dtrader-v3-adapter 0.1.0

Adapters that connect DTrader V3 to strategy frameworks such as RQAlpha.

DTrader V3 Adapter

v3-adapter is the integration layer between DTrader V3 and popular strategy frameworks. It packages framework-specific adapters so strategy projects can use DTrader historical market data, real-time quotes, and trading APIs through the framework API they already know.

Current adapter status

Framework	Package / module	Status	What works now	Known gaps
RQAlpha	rqalpha_mod_dtrader	Usable prototype	Daily A-share bars, quote snapshots, RQAlpha mod loading, simulated backtests, guarded paper/live broker bridge	Trading calendar is weekday-only, no futures/options, no tick history, no real exchange holidays, limited live event source
Backtrader	backtrader_dtrader	Prototype	DTrader daily K-lines as Backtrader PandasData, Cerebro smoke tests, guarded broker bridge	No dedicated live event loop, no full Store notification lifecycle, simulated accounting remains Backtrader-side
vn.py / VeighNa	vnpy_dtrader	Prototype	DTrader K-lines as vn.py BarData, quote snapshots as TickData, guarded Gateway buy/sell/cancel bridge	No streaming loop, no full order reconciliation, no CTA engine integration test yet
JoinQuant-style	joinquant_dtrader	Prototype	Local initialize/handle_data runtime, history/get_price/current_data APIs, simulated portfolio, guarded order bridge	Not a full JoinQuant clone; no factor/finance/query APIs, simple instant-fill backtest model
Zipline Reloaded	zipline_dtrader	Prototype	DTrader daily K-lines as Zipline bundle frames, asset metadata, ingest function, csvdir export, fake-writer tests	No minute writer/live broker bridge yet; full exchange calendar/corporate actions need production validation
backtesting.py	backtesting_dtrader	Prototype	DTrader daily K-lines as backtesting.py OHLCV DataFrame, fake Backtest smoke, guarded signal bridge	Single-asset history-first adapter; no full live broker/order reconciliation
vectorbt	vectorbt_dtrader	Prototype	DTrader OHLCV DataFrame/panel loaders, vectorbt Portfolio.from_signals helper, guarded signal bridge	Research/data-first adapter; no full live trading engine/order reconciliation
NautilusTrader	nautilus_dtrader	Prototype	Nautilus-style instrument IDs, DTrader K-lines as staged bar records/catalog CSV, quote snapshot client, guarded execution bridge	Not yet native Nautilus DataClient/ExecutionClient or ParquetDataCatalog writer
QuantConnect LEAN	lean_dtrader	Prototype	LEAN-style symbols, DTrader K-lines as TradeBar/custom-data CSV rows, quote snapshot provider, guarded Brokerage-shaped bridge	Not yet native LEAN IDataProvider/IBrokerage plugin or live deployment package
Other frameworks	TBD	Planned	Article directories and adapter taxonomy exist	Adapter shape not implemented yet

Layout

src/rqalpha_mod_dtrader/      # RQAlpha mod: data source, broker, event source, price board
src/backtrader_dtrader/       # Backtrader data feed, store, guarded broker bridge
src/vnpy_dtrader/             # vn.py Datafeed and guarded Gateway bridge
src/joinquant_dtrader/        # JoinQuant-style local runtime and guarded order bridge
src/zipline_dtrader/          # Zipline Reloaded bundle/csvdir data adapter
src/backtesting_dtrader/      # backtesting.py OHLCV loader and signal bridge
src/vectorbt_dtrader/         # vectorbt OHLCV/panel loaders and signal bridge
src/nautilus_dtrader/         # Nautilus-style data catalog staging and guarded execution bridge
src/lean_dtrader/             # LEAN custom data staging and guarded brokerage bridge
configs/                      # Runnable RQAlpha configs per example
examples/rqalpha/             # RQAlpha strategy examples
examples/backtrader/          # Backtrader strategy examples
examples/vnpy/                # vn.py datafeed/gateway examples
examples/joinquant/           # JoinQuant-style local strategy examples
examples/zipline/             # Zipline csvdir, bundle registration, and strategy examples
examples/backtesting/         # backtesting.py strategy and signal bridge examples
examples/vectorbt/            # vectorbt research and signal bridge examples
examples/nautilus/            # Nautilus catalog/quote/execution boundary examples
examples/lean/                # LEAN custom-data/quote/brokerage boundary examples
docs/rqalpha/                 # Detailed RQAlpha adapter docs
docs/backtrader/              # Backtrader adapter docs
docs/vnpy/                    # vn.py adapter docs
docs/joinquant/               # JoinQuant-style adapter docs
docs/zipline/                 # Zipline adapter docs
docs/backtesting/             # backtesting.py adapter docs
docs/vectorbt/                # vectorbt adapter docs
docs/nautilus/                # NautilusTrader adapter docs
docs/lean/                    # QuantConnect LEAN adapter docs
docs/adapter-quality-gate.md  # Required tests before raising adapter maturity
scripts/mock_dtrader_server.py # Local fake DTrader endpoint for smoke tests
tests/                        # Unit/regression tests for adapter behavior

