标签：量化交易 esper cointrader cep
转载须注明出处：http://blog.csdn.net/minimicall?viewmode=contents，http://cloudtrader.top
设置（setup)
Install Java
Install Maven
Install MySql
Create a database using
mysql -u root -e `create database cointrader;`
This is mysql root not system root
git clone https://github.com/timolson/cointrader.git
cd cointrader
Build with Maven
mvn
Optional: Create a file cointrader.properties in the current directory. You may configure additional settings here, like a database username and password. See cointrader-default.properties.
Initialize the database with:
./cointrader.sh reset-database
You‘re done! Now you might want to:
Start a process to save market data in the db:
./cointrader.sh save-data &
Run the Console
./cointrader.sh console
登入数据库：
$ mysql -u root -p
查看database：
mysql> show databases;
+--------------------+
| Database |
+--------------------+
| information_schema |
| cointrader |
| db_test |
| mysql |
| openfire |
| performance_schema |
| xoops |
+--------------------+
7 rows in set (0.00 sec)
切入cointrader：
mysql> use cointrader;
Reading table information for completion of table and column names
You can turn off this feature to get a quicker startup with -A
Database changed
查看表格：
mysql> show tables;
+--------------------------+
| Tables_in_cointrader |
+--------------------------+
| adjustment |
| adjustment_deltas |
| authorization |
| book |
| currency |
| exchange |
| fill |
| fill_children |
| general_order |
| listing |
| market |
| market_data_gap_error |
| offer |
| order_children |
| order_update |
| owner |
| owner_stakes |
| portfolio |
| portfolio_manager |
| portfolio_stakes |
| position |
| position_fills |
| position_update |
| prompt |
| specific_order |
| stake |
| strategy_instance |
| strategy_instance_config |
| tick |
| trade |
| transaction |
+--------------------------+
31 rows in set (0.01 sec)
查看每一个表的表结构
mysql> desc adjustment;
+---------------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time_applied | tinyblob | YES | | NULL | |
| authorization | binary(16) | NO | UNI | NULL | |
+---------------+------------+------+-----+---------+-------+
mysql> desc adjustment_deltas;
+------------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+------------+------------+------+-----+---------+-------+
| adjustment | binary(16) | NO | MUL | NULL | |
| deltas | binary(16) | NO | PRI | NULL | |
+------------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc authorization ;
+---------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| notes | varchar(255) | YES | | NULL | |
+---------+--------------+------+-----+---------+-------+
3 rows in set (0.00 sec)
mysql> desc authorization ;
+---------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| notes | varchar(255) | YES | | NULL | |
+---------+--------------+------+-----+---------+-------+
3 rows in set (0.00 sec)
mysql> desc book ;
+----------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+----------------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | MUL | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | NO | MUL | NULL | |
| market | binary(16) | NO | MUL | NULL | |
| ask_deletions_blob | longblob | YES | | NULL | |
| ask_insertions_blob | longblob | YES | | NULL | |
| ask_price_as_double | double | YES | | NULL | |
| ask_volume_as_double | double | YES | | NULL | |
| bid_deletions_blob | longblob | YES | | NULL | |
| bid_insertions_blob | longblob | YES | | NULL | |
| bid_price_as_double | double | YES | | NULL | |
| bid_volume_as_double | double | YES | | NULL | |
| parent | binary(16) | YES | MUL | NULL | |
+----------------------+--------------+------+-----+---------+-------+
15 rows in set (0.00 sec)
mysql> desc currency ;
+---------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| basis | double | NO | | NULL | |
| symbol | varchar(255) | NO | | NULL | |
| fiat | bit(1) | NO | | NULL | |
+---------+--------------+------+-----+---------+-------+
5 rows in set (0.00 sec)
mysql> desc exchange ;
+-------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-------------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| fee_method | int(11) | YES | | NULL | |
| fee_rate | double | NO | | NULL | |
| margin | int(11) | NO | | NULL | |
| margin_fee_method | int(11) | YES | | NULL | |
| margin_fee_rate | double | NO | | NULL | |
| symbol | varchar(255) | NO | | NULL | |
+-------------------+--------------+------+-----+---------+-------+
8 rows in set (0.00 sec)
mysql> desc fill ;
+--------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+--------------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | NO | | NULL | |
| open_volume_count | bigint(20) | NO | | NULL | |
| price_count | bigint(20) | NO | | NULL | |
| stop_price_count | bigint(20) | NO | | NULL | |
| target_price_count | bigint(20) | NO | | NULL | |
| volume_count | bigint(20) | NO | | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| order | binary(16) | YES | MUL | NULL | |
| portfolio | binary(16) | NO | MUL | NULL | |
+--------------------+--------------+------+-----+---------+-------+
13 rows in set (0.01 sec)
mysql> desc fill_children ;
+----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+----------+------------+------+-----+---------+-------+
| fill | binary(16) | NO | MUL | NULL | |
| children | binary(16) | NO | PRI | NULL | |
