deltafq 0.7.0
A-share low-frequency quantitative trading framework covering research, backtesting, and execution
License: MIT
Requires Python: >=3.9

# DeltaFQ

<div align="center">

[中文](README.md) | [English](README_EN.md)

![Version](https://img.shields.io/badge/version-0.7.0-7C3AED.svg)
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![Python](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-2563EB.svg)
![Build](https://img.shields.io/badge/build-manual-lightgrey.svg)
![License](https://img.shields.io/badge/license-MIT-10B981.svg)

Python Open-source Quantitative Framework: Covering the full "Research, Backtest, Trade" lifecycle, building an industrial-grade closed-loop quantitative workflow from scratch to production.

<p align="center">
  <img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/signals.png" width="48%" alt="Strategy Signals" />
  <img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/overview.png" width="48%" alt="Backtest Overview" />
</p>

</div>


## 🎓 Official Tutorials

#### [iMOOC - AI Quantitative System Course](https://class.imooc.com/sale/aiqwm)

> Official Course: Deeply deconstructing the framework's architecture from 0 to 1, covering live trading logic and industrial-grade quantitative development. An essential course for mastering DeltaFQ.


## 📦 Installation

```bash
pip install deltafq
```

For previous version source code, visit: https://pypi.org/project/deltafq/#history

## ✨ Key Features

- 📥 Multi-source Data - Global multi-market historical/real-time data, ready to use
- 🧠 Rapid Development - Signal-driven architecture, fast implementation with strategy templates
- 📉 Professional Backtesting - High-performance matching engine, deep performance metrics and analysis
- ⚡ Event-driven - Second-level market data distribution, millisecond-level Tick signal processing
- 🤖 Live Gateway - Pluggable adapters, seamless switching between simulation and live trading


## ⚡ Quick Start

```python
import deltafq as dfq

# 1. Define strategy logic
class MyStrategy(dfq.strategy.BaseStrategy):
    def generate_signals(self, data):
        bands = dfq.indicators.TechnicalIndicators().boll(data["Close"])
        return dfq.strategy.SignalGenerator().boll_signals(data["Close"], bands)

# 2. Minimal backtest & results
engine = dfq.backtest.BacktestEngine()
engine.set_parameters("GOOGL", "2025-07-26", "2026-01-26")
engine.load_data()
engine.add_strategy(MyStrategy(name="BOLL"))
engine.run_backtest()
engine.show_report()
engine.show_chart(use_plotly=False)
```


## 🚀 Application Example
DeltaFStation is an open-source quantitative trading cloud platform based on deltafq, integrating data services, strategy management, and trading access with paper and live support. Project: https://github.com/Delta-F/deltafstation/

<table align="center">
  <tr>
    <td><img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/deltafstation_1.png" height="260" alt="DeltaFStation Architecture" /></td>
    <td><img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/deltafstation_2.png" height="260" alt="DeltaFStation Backtest Engine" /></td>
  </tr>
</table>


## 🔌 Interface Integration

- yfinance ✅ - US, A-shares, HK, Crypto, Indices
- eastmoney ✅ - OTC Funds (Index, QDII, Stock, Bond, Mixed)
- PaperTrade ✅ - Local simulation, tick-driven order matching, position and order management
- QMT API 🛠️ - Market data and live trading interfaces


## 🏗️ Project Architecture

```
deltafq/
├── data        # Data acquisition, cleaning, storage interfaces (stocks, funds)
├── indicators  # Technical indicators and factor calculations
├── strategy    # Signal generators and strategy base classes
├── backtest    # Backtest execution, performance metrics, reporting
├── live        # Event engine, gateway abstraction, routing
├── adapters    # Pluggable data/trade adapters
├── trader      # Execution with order/position management
└── charts      # Signal/performance chart components
```

<table align="center">
  <tr>
    <td><img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/deltafq_arch.png" height="400" alt="Project Architecture" /></td>
    <td><img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/deltafq_wf.png" height="400" alt="Workflow" /></td>
  </tr>
</table>


## 🤝 Contributing

- Feedback: Bug reports and contributions are welcome via [Issue](https://github.com/Delta-F/deltafq/issues) or Pull Requests.
- WeChat Official Account: Follow `DeltaFQ开源量化` for updates, strategies, and quantitative resources.

<p align="center">
  <img src="https://raw.githubusercontent.com/Delta-F/deltafq/main/assets/wechat_qr.png" width="150" alt="WeChat Official Account" />
</p>


## 📄 License

MIT License. See [LICENSE](LICENSE) for details.