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yutiansut/QUANTAXIS

Pure-local Python quant trading framework covering stock, futures and options data, backtesting, simulated and live trading, and multi-account management.

Open-source alternative to:Wind

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What is it?

QUANTAXIS is a Python quantitative finance framework for Chinese markets. It covers the full workflow of market data retrieval and storage (MongoDB or ClickHouse), factor research, strategy backtesting (CTA and arbitrage strategies), simulated and live trading, and visualization. Accounts follow the QIFI protocol, which supports multi-account management and margin modeling for stocks and futures.

The project has a QARSBridge layer that wraps an optional Rust core (QARS2) for faster account operations and backtests, and falls back to the pure Python implementation when it is not installed. Version 2.x adds task scheduling, a Tornado web server, RabbitMQ-based messaging and distributed computing agents on a local network.

The framework targets Python 3.9 to 3.12 and runs on Linux, macOS and Windows. Live trading integrations listed include CTP for futures and options and QMT for stocks.

Key features

  • 01Fetches and stores stock, futures and options market data in MongoDB or ClickHouse.
  • 02Backtests CTA and arbitrage strategies on QIFI-based accounts.
  • 03Manages multiple accounts with margin modeling for stocks and futures.
  • 04Connects to CTP (futures/options) and QMT (stocks) for trading.
  • 05Schedules background tasks and runs distributed computing agents over a LAN.
  • 06Provides an optional Rust core (QARS2) with automatic Python fallback.

Use cases

  • Building and backtesting quantitative strategies on Chinese stock and futures data.
  • Running simulated or live multi-account trading for futures and options through CTP.
  • Researching and storing factors for quantitative models.
  • Running scheduled data updates and distributed computation on a private network.

Quick start

  1. 1

    Clone the repository

    git clone https://github.com/QUANTAXIS/QUANTAXIS.git
  2. 2

    Enter the project folder

    cd QUANTAXIS
  3. 3

    Install the dependencies

    pip install -e .
  4. 4

    Verify the install by importing QUANTAXIS and printing its version in Python

Things to know

  • This is an alpha release (2.1.0-alpha2), so APIs may change.
  • Requires Python 3.9 to 3.12.
  • Most of the README and documentation is written in Chinese.

Topics

#quant#trading#backtesting#python#financial-data#futures#algorithmic-trading

FAQ

What is QUANTAXIS?
Pure-local Python quant trading framework covering stock, futures and options data, backtesting, simulated and live trading, and multi-account management. QUANTAXIS is a Python quantitative finance framework for Chinese markets. It covers the full workflow of market data retrieval and storage (MongoDB or ClickHouse), factor research, strategy backtesting (CTA and arbitrage strategies), simulated and live trading, and visualization. Accounts follow the QIFI protocol, which supports multi-account management and margin modeling for stocks and futures.
Is QUANTAXIS free to use? What license does it have?
QUANTAXIS is open source under the MIT license. Check the license terms before using it in commercial products.
Is QUANTAXIS still maintained?
Updated within 6 months. The last commit to QUANTAXIS was on Sep 18, 2026.
What can I use QUANTAXIS for?
Building and backtesting quantitative strategies on Chinese stock and futures data. Running simulated or live multi-account trading for futures and options through CTP. Researching and storing factors for quantitative models. Running scheduled data updates and distributed computation on a private network.
How do I install QUANTAXIS?
Clone the repository: git clone https://github.com/QUANTAXIS/QUANTAXIS.git Enter the project folder: cd QUANTAXIS Install the dependencies: pip install -e . Verify the install by importing QUANTAXIS and printing its version in Python
Where can I get QUANTAXIS?
The source code and installation instructions are on GitHub: https://github.com/yutiansut/QUANTAXIS

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