quantstratforge 0.2.0

Privacy-preserving agentic SLM for quant strategy forging

📈 QuantStratForge

Privacy-preserving agentic SLM for quant strategy forging

QuantStratForge is the first AI-powered quantitative strategy development platform that combines federated learning with privacy-preserving techniques to generate, backtest, and optimize trading strategies without compromising sensitive financial data.

🌟 Key Features

• 🤖 AI Strategy Generation: Generate trading strategies using advanced language models
• 🔒 Privacy-Preserving: Federated learning ensures your data never leaves your machine
• 📊 Comprehensive Backtesting: Built-in backtesting engine with performance metrics
• ⚡ Strategy Optimization: Automated parameter optimization for maximum returns
• 🌐 Multiple Interfaces: CLI, Streamlit web app, and FastAPI REST API
• 📈 Real-time Data: Integration with Yahoo Finance for live market data
• 🎯 Risk Management: Built-in risk assessment and portfolio optimization

🚀 Quick Start

Installation

pip install quantstratforge

Basic Usage

from quantstratforge import DataFetcher, StrategyGenerator, Backtester, Optimizer

# 1. Fetch market data
fetcher = DataFetcher()
data = fetcher.get_time_series("AAPL")

# 2. Generate AI strategy
generator = StrategyGenerator()
strategy = generator.generate(f"Market data for AAPL: {data}")

# 3. Backtest strategy
backtester = Backtester(ticker="AAPL")
results = backtester.backtest(strategy["strategy_code"])

# 4. Optimize parameters
optimizer = Optimizer(backtester)
optimized = optimizer.optimize(strategy["strategy_code"], {
    "threshold": [0.01, 0.02, 0.03],
    "period": [10, 15, 20]
})

print(f"Sharpe Ratio: {results['sharpe_ratio']:.3f}")
print(f"Best Parameters: {optimized['best_params']}")

🖥️ Demo Applications

Streamlit Web App

Interactive web interface for strategy development:

# Install demo dependencies
pip install quantstratforge[demo]

# Run Streamlit demo
streamlit run demos/streamlit_demo.py

FastAPI REST API

RESTful API for programmatic access:

# Run FastAPI demo
python demos/fastapi_demo.py

API Documentation: Visit http://localhost:8000/docs for interactive API documentation.

Command Line Interface

# Prepare training data
quantstratforge prepare

# Train model (local or federated)
quantstratforge train --federated

# Generate strategy
quantstratforge generate --ticker AAPL --news "Positive earnings outlook"

# Backtest strategy
quantstratforge backtest --strategy_code "def strategy_func(df): ..."

# Optimize strategy
quantstratforge optimize --strategy_code "..." --params '{"threshold": [0.01, 0.02]}'

🏗️ Architecture

Core Components

• DataFetcher: Handles market data acquisition and preprocessing
• StrategyModel: Manages AI model training (local and federated)
• StrategyGenerator: Generates trading strategies using trained models
• Backtester: Executes backtesting with performance analysis
• Optimizer: Optimizes strategy parameters for maximum returns

Federated Learning

QuantStratForge uses Flower (Federated Learning Framework) to enable collaborative model training:

# Federated training with multiple clients
model = StrategyModel()
model.federated_train(
    num_clients=3,
    num_rounds=5,
    data_path="./formatted_data"
)

📊 Performance Metrics

Backtesting Results

• Sharpe Ratio: Risk-adjusted return metric
• Cumulative Returns: Total portfolio performance
• Maximum Drawdown: Largest peak-to-trough decline
• Win Rate: Percentage of profitable trades
• Volatility: Standard deviation of returns

Optimization Metrics

• Parameter Sensitivity: How strategy performance varies with parameters
• Convergence Speed: Time to find optimal parameters
• Robustness: Performance across different market conditions

🔧 Advanced Usage

Custom Strategy Development

def custom_strategy(df):
    """Custom trading strategy implementation"""
    # Calculate technical indicators
    df['MA_20'] = df['Close'].rolling(20).mean()
    df['RSI'] = calculate_rsi(df['Close'])
    
    # Generate signals
    signals = (df['Close'] > df['MA_20']) & (df['RSI'] < 70)
    return signals.astype(int)

# Backtest custom strategy
backtester = Backtester(ticker="AAPL")
results = backtester.backtest(custom_strategy)

Federated Learning Setup

# Configure federated learning
from quantstratforge.model import StrategyModel

model = StrategyModel(
    model_name="mistralai/Mistral-7B-Instruct-v0.2",
    lora_r=16
)

# Start federated training
model.federated_train(
    num_clients=5,
    num_rounds=10,
    client_resources={"num_cpus": 2, "num_gpus": 0.5}
)

API Integration

import requests

# Generate strategy via API
response = requests.post("http://localhost:8000/api/generate-strategy", json={
    "ticker": "AAPL",
    "risk_level": "medium",
    "news_sentiment": "Positive market sentiment"
})

strategy = response.json()
print(strategy["strategy_code"])

📈 Use Cases

Individual Traders

• Generate personalized trading strategies
• Backtest ideas before live trading
• Optimize parameters for maximum returns
• Learn quantitative trading concepts

Financial Institutions

• Develop proprietary trading algorithms
• Collaborate on model training without data sharing
• Scale strategy development across teams
• Maintain regulatory compliance

Research Organizations

• Study market behavior patterns
• Develop new quantitative methods
• Publish research with reproducible results
• Collaborate with industry partners

🔒 Privacy & Security

Data Protection

• Local Processing: All sensitive data stays on your machine
• Federated Learning: Models trained without sharing raw data
• Encryption: All communications encrypted in transit
• Audit Trail: Complete logging of all operations

Compliance

• GDPR: Full compliance with European data protection regulations
• SOX: Meets Sarbanes-Oxley requirements for financial data
• PCI DSS: Secure handling of financial information
• Custom: Configurable for specific regulatory requirements

🧪 Testing

Run the comprehensive test suite:

# Install development dependencies
pip install quantstratforge[dev]

# Run tests
pytest tests/ -v

# Run with coverage
pytest tests/ --cov=quantstratforge --cov-report=html

📚 Documentation

• API Reference
• Federated Learning Guide
• Strategy Development Tutorial
• Deployment Guide
• Contributing Guidelines

🤝 Contributing

We welcome contributions! Please see our Contributing Guidelines for details.

Development Setup

# Clone repository
git clone https://github.com/your-username/quantstratforge.git
cd quantstratforge

# Install in development mode
pip install -e ".[dev,demo]"

# Run tests
pytest

# Format code
black .
ruff check . --fix

📄 License

This project is licensed under the Apache License 2.0. See LICENSE for details.

🆘 Support

• Documentation: https://quantstratforge.readthedocs.io
• Issues: GitHub Issues
• Discussions: GitHub Discussions
• Email: [e-mail]

🌟 Acknowledgments

• Hugging Face for transformer models
• Flower for federated learning framework
• Streamlit for web application framework
• FastAPI for REST API framework
• Yahoo Finance for market data

📊 Statistics

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Made with ❤️ for the quantitative finance community

QuantStratForge - Where AI meets Privacy in Quantitative Trading