quantcentral-sdk 0.1.0

Quantcentral.ai public Python SDK — strategy engine, indicators, stats, pairs, market calendars

quantcentral-sdk-python

Quantcentral.ai public Python SDK — strategy engine, 30+ indicators, stats, pairs analysis, market calendars.

Part of the Quantcentral.ai ecosystem.

Status

v0.1.0 — initial extraction from the QuantStack monorepo. The public surface is stable for the listed modules; the cloud platform (orchestration, runners, AI agents, risk engine, marketplace) is not part of this package and remains proprietary.

Install

pip install quantcentral-sdk

Requires Python 3.12+.

Quickstart

from quantcentral import StrategyBase, indicators
from quantcentral.strategy import Param

class SmaCross(StrategyBase):
    fast = Param(10, type=int, min=2, max=200, label="Fast SMA")
    slow = Param(50, type=int, min=2, max=400, label="Slow SMA")

    def initialize(self):
        self.closes: list[float] = []

    def on_bar(self, bar):
        self.closes.append(bar.close)
        if len(self.closes) < self.slow:
            return

        fast_sma = indicators.sma(self.closes, self.fast)
        slow_sma = indicators.sma(self.closes, self.slow)

        if fast_sma > slow_sma and not self.get_position(bar.symbol).qty:
            self.buy(bar.symbol, qty=100)
        elif fast_sma < slow_sma:
            self.close_position(bar.symbol)

The strategy runs unchanged in any Quantcentral runner (local, cloud, replay). Hosting the runner / data feed is out of scope for this SDK — you provide bars, the strategy reacts.

Modules

Module	Purpose
quantcentral.strategy	StrategyBase lifecycle (initialize, on_bar, on_tick), Param / @input parameter descriptors.
quantcentral.indicators	30+ pure-Python indicators: sma, ema, rsi, macd, bollinger_bands, atr, adx, vwap, crossover, …
quantcentral.stats	mean, stdev, correlation, linear_regression, rolling_mean, z_score, max_drawdown, …
quantcentral.pairs	Cointegration helpers: compute_hedge_ratio, compute_zscore, half_life, is_cointegrated.
quantcentral.contracts	msgspec / pydantic schemas for Bar, Quote, Order, Fill, Position, RunSpec, …
quantcentral.calendar	Market calendars for NYSE, NASDAQ, TSX, LSE, JPX, ASX (via exchange_calendars) plus FOREX (24/5) and CRYPTO (24/7).

License

Apache-2.0 — see LICENSE for details. Attribution requirements in NOTICE.

Development

git clone [e-mail]:QuantCentral-ai/quantcentral-sdk-python.git
cd quantcentral-sdk-python
python -m venv venv && source venv/bin/activate
pip install -e ".[dev]"
pytest

Tracking: https://github.com/QuantCentral-ai/quantcentral-planning