Install as a library

Install the adapter library:

pip install dtrader-v3-adapter

After installation, strategy projects can import the framework module they need, for example rqalpha_mod_dtrader, backtrader_dtrader, zipline_dtrader, backtesting_dtrader, vectorbt_dtrader, nautilus_dtrader, or lean_dtrader.

Optional framework extras:

pip install "dtrader-v3-adapter[backtesting]"
pip install "dtrader-v3-adapter[vectorbt]"
pip install "dtrader-v3-adapter[nautilus]"
pip install "dtrader-v3-adapter[lean]"
pip install "dtrader-v3-adapter[zipline]"

Source setup

Use Python 3.10-3.12. RQAlpha currently runs here with Python 3.11.

uv sync

If you want to run without uv run, activate the venv first:

source .venv/bin/activate

Run against a real DTrader service

Installed package usage:

export DTRADER_BASE_URL="https://your-dtrader-endpoint"
export DTRADER_AUTH="your-auth-token"
rqalpha run --config backtest.yml

Source checkout usage:

PYTHONPATH=src uv run rqalpha run --config configs/backtest.yml

Run without a real DTrader service

Start the mock endpoint in one terminal:

PYTHONPATH=src uv run python scripts/mock_dtrader_server.py

Run an example in another terminal:

DTRADER_BASE_URL=http://127.0.0.1:18080 \
DTRADER_AUTH=dev \
PYTHONPATH=src \
uv run rqalpha run --config configs/backtest_buy_and_hold.yml

Available JoinQuant-style examples

Example	Purpose
examples/joinquant/run_backtest.py	Run a local JoinQuant-style moving-average backtest with DTrader historical K-lines
examples/joinquant/order_guard.py	Guarded order path; real trading off unless both switches are enabled

Available Zipline Reloaded examples

Example	Purpose
examples/zipline/write_csvdir.py	Export DTrader historical K-lines into Zipline csvdir-style daily CSV files
examples/zipline/register_bundle.py	Register a custom dtrader-a-share bundle for zipline ingest
examples/zipline/ma_strategy.py	Zipline moving-average strategy using data.history and simulated orders

Available backtesting.py examples

Example	Purpose
examples/backtesting/backtest_ma.py	Moving-average backtesting.py run using DTrader historical K-lines
examples/backtesting/signal_bridge.py	Guarded signal handoff example; real trading off unless both switches are enabled

Available vectorbt examples

Example	Purpose
examples/vectorbt/ma_parameter_scan.py	Vectorized moving-average signal backtest using DTrader historical K-lines
examples/vectorbt/multi_symbol_close.py	Load multiple DTrader symbols into a close-price matrix
examples/vectorbt/signal_bridge.py	Guarded vectorbt signal handoff; real trading off unless both switches are enabled

Available NautilusTrader examples

Example	Purpose
examples/nautilus/write_catalog_csv.py	Write DTrader historical K-lines into Nautilus-style staged catalog CSV files
examples/nautilus/quote_snapshot.py	Map one DTrader quote snapshot into a Nautilus-style quote tick
examples/nautilus/execution_guard.py	Guarded execution-client-shaped order handoff; real trading off unless both switches are enabled

Available QuantConnect LEAN examples

Example	Purpose
examples/lean/write_custom_data_csv.py	Write DTrader historical K-lines into LEAN Custom Data CSV files
examples/lean/quote_snapshot.py	Map one DTrader quote snapshot into a LEAN QuoteBar-shaped record
examples/lean/brokerage_guard.py	Guarded Brokerage-shaped order handoff; real trading off unless both switches are enabled
examples/lean/custom_data_algorithm.py	Shape reference for a LEAN Custom Data strategy project

Available vn.py examples

Example	Purpose
examples/vnpy/query_history.py	Query DTrader historical K-lines as vn.py-style BarData
examples/vnpy/gateway_order_guard.py	Guarded Gateway quote/order path; real trading off unless both switches are enabled

Available Backtrader examples

Example	Purpose
examples/backtrader/backtest_ma.py	Moving-average Cerebro backtest using DTrader historical K-lines
examples/backtrader/paper_order_guard.py	Guarded paper/live order path; real trading off unless both switches are enabled

