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  • 对截止至2017年7月17日的债券违约事件进行梳理归因,并寻找宏观流动性影响因素,组成数据集。运用Lasso回归进行特征提取后,输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测,得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。

    Python Updated Mar 7, 2019
  • Maker Keeper Framework: Market maker keepers for OasisDEX, EtherDelta, 0x (RadarRelay, ERCdEX), Paradex, DDEX, IDEX, Bibox, Ethfinex, GoPax, HitBTC, TheOcean, OKEX and Gate.io.

    Python 1 GNU Affero General Public License v3.0 Updated Dec 8, 2018
  • cryptocurrency trading bot

    Python 1 Updated Jul 25, 2018
  • hf_at Public

    Forked from haifengat/hf_at

    海风AT策略平台

    C# Apache License 2.0 Updated Jan 12, 2018
  • 接入okcoin的数字货币行情,并在众安交易所做市

    Python Updated Nov 6, 2017
  • UniScan Public

    全市场扫描系统

    Updated Jan 16, 2017
  • vnpy Public

    Forked from vnpy/vnpy

    基于python的开源交易平台开发框架

    C++ MIT License Updated May 11, 2015
  • CTP_Center Public

    CTP 项目中心

    C++ 47 Updated Dec 31, 2014
  • CTP_DB Public

    Forked from dxtkdxtk/CTP_DB

    collect CTP data & store into mongodb

    C++ Updated Aug 14, 2014
  • test Public

    Updated Jan 23, 2013
  • Matlab driver for MongoDB

    MATLAB Apache License 2.0 Updated Jan 7, 2013
  • CTP Public

    Forked from fouvy/CTP

    提供CTP接口相关的文档和接口

    C# Updated Dec 4, 2012