+----------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc general_order ;
+-----------------------------+---------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------------------------+---------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| comment | varchar(255) | YES | | NULL | |
| emulation | bit(1) | NO | | NULL | |
| entry_time | bigint(20) | YES | | NULL | |
| expiration | tinyblob | YES | | NULL | |
| fill_type | int(11) | YES | MUL | NULL | |
| margin_type | int(11) | YES | | NULL | |
| panic_force | bit(1) | NO | | NULL | |
| position_effect | int(11) | YES | | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| parent_order | binary(16) | YES | | NULL | |
| portfolio | binary(16) | NO | MUL | NULL | |
| limit_price_decimal | decimal(19,2) | YES | | NULL | |
| stop_amount_decimal | decimal(19,2) | YES | | NULL | |
| stop_price_decimal | decimal(19,2) | YES | | NULL | |
| target_amount_decimal | decimal(19,2) | YES | | NULL | |
| target_price_decimal | decimal(19,2) | YES | | NULL | |
| trailing_stop_price_decimal | decimal(19,2) | YES | | NULL | |
| volume_decimal | decimal(19,2) | YES | | NULL | |
| listing | binary(16) | NO | MUL | NULL | |
+-----------------------------+---------------+------+-----+---------+-------+
22 rows in set (0.00 sec)
mysql> desc listing ;
+---------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| base | binary(16) | NO | MUL | NULL | |
| prompt | binary(16) | YES | MUL | NULL | |
| quote | binary(16) | NO | MUL | NULL | |
+---------+------------+------+-----+---------+-------+
5 rows in set (0.00 sec)
mysql> desc market ;
+--------------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+--------------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| active | bit(1) | NO | MUL | NULL | |
| price_basis | double | NO | | NULL | |
| volume_basis | double | NO | | NULL | |
| exchange | binary(16) | NO | MUL | NULL | |
| listing | binary(16) | NO | MUL | NULL | |
+--------------+------------+------+-----+---------+-------+
7 rows in set (0.00 sec)
mysql> desc market_data_gap_error;
+--------------------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+--------------------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| exception | tinyblob | YES | | NULL | |
| gap_interval_start | datetime | YES | | NULL | |
| gap_interval_end | datetime | YES | | NULL | |
| market | binary(16) | YES | MUL | NULL | |
+--------------------+------------+------+-----+---------+-------+
7 rows in set (0.00 sec)
mysql> desc offer ;
+---------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | NO | | NULL | |
| market | binary(16) | NO | MUL | NULL | |
| price_count | bigint(20) | YES | | NULL | |
| volume_count | bigint(20) | YES | | NULL | |
+---------------+--------------+------+-----+---------+-------+
8 rows in set (0.00 sec)
mysql> desc order_children ;
+----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+----------+------------+------+-----+---------+-------+
| order | binary(16) | NO | | NULL | |
| children | binary(16) | NO | PRI | NULL | |
+----------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc order_update ;
+------------+------------+------+-----+---------+----------------+
| Field | Type | Null | Key | Default | Extra |
+------------+------------+------+-----+---------+----------------+
| sequence | int(11) | NO | PRI | NULL | auto_increment |
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| last_state | int(11) | YES | | NULL | |
| state | int(11) | YES | MUL | NULL | |
| order | binary(16) | YES | | NULL | |
+------------+------------+------+-----+---------+----------------+
7 rows in set (0.00 sec)
mysql> desc owner ;
+-----------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| portfolio | binary(16) | YES | MUL | NULL | |
| name | varchar(255) | NO | | NULL | |
+-----------+--------------+------+-----+---------+-------+
4 rows in set (0.00 sec)
mysql> desc owner_stakes ;
+--------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+--------+------------+------+-----+---------+-------+
| owner | binary(16) | NO | MUL | NULL | |
| stakes | binary(16) | NO | PRI | NULL | |
+--------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc portfolio ;
+------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| name | varchar(255) | YES | | NULL | |
| base_asset | binary(16) | YES | | NULL | |
+------------+--------------+------+-----+---------+-------+
4 rows in set (0.00 sec)
mysql> desc portfolio_manager ;
+-----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| portfolio | binary(16) | YES | MUL | NULL | |
+-----------+------------+------+-----+---------+-------+
3 rows in set (0.00 sec)
mysql> desc portfolio_stakes ;
+-----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+------------+------+-----+---------+-------+
| portfolio | binary(16) | NO | MUL | NULL | |
| stakes | binary(16) | NO | PRI | NULL | |
+-----------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc position ;
+-----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| asset | binary(16) | YES | | NULL | |
| exchange | binary(16) | YES | MUL | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| portfolio | binary(16) | YES | MUL | NULL | |
+-----------+------------+------+-----+---------+-------+
6 rows in set (0.00 sec)
mysql> desc position_fills ;
