Unified Quant Platform | A-share Quant Research Platform

面向 A 股的开源量化研究与回测平台：策略准入、回测报告、仿真交易、Web 控制台和实盘网关适配器一体化。

A-share quant research platform with strategy admission gates, backtesting, paper trading, a web console, and live gateway adapters.

Current version: V5.0.0 | Updated: 2026-05-21 | Status: local and container workflows ready

Platform at a Glance

The two web-console previews below are real screenshots of the running Vue frontend (docker compose up -d api frontend), captured by scripts/capture_frontend_previews.py (Playwright + Chromium) after running an actual backtest on 600519.SH through the API. The bottom chart is the real CLI plot produced by python unified_backtest_framework.py run --strategy macd --symbols 600519.SH --plot, taken straight from the run's report/<run-id>/backtest_result.png.

Dashboard view (live frontend)	Backtest workbench view (live frontend, real backtest)

Why This Project

• A-share first: trading calendar alignment, T+1 constraints, limit-up/down handling, lot sizing, suspension handling, and adjusted-price data workflows.
• Beyond one backtest: baseline registration and strategy admission gates help move a strategy from research to paper validation and live preflight.
• Local product surface: FastAPI v2 plus a Vue3/Vite/Element Plus console for backtests, strategy library, trading, data, and monitoring.
• Practical gateway path: XtQuant/QMT, XTP, Hundsun UFT, EastMoney, paper, stub, and mock routes are separated so development can proceed without unsafe live credentials.

30-second Start

git clone https://github.com/magic-alt/stock.git
cd stock
pip install -r requirements.txt
python examples/one_click_demo.py --out-dir report/open_source_demo

The deterministic demo uses the built-in paper gateway and bundled sample data. It writes JSON, Markdown, and ECharts-ready artifacts without broker SDKs, data-provider tokens, or network data fetches.

With Docker Compose:

docker compose up

Open http://localhost:3000 for the web console and http://localhost:8000/api/v2/docs for the OpenAPI UI.

5-minute Backtest

python unified_backtest_framework.py run \
  --strategy macd \
  --symbols 600519.SH \
  --start 2023-01-01 --end 2024-12-31 \
  --plot

Useful CLI commands:

# Strategy list
python unified_backtest_framework.py list

# Grid search
python unified_backtest_framework.py grid --strategy macd --symbols 600519.SH \
  --start 2023-01-01 --end 2024-12-31 \
  --grid '{"fast": [10,12,15], "slow": [26,30]}'

# Portfolio combination from NAV files
python unified_backtest_framework.py combo --navs report/ema_nav.csv report/macd_nav.csv \
  --objective sharpe --step 0.2 --out combo_nav.csv

Backtest artifacts are written to report/ by default, including metrics, snapshots, data-quality reports, Markdown summaries, and optional chart assets.

Strategy Admission Gates

The differentiator of this project is the strategy admission workflow: a strategy is not considered ready just because one backtest looks good. It must pass fixed historical regimes, data-quality checks, baseline drift checks, and stage gates.

# Register a historical baseline for fixed parameters
python unified_backtest_framework.py baseline --strategy macd \
  --params '{"fast": 12, "slow": 26, "signal": 9}' \
  --register-strategy-baseline --baseline-alias prod \
  --regimes bull bear range high-vol

# Evaluate admission against the registered baseline
python unified_backtest_framework.py admission --strategy macd \
  --params '{"fast": 12, "slow": 26, "signal": 9}' \
  --profile institutional --baseline-alias prod \
  --regimes bull bear range high-vol

Current stage sequence:

research -> baseline_registered -> admission_passed -> paper_validated -> live_candidate -> production

See docs/STRATEGY_ADMISSION_WORKFLOW.md for the full gate registry, artifact layout, paper-entry gate, portfolio gate, and live preflight behavior.

Web Console

The web console is a Vue3 + Vite + Element Plus application backed by FastAPI v2.

# API server
python scripts/run_platform_api.py

# Frontend dev server
cd frontend
npm ci
npm run dev

Main views:

View	Purpose
Dashboard	platform status and recent results
Backtest	strategy run form, jobs, charts, and metrics
Trading	paper/live gateway connection, orders, fills, price injection
Strategies	strategy library and quick backtest actions
Data	OHLCV browser
Monitor	system, queue, gateway, and alert snapshots
Settings	local platform settings

Architecture

The platform now has two aligned views: runtime rings for how the system boots, and distribution packages for how the same code is installed. Runtime imports stay backward compatible under src.*; Phase 7 adds thin quant_platform_* facades and package manifests so plugin authors and operators can install only the parts they need.

flowchart LR
    subgraph RuntimeView["Runtime architecture"]
        Apps["Apps<br/>CLI · Web · GUI · Notebook"]
        Platform["Platform<br/>FastAPI · JobQueue · DataLake"]
        Runtime["Runtime<br/>Backtest · Sandbox · Live"]
        Engines["Engines<br/>Data · Execution · Risk · Portfolio · Research · Report"]
        Kernel["Kernel<br/>MessageBus · PluginRegistry · LifecycleFSM"]
        Adapters["Adapters<br/>Data · Realtime · Broker · Storage · ML"]
        Contracts["SDK / Contracts<br/>DTOs · Ports · PluginManifest"]
    end

    subgraph Packages["Distribution packages"]
        CorePkg["quant_platform_core"]
        SdkPkg["quant_platform_sdk"]
        AdaptersPkg["quant_platform_adapters_cn"]
        MlPkg["quant_platform_ml"]
        WebPkg["quant_platform_web"]
        CliPkg["quant_platform_cli"]
    end

