Investing involves risk. This project does not provide investment advice and is for education, research, and engineering review only.
CryptoStrategies is the QuantStrategyLab crypto strategy package. It provides shared crypto strategy implementation and runtime metadata for the Binance execution platform.
It is one layer of a multi-repository system:
- Strategy packages: hold reusable strategy code, metadata, and runtime entrypoints.
- Snapshot pipelines: produce authoritative live-pool snapshots, rankings, backtests, and release evidence.
- Platform runtimes: connect strategies to brokers, dry-run checks, notifications, and live deployment controls.
- Shared infrastructure: keeps contracts, settings, adapters, plugins, and audit workflows reusable across repositories.
This repository owns strategy code and metadata. For snapshot-backed crypto profiles, it consumes the upstream live pool and does not rebuild monthly pool membership or ordering locally. It does not hold broker credentials, submit orders by itself, or replace the live-pool/release evidence required before a profile is enabled for live runtime settings.
These profiles can run from market history, portfolio snapshots, or other runtime inputs without a separate feature-snapshot build step.
No direct runtime strategies are exposed from this package.
These profiles depend on artifacts produced by CryptoLivePoolPipelines before downstream platforms should use them.
| Profile | Name | Notes |
|---|---|---|
crypto_live_pool_rotation |
Crypto Live Pool Rotation | runtime-enabled trend-following rotation that consumes the ordered live pool published by CryptoLivePoolPipelines. The legacy crypto_leader_rotation profile remains an alias for compatibility. Runtime code may gate and size trades inside that pool, but monthly selection and order remain upstream. |
Research-only profiles may stay in code for reproducibility and future review, but they should not appear in current configurable live profiles.
No direct runtime strategies are exposed from this package.
Execution platforms consume this package through strategy loaders and runtime metadata. Current downstream platforms: BinancePlatform.
Use the platform repositories for broker credentials, dry-run/live switches, order submission, and deployment settings.
Use this README as a map of the project, not as live performance data. Before enabling or changing a live profile, rerun the relevant live-pool/release pipeline and review short, medium, and long windows: return, max drawdown, benchmark-relative return, turnover, data freshness, and artifact version. Monthly live-pool selection, ranking, and promotion evidence belong in CryptoLivePoolPipelines; strategy changes here should preserve that upstream authority. If evidence is stale, incomplete, or the profile is marked research-only, keep it out of live runtime settings.
src/: library and runtime code.tests/: unit, contract, and regression tests.docs/: runbooks, design notes, evidence, and integration contracts..github/workflows/: CI, scheduled jobs, release, or deployment workflows.
python -m pip install -e .
python -m pytest -qdocs/crypto_cross_platform_strategy_spec.mddocs/crypto_cross_platform_strategy_spec.zh-CN.mddocs/crypto_portability_checklist.mddocs/crypto_portability_checklist.zh-CN.mddocs/crypto_strategy_template.mddocs/crypto_strategy_template.zh-CN.md
- Keep secrets, account identifiers, tokens, cookies, and broker credentials out of Git and logs.
- Prefer small, reviewable changes with tests or reproducible evidence.
- For strategy changes, include the command or artifact used to validate behavior.
- See CONTRIBUTING.md for pull request scope, local verification, and documentation expectations.
- Follow CODE_OF_CONDUCT.md for maintainer and contributor conduct.
- Report credential, automation, broker, exchange, or cloud-resource vulnerabilities through SECURITY.md; do not open public issues for secrets or live-execution risk.
See LICENSE.