Qubx - Quantitative Trading Framework

⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment
⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2024, by Dmytro Mariienko
⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀

Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.

Quick Start

1. Install Dependencies

poetry install

2. Create a Strategy

# Create a simple strategy template (default)
poetry run qubx init

# Or specify a name and symbols
poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT

3. Run Your Strategy

cd my_strategy

# Run in paper trading mode
poetry run qubx run config.yml --paper

# Or run in Jupyter mode for interactive development
./jpaper.sh

Available Templates

# List available strategy templates
poetry run qubx init --list-templates

# Create strategy with full project structure and MACD example
poetry run qubx init --template project --name my_project

Strategy Development Workflow

1. Initialize: poetry run qubx init - Create strategy from template
2. Develop: Edit strategy.py to implement your trading logic
3. Test: poetry run qubx run config.yml --paper - Run in paper mode
4. Debug: ./jpaper.sh - Use Jupyter for interactive development
5. Deploy: Configure for live trading when ready

Features

• 🚀 High-performance backtesting engine
• 🔄 Live trading support
• 📊 Advanced data analysis tools
• 📈 Integration with multiple exchanges
• 🛠 Comprehensive strategy development toolkit
• 🔍 Detailed performance analytics

Documentation

For detailed documentation, visit Qubx Documentation

Prerequisites

To build and run Qubx, you need:

• Python 3.10 or higher
• C/C++ compiler for Cython compilation
• Poetry for dependency management

Installation

Using pip

pip install qubx

Development Setup

1. Clone the repository
2. Install dependencies using Poetry:

poetry install

Example trading strategies can be found in the examples/ directory.

CLI Usage

Qubx comes with a command-line interface that provides several useful commands:

qubx --help  # Show all available commands

Available commands:

• qubx init - Create a new strategy from template
• qubx run - Start a strategy with given configuration
• qubx simulate - Run strategy simulation
• qubx ls - List all strategies in a directory
• qubx release - Package a strategy into a zip file
• qubx deploy - Deploy a strategy from a zip file
• qubx browse - Browse backtest results using interactive TUI

Development

Running Tests

Run the test suite:

just test

Additional Commands

• Check code style: just style-check
• Build package: just build
• Run verbose tests: just test-verbose

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.