# GridTrader

**Repository Path**: mariospace/GridTrader

## Basic Information

- **Project Name**: GridTrader
- **Description**: A python-based experiment of `Grid Trading Strategy`.
- **Primary Language**: Python
- **License**: MIT
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 2
- **Forks**: 2
- **Created**: 2020-04-10
- **Last Updated**: 2021-07-13

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Grid Trader (2021)

A python-based quantitative trading framework. The baseline theory is (Grid Trading Strategy)[https://www.investopedia.com/terms/g/grid-trading.asp] and this is one of the executable experiments made for the trading of ETF funds. 

#### Installation
You may simply try the strategy using the following codes in python console:

```python
# prepare the environment:
git clone https://gitee.com/mariospace/GridTrader
cd GridTrader
pip install -r requirements.txt

# run the test:
python strategy.py

# change the target fund code in the "download.py"
# and execute the script:
python download.py
```



#### Features

- tushare-based latest stock market information & downloader
- performance curve provided for tracing the cumulative profits
- `return rate` here is biased as the strategy shouldn't count in the floating changes of stockes (it gains the cumulative grid revenues instead)



#### Welcome contributions

1.  Fork this repo
Click the button.

2.  Create your own branch
```
git checkout -b grid_xxx
```

3.  Modify the codes and push them
```
git add ...
git commit -m "explanation"
git push origin grid_xxx
```

4.  Creae the Pull Request
Make PRs from your end.



#### Contributer

- Mario: `wymario@163.com`

- haiguangboy: `haiguangboy@163.com`



#### TODO

- improve `download` script to support incremental downloading
- reorganize the structure of trading strategies
- fit the performance of strategy to the simulation account



**Update by 2020-04-25**