shidenggui/easyquant
Easyquant
Easyquant is a quantitative trading framework and event-driven engine designed for executing automated trading strategies and managing real-time market data across multiple accounts. It includes an algorithmic strategy engine and a market data integration layer to process stock quotes and order book data from external providers.
The system features a trading backtesting simulator that uses market time simulation to verify strategy behavior under specific timestamps. It supports dynamic strategy deployment via a hot-reloading module system, allowing trading logic to be updated and injected into the running process without a full system restart.
The framework incorporates a Redis-backed data store for persistent state and configuration management. It also provides encrypted credential storage for secure authentication with external trading platforms and includes system activity logging for auditing and debugging.
Features
- Automated Trading Engines - Provides a full execution engine for running quantitative trading strategies across multiple accounts based on real-time data.
- Event-Driven Trading Engines - Provides an event-driven engine to execute quantitative strategies and manage orders across multiple accounts.
- Algorithmic Trading Engines - Provides the core execution engine for loading and running automated quantitative trading strategies.
- Quantitative Trading Platforms - Provides an integrated environment for developing, backtesting, and executing algorithmic financial trading strategies.
- Trading Strategy Backtesters - Ships a simulator for evaluating financial trading strategies against historical market timestamps and data.
- Trading Strategy Frameworks - Provides a framework for loading, managing, and executing specific named quantitative trading strategies.
- Market Data Providers - Provides an abstract interface for fetching stock quotes and order book data from multiple market data providers.
- Event-Driven Architectures - Implements an event-driven architecture to trigger trading logic based on market data updates and time events.
- Redis-Backed State Stores - Uses Redis as a persistent store for managing account credentials and system configuration across sessions.
- Dynamic Logic Reloading - Supports the automatic reloading of trading logic into the engine when source files are modified.
- Hot-Reloading Systems - Provides a system for updating trading strategy code at runtime without requiring a full process restart.
- Account Credential Management - Implements encrypted storage for account identifiers and passwords to securely authenticate with trading platforms.
- Time Simulation Utilities - Implements a virtual clock to simulate market timestamps, allowing time-dependent trading logic to be tested without real-time waiting.
- Virtual Time Testing - Includes a virtual clock simulation to verify time-dependent trading logic by decoupling events from the system clock.
