fd86190e9afb78ee5d2c6e88856fa72e12915969
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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 schemabacktest/— config, pandas->backtrader feed adapter, andBacktestRunnerstrategies/— exampleSmaCrossstrategyanalysis/— performance reporting (sharpe, drawdown, returns, trades)
Description
Languages
Python
99.4%
Shell
0.6%