: data acquisition, data analysis, strategy subject and test results. In the later stage, the functions can be further increased according to the requirements in these modules.

The architecture of the entire framework is as follows:

After reading the above, do you have any further understanding of the architecture design based on the python platform? If you want to know more knowledge or related content, please follow the industry information channel, thank you for your support.

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