qer.io是为中国证券和期货市场量身定制的开源量化交易平台,推广Golang、Python在国内量化交易领域的应用。 Scorpio是qer.io推出的策略回测和程序化交易框架。
Install gyp
git clone https://chromium.googlesource.com/external/gyp
cd gyp
python setup.py install
Generate native IDE project files by gyp
on Linux: Ubuntu 14.04.3 LTS (GNU/Linux 3.13.0-70-generic x86_64)
$ ./gyp/gyp --depth=. QuantTrader.gyp -Dtarget_arch=x64
on windows: Windows 10 with visual studio 2013 express
$ gyp\gyp.bat --depth=. QuantTrader.gyp -Dtarget_arch=x64 -G msvs_version=2013e
Install go linux version
tar -C /usr/local -xzf go1.5.1.linux-amd64.tar.gz
Add the folloowing lines to /etc/profile:
#set Go environment
export GOPATH="/workspace/GoProject:/workspace/QuantProject/qerio.scorpio.v0.2"
export GOROOT="/usr/local/go"
export PATH=$GOROOT/bin:$PATH
git clone https://github.com/swig/swig.git
./autogen.sh
apt-get install libpcre++-dev
apt-get install byacc
apt-get install yodl
./configure
make
make install
$ git clone git://git.openssl.org/openssl.git
$ ./config
$ make
$ make test
$ make install
or
$ apt-get install libssl0.9.8 // this works
cd /workspace/QuantProject/qerio.scorpio.v0.2
./build.sh && cd src/ && ./scorpio -c