deltafq 0.3.0

A comprehensive Python quantitative finance library

DeltaFQ

Modern Python library for strategy research, backtesting, paper/live trading, and beautiful reporting.

Highlights

• Clean architecture: data → strategy (signals) → backtest (execution) → performance (metrics) → reporter (text + charts)
• Execution engine: Unified order execution for paper/live trading via a Broker abstraction
• Indicators: Rich TechnicalIndicators (SMA/EMA/RSI/KDJ/BOLL/ATR/…)
• Signals: Simple, composable SignalGenerator (e.g., Bollinger touch/cross/cross_current)
• Charts: Matplotlib by default, optional Plotly interactive performance charts
• Reports: Console-friendly summary with i18n (Chinese/English) + visual charts

Install

pip install deltafq

60-second Quick Start (Bollinger strategy)

import deltafq as dfq

symbol = 'AAPL'
fetcher = dfq.data.DataFetcher(); indicators = dfq.indicators.TechnicalIndicators()
generator = dfq.strategy.SignalGenerator()
engine = dfq.backtest.BacktestEngine(initial_capital=100000)
perf = dfq.backtest.PerformanceAnalyzer(); reporter = dfq.backtest.BacktestReporter()

data = fetcher.fetch_data(symbol, '2023-01-01', '2023-12-31', clean=True)
bands = indicators.boll(data['Close'], period=20, std_dev=2)
signals = generator.boll_signals(price=data['Close'], bands=bands, method='cross_current')

trades_df, values_df = engine.run_backtest(symbol, signals, data['Close'], strategy_name='BOLL')
values_df, metrics = perf.get_performance_metrics(symbol, trades_df, values_df, engine.initial_capital)

# Text + charts; pass use_plotly=True inside reporter if you want interactive charts
reporter.generate_visual_report(metrics=metrics, values_df=values_df, title=f'{symbol} BOLL Strategy')

What’s inside

• deltafq/data: fetching, cleaning, validation
• deltafq/indicators: classic TA indicators
• deltafq/strategy: signal generation + signal combination
• deltafq/backtest: execution via ExecutionEngine; performance via PerformanceAnalyzer; reporting via BacktestReporter
• deltafq/charts: signal and performance charts (Matplotlib + optional Plotly)

Examples

See the examples/ folder for ready-to-run scripts:

• Compare indicators and signals
• Run a Bollinger strategy and generate a full report

Contributing

Contributions are welcome! Please open an issue or submit a PR.

License

MIT License – see LICENSE.