QUANTAXIS-Protocol
標(biāo)準(zhǔn)化協(xié)議QAS/未來協(xié)議QAF

• 簡(jiǎn)介 Intro
  • QUANTAXIS Standard Protocol [QAS]
  • QUANTAXIS Future Protocol [QAF]
• QAStandard-00x QUANTAXIS
  • QUANTAXIS-001 品牌
  • QUANTAXIS-002 開源協(xié)議
• QAStandard-10x 數(shù)據(jù)
  • QAStandard-101 行情數(shù)據(jù)
    • QAS-101-1 Stock
    • QAS-101-2 Future
    • QAS-101-3 Options
    • QAS-101-4 Indicator
  • QAStandard-102 文本信息數(shù)據(jù)
    • QAS-102-1 輿情
    • QAS-102-2 財(cái)務(wù)
  • QAStandard-103 爬蟲
  • QAStandard-104 自定義數(shù)據(jù)
• QAStandard-20x 市場(chǎng)
  • QAStandard-201 交易
    • QAS-201-1 交易日
    • QAS-201-2 交易量
  • QAStandard-202 撮合機(jī)制
• QAStandard-30x 用戶
  • QAStandard-301 賬戶狀態(tài)
  • QAStandard-302 賬戶策略
  • QAStandard-303 賬戶自定義模塊
• QAStandard-40x 狀態(tài)
  • QAStandard-401 狀態(tài)碼
• QAStandard-50x API
  • QAStandard-501 內(nèi)部API
    • QAS-501-1 Fetch
    • QAS-501-2 Market
    • QAS-501-3 Account
  • QAStandard-502 Http API/RESTFul

簡(jiǎn)介 Intro

QAProtocol是為了規(guī)范化和標(biāo)準(zhǔn)化QUANTAXIS的數(shù)據(jù)獲取,數(shù)據(jù)存儲(chǔ),模擬市場(chǎng)交易,以及標(biāo)準(zhǔn)化輸出而建立的協(xié)議.

QUANTAXIS Standard Protocol [QAS]

QUANTAXISStandard是目前的協(xié)議標(biāo)準(zhǔn),簡(jiǎn)稱QAS

QUANTAXIS Future Protocol [QAF]

QUANTAXISFuture 是未來即將添加的或是在測(cè)試版中的功能標(biāo)準(zhǔn),簡(jiǎn)稱QAF

QAStandard-00x QUANTAXIS

QUANTAXIS-001 品牌

QUANTAXIS的Logo需要遵循docs/logo標(biāo)準(zhǔn)下的logo,有兩種形式的logo

QUANTAXIS-002 開源協(xié)議

QUANTAXIS 基于MIT開源協(xié)議

The MIT License (MIT)

Copyright (c) 2016-2017 yutiansut/QUANTAXIS

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

被授權(quán)人有權(quán)利使用、復(fù)制、修改、合并、出版發(fā)行、散布、再授權(quán)及販?zhǔn)圮涹w及軟體的副本。

被授權(quán)人可根據(jù)程式的需要修改授權(quán)條款為適當(dāng)?shù)膬?nèi)容。

在軟件和軟件的所有副本中都必須包含版權(quán)聲明和許可聲明。

此授權(quán)條款并非屬copyleft的自由軟體授權(quán)條款，允許在自由/開放源碼軟體或非自由軟體（proprietary software）所使用。

QAStandard-10x 數(shù)據(jù)

QAStandard-101 行情數(shù)據(jù)

QAS-101-1 Stock

• Client: QUANTAXIS
• DataBase: Stock
• Collections: day,min
• BasicalName: VarietyName,DateTime,Open,High,Low,Close,Volume
• AdvanceName:

Basical指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)必須要有的字段

Advance指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)定制的字段,非必須

QAS-101-2 Future

• Client: QUANTAXIS
• DataBase: Future
• Collections: day,min,ms
• BasicalName: VarietyName,DateTime,Open,High,Low,Close,Volume
• AdvanceName:

Basical指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)必須要有的字段

Advance指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)定制的字段,非必須

QAS-101-3 Options

• Client: QUANTAXIS
• DataBase: Options
• Collections: day,min,ms
• BasicalName: VarietyName,DateTime,Open,High,Low,Close,Volume
• AdvanceName:

Basical指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)必須要有的字段

Advance指的是存入數(shù)據(jù)庫(kù)/更新數(shù)據(jù)時(shí)定制的字段,非必須

QAS-101-4 Indicator

• Client: QUANTAXIS
• DataBase: Indicator
• Collections: day,min,ms
• BasicalName:
• AdvanceName:

