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)
| | | |
| | | \_ quantstats (dashboard\online operate)
| | \______________ Qbot - vnpy, pytrader, pyfunds
| \____________________________ BackTest - backtrader, easyquant
\________________________________________ quant.ai - qlib, deep learning strategies
***不建议 fork 项目，本项目会持续更新，只 fork 看不到更新，建议 Star ⭐️ ~***
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git clone https://github.com/UFund-Me/Qbot.git
cd Qbot
pip install -r requirements.txt
python main.py #if run on Mac, please use 'pythonw main.py'
Install Guide | Online documents
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< Run ``./env_setup.sh`` to say hello >
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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 main.py
# if run on Mac, please use 'pythonw main.py'
需要 node 开发环境: npm、node
运行命令
cd pyfunds/fund-strategies
npm install
npm start
Results and models are available in the model zoo. AI strategies is shown at here, local run "python pytrader/strategies/workflow_by_code.py", also provide
| 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 | ✗ |
| LightGBM | ✓ | ✓ | pytorch | ✗ | ✗ | -- | ✗ |
| 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.
在线文档 jupyter notebook
Click HERE to more detail.
A股回测MACD策略:
A股回测KDJ策略:
We appreciate all contributions to improve Qbot. Please refer to CONTRIBUTING.md for the contributing guideline.
https://github.com/axiaoxin-com/investool
交易策略和自动化工具只是提供便利，并不代表实际交易收益。该项目任何内容不构成任何投资建议。市场有风险，投资需谨慎。
If you like the project, you can become a sponsor at Open Collective or use GitHub Sponsors.
Last but not least, we're thankful to these open-source repo for sharing their services for free:
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