
delta-f/deltafstation
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An open-source quantitative trading cloud platform based on deltafq, integrating data services, strategy management, and trading access, supporting both simulation and live trading.
Overview
DeltaFStation is an open-source quantitative trading workstation based on deltafq, offering an integrated web experience for market data management, strategy development and backtesting, manual trading simulation, automatic strategy execution, and AI Agent assisted analysis. Official Project Course: In-depth analysis of the framework's architecture design from 0 to 1, covering closed-loop logic for live trading and industrial-grade quantitative development practice. It is an advanced required course to master the essence of this project. - 📊 Data Services - Market data management and updates, unified data entry for backtesting, simulation, and strategy operation - 📉 Backtesting Center - Strategy creation, historical data backtesting, performance analysis, result placement and visual reports - 🧾 Manual Trading - Account management (select/create), supports dual modes of local_paper/broker, buy and sell execution and position profit and loss tracking (broker is the trading page miniQMT live trading) - ⚡ Strategy Operation - Automatic trading process orchestration, real-time monitoring, signal execution and operation logs; broker account support (miniqmt dual gateway, mutually exclusive with trading page sessions), paper still locally simulated - 🤖 AI Agent - supports LLM configuration, conversation, tool, and skills calls - 🔗 MCP (stdio) - Cursor / Claude Desktop external Agent tools set of tools; Configuration see docs/mcp-client-config.md - [Data] yfinance ✅ - US stocks, A-shares, Hong Kong stocks, crypto, stock indices - [Data] baostock ✅ - A-shares and index historical candlesticks (backtest; Code formats sh.6000000 / sz.000001) - [Data] eastmoney ✅ - Over-the-counter funds (indexes, QDII, stocks, bonds, hybrids) - [Data] miniQMT ✅ - A-shares, on-exchange ETFs, bonds (see course live trading chapter for details) - [Trade] PaperTrade ✅ - Local demo trading, tick-based order matching, positions and order management - [Trade] miniQMT Trade ✅ - A-share live trading: **Manual order placement / **Automatic order placement (see docs/qmt-strategy-live.md) DeltaFStation builds the web platform based on Flask and integrates the deltafq quantization framework on the backend, enabling a cloud-based workflow from strategy development to trading integration: https://github.
Overview (machine translated)
Chinese | English
DeltaFStation is an open-source quantitative trading workstation based on deltafq, offering an integrated web experience for market data management, strategy development and backtesting, manual trading simulation, automatic strategy execution, and AI Agent assisted analysis.
🎓 Official tutorial
MOOC - Programmer AI Quantitative Financial System Course
Official Project Course: In-depth analysis of the framework’s architecture design from 0 to 1, covering closed-loop logic for real-world trading and industrial-grade quantitative development practice. It is an advanced required course to master the essence of this project.
🚀 Installation and Startup
✨ Core Features
- 📊 Data Services - Market data management and updates, with unified data entry points for backtesting, simulation, and strategy operation
- 📉 Backtesting Center - Strategy creation, historical data backtesting, performance analysis, result analysis, and visual reporting
- 🧾 Manual Trading - Account management (select/create), supports dual modes of
local_paper/broker, execute buy and sell and track position profit/loss (broker is the trading page manual miniQMT live trading) - ⚡ Strategy Execution - Automatic trading process orchestration, real-time monitoring, signal execution, and runtime logs; From 1.3.0 broker accounts support QMT Strategy Live Trading (
miniqmtdual gateway, mutually exclusive with trading page sessions), paper remains local simulation - 🤖 AI Agent - Supports LLM configuration, conversations, tool, and skills calls
- 🔗 MCP(stdio) - Cursor / Claude Desktop external to the same Agent tool; Configuration see docs/mcp-client-config.md
🔌 Interface Integration
- [Data] yfinance ✅ - US stocks, A-shares, Hong Kong stocks, crypto, stock indices
- [Data] baostock ✅ - A-share and index historical candlestick (backtest; Code format
sh.600000/sz.000001) - [Data] eastmoney ✅ - Over-the-counter funds (index, QDII, stocks, bonds, mixed funds)
- [Data] miniQMT ✅ - A-shares, on-exchange ETFs, bonds (see live trading section for details)
- [Trade] PaperTrade ✅ - Local demo trading, tick-based matching of pending orders, position and order management
- [Trade] miniQMT Trade ✅ - A-share live trading: Trading page Manual order placement / Strategy run page Automatic order placement (see docs/qmt-strategy-live.md)
🗂️ Project Structure
🏗️ Technical Architecture
DeltaFStation builds the web platform based on Flask and integrates the deltafq quantization framework on the backend, enabling a cloud-based workflow from strategy development to trading integration: https://github.com/Delta-F/deltafq
🤝 Community and Contribution
This page was translated automatically. Technical details may differ from the original.
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Install
npx skillfish add delta-f/deltafstation