I will upload and update my quant strategies which include CTA strategy, stock strategy etc. Not only Python is the Programming language, but also MATLAB and VBA.
I use MongoDB as my developed database to store the re-structral data. The data is mainly from Wind and other free data sourse such as tushare. In the file database, There are several works I have done.
- a document(DatabaseAPI) which tell you how to use the Database API using python and how to configure.
- tool functions tell you how to extract data from wind and store data into MongoDB
- there are three kinds of data,stock, index and futures.
- there are two level of data.day level for stock and index, and bar level for future(commodity futures and index futures).