+----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+----------+------------+------+-----+---------+-------+
| position | binary(16) | NO | MUL | NULL | |
| fills | binary(16) | NO | PRI | NULL | |
+----------+------------+------+-----+---------+-------+
2 rows in set (0.00 sec)
mysql> desc position_update;
+-----------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| last_type | int(11) | YES | | NULL | |
| type | int(11) | YES | | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| position | binary(16) | YES | MUL | NULL | |
+-----------+------------+------+-----+---------+-------+
7 rows in set (0.00 sec)
mysql> desc prompt ;
+-------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-------------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| contract_size | double | NO | | NULL | |
| fee_method | int(11) | YES | | NULL | |
| fee_rate | double | NO | | NULL | |
| margin | int(11) | NO | | NULL | |
| margin_fee_method | int(11) | YES | | NULL | |
| margin_method | int(11) | YES | | NULL | |
| price_basis | double | NO | | NULL | |
| symbol | varchar(255) | NO | | NULL | |
| tick_size | double | NO | | NULL | |
| tick_value | double | NO | | NULL | |
| volume_basis | double | NO | | NULL | |
| traded_currency | binary(16) | YES | | NULL | |
+-------------------+--------------+------+-----+---------+-------+
14 rows in set (0.01 sec)
mysql> desc specific_order ;
+-------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-------------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| comment | varchar(255) | YES | | NULL | |
| emulation | bit(1) | NO | | NULL | |
| entry_time | bigint(20) | YES | | NULL | |
| expiration | tinyblob | YES | | NULL | |
| fill_type | int(11) | YES | MUL | NULL | |
| margin_type | int(11) | YES | | NULL | |
| panic_force | bit(1) | NO | | NULL | |
| position_effect | int(11) | YES | | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| parent_order | binary(16) | YES | | NULL | |
| portfolio | binary(16) | NO | MUL | NULL | |
| limit_price_count | bigint(20) | NO | | NULL | |
| placement_count | int(11) | NO | | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | YES | | NULL | |
| volume_count | bigint(20) | NO | | NULL | |
+-------------------+--------------+------+-----+---------+-------+
19 rows in set (0.01 sec)
mysql> desc stake ;
+-----------+----------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------+----------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| stake | decimal(30,15) | YES | | NULL | |
| owner | binary(16) | YES | MUL | NULL | |
| portfolio | binary(16) | NO | MUL | NULL | |
+-----------+----------------+------+-----+---------+-------+
5 rows in set (0.00 sec)
mysql> desc strategy_instance ;
+-------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| portfolio | binary(16) | YES | MUL | NULL | |
| module_name | varchar(255) | YES | | NULL | |
+-------------+--------------+------+-----+---------+-------+
4 rows in set (0.00 sec)
mysql> desc strategy_instance_config;
+-------------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-------------------+--------------+------+-----+---------+-------+
| strategy_instance | binary(16) | NO | PRI | NULL | |
| config | varchar(255) | YES | | NULL | |
| config_key | varchar(255) | NO | PRI | | |
+-------------------+--------------+------+-----+---------+-------+
3 rows in set (0.00 sec)
mysql> desc tick ;
+---------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | NO | | NULL | |
| market | binary(16) | NO | MUL | NULL | |
| price_count | bigint(20) | YES | | NULL | |
| volume_count | bigint(20) | YES | | NULL | |
| start_instant | tinyblob | YES | | NULL | |
| last_book | binary(16) | YES | MUL | NULL | |
+---------------+--------------+------+-----+---------+-------+
10 rows in set (0.00 sec)
mysql> desc trade ;
+---------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------------+--------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | MUL | NULL | |
| remote_key | varchar(255) | YES | | NULL | |
| time_received | bigint(20) | NO | MUL | NULL | |
| market | binary(16) | NO | MUL | NULL | |
| price_count | bigint(20) | YES | | NULL | |
| volume_count | bigint(20) | YES | | NULL | |
+---------------+--------------+------+-----+---------+-------+
8 rows in set (0.00 sec)
mysql> desc transaction ;
+---------------------+------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+---------------------+------------+------+-----+---------+-------+
| id | binary(16) | NO | PRI | NULL | |
| version | bigint(20) | YES | | NULL | |
| time | bigint(20) | NO | | NULL | |
| amount_count | bigint(20) | YES | | NULL | |
| commission_count | bigint(20) | YES | | NULL | |
| position_effect | int(11) | YES | | NULL | |
| price_count | bigint(20) | YES | | NULL | |
| type | int(11) | YES | MUL | NULL | |
| asset | binary(16) | YES | | NULL | |
| commission_currency | binary(16) | YES | | NULL | |
| currency | binary(16) | NO | | NULL | |
| exchange | binary(16) | YES | MUL | NULL | |
| fill | binary(16) | YES | MUL | NULL | |
| market | binary(16) | YES | MUL | NULL | |
| order | binary(16) | YES | | NULL | |
| portfolio | binary(16) | NO | MUL | NULL | |
+---------------------+------------+------+-----+---------+-------+
16 rows in set (0.00 sec)
程序员的量化交易之路（14）--Cointrader数据表（2）
标签：量化交易 esper cointrader cep
原文地址：http://blog.csdn.net/minimicall/article/details/46348801
