--- title: Quant AI - Advanced Quant Trading Engine & Backtest Simulator emoji: ๐Ÿ“ˆ colorFrom: blue colorTo: indigo sdk: docker app_port: 7860 pinned: false --- # Quant.ai - Advanced Quant Trading Engine & Backtest Simulator

Python Version FastAPI React Vite License

Quant.ai is a production-ready, fully-automated stock trading engine and interactive backtest simulator. Built with a Python FastAPI backend and a React (Vite) frontend, it features real-time K-line pattern recognition, dynamic market regime routing, ATR-based risk sizing, and out-of-sample walk-forward optimization.

Quant.ai Desktop Trading Terminal

--- ## ๐Ÿš€ Key Features ### 1. ๐Ÿ“Š Advanced K-Line Feature & Pattern Recognition - **12 K-Line Numerical Features**: Computes body ratio, upper/lower shadow ratios, gaps, relative volume (RVOL), and trend context dynamically. - **22 Quantifiable Candlestick Patterns**: Vectorized detection for patterns like Hammer, Shooting Star, Bullish/Bearish Engulfing, Piercing, Dark Cloud Cover, Morning/Evening Star, Three White Soldiers, Rising/Falling Three Methods, Gap Breakout, Exhaustion Gaps, and Neckline breakouts for W-Bottoms and M-Tops. ### 2. ๐Ÿšฆ Dynamic Market Regime Router - Dynamically classifies the market into four regimes: - `trend_up`: Strong bullish trend. Activates trend-following strategies (Donchian breakout, EMA crossover). - `trend_down`: Bearish trend. Suspends buy operations and goes into defense. - `high_volatility`: Extreme volatility (ATR/Close in top 10%). Enforces cash preservation. - `range_bound`: Oscillating market. Activates mean reversion (Bollinger Bands oversold) and candlestick reversals. ### 3. ๐Ÿ›ก๏ธ Institutional-Grade Multi-Layer Risk Control - **ATR-Based Sizing**: Calculates trade size based on account equity, ATR stop-distance, and risk percentage. - **Soft Drawdown Limit (7%) & Consecutive Losses (5)**: Triggers a 50% reduction in position size. - **Hard Drawdown Limit (12%)**: Temporarily locks the trading engine (risk multiplier goes to 0) to prevent capital blowups. ### 4. ๐Ÿ”„ Walk-Forward Parameter Optimization - Features a rolling optimization pipeline (`walk_forward.py`) that divides history into training and test intervals. - Optimizes parameters (strategy mode, ATR multiplier, RSI) by maximizing the drawdown-penalized net profit (Calmar-like metric) and validates performance out-of-sample. ### 5. ๐ŸŒ… Market Open Focus & Opening Range Breakout (ORB) Strategy - **Market Open Focus Mode**: Targets the high-volatility market opening (09:30 - 10:15 EST). Restricts buying to this high-momentum window and performs a force liquidation at 10:30 EST to protect capital from the midday choppy sideways trend. - **Opening Range Breakout (ORB)**: Precomputes the opening high and low from the first 5 minutes of regular hours (09:30 - 09:35 EST) and triggers high-probability breakout buys on high volume (RVOL > 1.2), using the opening range low as a hard failure stop-loss. ### 6. ๐Ÿค– AI Auto-Pilot Parameter Tuning (ๆ™บ่ƒฝๆ‰˜็ฎก) - Dynamically grid-searches strategy settings over the recent 5 days of 1-minute bar data for the selected ticker. - Optimizes for the best risk-adjusted performance (Sharpe ratio and max drawdown mitigation) and automatically applies parameters to the active trading dashboard. ### 7. ๐ŸŽฌ Historical Replay Mode (ๅŽ†ๅฒๅผ€็›˜ๅค็›˜ๆจกๆ‹Ÿๅ™จ) - **Granular 1m Simulation**: Allows developers and traders to replay the market open sequence step-by-step for any trading day within the last 5 days. - **Interactive Controls**: Supports Play, Pause, Single-Step tick progression, Reset, and speed tuning (with simulated intervals down to 50ms per bar). - **Synchronized Portfolio updates**: Portfolio equity, cash, holdings, and transactions update dynamically on each step to observe execution points. ### 8. ๐Ÿ” Intraday Trade Inspector (ๆ—ฅๅ†…ๆˆไบค็ฒพ็ป†ๅŒ–้€่ง†) - **High-Frequency Audit**: In daily backtests, clicking any ledger row fetches the 1-minute candlestick data for the execution date and overlays the exact BUY/SELL orders at the market open (9:30 AM EST). - **Auto-scroll focus**: In intraday/1m backtests, clicking any ledger row centers the main chart's time axis precisely on the selected transaction bar. --- ## ๐Ÿ“ Project Structure ```text โ”œโ”€โ”€ backend/ โ”‚ โ”œโ”€โ”€ app/ โ”‚ โ”‚ โ”œโ”€โ”€ config.py # Trade and risk configurations โ”‚ โ”‚ โ”œโ”€โ”€ data_manager.py # YFinance data loading, technical indicators, and regimes โ”‚ โ”‚ โ”œโ”€โ”€ patterns.py # 22 K-line patterns and W-Bottom/M-Top detection โ”‚ โ”‚ โ”œโ”€โ”€ strategy.py # Strategy routing and evaluation โ”‚ โ”‚ โ”œโ”€โ”€ simulator.py # Universal backtesting simulator โ”‚ โ”‚ โ””โ”€โ”€ trading_engine.py # Portfolio ledger, execution, and risk gates โ”‚ โ”œโ”€โ”€ main.py # CLI Backtest interface โ”‚ โ”œโ”€โ”€ main_api.py # FastAPI REST Server โ”‚ โ””โ”€โ”€ walk_forward.py # Walk-Forward rolling optimization engine โ”œโ”€โ”€ frontend/ # React Vite dashboard with TradingView charts โ””โ”€โ”€ README.md ``` --- ## ๐Ÿ› ๏ธ Installation & Getting Started ### Prerequisites - Python 3.8+ - Node.js 16+ ### 1. Backend Setup Navigate to the root directory and install dependencies: ```bash pip install pandas numpy yfinance fastapi uvicorn pydantic ``` Run a CLI backtest simulation: ```bash # Run minute-level day trading simulation for TSLA python backend/main.py --ticker TSLA --period 5d --interval 1m # Run daily-level swing trading simulation for TSLA python backend/main.py --ticker TSLA --period 1y --interval 1d ``` Run Walk-Forward rolling parameter optimization: ```bash python backend/walk_forward.py --ticker TSLA --period 1y --interval 1d ``` Start the FastAPI API server: ```bash python backend/main_api.py ``` ### 2. Frontend Setup Navigate to the frontend folder, install dependencies, and start the development server: ```bash cd frontend npm install npm run dev ``` --- ## ๐Ÿ“Š Backtest Indicators & Performance Our universal backtest simulator calculates standard trading metrics including: - **Net PnL & Return Percentage** - **Max Account Equity Drawdown** - **Win Rate & Round Trip Trade Count** - **Transaction Commission and Slippage Friction Cost** - **Market Regime Distributions** --- ## ๐Ÿ“ License & Disclaimer This software is provided for educational and research purposes only. Algorithmic trading carries substantial risk, and past performance is not indicative of future results.