请就开发开源市场图表和交易模拟程序发表意见 [英] Please give an opinion on developing an open source market charting and trade simulation program

问题描述

我正在开发一种量化模型，该模型可以用于希望用于对冲基金的期货期权.它是.NET上的C#，我将历史市场数据保存在MySql数据库中.尽管图表对我而言并不那么重要，但我确实偶尔需要查看带有一些简单指标的价格图表.目前，我使用的是旧版本的Metastock，但是问题是，每次我想查看一些数据时，都必须首先从数据库中提取为ASCII，然后手动将其导入Metastock.我认为可能会有一个开放源代码的图表程序，可以通过添加MySql访问例程来破解.搜索使我找到了Rudi Grobler的文章如何使用Silverlight工具包创建股票图表 [ ^ ]
但是令我惊讶的是，在这一领域几乎没有代码可用，这让我开始思考也许应该构建一些东西.我现在没有时间，也对启动一个开源项目的管理/繁文tape节一无所知，但也许我便宜又便宜.讨厌的程序可能会成为此类项目的基础-一天.

所以对我的问题.我应该使用什么平台?是要使用C#、. NET和Silverlight，还是存在我不知道的许可或其他问题?

这种系统最不寻常的要求是用户将大部分是非程序员，但是如果他们能够以自己在Tradestation上的EasyLanguage的方式编写自己的指标和回测脚本，那将是很好的.我将其视为他们将调用的对象的集合，也许使用他们自己选择的Basic或C#.隐藏非技术类型的复杂性是否很容易，但是仍然允许他们弄脏手，例如在Visual Studio Express或Mono等效语言中?

I am developing a quant model for options on futures for use on a hedge fund that I hope to start. It is C# on .NET and I keep historical market data on a MySql database. Although charting is not that important to me, I do need to occasionally look at a price chart with perhaps a few simple indicators. At present I use an old version of Metastock, but the problem is that each time I want to look at some data I first have to extract from my database to ASCII and then manually import into Metastock. I thought there might be an open source charting program which I could hack into by adding my MySql access routines. A search got me to an article by Rudi Grobler How to create stock charts using the Silverlight Toolkit[^]
but I was surprised that there is so little code available in this area, and it started me thinking that maybe I should build something. I don''t have the time now, nor do I know anything about the admin/red tape of starting an open source project, but perhaps my cheap & nasty program could form the basis of such a project - one day.

So to my question. What platform should I use? Is C#, .NET and Silverlight the way to go or are there licencing or other issues that I don''t know about?

The most unusual requirement of such a system would be that the users would mostly be non programmers, but it would be really good if they could code their own indicators and backtesting scripts the way they are able to do with EasyLanguage on Tradestation for example. I see it as a collection of objects that they would invoke, perhaps using their own choice of Basic or C#. Is it easy enough to hide the complexity for non technical types, but still allow them to get their hands dirty, say within Visual Studio Express or the Mono equivalent?

推荐答案

在您开始使用第三方库之前，没有许可问题，即使那样，大多数商业库在部署时也是免版税的.如果您不花心思，那么您当然不需要为您的项目准备商业图书馆.

我个人将为最终用户提供一种方法来指定他们自己的指标，而无需让他们编写代码来做到这一点.

最后，如果您没有时间/欲望来管理自己的发明的开源项目，为什么要问这个问题?

Until you start using 3rd party libraries, there are no licensing issues to be concerned with, and even then, most commercial libraries are royalty free for deployment purposes. If you''re not after anything fancy, you certainly don''t need commercial libraries for your project.

I would personally provide the end user with a way to specify their own indicators WITHOUT making them write code to do it.

Lastly, if you don''t have the time/desire to manage an open source project of your own invention, why are you asking a question about it?

如果您仍在寻找一个图表组件，您可以在 http://www.visiblox.com 上查看我们的产品Visiblox Charts，该产品可用于Silverlight和WPF (.网).它不是开源的，但有免费版本.

If you are still looking for a charting component you might have a look at our product Visiblox Charts at http://www.visiblox.com which is available for Silverlight and WPF (.NET). It isn''t open source but does have a free version.

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