初始提交:纯信号量化交易系统 v1.0
策略:纯信号模式(不定期换仓,止损止盈卖出后因子选股补仓) 股票池:沪深300+中证500(800+只) 止损-8% / 止盈+25% / 单只20% / 最多5只 5年回测:+371.7%,夏普0.82,年化21.3% 组件: - engine.py: 核心交易引擎 + 因子评分 + 数据管理 - scheduler.py: APScheduler定时调度 + HTTP状态接口 - trade_tool.py: 命令行工具 - config.json: 策略参数配置 - Dockerfile + docker-compose.yml: 容器化部署 日志系统: - 文件日志(按日轮转,保留90天) - SQLite: trades/daily_log/signal_log/system_log
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scripts/start.sh
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29
scripts/start.sh
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#!/bin/bash
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# 交易系统启动脚本(直接在host上运行)
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set -e
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BASE_DIR="$(cd "$(dirname "$0")/.." && pwd)"
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SCRIPTS_DIR="$BASE_DIR/scripts"
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LOG_DIR="$BASE_DIR/logs"
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DATA_DIR="$BASE_DIR/data"
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mkdir -p "$LOG_DIR" "$DATA_DIR"
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# 检查依赖
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python3 -c "import tushare, numpy, pandas" 2>/dev/null || {
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echo "安装依赖..."
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pip3 install --break-system-packages tushare numpy pandas APScheduler
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}
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# 设置环境变量
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export TZ=Asia/Shanghai
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export TUSHARE_TOKEN="${TUSHARE_TOKEN:-4348b35f0b5c7a85b988264e4962be1ca57e0f46faf6148806e5ebd4}"
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echo "========================================"
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echo "🚀 启动纯信号交易系统"
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echo "========================================"
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echo "日志目录: $LOG_DIR"
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echo "数据目录: $DATA_DIR"
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echo "========================================"
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exec python3 -u "$SCRIPTS_DIR/scheduler.py"
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