{"repo":"nntaoli-project/goex_backtest","free":true,"listed":false,"github":"https://github.com/nntaoli-project/goex_backtest","clone":"git clone https://github.com/nntaoli-project/goex_backtest.git","description":"量化交易回测系统，模拟交易撮合","language":"Go","stars":56,"topics":["backtest","bitcoin","quant","goex-backtest","goex"],"license":"Apache-2.0","category":"trading","readme_excerpt":"goex backtest 基于orderbook数字货币回测 回测数据格式说明 深度数据格式说明 1.标准的csv格式文件，注意：不需要header 2.模版如下(注意csv不需要header列，下面只是做每一列说明): timestamp ask[n].price ask[n].amount ... ask[0].price ask[0].amount bid[0].price bid[0].amount ... bid[n].price bid[n].amount --------- ------------ ------------- --- ------------ ------------- ------------ ------------- --- ------------ ------------- 1569888000143 8000.1 0.34 ... 7800.5 1.20 8000 0.15 ... 7700.2 12.002 3. 第一列时间戳精确到 毫秒 , 卖单降序排列，买单升序排列. 4. 支持任意档数的深度回测，只需要设置对应的参数。 K线数据格式说明 timestamp high low open close vol --------- ---- --- ---- ----- --- 1583251200 8751.99 8739.94 8751.51 8741.25 35.509519","default_branch":null,"files":null,"tree":[],"storefront":"/r/nntaoli-project","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/nntaoli-project/goex_backtest/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}