Concepts - Loren1166/NautilusTrader- GitHub Wiki

Concepts 概念

Explore the foundational concepts of NautilusTrader through the following guides.
通过以下指南探索 NautilusTrader 的基础概念。

Overview 概述

The overview guide covers the main features and use cases for the platform.
概述指南涵盖了平台的主要功能和使用案例。

Architecture 架构

The architecture guide dives deep into the foundational principles, structures, and designs that underpin the platform. Whether you're a developer, system architect, or just curious about the inner workings of NautilusTrader.
架构指南深入探讨了支撑平台的基础原则、结构和设计。无论你是开发者、系统架构师,还是仅对 NautilusTrader 的内部工作原理感到好奇。

Strategies 策略

The heart of the NautilusTrader user experience is in writing and working with trading strategies. The Strategies guide covers how to implement trading strategies for the platform.
NautilusTrader 用户体验的核心在于编写和使用交易策略。策略指南涵盖了如何为平台实现交易策略。

Instruments 金融工具

The instrument definitions provide the specification for any tradable asset/contract.
Instrument定义了可交易资产/合约的规范。

Orders 订单

The orders guide provides more details about the available order types for the platform, along with the execution instructions supported for each.
订单指南提供了关于平台可用订单类型的更多细节,以及每种类型支持的执行指令。

Execution 执行

NautilusTrader can handle trade execution and order management for multiple strategies and venues simultaneously (per instance). Several interacting components are involved in execution, making it crucial to understand the possible flows of execution messages (commands and events).
NautilusTrader 可以同时处理多个策略和平台的交易执行和订单管理(每个实例)。执行涉及多个交互组件,因此了解执行消息(命令和事件)的可能流是至关重要的。

Data 数据

The NautilusTrader platform defines a range of built-in data types crafted specifically to represent a trading domain.
NautilusTrader 平台定义了一系列专门设计用于表示交易领域的内置数据类型。

Backtesting 回测

Backtesting with NautilusTrader is a methodical simulation process that replicates trading activities using a specific system implementation.
使用 NautilusTrader 进行回测是一个系统的模拟过程,使用特定的系统实现复制交易活动。

Live trading 实盘交易

Live trading in NautilusTrader enables traders to deploy their backtested strategies in real-time without any code changes. This seamless transition ensures consistency and reliability, though there are key differences between backtesting and live trading.
NautilusTrader 中的实盘交易使交易者能够实时部署其回测策略而无需任何代码更改。这一无缝过渡确保了一致性和可靠性,尽管回测和实盘交易之间存在关键差异。

Adapters 适配器

The NautilusTrader design allows for integrating data providers and/or trading venues through adapter implementations; these can be found in the top-level adapters subpackage.
NautilusTrader 的设计允许通过适配器实现集成数据提供者和/或交易平台;这些可以在顶层适配器子包中找到。

Logging 日志记录

The platform provides logging for both backtesting and live trading using a high-performance logger implemented in Rust.
该平台提供了用于回测和实盘交易的日志记录,使用 Rust 实现的高性能日志记录器。

Message Bus 消息总线

The heart of the communication channels between components, providing decoupled messaging patterns such as point-to-point, publish/subscribe, and request/response.
组件之间通信通道的核心,提供解耦的消息传递模式,如点对点、发布/订阅和请求/响应。

Advanced 高级

Here you will find more detailed documentation and examples covering the more advanced features and functionality of the platform.
在这里,您将找到更详细的文档和示例,涵盖平台的更高级特性和功能。

Note
The API Reference documentation should be considered the source of truth for the platform. If there are any discrepancies between concepts described here and the API Reference, then the API Reference should be considered the correct information. We are working to ensure that concepts stay up-to-date with the API Reference and will be introducing doc tests in the near future to help with this.

注意
API 参考文档应被视为平台的真实来源。如果这里描述的概念与 API 参考之间存在任何不一致,则应将 API 参考视为正确信息。我们正在努力确保概念与 API 参考保持最新,并将在不久的将来引入文档测试以帮助实现这一目标。