awesome-repositories.com
Blog
MCP
awesome-repositories.com

Discover the best open-source repositories with AI-powered search.

ExploreCurated searchesOpen-source alternativesSelf-hosted softwareBlogSitemap
ProjectMCP serverAboutHow we rankPress
LegalPrivacyTerms
© 2026 Bringes Technology SRL·VAT RO45896025·hello@awesome-repositories.com
myhhub avatar

myhhub/stock

0
View on GitHub↗
12,987 stars·2,698 forks·Python·Apache-2.0·41 views

Stock

Stock is an algorithmic trading framework designed for the development, backtesting, and execution of automated investment strategies. It provides a comprehensive environment for quantitative market analysis, enabling users to build systems that connect to brokerage interfaces for order placement based on predefined technical rules.

The platform distinguishes itself through integrated data acquisition and analysis capabilities, including a financial data collection engine that utilizes proxy rotation and session persistence to maintain stable connectivity and bypass rate limits. It supports high-performance mathematical computation for technical indicators and provides tools for identifying specific chart formations and investor cost base shifts to detect potential trading signals.

The system includes functionality for historical backtesting, allowing for the simulation of investment models against past market data to evaluate risk and performance. It also features configuration-driven reporting tools that dynamically generate web-based dashboards to visualize financial records, market trends, and analysis results.

Features

  • Algorithmic Trading Frameworks - Provides a comprehensive framework for backtesting, automated execution, and quantitative market analysis.
  • Technical Indicators - Computes standard mathematical technical indicators using high-performance algorithms for reliable trading analysis.
  • Automated Trading Engines - Connects to brokerage interfaces to execute automated buy and sell orders based on quantitative trading strategies.
  • Trading Strategy Backtesters - Evaluates investment models by simulating historical trade execution against past market data.
  • Brokerage Connectors - Connects to brokerage interfaces to execute buy and sell orders based on predefined rules.
  • Backtesting Engines - Simulates historical trade execution against past market data to evaluate the performance and risk of investment models.
  • Investor Cost Base Analyzers - Provides tools to visualize shifting investor cost bases for identifying market accumulation and distribution patterns.
  • Market Data Providers - Downloads daily financial records and corporate actions to maintain an accurate historical database.
  • Market Data Recorders - Automates the retrieval and storage of historical stock and ETF records for quantitative analysis.
  • Event-Driven Triggers - Triggers automated buy and sell orders based on real-time market signals and quantitative rules.
  • Technical Analysis - Computes mathematical indicators and detects patterns to identify trading signals in historical data.
  • Chart Pattern Analyzers - Identifies chart formations and investor cost base shifts to detect potential trading signals.
  • Python 项目 - Listed in the “Python 项目” section of the Great Open Source Project awesome list.
  • Financial Data Connectors - Fetches daily market records while managing proxy rotation and session persistence.
  • Time Series Databases - Stores historical financial records in a structured database optimized for time-series data.
  • Proxy-Managed Connection Sessions - Maintains stable connectivity during high-frequency data collection by utilizing proxy rotation and session persistence.
  • Financial Market Visualizers - Generates web-based interfaces to visualize market trends and analysis results.
  • Proxy and Fingerprint Rotation - Maintains stable connectivity during data collection by rotating network identities and managing sessions.
  • Indicator Computation Engines - Applies high-performance mathematical algorithms to large datasets for rapid technical signal calculation.
  • Research and Analysis Tools - Analyzes candlestick patterns and investor cost bases to identify entry and exit signals.
  • Asset Filtering - Filters large datasets to identify investment opportunities matching custom technical and fundamental rules.
  • Web-Based Configuration Dashboards - Provides dynamic web-based dashboards for visualizing financial records and analysis results.

Star history

Star history chart for myhhub/stockStar history chart for myhhub/stock

How this analysis was created: This summary and feature list are AI-generated from collected project material and can contain mistakes. Stars, license and language are imported from GitHub. Inclusion does not mean that we have tested or audited this project. Check the source documentation for any feature you depend on. Learn more on our About page.

AI search

Explore more awesome repositories

Describe what you need in plain English — the AI ranks thousands of curated open-source projects by relevance.

Start searching with AI

Projects sharing features with Stock

These projects share indexed features with Stock. Shared tags can include platform or build tooling; verify the primary use case before treating a result as a replacement.
  • mementum/backtradermementum avatar

    mementum/backtrader

    20,462View on GitHub↗

    Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading strategies. It provides a comprehensive environment for quantitative finance, allowing users to simulate trading logic against historical market data or connect directly to brokerage platforms for automated real-time trading. The project distinguishes itself through a unified event-driven architecture that treats backtesting and live trading with the same API. This consistency is supported by a flexible data-feed abstraction layer that normalizes diverse financial sources, ena

    Pythonbacktestingmetaclasspython
    View on GitHub↗20,462
  • ai4finance-foundation/finrlAI4Finance-Foundation avatar

    AI4Finance-Foundation/FinRL

    13,964View on GitHub↗

    FinRL is a reinforcement learning framework designed for the development, training, and backtesting of automated trading strategies. It functions as a quantitative finance toolkit that integrates deep learning algorithms with financial market simulations to address complex portfolio management and asset allocation tasks. The platform provides an end-to-end pipeline for transforming raw market data into actionable trading models. The project distinguishes itself through a layered, modular architecture that separates data processing, environment simulation, and agent training. This design allow

    Jupyter Notebookalgorithmic-tradingdeep-reinforcement-learningdrl-algorithms
    View on GitHub↗13,964
  • quantconnect/leanQuantConnect avatar

    QuantConnect/Lean

    16,537View on GitHub↗

    Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable

    C#algorithmalgorithmic-trading-enginec-sharp
    View on GitHub↗16,537
  • edtechre/pybrokeredtechre avatar

    edtechre/pybroker

    3,191View on GitHub↗

    pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and

    Pythonaialgorithmic-tradingalgotrading
    View on GitHub↗3,191
Compare all 30 related projects→

Frequently asked questions

What does myhhub/stock do?

Stock is an algorithmic trading framework designed for the development, backtesting, and execution of automated investment strategies. It provides a comprehensive environment for quantitative market analysis, enabling users to build systems that connect to brokerage interfaces for order placement based on predefined technical rules.

What are the main features of myhhub/stock?

The main features of myhhub/stock are: Algorithmic Trading Frameworks, Technical Indicators, Automated Trading Engines, Trading Strategy Backtesters, Brokerage Connectors, Backtesting Engines, Investor Cost Base Analyzers, Market Data Providers.

Which projects share features with myhhub/stock?

Projects with overlapping indexed features include: mementum/backtrader — Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading… ai4finance-foundation/finrl — FinRL is a reinforcement learning framework designed for the development, training, and backtesting of automated… quantconnect/lean — Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and… edtechre/pybroker — pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for… fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… wilsonfreitas/awesome-quant — Awesome-quant is a curated directory of open-source software libraries and tools designed for quantitative finance,…