1、首先去Anaconda官网下载Anaconda3-2019.03-Linux-x86_64.sh ,内置python3.7.3
$./Anaconda3-2019.03-Linux-x86_64.sh
2、构建 conda 虚拟环境
# 创建一个名为rqalpha的虚拟环境
$ conda create --name rqalpha python=3.7.3
或
$ conda create --name rqalpha python
因安装的Anoconda内置python版本为3.7.3,可省略版本
3、进入虚拟环境
# 使用 conda 虚拟环境
$ source activate env_name
# 如果是 Windows 环境下 直接执行 activcate
$ activate env_name
本例为
$ source activate rqalpha
Anaconda3-2019.03-Linux-x86_64.sh安装后提示使用
$conda activate
$conda deactivate
4、安装 TA-Lib
安装时会出现找不到gcc ,需安装gcc
whereis gcc 查看gcc安装路径;
which gcc 查看gcc运行路径
deb包查看指令
dpkg -L gcc 查看gcc相关文件的安装路径
dpkg -l | grep gcc 查看是否安装gcc
dpkg -l 查看全部安装包
安装gcc
$sudo apt-get update
$sudo apt-get install gcc
遇到如下错误:
Could not get lock /var/lib/dpkg/lock - open (11: Resource temporarily unavailable)
Unable to lock the administration directory (/var/lib/dpkg/), is another process using it?
问题原因:因为apt还在运行。
解决方案:kill所有的apt进程。
(1)查找所有apt相关的进程
$ ps afx|grep apt
5279 pts/0 S+ 0:00 \_ grep --color=auto apt
5206 ? Ss 0:00 /bin/sh /usr/lib/apt/apt.systemd.daily install
5208 ? S 0:00 \_ /bin/sh /usr/lib/apt/apt.systemd.daily lock_is_held install
(2)kill进程
$ sudo kill -9 5206
$ sudo kill -9 5208
重新运行 sudo apt -get update ,sudo apt install gcc 成功!
$ pip install TA-Lib
gcc -pthread -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/zhangshoug/anaconda2/envs/rqalpha/lib/python3.6/site-packages/numpy/core/include -I/usr/include -I/usr/local/include -I/opt/include -I/opt/local/include -I/home/zhangshoug/anaconda2/envs/rqalpha/include/python3.6m -c talib/_ta_lib.c -o build/temp.linux-x86_64-3.6/talib/_ta_lib.o
talib/_ta_lib.c:526:28: fatal error: ta-lib/ta_defs.h: 没有那个文件或目录
compilation terminated.
error: command 'gcc' failed with exit status 1
----------------------------------------
Failed building wheel for TA-Lib
解决方法:
https://nchc.dl.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz
下载 ta-lib-0.4.0-src.tar.gz 然后解压并编译安装:
$ untar and cd
$ ./configure --prefix=/usr
$ make
$ sudo make install
5、更新pip 和 setuptools
$ pip install -U pip setuptools cython -i https://pypi.douban.com/simple
6、安装 bcolz
$ pip install bcolz==1.2.1 -i https://pypi.douban.com/simple
7、安装rqalpha
$ pip install -i https://pypi.douban.com/simple rqalpha
会出现line_profiler错误,执行(参看《Python高性能编程》2.8章节)
$ pip install line_profiler
仍有错误,在https://github.com/rkern/line_profiler/tree/2.1 下载代码后重新编译,安装成功,重新执行安装rqalpha命令成功
查看 RQAlpha 是否安装成功
$ rqalpha version
8、运行测试样例
$ rqalpha run -f buy_and_hold.py -s 2016-06-01 -e 2016-12-01 --account stock 100000 --benchmark 000300.XSHG --plot
收工了~ ^_^
参考以下链接
https://www.cnblogs.com/zhangmo/p/3571735.html find grep命令
https://www.cnblogs.com/yun6853992/p/9343816.html apt lock
https://www.cnblogs.com/leibg/p/4479921.html PATH设置
https://blog.youkuaiyun.com/DLUTBruceZhang/article/details/8811456 PATH设置
https://www.jianshu.com/p/7d731c18b01b RQAlpha框架