{"repo":"DarkLink/QuantPits","free":true,"listed":false,"github":"https://github.com/DarkLink/QuantPits","clone":"git clone https://github.com/DarkLink/QuantPits.git","description":"An advanced, production-ready quantitative trading system built on top of Microsoft Qlib","language":"Python","stars":14,"topics":["algorithmic-trading","ensemble-learning","qlib","quantitative-trading","streamlit"],"license":null,"category":"trading","readme_excerpt":"QuantPits An advanced, production-ready quantitative trading system built on top of Microsoft Qlib. This system provides a complete end-to-end pipeline for weekly and daily frequency trading, featuring modular architecture, multi-instance isolation (Workspaces), ensemble modeling, execution analytics, and interactive dashboards. 📄 Read our paper: arXiv:2604.11477 🌐 中文版本 (README zh.md) Note: We welcome contributions! If you find a bug or have a feature suggestion, please feel free to open an Issue or submit a Pull Request. 🚀 Key Features Multi-Workspace Isolation : Spin up independent \"Pits\" for different markets (e.g., CSI300, CSI500) or configurations without duplicating code. Component-Based Pipeline : - Train & Predict : Support for both full and incremental training on multiple models (LSTM, GRU, Transformers, LightGBM, GATs). - Brute Force & Ensemble : High-performance (CuPy accelerated) brute force combination finding, multidimensional Out-Of-Sample (OOS) pool filtering, and intelligent signal fusion. - Orders & Execution : Generate actionable buy/sell signals with TopK/DropN logic and analyze micro-friction (slippage, delay costs). - Extensible Broker Adapters : Decoupled settlement parser supporting arbitrary broker terminal formats (e.g., Guotai Junan). Rich Observability : Two interactive streamlit dashboards for macro portfolio performance and micro rolling health monitoring. Resilient Infrastructure : Automatic checkpoints, JSON tracking for model registries, a","default_branch":null,"files":null,"tree":[],"storefront":"/r/DarkLink","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/DarkLink/QuantPits/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}