Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading strategies. It functions as a high-speed system that combines a financial time-series library, a multi-factor analysis tool, and a quantitative backtesting engine to support comprehensive trading research.
The framework is distinguished by its high-speed computing core, which utilizes multi-threaded execution to process large volumes of market data for technical indicator generation. It supports a modular strategy composition model where signal, risk, and fund management components can be combined, and provides polyglot component loading to extend functionality without recompilation.
The project covers a broad range of quantitative capabilities, including event-driven backtesting with slippage simulation, multi-factor scoring and normalization for asset ranking, and automated trade execution through broker proxy interfaces. It also includes a financial data pipeline for managing tick-level and K-line data, portfolio risk management for capital allocation, and visualization tools for rendering equity curves and trading signals.
The system is implemented in C++.