Qbot is an AI-oriented automated quantitative investment platform, which aims to realize the potential,
empower AI technologies in quantitative investment.
🤖 Qbot = 智能交易策略 + 回测系统 + 自动化量化交易 (+ 可视化分析工具)
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| | | \_ quantstats (dashboard\online operate)
| | \______________ Qbot - vnpy, pytrader, pyfunds
| \____________________________ BackTest - backtrader, easyquant
\________________________________________ quant.ai - qlib, deep learning strategies
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< Run ``./env_setup.sh`` to say hello >
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\ (oo)\_______
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export USER_ID="admin" # replace your info
export PASSWORD="admin1234." # replace your info
pip install -r requirements.txt
cd pytrader
python test_backtrade.py
python test_trader.py
# visualization
python ./qbot/main.py
# if run on Mac, please use 'pythonw ./qbot/main.py'
Results and models are available in the model zoo.
status | benchmark | framework | DGCNN | RegNetX | addition | arXiv | |
---|---|---|---|---|---|---|---|
GBDT | ✗ | ✗ | XGBoost | ✗ | ✗ | Tianqi Chen, et al. KDD 2016 | ✗ |
GBDT | ✗ | ✗ | LightGBM | ✗ | ✓ | Guolin Ke, et al. NIPS 2017 | ✗ |
GBDT | ✗ | ✗ | Catboost | ✗ | ✓ | Liudmila Prokhorenkova, et al. NIPS 2018✗ | ✗ |
MLP | ✗ | ✓ | pytorch | ✗ | ✗ | -- | ✗ |
LSTM | ✗ | ✗ | pytorch | ✗ | ✗ | Sepp Hochreiter, et al. Neural computation 1997 | ✗ |
GRU | ✓ | ✗ | pytorch | ✗ | ✗ | Kyunghyun Cho, et al. 2014 | ✗ |
ALSTM | ✗ | ✗ | pytorch | ✗ | ✗ | Yao Qin, et al. IJCAI 2017 | ✗ |
GATs | ✗ | ✓ | pytorch | ✗ | ✗ | Petar Velickovic, et al. 2017 | ✗ |
SFM | ✓ | ✓ | pytorch | ✗ | ✗ | Liheng Zhang, et al. KDD 2017 | ✗ |
TFT | ✓ | ✗ | tensorflow | ✗ | ✗ | Bryan Lim, et al. International Journal of Forecasting 2019 | ✗ |
TabNet | ✓ | ✗ | pytorch | ✗ | ✗ | Sercan O. Arik, et al. AAAI 2019 | ✗ |
DoubleEnsemble | ✓ | ✓ | LightGBM | ✗ | ✗ | Chuheng Zhang, et al. ICDM 2020 | ✗ |
TCTS | ✓ | ✗ | pytorch | ✗ | ✗ | Xueqing Wu, et al. ICML 2021 | ✗ |
Transformer | ✓ | ✗ | pytorch | ✗ | ✗ | Ashish Vaswani, et al. NeurIPS 2017 | ✗ |
Localformer | ✓ | ✗ | pytorch | ✗ | ✗ | Juyong Jiang, et al. | ✗ |
TRA | ✓ | ✗ | pytorch | ✗ | ✗ | Hengxu, Dong, et al. KDD 2021 | ✗ |
TCN | ✓ | ✗ | pytorch | ✗ | ✗ | Shaojie Bai, et al. 2018 | ✗ |
ADARNN | ✓ | ✗ | pytorch | ✗ | ✗ | YunTao Du, et al. 2021 | ✗ |
ADD | ✓ | ✗ | pytorch | ✗ | ✗ | Hongshun Tang, et al.2020 | ✗ |
IGMTF | ✓ | ✗ | pytorch | ✗ | ✗ | Wentao Xu, et al.2021 | ✗ |
HIST | ✓ | ✗ | pytorch | ✗ | ✗ | Wentao Xu, et al.2021 | ✗ |
Note: All the about 300+ models, methods of 40+ papers in quant.ai supported by Model Zoo can be trained or used in this codebase.
Click HERE to more detail.
We appreciate all contributions to improve Qbot. Please refer to CONTRIBUTING.md for the contributing guideline.
基于Backtrader、vnpy、qlib、tushare、backtest、easyquant等开源项目,感谢开发者。
感谢大家的支持与喜欢!
Code with ❤️ & ☕️ @Charmve 2022-2023