Qubx - Quantitative Trading Framework


Keywords
backtester, backtesting, quantitative-analysis, quantitative-finance, trading
License
GPL-3.0
Install
pip install Qubx==0.6.43

Documentation

Qubx - Quantitative Trading Framework

CI

⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  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.

Quick Start

1. Install Dependencies

poetry install

2. Create a Strategy

# 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

3. Run Your Strategy

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

Available Templates

# 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

Strategy Development Workflow

  1. Initialize: poetry run qubx init - Create strategy from template
  2. Develop: Edit strategy.py to implement your trading logic
  3. Test: poetry run qubx run config.yml --paper - Run in paper mode
  4. Debug: ./jpaper.sh - Use Jupyter for interactive development
  5. Deploy: Configure for live trading when ready

Features

  • 🚀 High-performance backtesting engine
  • 🔄 Live trading support
  • 📊 Advanced data analysis tools
  • 📈 Integration with multiple exchanges
  • 🛠 Comprehensive strategy development toolkit
  • 🔍 Detailed performance analytics

Documentation

For detailed documentation, visit Qubx Documentation

Prerequisites

To build and run Qubx, you need:

  • Python 3.10 or higher
  • C/C++ compiler for Cython compilation
  • Poetry for dependency management

Installation

Using pip

pip install qubx

Development Setup

  1. Clone the repository
  2. Install dependencies using Poetry:
poetry install

Example trading strategies can be found in the examples/ directory.

CLI Usage

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

Development

Running Tests

Run the test suite:

just test

Additional Commands

  • Check code style: just style-check
  • Build package: just build
  • Run verbose tests: just test-verbose

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.