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fasiondog/hikyuu

An open-source C++/Python quantitative trading framework for strategy research, portfolio construction and backtesting on A-share data.

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Repolode describes open-source projects and does not give investment advice. Trading and investing can lose money: assess the risk yourself and follow the laws where you live before using this project.

What is it?

Hikyuu is a quantitative research framework whose core is written in C++ with a Python interface. It splits a trading strategy into explicit parts such as market environment, condition, signal, position sizing, stop-loss, take-profit and slippage, so each part can be replaced and tested on its own.

Portfolios are modeled as strategies themselves. A portfolio node can hold sub-systems, and sub-systems can be nested to any depth. The framework offers three run modes: signal aggregation, fund allocation with sub-manager autonomy, and a shared account where sub-systems trade directly. Trades are recorded in a ledger with itemized costs, delayed fills and handling for ex-rights and ex-dividend events.

Hikyuu imports China A-share historical data through its bundled importer, and stores data in HDF5, MySQL, ClickHouse or SQLite. The project states it is for study and research only and does not provide a trading service; order execution is left to a pluggable OrderBroker interface.

Key features

  • 01Strategy parts (EV, CN, SG, MM, ST, TP, PG, SP) are separate, replaceable objects.
  • 02Portfolios and strategies share one structure and can be nested arbitrarily deep.
  • 03Three portfolio run modes: signal aggregation, fund allocation and shared account.
  • 04Itemized trading costs, delayed fills and equity adjustments for ex-rights events.
  • 05Built-in walk-forward optimization through SYS_WalkForward.
  • 06Storage backends include HDF5, MySQL, ClickHouse and SQLite.

Use cases

  • Studying systematic trading methods with a structured strategy framework.
  • Backtesting a single strategy on China A-share daily data with itemized costs.
  • Combining several strategies or instrument-level systems into one portfolio for allocation tests.
  • Building custom quantitative tools in C++ on the standalone core library.

Quick start

  1. 1

    Install the package from PyPI

    pip install hikyuu
  2. 2

    Import A-share market data using the graphical interface (generates the configuration file)

    HikyuuTDX
  3. 3

    Run the first backtest in Python using the interactive module

Things to know

  • Downloads China A-share data only; overseas markets are not yet supported.
  • Not an automated trading or order execution system; broker connectivity is left to the user.
  • Official Python packages cover only Python 3.10 to 3.13, and Linux requires Ubuntu 24.04 or newer.

Topics

#quant#backtesting#trading#portfolio#c-plus-plus#python#stock#finance#algorithms-trading#system-trading

FAQ

What is hikyuu?
An open-source C++/Python quantitative trading framework for strategy research, portfolio construction and backtesting on A-share data. Hikyuu is a quantitative research framework whose core is written in C++ with a Python interface. It splits a trading strategy into explicit parts such as market environment, condition, signal, position sizing, stop-loss, take-profit and slippage, so each part can be replaced and tested on its own.
Is hikyuu free to use? What license does it have?
hikyuu is open source under the Apache-2.0 license. Check the license terms before using it in commercial products.
Is hikyuu still maintained?
Actively maintained. The last commit to hikyuu was on Nov 6, 2026.
What can I use hikyuu for?
Studying systematic trading methods with a structured strategy framework. Backtesting a single strategy on China A-share daily data with itemized costs. Combining several strategies or instrument-level systems into one portfolio for allocation tests. Building custom quantitative tools in C++ on the standalone core library.
How do I install hikyuu?
Install the package from PyPI: pip install hikyuu Import A-share market data using the graphical interface (generates the configuration file): HikyuuTDX Run the first backtest in Python using the interactive module
Where can I get hikyuu?
The source code and installation instructions are on GitHub: https://github.com/fasiondog/hikyuu

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