cyqnt-trd 0.1.9.dev0

A cryptocurrency trading toolkit centered on the standard_bot backtesting, paper signal, and execution workflow

cyqnt-trd

cyqnt-trd is a cryptocurrency trading toolkit centered on the standard_bot workflow for:

• historical data download to local parquet
• local resample from 1m into higher timeframes
• Numba-accelerated backtesting
• paper signal generation
• monitor / run-manager driven execution flows

The current recommended path is:

historical parquet -> local resample -> standard_bot signal -> NumbaBacktestRunner

Install

From PyPI

pip install cyqnt-trd

For development

git clone https://github.com/nthu-chung/crypto_trading
cd crypto_trading
python3 -m venv .venv-standard-bot
source .venv-standard-bot/bin/activate
python -m pip install -U pip
python -m pip install -r requirements.txt -r requirements-standard-bot-mvp.txt

Recommended Standard Bot Entry Points

Backtest

python -m cyqnt_trd.standard_bot.entrypoints.mvp_backtest \
  --engine numba \
  --market-type futures \
  --strategy multi_timeframe_ma_spread \
  --symbol BTCUSDT \
  --interval 5m \
  --secondary-interval 1h \
  --primary-ma-period 20 \
  --reference-ma-period 20 \
  --spread-threshold-bps 0 \
  --historical-dir data/mtf_90d \
  --start-ts 1768003200000 \
  --end-ts 1775779200000 \
  --download-missing \
  --output-json docs/backtests/btc_mtf_ma_cross_5m_1h_20_20_90d.json

Paper Signal

python -m cyqnt_trd.standard_bot.entrypoints.mvp_paper \
  --market-type futures \
  --strategy multi_timeframe_ma_spread \
  --symbol BTCUSDT \
  --interval 5m \
  --secondary-interval 1h \
  --primary-ma-period 20 \
  --reference-ma-period 20 \
  --spread-threshold-bps 0 \
  --historical-dir data/mtf_90d \
  --dry-run

Monitor / Background Session

python -m cyqnt_trd.standard_bot.entrypoints.mvp_monitor_http \
  --broker paper \
  --host 127.0.0.1 \
  --port 8787

Data Workflow

The preferred data workflow is:

1. Download Binance K bars into local parquet
2. Store the finest useful granularity, usually 1m
3. Resample locally into 5m, 15m, 1h, etc.
4. Run standard_bot on local parquet instead of using raw API responses as final backtest input

This keeps:

• point-in-time alignment clearer
• local backtests repeatable
• paper signal and backtest logic consistent

Current Strategy Families On The Mainline

The standard_bot mainline currently includes Numba-backed support for:

• moving_average_cross
• price_moving_average
• rsi_reversion
• multi_timeframe_ma_spread
• donchian_breakout

Package Notes

• The preferred historical backtest engine is NumbaBacktestRunner
• The preferred CLI entrypoint is cyqnt_trd.standard_bot.entrypoints.mvp_backtest
• Legacy cyqnt_trd/backtesting/* still exists for compatibility, but is not the recommended path for new work

Requirements

Key dependencies include:

• pandas>=2.2.0
• polars>=1.0,<2.0
• numba>=0.60,<0.62
• pyarrow>=16.1.0
• requests>=2.32.0

Binance SDK dependencies:

• binance-sdk-spot
• binance-sdk-derivatives-trading-usds-futures
• binance-sdk-algo
• binance-common

License

MIT License