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再来几点建议 #6

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zfsamzfsam opened this issue Oct 31, 2017 · 2 comments
Open

再来几点建议 #6

zfsamzfsam opened this issue Oct 31, 2017 · 2 comments

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@zfsamzfsam
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zfsamzfsam commented Oct 31, 2017

a.聚焦于Feed/Broker,与backtest/Strategy等模块分离开来
将Feed的数据通过消息队列(NATS/ZeroQM/...)发送出去,再进入到backtest/Strategy模块中去
https://github.com/nats-io/node-nats

b.尽量借鉴gekko/zenbot等基于NodeJS的交易平台,并进行改造

@zhangshuiyong
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很受启发!回测系统的搭建之前没想到很好的架构 @zfsamzfsam

@zfsamzfsam
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回测系统,其实应该是最复杂的模块,谨慎为之!

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