2026-06-07 09:54:31 +08:00

Chinese Equity Quant Research Framework

A modular Chinese A-share quant research framework built on backtrader for backtesting, with akshare (primary) and baostock (fallback) for daily bar data.

Install

pip install -r requirements.txt

Quick start

python3 run_example.py        # end-to-end smoke test (SMA crossover on 浦发银行)
python3 -m pytest tests/ -v   # run tests

Layout

  • data/ — unified downloader (akshare -> baostock fallback) and data schema
  • backtest/ — config, pandas->backtrader feed adapter, and BacktestRunner
  • strategies/ — example SmaCross strategy
  • analysis/ — performance reporting (sharpe, drawdown, returns, trades)
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Description
Chinese A-share equity quant research framework
Readme 2.2 MiB
Languages
Python 99.4%
Shell 0.6%