Available RQAlpha examples

Config	Strategy	Purpose
configs/backtest.yml	examples/rqalpha/backtest_ma.py	Moving-average crossover using DTrader historical K-lines
configs/backtest_buy_and_hold.yml	examples/rqalpha/backtest_buy_and_hold.py	Minimal one-shot target position example
configs/backtest_multi_asset_rotation.yml	examples/rqalpha/backtest_multi_asset_rotation.py	Multi-symbol momentum rotation with history_bars
configs/backtest_stop_loss_take_profit.yml	examples/rqalpha/backtest_stop_loss_take_profit.py	Position entry plus stop-loss/take-profit exit
configs/paper.yml	examples/rqalpha/paper_quote_threshold.py	Paper/live quote threshold order example; real trading off by default
configs/paper_order_guard.yml	examples/rqalpha/paper_order_guard.py	Paper/live guarded one-order example; real trading off by default

Read-only real endpoint validation

Use this before enabling any paper/live order path:

export DTRADER_BASE_URL="https://your-dtrader-endpoint"
export DTRADER_AUTH="your-osk-or-auth-token"
export DTRADER_VALIDATE_SYMBOLS="600519,000001"
PYTHONPATH=src .venv/bin/python scripts/validate_dtrader_readonly.py \
  --output .cache/dtrader-readonly-validation/report.json

This checks quote, kline, account, positions, and orders query APIs. It does not call buy, sell, or cancel endpoints.

Real trading safety

Paper/live configs default to:

enable_trading: false
paper_fill: true

Real DTrader buy / sell calls require both:

mod:
  dtrader:
    enable_trading: true

and:

export DTRADER_ENABLE_TRADING=1

Keep this two-switch guard. Do not enable real trading while validating examples.

Verification

PYTHONPATH=src uv run python -m unittest discover -s tests
PYTHONPATH=src uv run python -m unittest tests/test_backtrader_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_vnpy_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_joinquant_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_zipline_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_backtesting_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_vectorbt_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_nautilus_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_lean_adapter.py -v
PYTHONPATH=src uv run python -m unittest tests/test_readonly_validation.py -v
PYTHONPATH=src uv run python -m compileall src examples tests scripts
uv build

For a smoke run with the local mock server:

PYTHONPATH=src uv run python scripts/mock_dtrader_server.py
# second terminal
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run rqalpha run --config configs/backtest.yml
# Backtrader smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/backtrader/backtest_ma.py
# vn.py datafeed smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/vnpy/query_history.py
# JoinQuant-style smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/joinquant/run_backtest.py
# Zipline csvdir export smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/zipline/write_csvdir.py
# backtesting.py smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/backtesting/backtest_ma.py
# vectorbt multi-symbol data smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/vectorbt/multi_symbol_close.py
# Nautilus staged catalog smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/nautilus/write_catalog_csv.py
# LEAN custom-data CSV smoke example
DTRADER_BASE_URL=http://127.0.0.1:18080 DTRADER_AUTH=dev PYTHONPATH=src uv run python examples/lean/write_custom_data_csv.py

Promotional article library

Framework integration and promotion articles live in the article repository:

https://github.com/DTrader-store/v3-articles

The adapter repository keeps runnable integration code; v3-articles keeps publishable narratives, tutorials, and series outlines.

More docs

• docs/adapter-quality-gate.md — testing and maturity gate for every framework adapter
• docs/backtrader/adapter-status.md — Backtrader adapter status and limitations
• docs/vnpy/adapter-status.md — vn.py adapter status and limitations
• docs/joinquant/adapter-status.md — JoinQuant-style adapter status and limitations
• docs/zipline/adapter-status.md — Zipline Reloaded adapter status and limitations
• docs/backtesting/adapter-status.md — backtesting.py adapter status and limitations
• docs/vectorbt/adapter-status.md — vectorbt adapter status and limitations
• docs/nautilus/adapter-status.md — NautilusTrader adapter status and limitations
• docs/lean/adapter-status.md — QuantConnect LEAN adapter status and limitations
• docs/rqalpha/getting-started.md — setup and first run
• docs/rqalpha/adapter-status.md — what is actually integrated and what is not
• docs/rqalpha/examples.md — example-by-example walkthrough
• docs/rqalpha/readonly-validation.md — safe real-endpoint validation without trading
• docs/adapter-roadmap.md — how future framework adapters should be added

License note

RQAlpha source and docs contain commercial-use restrictions. Check licensing before using this adapter in a commercial hosted product.