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site_name: AKQuant
site_description: High Performance Rust/Python Quantitative Framework / 高性能 Rust/Python 量化投研框架
site_author: AKQuant contributors
site_url: https://akquant.akfamily.xyz/
repo_url: https://github.com/akfamily/akquant
repo_name: akfamily/akquant
edit_uri: ""
theme:
name: material
logo: assets/akquant-icon.svg
favicon: assets/akquant-icon.svg
features:
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plugins:
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- i18n:
docs_structure: folder
languages:
- locale: zh
name: 中文
default: true
build: true
nav_translations:
Home: 首页
Getting Started: 快速入门
Installation: 安装指南
Environment Setup: 环境配置
Quick Start: 快速开始
First Strategy: 第一个策略
User Guide: 核心指南
Strategy Manual: 策略开发手册
Python Basics: Python 金融入门
Quant Basics: 量化交易新手指南
Data Guide: 数据指南
Factor Engine Guide: 因子表达式引擎指南
Visualization: 可视化与报告
Result Analysis: 回测结果与指标详解
Optimization Guide: 参数优化指南
Examples: 示例集合
Advanced Topics: 进阶专题
ML Guide: 机器学习
LLM Guide: LLM 辅助
Runtime Config Guide: 运行时配置指南
Warm Start Guide: 热启动指南
Multi-Strategy Guide: 多策略指南
Live Functional Quickstart: Live 函数式策略上手
Strategy Style Decision Guide: 策略风格决策指南
Custom Broker Registry: 自定义 Broker 注册
Custom Broker Production Checklist: 自定义 Broker 生产接入清单
Cross-Section Checklist: 横截面策略清单
Indicator Playbook: 指标组合实战手册
AKQuant Indicator Reference: AKQuant 指标全量说明
Indicator Scenario Quickref: 指标场景速查(四象限)
Stream Observability: 流式可观测性
Multi-Timeframe Feed API: 多时间框架 Feed API
Data Feed Adapter Spec: 数据适配层规范
Broker Capability Matrix: Broker 能力矩阵
Analyzer Plugin Spec: Analyzer 插件规范
Capability Boost Plan: 能力补强路线图
Timezone Handling: 时区处理
Testing Guide: 测试指南
API Reference: API 参考
Architecture & Internals: 架构与原理
Architecture: 系统架构
Internals: 内部设计
Textbook: 量化教材
Introduction: 课程简介
Foundations: 第一部分:基础篇
The Engine: 第二部分:引擎篇
Strategies: 第三部分:策略篇
Advanced: 第四部分:高阶篇
Live Trading: 第五部分:实盘篇
01_Overview & Setup: 第1章:量化投资概述与环境搭建
02_Programming Guide: 第2章:编程生存指南 (Programming Survival Guide)
03_Data Acquisition: 第3章:金融数据获取与处理
04_Backtest Engine: 第4章:事件驱动回测原理 (Event-Driven Architecture)
05_Strategy & Order: 第5章:策略开发实战 (Strategy Implementation)
06_Stock A-Share: 第6章:A 股市场微观结构与策略实战
07_Futures: 第7章:期货市场与衍生品策略
08_Options & Derivatives: 第8章:期权定价与波动率策略
09_Funds & Asset Allocation: 第9章:基金投资与资产配置理论
10_Evaluation Metrics: 第10章:策略评价体系与风险指标
11_Optimization: 第11章:参数优化与稳健性检验
12_Machine Learning: 第12章:机器学习在量化中的应用 (Machine Learning)
13_Visualization: 第13章:策略可视化与报表分析
14_Factor Expression: 第14章:高性能因子挖掘与表达式引擎
15_Live Trading: 第15章:实盘交易系统与运维
16_Indicator System: 第16章:AKQuant 指标全景与工程化使用
- locale: en
name: English
build: true
nav_translations:
Home: Home
Getting Started: Getting Started
Installation: Installation
Environment Setup: Environment Setup
Quick Start: Quick Start
First Strategy: First Strategy
User Guide: User Guide
Strategy Manual: Strategy Manual
Python Basics: Python Basics
Data Guide: Data Guide
Factor Engine Guide: Factor Engine Guide
Visualization: Visualization
Result Analysis: Result Analysis
Optimization Guide: Optimization Guide
Examples: Examples
Advanced Topics: Advanced Topics
ML Guide: ML Guide
LLM Guide: LLM Guide
Runtime Config Guide: Runtime Config Guide
Warm Start Guide: Warm Start Guide
Multi-Strategy Guide: Multi-Strategy Guide
Live Functional Quickstart: Live Functional Quickstart
Strategy Style Decision Guide: Strategy Style Decision Guide
Custom Broker Registry: Custom Broker Registry
Custom Broker Production Checklist: Custom Broker Production Checklist
Cross-Section Checklist: Cross-Section Checklist
Indicator Playbook: Indicator Playbook
AKQuant Indicator Reference: AKQuant Indicator Reference
Indicator Scenario Quickref: Indicator Scenario Quickref
Stream Observability: Stream Observability
Multi-Timeframe Feed API: Multi-Timeframe Feed API
Data Feed Adapter Spec: Data Feed Adapter Spec
Broker Capability Matrix: Broker Capability Matrix
Analyzer Plugin Spec: Analyzer Plugin Spec
Capability Boost Plan: Capability Boost Plan
Timezone Handling: Timezone Handling
Testing Guide: Testing Guide
API Reference: API Reference
Architecture & Internals: Architecture & Internals
Architecture: Architecture
Internals: Internals
Textbook: Textbook