參考:

ADTM動(dòng)態(tài)買賣氣指標(biāo),ATR真實(shí)波幅,BBI多空指數(shù),BBIBOLL多空布林線,BIAS乖離率,BOLL布林帶,CCI順勢(shì)指標(biāo),CDP逆勢(shì)操作,DMA平均線差,DMI趨向標(biāo)準(zhǔn),DPO區(qū)間震蕩線,ENV,EXPMA指數(shù)平滑移動(dòng)平均,KDJ隨機(jī)指標(biāo),slowKD慢速kd,MA簡(jiǎn)單移動(dòng)平均,MACD指數(shù)平滑移動(dòng)平均,MIKE麥克指數(shù),MTM動(dòng)力指標(biāo),PRICEOSC價(jià)格震蕩指標(biāo),PVT量?jī)r(jià)趨勢(shì)指標(biāo),RC變化率指數(shù),ROC變動(dòng)速率,RSI相對(duì)強(qiáng)弱指標(biāo),SAR拋物轉(zhuǎn)向,SI擺動(dòng)指標(biāo),SOBV能量潮,SRMI MI修正指標(biāo),STD 標(biāo)準(zhǔn)差,TAPI 加權(quán)指數(shù)成交值,TRIX 三重指數(shù)平滑平均,VHF縱橫指標(biāo),VMA量簡(jiǎn)單移動(dòng)平均,VMACD量指數(shù)平滑移動(dòng)平均,VOSC成交量震蕩,WVAD威廉變異離散量,vol_ratio量比

QAStandard-102 文本信息數(shù)據(jù)

QAS-102-1 輿情

• Client: QUANTAXIS
• DataBase: Info
• Collections: news/opinion
• BasicalName: title,datetime,content,author,refence
• AdvanceName: comments,likenum

QAS-102-2 財(cái)務(wù)

• Client: QUANTAXIS
• DataBase: Financial
• Collections: info,balance,profit,cash

QAStandard-103 爬蟲

QAS103主要規(guī)范了爬蟲的命名標(biāo)準(zhǔn)，UserAgent設(shè)置，cookie，session等規(guī)范。

QAStandard-104 自定義數(shù)據(jù)

自定義數(shù)據(jù)需要按照分類標(biāo)準(zhǔn)引入數(shù)據(jù)庫(kù),如果是QAS101時(shí)間序列行情數(shù)據(jù),QAS102文本信息數(shù)據(jù),可以定制性的更新數(shù)據(jù)庫(kù)(使用高級(jí)字段AdvanceName)

QAStandard-20x 市場(chǎng)

QAStandard-201 交易

QAS-201-1 交易日

分市場(chǎng)的交易日存儲(chǔ),屬于行情序列,但是是分片數(shù)據(jù)[不遵循QAS101]
按時(shí)間序列存儲(chǔ)當(dāng)日交易的所有股票,期貨名稱

QAS-201-2 交易量

交易量從QAS-101的數(shù)據(jù)格式規(guī)范中獲取,此處的規(guī)范主要針對(duì)撮合機(jī)制,當(dāng)策略的請(qǐng)求交易量大于當(dāng)日真實(shí)成交量的1/8,則判斷無法成交.

QAStandard-202 撮合機(jī)制

簡(jiǎn)單的行情判斷機(jī)制是報(bào)價(jià)在[low,high]區(qū)間內(nèi),同時(shí)bid_amount小于真實(shí)交易量的1/8

QAF: 未來將加入更多的判斷機(jī)制,尤其是深度池

QAStandard-30x 用戶

QAStandard-301 賬戶狀態(tài)

QAStandard-302 賬戶策略

QAStandard-303 賬戶自定義模塊

QAStandard-40x 狀態(tài)

QAStandard-401 狀態(tài)碼

QAStandard-50x API

QAStandard-501 內(nèi)部API

QAS-501-1 Fetch

QAS501-1主要規(guī)定了數(shù)據(jù)獲取的打包規(guī)范,遵循此規(guī)范,可以進(jìn)行API二次打包

get_stock_day
get_stock_min
get_stock_tick
get_stock_info
get_stock_indicator
get_future_day
get_future_min
get_future_tick
get_future_info
get_future_day
get_options_min
get_options_tick
get_options_info


save_stock
save_future
save_options
save_all

QAS-501-2 Market

QAS-501-2 主要規(guī)定了市場(chǎng)交易的調(diào)用接口規(guī)范，包括數(shù)據(jù)返回和響應(yīng)狀態(tài)碼遵循QAS-401

QAS-501-3 Account

QAStandard-502 Http API/RESTFul