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QuantStrategyLab/QuantStrategyPlugins

QuantStrategyPlugins

Chinese README

Investing involves risk. This project does not provide investment advice and is for education, research, and engineering review only.

What this repository is

QuantStrategyPlugins is a QuantStrategyLab strategy plugin package. It provides sidecar strategy plugins such as market-regime controls, notification artifacts, and research-only plugin outputs.

It supports the system but does not decide which strategy should be live. Strategy eligibility remains in the strategy and snapshot repositories; broker execution remains in the platform repositories.

Design boundary

  • Keep contracts stable and versioned where downstream repositories depend on them.
  • Prefer backward-compatible changes unless a coordinated migration is planned.
  • Keep secrets and environment-specific settings outside the shared library code.
  • Document changes that affect multiple platforms or strategy packages.

Repository layout

  • 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.
  • scripts/: operator scripts and local helpers.

Quick start

python -m pip install -e .
python -m pytest -q

Useful docs

Community and security

  • 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.

License

See LICENSE.

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Open sidecar strategy plugins for QuantStrategyLab runtimes

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