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WU ZHIJUN's Projects

automation-report icon automation-report

Automation report是一款可以解决很多行业领域中设涉及到报告生成的需求,本项目最开始的初衷是为公司内部简化人工流程的一个环节,主要实现目的是将实验室检测得出的下机数据结果与对应的报告模版批量结合生成报告(.pdf)。

quantitative-contest icon quantitative-contest

It's an experience in a quantitative contest. We are a team of three members and got first in the Round 3 period in both PnL and Sharpe Ratio. First, the virtual trading system uses Google's gRPC framework. So we wrote scripts to send commands such as orders to this system. Second, we conducted scripts to request virtual market data from this system. Third, we built a data processing class to deal with raw data and make it feasible and standard. Fourth, we wrote separately three high frequency models: RBreaker, Timeselecting( cf my first internship), Dual Thrust strategy. Fifth, we wrote a python file to help control the risk in our tradings.

trump-lies icon trump-lies

Tutorial: Web scraping in Python with Beautiful Soup

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