├── .gitignore ├── AlgoTrading ├── Assets │ ├── Futures.py │ ├── Indexes.py │ ├── MutualFunds.py │ ├── Stocks.py │ ├── __init__.py │ └── base.py ├── Backtest │ ├── Backtest.py │ ├── SignalRunner.py │ ├── StrategyRunner.py │ └── __init__.py ├── Data │ ├── Data.py │ ├── DataProviders │ │ ├── CSVFiles.py │ │ ├── DataYes.py │ │ ├── DongXingDataCenter.py │ │ ├── HDFStore.py │ │ ├── Tushare.py │ │ ├── Wind.py │ │ ├── YaHoo.py │ │ └── __init__.py │ └── __init__.py ├── Enums │ └── __init__.py ├── Env │ ├── Settings.py │ └── __init__.py ├── Events │ ├── Event.py │ ├── FillEvent.py │ ├── MarketEvent.py │ ├── OrderEvent.py │ ├── ScheduleEvent.py │ ├── SignalEvent.py │ └── __init__.py ├── Execution │ ├── Execution.py │ ├── FilledBook.py │ ├── OrderBook.py │ └── __init__.py ├── Finance │ ├── Commission.py │ └── __init__.py ├── Portfolio │ ├── Portfolio.py │ ├── PositionsBook.py │ └── __init__.py ├── Strategy │ ├── InfoKeeper.py │ ├── Signal.py │ ├── Strategy.py │ └── __init__.py ├── Utilities │ ├── Logger.py │ ├── Parsers.py │ ├── __init__.py │ └── functions.py ├── __init__.py ├── api │ └── __init__.py ├── examples │ ├── BondFuturesStrategy.py │ ├── CatchMomentumStrategy.py │ ├── DataYesBasedStrategy.py │ ├── DongXingSampleWithContinuingContract.py │ ├── FilteredFactorsStrategy.py │ ├── IndexMomentumStrategy.py │ ├── IndexMonitoring.py │ ├── MACDRSI.py │ ├── MovingAverageCrossStrategy.py │ ├── RUHighFrequencyExample.py │ ├── SignalBasedStrategy.py │ ├── TushareBasedStrategy.py │ ├── WindBasedStrategy.py │ ├── YaHooBasedStrategy.py │ ├── __init__.py │ ├── data │ │ ├── aapl.us.csv │ │ ├── ibm.us.csv │ │ └── msft.us.csv │ └── grids │ │ ├── grid_trading_ver1.py │ │ └── grid_trading_ver2.py └── tests │ ├── Portfolio │ ├── __init__.py │ └── testPositionsBook.py │ ├── __init__.py │ ├── examples │ ├── __init__.py │ └── testSimpleStrategy.py │ └── testSuit.py ├── MANIFEST.in ├── README.rst ├── doc ├── Makefile ├── _static │ ├── logo.png │ ├── performance.png │ ├── process.png │ ├── process.vsdx │ ├── strategy.png │ └── strategy.vsdx ├── conf.py ├── index.rst ├── make.bat ├── reference │ └── refs.bib ├── scripts │ ├── MACDRSI.py │ └── savePerfData.py ├── source │ ├── assets.rst │ ├── backtest.rst │ ├── examples │ │ ├── macdrsi.rst │ │ └── toc.rst │ ├── helloworld.rst │ ├── introduction.rst │ └── strategy.rst └── sphinxext │ ├── apigen.py │ ├── docscrape.py │ ├── docscrape_sphinx.py │ ├── inheritance_diagram.py │ ├── ipython_console_highlighting.py │ └── numpydoc.py ├── notebooks ├── AlgoTrading.ipynb ├── StrategyWithFilter.ipynb └── presentation │ ├── AlgoTrading Demo.ipynb │ ├── Hello World策略.ipynb │ ├── IPython with other languages.ipynb │ ├── IPython中绘图 - 使用matplotlib、seaborn以及bokeh.ipynb │ ├── Python in Finance.ipynb │ ├── dll │ └── cdll.dll │ ├── img │ ├── IPy_header.png │ ├── anaconda_logo.png │ ├── jupyter-logo.svg │ ├── jupyter_engin_config.png │ ├── jupyter_logo.jpg │ ├── matlab_plotting.png │ ├── numpy_logo.png │ ├── pandas_logo.png │ ├── python-logo.png 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