    Apps --> Platform --> Runtime --> Engines --> Kernel --> Adapters --> Contracts
    Engines -.-> Contracts
    Runtime -.-> Contracts

    CorePkg --> Contracts
    SdkPkg --> Contracts
    AdaptersPkg --> Adapters
    MlPkg --> Engines
    WebPkg --> Platform
    CliPkg --> Apps

    classDef runtime fill:#f5f7fa,stroke:#5b6b7a,stroke-width:1px,color:#1f2933;
    classDef package fill:#eef7ff,stroke:#2563eb,stroke-width:1px,color:#1f2933;
    class Apps,Platform,Runtime,Engines,Kernel,Adapters,Contracts runtime;
    class CorePkg,SdkPkg,AdaptersPkg,MlPkg,WebPkg,CliPkg package;

Loading

The diagram above is the V6 open-platform target with the Phase 7 packaging boundary added. V5 production code still ships from the modules it lives in today; V6 remains an additive, back-compat refactor that exposes existing kernel, plugin, audit and HA primitives behind stable ports.

Distribution packages:

Package	Import facade	Contents
quant-platform-core	quant_platform_core	kernel, contracts, engines, backtest, simulation, pipeline
quant-platform-sdk	quant_platform_sdk	plugin SDK, DTOs, ports, manifests, registry
quant-platform-adapters-cn	quant_platform_adapters_cn	A-share data, realtime, broker, storage and messaging adapters
quant-platform-ml	quant_platform_ml	MLOps, Qlib, FinRL and model adapter modules
quant-platform-web	quant_platform_web	FastAPI platform services and web console metadata
quant-platform-cli	quant_platform_cli	CLI commands, plugin testing and backtest entry points

Deep architecture references:

• packages/README.md — Phase 7 distribution split
• docs/architecture/open-platform.md — V6 open-platform proposal
• docs/PLATFORM_GUIDE.md
• docs/ARCHITECTURE_REVIEW.md
• docs/API_REFERENCE.md

Capability Matrix

Area	Current status	Entry point
Backtesting	Backtrader default, Zipline optional	unified_backtest_framework.py run --engine backtrader
Strategy library	trend, mean reversion, breakout, portfolio, ML strategy families	python unified_backtest_framework.py list
Strategy admission	baseline/admission reports plus rollout gate registry	baseline / admission commands
A-share rules	calendar alignment, T+1, limit handling, lot sizing	backtest engine and execution modeling
Web console	Dashboard, Backtest, Trading, Strategies, Data, Monitor, Settings	frontend/
API	versioned FastAPI v2 endpoints	/api/v2/docs
Paper trading	deterministic paper gateway and demo workflow	examples/one_click_demo.py
Sample data	bundled synthetic A-share-style OHLCV fixture	sample_data/a_share_demo_ohlcv.csv
Live gateways	XtQuant/QMT, XTP, Hundsun UFT, EastMoney adapters	docs/GATEWAY_SDK_SETUP.md
Operations	Docker, Compose, Kubernetes manifests, health checks	docs/DEPLOYMENT_GUIDE.md

Known Limits

• Real broker SDKs require user-provided accounts, credentials, broker permissions, and local SDK binaries. Stub and mock paths are for development, CI, and integration planning.
• AKShare/TuShare workflows may need network access; TuShare requires TUSHARE_TOKEN for token-gated data.
• Demo outputs and sample workflows are for engineering validation and education, not investment advice.
• The open-source focus remains A-share research, backtesting, admission, paper trading, and gateway adapters; some long-term platform work is still evolving.

Validation

Core validation commands:

python examples/one_click_demo.py --out-dir report/open_source_demo
python -m pytest tests/ -v --tb=short
python -m mkdocs build --strict
npm --prefix frontend ci
npm --prefix frontend run build
docker compose config

Local CI mirror:

powershell -ExecutionPolicy Bypass -File scripts/local_ci.ps1 -Jobs test -SkipInstall

Documentation

Topic	Document
Getting started	docs/getting-started/quick-start.md
Strategy admission	docs/STRATEGY_ADMISSION_WORKFLOW.md
Strategy reference	docs/STRATEGY_REFERENCE.md
REST and Python API	docs/API_REFERENCE.md
Gateway setup	docs/GATEWAY_SDK_SETUP.md
Broker onboarding	docs/BROKER_ACCOUNT_GUIDE.md
Deployment	docs/DEPLOYMENT_GUIDE.md
Operations	docs/OPERATIONS_RUNBOOK.md
Roadmap	docs/ROADMAP.md

Contributing

Contributions should use a feature branch and pull request. See CONTRIBUTING.md for workflow, validation, and security expectations.

License

MIT License. See LICENSE.