基于Python的开源量化交易平台开发框架

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

TuShare is a utility for crawling historical data of China stocks

modular quant framework.

Common financial technical indicators implemented in Pandas.

dj-stripe automatically syncs your Stripe Data to your local database as pre-implemented Django Models allowing you to use the Django ORM, in your code, to work with the data making it easier and faster.

FinRL­®-Meta: Dynamic datasets and market environments for FinRL.

wtpy是基于wondertrader为底层的针对python的子框架

quant framework for stock

简单易用的量化金融数据包(easy utility for getting financial market data of China)

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序

Alpaca’s official MCP server lets you trade stocks and options, analyze data, and build strategies using plain English, directly from your favorite LLM tools and IDEs

A Model Context Protocol (MCP) server for stock traders

Parse SEC EDGAR HTML documents into a tree of elements that correspond to the visual (semantic) structure of the document.

This is an ongoing collection of Open Banking Data APIs for Australian deposit taking institutions.

🚀 The production-ready subclass of `pandas.DataFrame` to support stock statistics and indicators

Composer's MCP server lets MCP-enabled LLMs like Claude backtest trading ideas and automatically invest in them for you