OpenQuant-量化交易.DOC

OpenQuant Getting Started Guide OpenQuant入门指南 Version 3.2.2, 2011-07-31 Kevin Jameson 凯文 詹姆森 翻译：伍侃、张毅 1 Introduction引言 1 1.1 Intended Audience面向的读者 1 1.2 Goals of This Document编写目的 2 2 Installing the License File 3 3 Touring the OpenQuant IDE Interface浏览OpenQuant开发界面 4 3.1 Understanding IDE Menus了解IDE菜单 4 The File Menu文件菜单 5 3.1.2 The Edit Menu编辑菜单 6 3.1.3 The View Menu视图菜单 7 3.1.4 The Solution Menu解决方案菜单 11 3.1.5 The Data Menu数据菜单 12 3.1.6 The Tools Menu工具菜单 13 3.1.7 Using the Tools-Options Dialog to Solve Out of Memory Errors使用 “选项”对话框，解决内存溢出的错误 14 3. The Help Menu帮助菜单 15 3.2 Understanding IDE Toolbars了解IDE工具条 15 3.2.1 The File Toolbar 15 3.2.2 The Edit Toolbar编辑工具条 15 3.2.3 The Instrument Toolbar合约工具条 16 3.2.4 The Solution Toolbar解决方案工具条 16 3.2.5 The Trading Mode Toolbar交易模式工具条 17 3.2.6 The Chart Toolbar图表工具条 18 3.2.7 The Solution View Toolbar解决方案视图工具条 19 3.2.8 The Window Pane Toolbar面板工具条 19 3.3 Working with Dockable Window Panes使用可停靠 20 3.3.1 The Instrument Window Pane合约面板 22 3.3.2 The Providers Window Pane 提供商面板 24 3.3.3 The Indicators Window Pane指标面板 25 3.3.4 The Output Window Pane输出 27 3.3.5 The Provider Errors Window Pane 提供商错误面板 27 3.3.6 The Properties Window Pane 属性面板 28 3.3.7 The Solution Explorer Window Pane 解决方案资源管理器面板 29 3.4 Working with the Center IDE Window使用中央IDE窗口 31 3.4.1 The Start Page Tab开始页选项卡 32 3.4.2 The Quote Monitor Tab报价监视器选项卡 33 3.4.3 The Instrument Chart Tab合约图表选项卡 34 3.4.4 The Instrument Data Series Tab合约数据序列选项卡 36 3.5 Working with Strategy Views使用策略视图 37 3.5.1 The Strategy Bar Chart View 37 3.5.2 The Strategy Portfolio View策略投资组合视图 39 3.5.3 The Strategy Performance View策略绩效视图 40 3.5.4 The Strategy Results View策略结果视图 41 3.5.5 The Strategy Market Scanner View策略市场扫描器视图 43 4 Acquiring Market Data获取市场数据 44 4.1 Types of Market Data市场数据类型 44 4.2 Importing Market Data市场数据导入 45 4.3 Viewing a Data Series查看数据序列 47 4.4 Editing Stored Data 48 4.5 Analyzing Data with Indicators通过指标分析数据 49 5 Running a Preconfigured Trading Strategy运行预置的交易策略 51