Feature data proxy

Candlestick bar data of a certain trading period.

SDK general exception.

Event engine distributes event object based on its type to those handlers registered. It also generates timer event by every interval se

Acts as the core of the trading platform.

Event object consists of a type string which is used by event engine for distributing event, and a data object which contains the real da

Exchange.

Main window of the trading platform.

Abstract datafeed class for connecting to different datafeed.

Request sending to specific gateway for canceling an existing order.

Contract daily profit and loss result

Access credentials returned by iLink QR-code login.

Interval of bar data.

Log data is used for recording log messages on GUI or in log files.

Order data contains information for tracking lastest status of a specific order.

RPC remote exception

HTTP request timed out.

Class for calculating and storing average and current values Attributes ---------- val : float Current value avg : float

General cell used in tablewidgets.

Start connection of a certain gateway.

Cell used for showing date string from datetime object.

Direction of order/trade/position.

Cell used for showing enum data.

Start connection of a certain gateway.

Deep Neural Network Model Structure Used to build multi-layer perceptron network structure, supporting multiple hidden layers and differ

Offset of order/trade.

Request sending to specific gateway for creating a new order.

Order type.

Portfolio daily profit and loss result

Quote data contains information for tracking lastest status of a specific quote.

iLink reports session expired (errcode/ret == -14).

Request sending to specific gateway for subscribing tick data update.

Test RpcClient

Test RpcServer

Trade data contains information of a fill of an order. One order can have several trade fills.

WeChat binding dialog: shows status when bound, drives the scan and first-message flow when not bound.

Background worker for two-phase WeChat binding: QR-code login first, then wait for the user's first inbound message to capture user info.

Information about the trading platform.

Account data contains information about balance, frozen and available.

Monitor for account data.

Monitor which shows active order only.

101 basic factors from WorldQuant

158 basic factors from Qlib

Alpha dataset template class

Alpha Research Laboratory

Template class for machine learning algorithms

Alpha strategy template class

For: 1. time series container of bar data 2. calculating technical indicator value

Cell used for showing ask price and volume.

Alpha strategy backtesting engine

For: 1. generating 1 minute bar data from tick data 2. generating x minute bar/x hour bar data from 1 minute data Notice: 1. for

Overview of bar data stored in database.

Abstract class for app.

Any data object needs a gateway_name as source and should inherit base data.

Abstract database class for connecting to different database.

Abstract class for implementing a function engine.

Abstract gateway class for creating gateways connection to different trading systems. # How to implement a gateway: --- ## Basi

Monitor data update.

Cell used for showing bid price and volume.

Contract data contains basic information about each contract traded.

Query contract data available to trade in system.

Currency.

Cell used for showing direction data.

Provides email sending function.

Equity Long-Only Demo Strategy

Request sending to specific gateway for querying history data.

LASSO regression learning algorithm

LightGBM ensemble learning algorithm

Custom build hook for generating .mo files.

Provides log event output function.

Monitor for log data.

Multi-Layer Perceptron Model Alpha factor prediction model implemented using multi-layer perceptron, with main features including: 1. Bu

Cell used for showing msg data.

Provides order management system function.

Setting for runnning optimization.

Option type.

Monitor for order data.

Cell used for showing pnl data.

Position data is used for tracking each individual position holding.

Monitor for position data.

Product class.

Monitor for quote data.

Request sending to specific gateway for creating a new quote.

Data segment enumeration values

Order status.

Test Alpha101 Factors

Tick data contains information about: * last trade in market * orderbook snapshot * intraday market statistics.

Monitor for tick data.

Overview of tick data stored in database.