Introduction: Introduction
Foundations: Part 1 - Foundations
The Engine: Part 2 - The Engine
Strategies: Part 3 - Strategies
Advanced: Part 4 - Advanced
Live Trading: Part 5 - Live Trading
01_Overview & Setup: Chap 1 - Quantitative Investment Overview and Environment Setup
02_Programming Guide: Chap 2 - Programming Survival Guide
03_Data Acquisition: Chap 3 - Financial Data Acquisition and Processing
04_Backtest Engine: Chap 4 - Event-Driven Backtesting Principles
05_Strategy & Order: Chap 5 - Strategy Development in Practice
06_Stock A-Share: Chap 6 - A-Share Market Microstructure and Strategy Practice
07_Futures: Chap 7 - Futures Market and Derivatives Strategies
08_Options & Derivatives: Chap 8 - Options Pricing and Volatility Strategies
09_Funds & Asset Allocation: Chap 9 - Fund Investment and Asset Allocation Theory
10_Evaluation Metrics: Chap 10 - Strategy Evaluation Framework and Risk Metrics
11_Optimization: Chap 11 - Parameter Optimization and Robustness Validation
12_Machine Learning: Chap 12 - Machine Learning in Quantitative Investing
13_Visualization: Chap 13 - Strategy Visualization and Report Analysis
14_Factor Expression: Chap 14 - High-Performance Factor Mining and Expression Engine
15_Live Trading: Chap 15 - Live Trading Systems and Operations
16_Indicator System: Chap 16 - AKQuant Indicator System and Practical Usage
nav:
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- Textbook:
- Introduction: textbook/index.md
- Foundations:
- 01_Overview & Setup: textbook/01_foundations.md
- 02_Programming Guide: textbook/02_programming.md
- 03_Data Acquisition: textbook/03_data.md
- The Engine:
- 04_Backtest Engine: textbook/04_backtest_engine.md
- 05_Strategy & Order: textbook/05_strategy.md
- Strategies:
- 06_Stock A-Share: textbook/06_stock_a.md
- 07_Futures: textbook/07_futures.md
- 08_Options & Derivatives: textbook/08_options.md
- 09_Funds & Asset Allocation: textbook/09_funds.md
- Advanced:
- 10_Evaluation Metrics: textbook/10_analysis.md
- 11_Optimization: textbook/11_optimization.md
- 12_Machine Learning: textbook/12_ml.md
- 13_Visualization: textbook/13_visualization.md
- 14_Factor Expression: textbook/14_factor.md
- 16_Indicator System: textbook/16_rust_indicators.md
- Live Trading:
- 15_Live Trading: textbook/15_live_trading.md
- Getting Started:
- Installation: start/installation.md
- Environment Setup: start/setup_guide.md
- Quick Start: start/quickstart.md
- First Strategy: start/first_strategy.md
- User Guide:
- Python Basics: guide/python_basics.md
- Quant Basics: guide/quant_basics.md
- Data Guide: guide/data.md
- Factor Engine Guide: guide/factor.md
- Strategy Manual: guide/strategy.md
- Cross-Section Checklist: guide/cross_section_checklist.md
- Indicator Playbook: guide/talib_indicator_playbook.md
- AKQuant Indicator Reference: guide/rust_indicator_reference.md
- Indicator Scenario Quickref: guide/indicator_scenario_quickref.md
- Result Analysis: guide/analysis.md
- Visualization: guide/visualization.md
- Optimization Guide: guide/optimization.md
- Testing Guide: guide/testing.md
- Examples: guide/examples.md
- Advanced Topics:
- ML Guide: advanced/ml.md
- LLM Guide: advanced/llm.md
- Runtime Config Guide: advanced/runtime_config.md
- Warm Start Guide: advanced/warm_start.md
- Multi-Strategy Guide: advanced/multi_strategy_guide.md
- Live Functional Quickstart: advanced/live_functional_quickstart.md
- Strategy Style Decision Guide: advanced/strategy_style_decision.md
- Custom Broker Registry: advanced/custom_broker_registry.md
- Custom Broker Production Checklist: advanced/custom_broker_production_checklist.md
- Multi-Timeframe Feed API: advanced/multi_timeframe_feed_api.md
- Data Feed Adapter Spec: advanced/data_feed_adapter_spec.md
- Broker Capability Matrix: advanced/broker_capability_matrix.md
- Analyzer Plugin Spec: advanced/analyzer_plugin_spec.md
- Timezone Handling: advanced/timezone.md
- API Reference: reference/api.md
- Architecture & Internals:
- Architecture: meta/architecture.md
- Internals: meta/internals.md
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name: AKQuant on GitHub
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copyright: Copyright © 2026 AKQuant Contributors