A cross-exchange quantitative trading toolkit for structured data retrieval and real-time trading

跨券商跨交易所的开源量化交易工具包，支持结构化数据获取、快速连接多个交易所、实时 WebSocket/Webhook 数据推送。

Documentation: English | 中文 | 中文文档

• 🌐 Multi-Exchange Support: Unified interface for multiple exchanges

  • ✅ 1024 Exchange (Decentralized Perpetuals)
  • 🔄 Binance (Crypto Exchange)
  • 🔄 IBKR (Interactive Brokers - Traditional Finance)
  • 🔄 More exchanges coming...

• 📊 Structured Data Retrieval: Multi-source aggregation and standardized format

  • Multi-source aggregation: Combine data from multiple exchanges/brokers
  • Historical time series: Get historical data for any trading pair
    • Klines (1m, 5m, 1h, 1d, etc.)
    • Trade history
    • Order history
    • Funding rate history
  • Multiple trading pairs: Perpetuals, Spot, Futures, Options
  • Cross-exchange data: Compare and arbitrage across exchanges
  • Standardized format: Same data structure across all sources

• 🔌 Real-time Data Push: Live data via WebSocket and Webhook

  • WebSocket for price updates
  • Webhook callbacks for order events
  • Continuous live trading data

• 🚀 Quick Connection: One-line code to connect any exchange

  • Auto-handled authentication
  • Unified API interface
  • Easy to switch between exchanges

pip install quant1024

pip install git+https://github.com/yourusername/quant1024.git

# After cloning or downloading the repository
cd quant1024

# Development mode installation (recommended for development)
pip install -e .

# Or normal installation
pip install .

pip install -e ".[dev]"

from quant1024 import QuantStrategy

class MyStrategy(QuantStrategy):
    """Custom trading strategy"""
    
    def generate_signals(self, data):
        """Generate trading signals"""
        signals = []
        for i, price in enumerate(data):
            if i == 0:
                signals.append(0)
            elif price > data[i-1]:
                signals.append(1)   # Buy
            else:
                signals.append(-1)  # Sell
        return signals
    
    def calculate_position(self, signal, current_position):
        """Calculate position size"""
        if signal == 1:
            return 1.0  # Full position
        elif signal == -1:
            return 0.0  # No position
        else:
            return current_position

# Create strategy instance
strategy = MyStrategy(
    name="MyFirstStrategy",
    params={"param1": "value1"}
)

# Prepare price data
prices = [100, 102, 101, 105, 103, 108, 110]

# Run backtest
result = strategy.backtest(prices)

print(result)
# Output:
# {
#     'strategy_name': 'MyFirstStrategy',
#     'total_signals': 7,
#     'buy_signals': 4,
#     'sell_signals': 2,
#     'sharpe_ratio': 0.1234
# }

from quant1024 import calculate_returns, calculate_sharpe_ratio

# Calculate returns
prices = [100, 110, 105, 115]
returns = calculate_returns(prices)
print(returns)  # [0.1, -0.0454..., 0.0952...]

# Calculate Sharpe ratio
sharpe = calculate_sharpe_ratio(returns)
print(sharpe)  # 1.2345

All strategies must inherit from this base class and implement the following methods:

• __init__(name: str, params: Optional[Dict[str, Any]] = None)

  • Initialize the strategy
  • name: Strategy name
  • params: Strategy parameters dictionary (optional)

• initialize() -> None

  • Initialize the strategy (called automatically before backtesting)

• generate_signals(data: List[float]) -> List[int] [Abstract Method]

  • Generate trading signals
  • data: List of price data
  • Returns: List of signals (1=buy, -1=sell, 0=hold)

• calculate_position(signal: int, current_position: float) -> float [Abstract Method]

  • Calculate position size based on signal
  • signal: Trading signal
  • current_position: Current position size
  • Returns: New position size

• backtest(data: List[float]) -> Dict[str, Any]

  • Run backtest
  • data: Historical price data
  • Returns: Backtest results dictionary

• calculate_returns(prices: List[float]) -> List[float]

  • Calculate returns series
  • prices: Price series
  • Returns: Returns series

• calculate_sharpe_ratio(returns: List[float], risk_free_rate: float = 0.0) -> float

  • Calculate Sharpe ratio
  • returns: Returns series
  • risk_free_rate: Risk-free rate (default 0)
  • Returns: Sharpe ratio value

For detailed guides and tutorials, please visit:

• 📖 Quick Start Guide - Get started in 5 minutes
• 📦 Installation Guide - Detailed installation instructions
• 💡 Usage Guide - Comprehensive usage examples
• 🚀 Publishing Guide - How to publish to PyPI

中文用户请访问 中文指南

See examples/usage_example.py for more detailed examples, including:

• Mean reversion strategy
• Momentum strategy
• Utility function usage
• Direct strategy method calls

Run the example:

cd examples
python usage_example.py

uv pip install -e ".[dev]"

pytest tests/ -v

pytest tests/ --cov=quant1024 --cov-report=html

quant1024/
├── src/quant1024/          # Source code
│   ├── __init__.py         # Package initialization
│   └── core.py             # Core functionality
├── tests/                  # Test code
│   ├── __init__.py
│   └── test_core.py        # Core functionality tests
├── examples/               # Example code
│   └── usage_example.py    # Usage examples
├── guide/                  # Documentation guides
│   ├── en/                 # English guides
│   └── zh-hans/            # Chinese guides
├── pyproject.toml          # Project configuration
├── README.md               # Project documentation (English)
├── README_zh.md            # Project documentation (Chinese)
└── LICENSE                 # License

This project includes comprehensive test cases to ensure external software can properly call the API:

• ✅ Import Tests: Verify all public APIs can be correctly imported
• ✅ Inheritance Tests: Verify external code can inherit from the abstract base class
• ✅ Functionality Tests: Verify all methods work correctly
• ✅ Integration Tests: Verify typical use cases
• ✅ Edge Case Tests: Verify exception handling

Run tests to ensure everything works:

pytest tests/ -v

See the LICENSE file for license information.

Issues and Pull Requests are welcome!

For questions or suggestions, please submit an Issue.