Quant Pulse

Quant Pulse is a lightweight Python library for generating market signals on demand. It supports various targets (asset classes, markets, etc.) and signal operations through a modular architecture that allows for easy extension and customization.

Current Version: 0.3.2 (alpha)

Core Principles

• Scoped to financial domain, whether decentralized or centralized.

• Remain fully open source to promote transparency and wider adoption.

Design Goals

• Offer automatic trading systems raw or processed data to support decisions-making, embedded directly in-process.

• Prototype composite signals from raw ones using Jupyter Notebook or similar environments.

Non-Goals

• Not designed for high‑frequency trading (HFT) or other fast trading systems.

• Direct interaction with markets is explicitly out of scope.

• Not a server or service — no network interface is provided; embed it in your own process.

Further Notes

• The codebase is still stabilizing, and contributions via pull request are not open yet. Key interfaces are subject to refinement; feel free to experiment with modules, but keep in mind that breaking changes may occur.

• Note: custom signal handlers and services (extending the internal SignalHandler/Service base types) cannot yet be plugged in from an external project — the config-driven loader only resolves modules inside this package's own namespace. External extensibility (e.g. entry-point/plugin registration) is a coming-soon update.

Installation

pip install quant-pulse

Requires Python 3.10+. TA-Lib must be installed on the system before pip install (the Python package wraps the native library).

Modules

Path:

src/quant_pulse
├── handlers   # signal handlers
├── services   # core services
└── _core      # framework internals (abstractions, registries, config)

Handlers:

• RSISignal: RSI indicator signal handler
• MASignal: MA indicator signal handler (supports sma, ema, wma)
• ATRSignal: ATR indicator signal handler
• DMISignal: DMI indicator signal handler (combines ADX, DI+, DI-)
• PriceStructSignal: Price structure signal handler
• TrendDirectSignal: Trend direction signal handler
• MntmQualitySignal: Momentum Quality signal handler
• MACDSignal: MACD indicator signal handler
• SupertrendSignal: Supertrend signal handler (composes ATRSignal)
• MarketVolumeSignal: tradeable markets on a venue, ranked by 24h quote volume

Services:

• CacheManager: factory-pattern based caching to create scoped caches
• ExchangeClient: abstract base type for exchange implementations
• BinanceClient: provides access to OHLCV data from Binance CEX
• HyperliquidClient: provides access to OHLCV data from Hyperliquid DEX
• OHLCVFetcher: abstracts OHLCV data fetching and provides caching

Usage

from quant_pulse import Context, ConfigBuilder

cfg = (
    ConfigBuilder()
    .hyperliquid_client('hl_client')
    .cache_manager()
    .ohlcv('hl_ohlcv', using=['hl_client', 'cache_manager'])
    .signal('rsi_hyperliquid', 'rsi_signal', ohlcv_service='hl_ohlcv')
    .build()
)

with Context.from_dict(cfg) as ctx:
    sig = ctx.get_signal_handler('rsi_hyperliquid')
    out = sig.compute_signal(
        target='BTC',
        signal_op='compute_rsi',
        request={'period': 14, 'timeframe': '1h'}
    )

    if out.errors:
        print('errors:', out.errors)
    else:
        print(f"latest_rsi: {out.result['latest_rsi']}")
        print(f"regime: {out.result['regime']}")

out.result is a plain Python object (dict/list/etc.) — no serialization step, nothing to decode.

ConfigBuilder also has typed shortcuts for other bundled exchange clients (binance_spot_client, binance_mf_client) and a raw .service() escape hatch for anything custom — see builder.py.

A runnable version of the first example is at samples/rsi_sample.py. For the simplest possible no-network usage, see samples/hello_world.py.

Signal Sample

def _compute_signal_impl(self, target: str, signal_op: str, request: Optional[dict]) -> Outcome:
    """
    Compute RSI signal
    """
    try:
        period = int(request['period'])
        timeframe = request['timeframe']

        ohlcv_fetcher = self._ctx.get_service(self._ohlcv_service_name)
        if not ohlcv_fetcher or not hasattr(ohlcv_fetcher, 'retrieve_ohlcv'):
            return self._error(f"OHLCV service '{self._ohlcv_service_name}' not found or invalid")

        limit = period + 100
        candles = ohlcv_fetcher.retrieve_ohlcv(symbol=self._symbol, timeframe=timeframe, limit=limit)
        if not candles or len(candles) < period:
            return self._error(f"Insufficient candle data: need {period}, got {len(candles) if candles else 0}")

        close_prices = np.array([candle.close for candle in candles])
        rsi_values = talib.RSI(close_prices, timeperiod=period)
        rsi_list = rsi_values[~np.isnan(rsi_values)].round(2).tolist()

        latest_rsi = next((float(v) for v in reversed(rsi_values) if not np.isnan(v)), None)
        if latest_rsi is None:
            return self._error('Failed to compute RSI: all values are NaN')

        regime = 'overbought' if latest_rsi >= 70 else 'oversold' if latest_rsi <= 30 else 'neutral'

        return Outcome(
            result={'symbol': self._symbol, 'rsi': rsi_list, 'latest_rsi': round(latest_rsi, 2), 'regime': regime},
            computation=self.get_metadata()['name']
        )
    except Exception as e:
        self.logger.error(f"Error computing RSI: {e}", exc_info=True)
        return self._error(str(e))

License

MIT — see LICENSE.