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從零建構 UltraTrader,面向台灣微型台指期貨(MXF)的全自動交易系統: 核心架構(7 模組 31 檔案): - core/ — 交易引擎、券商封裝(Shioaji + MockBroker)、行情處理、部位管理 - strategy/ — 自適應動量策略(6因子多層進出場)+ 均值回歸策略 - risk/ — 四層風控(單筆/日內/帳戶/熔斷)+ 三種風格預設 - dashboard/ — FastAPI + WebSocket + Vue 3 即時 Dashboard - backtest/ — 回測引擎 + 合成資料 + 績效報告 - scripts/ — 一鍵啟動 + 環境設定 + 回測執行 - tests/ — 策略、風控、券商單元測試 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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從零建構 UltraTrader,面向台灣微型台指期貨(MXF)的全自動交易系統:
核心架構(7 模組 31 檔案):