基于Backtrader的量化投资项目
基于centos的docker镜像
docker pull centos:7
centos安装yum
yum install -y git
yum install -y vim
yum -y install wget
在新安装的Centos中安装python3.7 解决pip和yum问题
yum install zlib-devel bzip2-devel openssl-devel ncurses-devel sqlite-devel readline-devel tk-devel gcc make
wget https://www.python.org/ftp/python/3.7.0/Python-3.7.0.tar.xz
python环境创建
tar xvf Python-3.7.0.tar.xz
mv Python-3.7.0 python3
cd python3
./configure --prefix=/usr/local/python3
make && make install
检查python3.7的编译器：
/usr/local/python3/bin/python3.7
建立Python3和pip3的软链
ln -s /usr/local/python3/bin/python3 /usr/bin/python3
并将/usr/local/python3/bin加入PATH
（1）vim /etc/profile
（2）按“I”，然后贴上下面内容：
# vim ~/.bash_profile
# .bash_profile
# Get the aliases and functions
if [ -f ~/.bashrc ]; then
. ~/.bashrc
fi
# User specific environment and startup programs
PATH=$PATH:$HOME/bin:/usr/local/python3/bin
export PATH
安装mongo4
vim /etc/yum.repos.d/mongodb-org-4.2.repo
编辑以下内容
[mongodb-enterprise]
name=MongoDB Enterprise Repository
baseurl=https://repo.mongodb.com/yum/redhat/$releasever/mongodb-enterprise/4.2/$basearch/
gpgcheck=1
enabled=1
gpgkey=https://www.mongodb.org/static/pgp/server-4.2.asc
使用yum进行安装
yum install -y mongodb-org
vim /etc/mongod.conf
systemLog:
destination: file #日志输出方式。file/syslog,如果是file，需指定path，默认是输出到标准输出流中
path: /var/log/mongodb/mongod/log #日志路径
logAppend: false #启动时，日志追加在已有日志文件内还是备份旧日志后，创建新文件记录日志, 默认false
net:
port: 27017 #监听端口，默认27017
bindIp: 127.0.0.1 #绑定监听的ip，设置为127.0.0.1时，只会监听本机
maxIncomingConnections: 65536 #最大连接数，可接受的连接数还受限于操作系统配置的最大连接数
wireObjectCheck: true #校验客户端的请求，防止错误的或无效BSON插入,多层文档嵌套的对象会有轻微性能影响,默认true
processManagement:
fork: true # 后台运行
security:
authorization: enabled # enabled/disabled #开启客户端认证
storage:
dbPath: /var/lib/mongodb # 数据库地址
journal:
enabled: true #启动journal,64位系统默认开启，32位默认关闭
启动mongo
mongod -f /etc/mongod.conf
systemctl start
安装crontab
yum install vixie-cron
yum install crontabs
service crond status
启动rsyslog&crond服务
systemctl start rsyslog
systemctl start crond
systemctl restart crond
tail -f /var/log/cron
crontab -l 查看所有定时任务
crontab -e 编辑修改定时任务
更改时区
tzselect
vim /etc/crontab
添加变量 CRON_TZ=Asia/Shanghai
cp /usr/share/zoneinfo/Asia/Shanghai /etc/localtime
service crond restart
示例
30 20 * * 1-5 python3 /home/stock/data_main.py
0 5 * * 2-6 python3 /home/stock/frm_main.py
30 7 * * 1-5 python3 /home/stock/stock_match.py
30 8 * * 1-5 python3 /home/stock/timer.py
将当前容器创建为镜像（id）
docker commit -a "ikangbow" -m "描述信心" 730661ccf053 ikangbow/myquant:1.0.1
推送到dockerhub
docker push ikangbow/myquant:1.0.1
docker运行
docker run -e TZ="Asia/Shanghai" --privileged -it -d --name myquant ikangbow/myquant:1.0.3
安装talib
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
cd ta-lib/
./configure --prefix=/usr
make && make install
cd /usr
find -name libta_lib.so.0
vim /etc/profile
export LD_LIBRARY_PATH=/usr/lib64
pip install ta-lib -U
cp /usr/lib/libta_lib.* /usr/lib64/