中文版在这里

LittleQuant is an algorithmic trading application/framework

Status

• This project is a very naive and primitive implementation, it is still in progress
• By now the following exchanges are supported
  • Shanghai Stock Exchange
    • Stock option trading, two implementations(CTP, Kingstar)
    • Stock trading, by hacking a stockjobber's web trading client

Known issues

• Some implementations of exchange depend on the 3rd party C++/CLI wrapper of native trading API, these 3rd party wrappers are all outdated due to the update of native trading API, I'v been updated a part of each wrappers, some functionalities of these wrappers may not work correctly.

Build

• Visual Studio 2015
• Restore nuget packages
• Build the projects you need, the build artifacts are all in the target/ folder