Qbot README

The project's README from github.com/UFund-Me/Qbot. As one markdown file: README.md.

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🤖 Qbot

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Qbot
 
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AI智能量化投研平台

Qbot is an AI-oriented automated quantitative investment platform, which aims to realize the potential, empower AI technologies in quantitative investment. Qbot supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

demo

🤖 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 operation)
            |           |             \______________ Qbot - vnpy, pytrader, pyfunds
            |           \____________________________ BackTest - backtrader, easyquant
            \________________________________________ quant.ai - qlib, deep learning strategies

🎺 号外:Qbot微信小程序开发招募 UFund-miniprogram

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Quick Start

Qbot是一个免费的量化投研平台,提供从数据获取、交易策略开发、策略回测、模拟交易到最终实盘交易的全闭环流程。在实盘接入前,有股票、基金评测和策略回测,在模拟环境下做交易验证,近乎实盘的时延、滑点仿真。故,本平台提供GUI前端/客户端(部分功能也支持网页),后端做数据处理、交易调度,实现事件驱动的交易流程。对于策略研究部分,尤其强调机器学习、强化学习的AI策略,结合多因子模型提高收益比。

但本项目可能需要一点点python基础知识,有一点点交易经验,会更容易体会作者的初衷,解决当下产品空缺和广大散户朋友的交易痛点,现在直接免费开源出来!

Qbot 目前仅在 python3.8 pyhont3.9 下测试过,其他版本未测试。

<<< 详细文档 docs/Install_guide.md

cd ~ # $HOME as workspace
git clone https://github.com/UFund-Me/Qbot --depth 1

cd Qbot

pip install -r dev/requirements.txt

export PYTHONPATH=${PYTHONPATH}:$(pwd):$(pwd)/backend/multi-fact/mfm_learner
python main.py  #if run on Mac, please use 'pythonw main.py'

Highlights

1. 模块化分层设计:数据层、策略层、交易引擎抽象设计

- 数据、策略中间表达,方便多种数据接口、交易接口接入,用户自定义策略和因子挖掘
- 支持多种交易对象:股票、基金、期货、虚拟货币

2. 人工智能交易策略、自动化因子挖掘

机器学习、强化学习、深度学习策略开发,因子挖掘自动化workflow

3. 多种交易方式:在线回测 + 模拟交易 + 实盘自动化交易

以策略研究为目标,提供多种交易方式验证策略和提高收益。

4. 多种提示方式:邮件 + 飞书 + 弹窗 + 微信

这是qbot的消息提示模块,多种方式提示交易信息:交易买卖信息、每日交易收益结果、股票每日推荐等。

Strategy pool

通过Qbot 可以积木式完成策略编写、多因子挖掘,实现数据开发、因子开发、组合优化、交易执行的量化交易全流程。

如果说策略是量化的核心 ,那么因子就是策略的核心。通过Qbot量化投研平台研究员可实现自动化因子挖掘,提取出具备预测能力的单因子,利用历史数据进行回测,如果回测结果显示该因子的预测能力达标,就提交到因子库。然后,对因子库里的因子进行有机组合,以形成预测模型,预测模型是整个量化策略的目标。

以下即为,数据指标单因子或组合因子和通过深度学习、机器学习、强化学习挖掘到的交易因子,然后通过组合优化算法实现趋势交易、风险策略、alpha策略、动量轮动等等交易策略。

策略库源代码路径:qbot/strategy

经典策略
交易对象 选股 择时 风险控制 (组合、仓位管理)
股票/期货/虚拟货币
  • 传统指标(对应下方Qbot支持的指标 这里)
  • 因子组合
  • 经典策略
  • 基金 同上
    智能策略
    GBDT RNN Reinforcement Learning :fire: Transformer :fire: LLM
  • GBDT
  • BOOST
  • LR
  • CNN
  • RNN
  • TFT (IJoF'2019)
  • GATs (NIPS'2017)
  • SFM (KDD'2017)
  • Transformer (NeurIPS'2017)
  • TCTS (ICML'2021)
  • TRA (KDD'2021)
  • TCN (KDD'2018)
  • IGMTF (KDD'2021)
  • HIST (KDD'2018)
  • Localformer ('2021)
  • ChatGPT
  • FinGPT
  • Benchmark and Model zoo

    Results and models are available in the model zoo. AI strategies is shown at here, local run python backend/pytrader/strategies/workflow_by_code.py, also provide Binder

    👉 点击展开查看具体AI模型benchmark结果
    status benchmark framework DGCNN RegNetX addition arXiv
    GBDT ✗ ✗

    Qbot (UFund-Me/Qbot)

    fintech
    Searching Database…

    18.7K ·GitHub
    What is this?Qbot is a free, AI-oriented quantitative investment research platform that covers the whole loop: data acquisition, strategy development, backtesting, simulated trading, and live trading.
    Is it a desktop app, a web platform, or a Python library I code against?It's a platform: a GUI client on the front (some features also work in the web) with a Python backend that does data processing and event-driven trade scheduling.
    How do I get it running?Install Python 3.8 or 3.9 — the only versions it has been tested on — clone the repo, and you can run strategies locally like python backend/pytrader/strategies/workflowbycode.py. Online docs live at ufund-me.github.io/Qbot.
    Do I need to be a Python developer or an experienced trader to use it?Not fully — the author says a little basic Python knowledge and a bit of trading experience are enough to appreciate what the platform does.
    Can I connect it to my brokerage and let it trade right away?The intended flow is to prove a strategy first: before live access, the platform runs evaluation and backtesting, then simulated trading with near-real latency and slippage emulation. Live automated trading is the final stage.
    Which machine learning models are in the strategy zoo?Boosting models (XGBoost, LightGBM, CatBoost, DoubleEnsemble, TabNet), sequence and attention models (LSTM, ALSTM, GRU, Transformer, TFT, TCN, GATs, HIST, Localformer), plus reinforcement learning and LLM strategies — benchmark results are collected in the model zoo.
    Does everything run locally, or does my trading data go to some server?It bills itself as an AI quant trading bot with fully local deployment: the Python backend on your own machine handles data processing and trade scheduling.
    Why did the author build this instead of using an existing platform?The README says it targets a current product gap and the pain points of retail traders, and the whole platform was released for free as open source.
    Creator
    UFund-Me
    Size
    371.3 MB
    Stars
    18.7K
    Age
    3y
    Commits · 90 Days