mirror of
https://github.com/PyP-Quant/quant-trading-strategy-templates.git
synced 2026-08-09 00:37:47 +00:00
103 lines
7.6 KiB
Markdown
103 lines
7.6 KiB
Markdown
# PyP Quant Trading Strategy Templates
|
|
|
|
Open-source Python quant trading strategy templates for PyP Quant Mode.
|
|
|
|
This repository is a public, educational starter library for traders who want to build quantitative trading strategies with Python, validate them with PyP PPE simulation, and deploy live signals through the PyP platform.
|
|
|
|
These examples are intentionally safe starter projects. They are not financial advice, not live performance claims, and not recommendations to trade any instrument.
|
|
|
|
## What Is Inside
|
|
|
|
Each template follows the PyP Quant Mode contract:
|
|
|
|
```python
|
|
def train(data, config):
|
|
return model, metrics
|
|
|
|
def predict(model, market_data, config):
|
|
return {"signal": "UP|DOWN|HOLD", "confidence": 0.0, "metadata": {}}
|
|
```
|
|
|
|
Every project includes:
|
|
|
|
- `strategy.py`
|
|
- `quant.config.json`
|
|
- `README.md`
|
|
|
|
## Templates
|
|
|
|
This repository currently contains 50 PyP Quant strategy templates.
|
|
|
|
| Template | Pair | Timeframe | Model family | Use case |
|
|
| --- | --- | --- | --- | --- |
|
|
| `adausdt-volatility-rf-15m` | ADAUSDT | 15m | sklearn RandomForest | sklearn RandomForest PyP Quant template for ADAUSDT 15m. |
|
|
| `audjpy-randomforest-1h` | AUDJPY | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for AUDJPY 1h. |
|
|
| `audusd-logistic-30m` | AUDUSD | 30m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for AUDUSD 30m. |
|
|
| `avaxusdt-volatility-rf-30m` | AVAXUSDT | 30m | sklearn RandomForest | sklearn RandomForest PyP Quant template for AVAXUSDT 30m. |
|
|
| `bnbusdt-trend-rf-30m` | BNBUSDT | 30m | sklearn RandomForest | sklearn RandomForest PyP Quant template for BNBUSDT 30m. |
|
|
| `brentoil-trend-rf-1h` | BRENTUSD | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for BRENTUSD 1h. |
|
|
| `btcusdt-breakout-rf-15m` | BTCUSDT | 15m | sklearn RandomForest | sklearn RandomForest PyP Quant template for BTCUSDT 15m. |
|
|
| `btcusdt-lightgbm-1h` | BTCUSDT | 1h | LightGBM | BTCUSDT LightGBM crypto trend classifier |
|
|
| `btcusdt-mean-reversion-5m` | BTCUSDT | 5m | custom Python | custom Python PyP Quant template for BTCUSDT 5m. |
|
|
| `cadjpy-breakout-1h` | CADJPY | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for CADJPY 1h. |
|
|
| `chfjpy-mean-reversion-1h` | CHFJPY | 1h | custom Python | custom Python PyP Quant template for CHFJPY 1h. |
|
|
| `copperusd-mean-reversion-1h` | COPPERUSD | 1h | custom Python | custom Python PyP Quant template for COPPERUSD 1h. |
|
|
| `dogeusdt-scalp-logistic-1m` | DOGEUSDT | 1m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for DOGEUSDT 1m. |
|
|
| `dotusdt-mean-reversion-30m` | DOTUSDT | 30m | custom Python | custom Python PyP Quant template for DOTUSDT 30m. |
|
|
| `ethusdt-volatility-classifier` | ETHUSDT | 30m | sklearn RandomForest | ETHUSDT volatility-aware directional classifier |
|
|
| `eurgbp-range-classifier-30m` | EURGBP | 30m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for EURGBP 30m. |
|
|
| `eurjpy-trend-rf-1h` | EURJPY | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for EURJPY 1h. |
|
|
| `eurnzd-volatility-rf-4h` | EURNZD | 4h | sklearn RandomForest | sklearn RandomForest PyP Quant template for EURNZD 4h. |
|
|
| `eurusd-logistic-15m` | EURUSD | 15m | sklearn LogisticRegression | EURUSD logistic regression baseline classifier |
|
|
| `eurusd-xgboost-1h` | EURUSD | 1h | XGBoost | EURUSD feature-rich XGBoost trend classifier |
|
|
| `gbpjpy-breakout-rf-1h` | GBPJPY | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for GBPJPY 1h. |
|
|
| `gbpusd-breakout-rf` | GBPUSD | 30m | sklearn RandomForest | GBPUSD range breakout random forest classifier |
|
|
| `gbpusd-logistic-15m` | GBPUSD | 15m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for GBPUSD 15m. |
|
|
