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Scorpio -To Be The intelligent investor.

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。

How to compile

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

set Golang

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

build SWIG

	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

build libssl (need by Femas)

	$ git clone git://git.openssl.org/openssl.git
	$ ./config
	$ make
	$ make test
	$ make install

	or
	
	$ apt-get install libssl0.9.8   // this works 

Build && Run

    cd /workspace/QuantProject/qerio.scorpio.v0.2
	./build.sh && cd src/ && ./scorpio -c 

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Scorpio是qer.io推出的策略回测和程序化交易框架。

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  • Go 88.8%
  • C++ 8.7%
  • C 2.5%
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