deltafq 0.1.2

A comprehensive Python quantitative finance library

DeltaFQ

A comprehensive Python quantitative finance library for strategy development, backtesting, and live trading.

Features

• Data Management: Efficient data fetching, cleaning, and storage
• Strategy Framework: Flexible strategy development framework
• Backtesting: High-performance historical data backtesting
• Paper Trading: Risk-free strategy testing with simulated trading
• Live Trading: Real-time trading with broker integration
• Technical Indicators: Rich library of technical analysis indicators
• Risk Management: Built-in risk control modules

Installation

pip install deltafq

Quick Start

import deltafq as dfq

# Fetch market data
data = dfq.data.fetch_stock_data('AAPL', start='2023-01-01')

# Create and test a strategy
strategy = dfq.strategy.MovingAverageStrategy(fast_period=10, slow_period=20)
results = dfq.backtest.run_backtest(strategy, data)

# Run paper trading
simulator = dfq.trading.PaperTradingSimulator(initial_capital=100000)
simulator.run_strategy(strategy, data)

Documentation

• API Reference
• Tutorials
• Examples

Contributing

Please read our Contributing Guide for details on our code of conduct and the process for submitting pull requests.

License

This project is licensed under the MIT License - see the LICENSE file for details.