| `ger40-breakout-rf-30m` | GER40 | 30m | sklearn RandomForest | sklearn RandomForest PyP Quant template for GER40 30m. |
|
|
| `lightgbm-fx-multifeature` | EURUSD | 30m | LightGBM | Multi-feature FX LightGBM classifier |
|
|
| `linkusdt-trend-logistic-30m` | LINKUSDT | 30m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for LINKUSDT 30m. |
|
|
| `ltcusdt-trend-rf-1h` | LTCUSDT | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for LTCUSDT 1h. |
|
|
| `maticusdt-scalp-baseline-5m` | MATICUSDT | 5m | custom Python | custom Python PyP Quant template for MATICUSDT 5m. |
|
|
| `nas100-breakout-rf-15m` | NAS100 | 15m | sklearn RandomForest | sklearn RandomForest PyP Quant template for NAS100 15m. |
|
|
| `naturalgas-volatility-rf-4h` | NATGAS | 4h | sklearn RandomForest | sklearn RandomForest PyP Quant template for NATGAS 4h. |
|
|
| `nzdusd-mean-reversion-1h` | NZDUSD | 1h | custom Python | custom Python PyP Quant template for NZDUSD 1h. |
|
|
| `oilwtico-atr-breakout-1h` | WTICOUSD | 1h | custom Python | custom Python PyP Quant template for WTICOUSD 1h. |
|
|
| `onnx-export-sklearn-starter` | EURUSD | 1h | sklearn to ONNX | Sklearn classifier starter for ONNX export |
|
|
| `solusdt-scalp-baseline` | SOLUSDT | 1m | custom Python | SOLUSDT high-volatility scalp baseline |
|
|
| `spx500-trend-logistic-1h` | SPX500 | 1h | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for SPX500 1h. |
|
|
| `statsmodels-arima-direction` | EURUSD | 1h | statsmodels | ARIMA-style statistical direction baseline |
|
|
| `uk100-range-logistic-1h` | UK100 | 1h | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for UK100 1h. |
|
|
| `us30-mean-reversion-30m` | US30 | 30m | custom Python | custom Python PyP Quant template for US30 30m. |
|
|
| `usdcad-trend-rf-1h` | USDCAD | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for USDCAD 1h. |
|
|
| `usdchf-range-logistic-1h` | USDCHF | 1h | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for USDCHF 1h. |
|
|
| `usdjpy-mean-reversion` | USDJPY | 1h | custom Python | USDJPY mean-reversion baseline |
|
|
| `usdmxn-volatility-rf-4h` | USDMXN | 4h | sklearn RandomForest | sklearn RandomForest PyP Quant template for USDMXN 4h. |
|
|
| `xagusd-atr-breakout-1h` | XAGUSD | 1h | custom Python | custom Python PyP Quant template for XAGUSD 1h. |
|
|
| `xagusd-mean-reversion-30m` | XAGUSD | 30m | custom Python | custom Python PyP Quant template for XAGUSD 30m. |
|
|
| `xauusd-atr-breakout` | XAUUSD | 15m | custom Python | XAUUSD ATR breakout rule baseline |
|
|
| `xauusd-london-breakout-15m` | XAUUSD | 15m | custom Python | custom Python PyP Quant template for XAUUSD 15m. |
|
|
| `xauusd-regime-xgboost-v11` | XAUUSD | 1h | XGBoost | Less restrictive Au-79-style XAUUSD regime classifier |
|
|
| `xauusd-scalp-logistic-5m` | XAUUSD | 5m | sklearn LogisticRegression | sklearn LogisticRegression PyP Quant template for XAUUSD 5m. |
|
|
| `xptusd-trend-rf-1h` | XPTUSD | 1h | sklearn RandomForest | sklearn RandomForest PyP Quant template for XPTUSD 1h. |
|
|
| `xrpusdt-breakout-rf-15m` | XRPUSDT | 15m | sklearn RandomForest | sklearn RandomForest PyP Quant template for XRPUSDT 15m. |
|
|
|
|
## Use With PyP
|
|
|
|
1. Open PyP Quant Mode:
|
|
https://pyp.stanlink.online/projects/quant/new
|
|
2. Create a new quant project.
|
|
3. Copy a template's `strategy.py` and `quant.config.json`.
|
|
4. Run a training job.
|
|
5. Validate with PPE simulation.
|
|
6. Deploy only after the strategy produces acceptable out-of-sample behavior.
|
|
|
|
## PyP Links
|
|
|
|
- Quant landing page: https://pyp.stanl.ink/for-quant-traders
|
|
- Quant docs: https://pyp.stanl.ink/docs/quant/what-is-quant-mode
|
|
- Create a quant project: https://pyp.stanlink.online/projects/quant/new
|
|
|
|
## Risk Disclaimer
|
|
|
|
Trading foreign exchange, CFDs, crypto, and leveraged products involves substantial risk. These templates are educational examples only. Past performance and simulated results do not guarantee future performance.
|