crosstrade 0.1.0

A shared-core trading package for SB3 backtests and MT5 live trading.

crosstrade

crosstrade is a shared-core trading package for two runtime surfaces:

• Gymnasium backtests for stable-baselines3
• MT5 live trading sessions driven by the same portfolio, execution, and risk logic

The intended model stack is crosstrade + crosslearn + stable-baselines3. The deprecated timeseries_trader and timeseries_agent workflows are no longer part of the package.

Install

Core package:

pip install crosstrade

With Chronos embeddings:

pip install "crosstrade[chronos]"

With MT5 live trading support:

pip install "crosstrade[extra]"

Public API

from crosstrade import (
    FeaturePipeline,
    TradingEnv,
    build_offline_embeddings,
    evaluate_policy,
    load_binance_ohlcv,
    make_offline_env,
    make_online_env,
)
from crosstrade.core import ExecutionConfig, RiskConfig

Backtest Example

import pandas as pd

from crosstrade import FeaturePipeline, make_online_env
from crosstrade.core import ExecutionConfig, RiskConfig

df = pd.read_csv("notebooks/data/DOGEUSDT_train.csv")
pipeline = FeaturePipeline(add_technical=True)
featured = pipeline.fit_transform(df)

env = make_online_env(
    featured,
    window_size=30,
    frame_bound=(30, len(featured)),
    feature_columns=["open", "high", "low", "close", "volume"],
    execution_config=ExecutionConfig(commission_rate=0.001, spread=0.05),
    risk_config=RiskConfig(stop_loss_pct=0.02, take_profit_pct=0.04),
)

Live Trading Example

from stable_baselines3 import PPO

from crosstrade import FeaturePipeline
from crosstrade.live import MT5Broker, MT5TradingSession

broker = MT5Broker(symbol="DOGUSD", timeframe="M5")
model = PPO.load("models/ppo_doge")
pipeline = FeaturePipeline(add_technical=True)

session = MT5TradingSession(
    broker=broker,
    policy=model,
    feature_pipeline=pipeline,
    feature_columns=["open", "high", "low", "close", "volume"],
    window_size=30,
    poll_interval=60.0,
)

Set MT5_SERVER, MT5_LOGIN, and MT5_PASSWORD in the environment before running live sessions.

License

CrossLearn is released under the Apache License 2.0. See the LICENSE.