🤖 Qbot

 

Qbot website ^HOT      Qbot platform ^{TRY IT OUT}

 

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

Installation

Install Guide

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< Run ``./env_setup.sh`` to say hello >
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Get Started

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

Benchmark and Model zoo

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.}

Quantstats Report

Click HERE to more detail.

Contributing

We appreciate all contributions to improve Qbot. Please refer to CONTRIBUTING.md for the contributing guideline.

Acknowledgement

感谢大家的支持与喜欢！

Code with ❤️ & ☕️ @Charmve 2022-2023