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⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀ QUBX | Quantitative Backtesting Environment
⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁ (c) 2024, by Dmytro Mariienko
⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀
Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.
poetry install
# Create a simple strategy template (default)
poetry run qubx init
# Or specify a name and symbols
poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
cd my_strategy
# Run in paper trading mode
poetry run qubx run config.yml --paper
# Or run in Jupyter mode for interactive development
./jpaper.sh
# List available strategy templates
poetry run qubx init --list-templates
# Create strategy with full project structure and MACD example
poetry run qubx init --template project --name my_project
-
Initialize:
poetry run qubx init
- Create strategy from template -
Develop: Edit
strategy.py
to implement your trading logic -
Test:
poetry run qubx run config.yml --paper
- Run in paper mode -
Debug:
./jpaper.sh
- Use Jupyter for interactive development - Deploy: Configure for live trading when ready
- 🚀 High-performance backtesting engine
- 🔄 Live trading support
- 📊 Advanced data analysis tools
- 📈 Integration with multiple exchanges
- 🛠 Comprehensive strategy development toolkit
- 🔍 Detailed performance analytics
For detailed documentation, visit Qubx Documentation
To build and run Qubx, you need:
- Python 3.10 or higher
- C/C++ compiler for Cython compilation
- Poetry for dependency management
pip install qubx
- Clone the repository
- Install dependencies using Poetry:
poetry install
Example trading strategies can be found in the examples/
directory.
Qubx comes with a command-line interface that provides several useful commands:
qubx --help # Show all available commands
Available commands:
-
qubx init
- Create a new strategy from template -
qubx run
- Start a strategy with given configuration -
qubx simulate
- Run strategy simulation -
qubx ls
- List all strategies in a directory -
qubx release
- Package a strategy into a zip file -
qubx deploy
- Deploy a strategy from a zip file -
qubx browse
- Browse backtest results using interactive TUI
Run the test suite:
just test
- Check code style:
just style-check
- Build package:
just build
- Run verbose tests:
just test-verbose
Contributions are welcome! Please feel free to submit a Pull Request.
This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.