Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
This commit is contained in:
TIANHE
2026-01-06 19:30:16 +08:00
parent dde4f01c96
commit eea7d75615
5 changed files with 196 additions and 101 deletions
+38 -19
View File
@@ -15,14 +15,14 @@
<br/>
<h3 align="center">
Local-first quantitative trading infrastructure
Next-Gen AI Quantitative Trading Platform
</h3>
<p align="center">
<strong>🔒 Privacy-First · 🛠️ Self-Hosted · 📊 Multi-Market</strong>
<strong>🤖 AI-Native · 🐍 Visual Python · 🌍 Multi-Market · 🔒 Privacy-First</strong>
</p>
<p align="center">
<i>Run your own trading infrastructure: data, analysis, backtesting, and execution.</i>
<i>Build, Backtest, and Trade with an AI Co-Pilot. Better than PineScript, Smarter than SaaS.</i>
</p>
<p align="center">
@@ -73,10 +73,11 @@ QuantDinger includes a built-in **LLM-based multi-agent research system** that g
### Core Value
- **Privacy First**: All strategies, trading logs, and API keys are stored locally in SQLite
- **AI-Powered Analysis**: LLM-based research agents (OpenRouter/LLM) for market analysis
- **Multi-Market Support**: Cryptocurrency, US stocks, CN/HK stocks, forex, and futures
- **Docker Deployment**: One-command setup with Docker Compose
- **🔓 Apache 2.0 Open Source**: Fully permissive and commercial-friendly. Unlike viral licenses (GPL/AGPL), you truly own your code and modifications.
- **🐍 Python-Native & Visual**: Write indicators in standard Python (easier than PineScript) with AI assistance. Visualize signals directly on charts—a "Local TradingView" experience.
- **🤖 AI-Loop Optimization**: It doesn't just run strategies; AI analyzes backtest results to suggest parameter tuning (Stop-Loss/TP/MACD settings), forming a closed optimization loop.
- **🌍 Universal Market Access**: One unified system for Crypto (Live), US/CN Stocks, Forex, and Futures (Data/Notify).
- **⚡ Docker & Clean Arch**: 4-line command deployment. Modern Tech Stack (Vue + Python) with a clean, separation-of-concerns architecture.
---
@@ -135,7 +136,33 @@ QuantDinger includes a built-in **LLM-based multi-agent research system** that g
## ✨ Key Features
### 1. Universal Data Engine
### 1. Visual Python Strategy Workbench
*Better than PineScript, Smarter than SaaS.*
- **Python Native**: Write indicators and strategies in Python. Leverage the entire Python ecosystem (Pandas, Numpy, TA-Lib) instead of proprietary languages like PineScript.
- **"Mini-TradingView" Experience**: Run your Python indicators directly on the built-in K-line charts. Visually debug buy/sell signals on historical data.
- **AI-Assisted Coding**: Let the built-in AI write the complex logic for you. From idea to code in seconds.
### 2. Complete Trading Lifecycle
*From Indicator to Execution, Seamlessly.*
1. **Indicator**: Define your market entry/exit signals.
2. **Strategy Config**: Attach risk management rules (Position sizing, Stop-Loss, Take-Profit).
3. **Backtest & AI Optimization**: Run backtests, view rich performance metrics, and **let AI analyze the result to suggest improvements** (e.g., "Adjust MACD threshold to X").
4. **Execution Mode**:
- **Live Trading**: Direct API execution for 10+ Crypto Exchanges (Binance, OKX, etc.).
- **Signal Notification**: For non-executable markets (Stocks/Forex/Futures), send signals via Telegram, Discord, Email, SMS, or Webhook.
### 3. AI Multi-Agent Research
*Your 24/7 AI Investment Committee.*
The system employs a multi-agent team to act as a secondary filter for your strategies:
- **Research Agents**: Scrape web news and macro events (Google/Bing).
- **Analysis Agents**: Analyze technical indicators and capital flows.
- **Strategic Integration**: The AI judgment can serve as a "Market Filter"—only allowing your strategy to trade when the AI sentiment aligns (e.g., "Don't buy if AI Risk Analyst flags high macro danger").
### 4. Universal Data Engine
QuantDinger provides a unified data interface across multiple markets:
@@ -144,16 +171,8 @@ QuantDinger provides a unified data interface across multiple markets:
- **Futures/Forex**: OANDA and major futures data sources
- **Proxy Support**: Built-in proxy configuration for restricted network environments
### 2. AI Multi-Agent Research
### 5. Memory-Augmented Agents (Local RAG + Reflection Loop)
The system includes a multi-agent workflow for market analysis:
- **Coordinator Agent**: Task decomposition and workflow management
- **Research Agent**: Web search (Google/Bing) for macro news and events
- **Market-Specific Agents**: Technical and capital flow analysis for crypto and stocks
- **Report Generation**: Structured daily/weekly research reports
### 2.1 🧠 Memory-Augmented Agents (Local RAG + Reflection Loop)
QuantDingers agents dont start from scratch every time. The backend includes a **local memory store** and an optional **reflection/verification loop**:
- **What it is**: RAG-style experience retrieval injected into agent prompts (NOT model fine-tuning).
@@ -244,13 +263,13 @@ score = w_{sim}\cdot sim + w_{recency}\cdot recency + w_{returns}\cdot returns\_
Config lives in `.env` (see `backend_api_python/env.example`): `ENABLE_AGENT_MEMORY`, `AGENT_MEMORY_TOP_K`, `AGENT_MEMORY_ENABLE_VECTOR`, `AGENT_MEMORY_HALF_LIFE_DAYS`, and `ENABLE_REFLECTION_WORKER`.
### 3. Strategy Runtime
### 6. Strategy Runtime
- **Thread-Based Executor**: Independent thread pool for strategy execution
- **Auto-Restore**: Resumes running strategies after system restarts
- **Order Queue**: Background worker for order execution
### 4. Tech Stack
### 7. Tech Stack
- **Backend**: Python (Flask) + SQLite + Redis (optional)
- **Frontend**: Vue 2 + Ant Design Vue + KlineCharts/ECharts