|
1 | 1 | # AlphaQuant |
2 | 2 |
|
3 | | -🚀 One-stop JS framework for quantitative finance and algorithmic trading. |
| 3 | +```markdown |
| 4 | +<h1 align="center"> |
| 5 | + ⚡️ AlphaQuant |
| 6 | +</h1> |
4 | 7 |
|
5 | | -- Built with JavaScript (JSDoc types) |
6 | | -- DataFrame (Danfo.js) |
7 | | -- Technical indicators (RSI, SMA, MACD) |
8 | | -- Strategy builder and backtesting engine |
9 | | -- Modular monorepo, scalable architecture |
| 8 | +<p align="center"> |
| 9 | + <b>Modern JavaScript Framework for Quantitative Finance</b><br> |
| 10 | + <i>Pandas + TA-Lib + Backtrader — all in JS</i> |
| 11 | +</p> |
10 | 12 |
|
11 | | -📦 Repo: https://github.com/AlphaQuantJS/alphaquant |
12 | | -📚 Docs coming soon |
| 13 | +<p align="center"> |
| 14 | + <a href="https://github.com/alphaquant/alphaquant/actions/workflows/ci.yml"> |
| 15 | + <img src="https://img.shields.io/github/actions/workflow/status/alphaquant/alphaquant/ci.yml?branch=main&label=CI&style=flat-square&logo=github" alt="CI Status" /> |
| 16 | + </a> |
| 17 | + <a href="https://www.npmjs.com/org/alphaquant"> |
| 18 | + <img src="https://img.shields.io/npm/v/@alphaquant/core?style=flat-square&logo=npm" alt="NPM Version" /> |
| 19 | + </a> |
| 20 | + <img src="https://img.shields.io/badge/Built%20With-TypeScript-3178C6?style=flat-square&logo=typescript&logoColor=white" /> |
| 21 | + <img src="https://img.shields.io/badge/license-MIT-green?style=flat-square" /> |
| 22 | + <img src="https://img.shields.io/badge/status-MVP-orange?style=flat-square" /> |
| 23 | +</p> |
| 24 | + |
| 25 | +<p align="center"> |
| 26 | + <img src="https://user-images.githubusercontent.com/674621/196881240-fbccdcf4-753e-4f82-a8b5-e471d6c13d02.gif" width="600" alt="demo gif" /> |
| 27 | +</p> |
| 28 | + |
| 29 | +--- |
| 30 | + |
| 31 | +## ✨ About |
| 32 | + |
| 33 | +AlphaQuant is a modern, modular, full-stack **JavaScript framework for quant research and strategy development**. Built for **Node.js and browser**, it brings real quant tools to web-native developers. |
| 34 | + |
| 35 | +- 📊 Pandas-style DataFrame (via Danfo.js) |
| 36 | +- 🧠 TA indicators (RSI, EMA, SMA, MACD...) |
| 37 | +- 🎯 Strategy interface: `onBar(data)` / `class Strategy` |
| 38 | +- 📉 Backtester with equity, metrics, trades |
| 39 | +- 🖥 CLI & browser playground (coming) |
| 40 | +- 🌐 LLM-powered code generator (planned) |
| 41 | + |
| 42 | +--- |
| 43 | + |
| 44 | +## 🛠 Getting Started |
| 45 | + |
| 46 | +```bash |
| 47 | +npm install @alphaquant/core @alphaquant/ta @alphaquant/backtest |
| 48 | +``` |
| 49 | + |
| 50 | +```ts |
| 51 | +import { SMA, RSI } from '@alphaquant/ta'; |
| 52 | +import { BacktestEngine } from '@alphaquant/backtest'; |
| 53 | + |
| 54 | +const result = BacktestEngine.run(myStrategy, data); |
| 55 | +console.log(result.metrics); |
| 56 | +``` |
| 57 | + |
| 58 | +Full example: [`examples/sma-cross.ts`](./examples/sma-cross.ts) |
| 59 | + |
| 60 | +--- |
| 61 | + |
| 62 | +## 🧠 Architecture |
| 63 | + |
| 64 | +``` |
| 65 | +/packages/ |
| 66 | + core/ → DataFrame engine |
| 67 | + ta/ → Technical analysis |
| 68 | + backtest/ → Event-driven executor |
| 69 | + strategy/ → Strategy templates |
| 70 | + report/ → Output metrics & logs |
| 71 | + |
| 72 | +/apps/ |
| 73 | + cli/ → Command-line tool |
| 74 | + playground/ → Browser interface (coming) |
| 75 | +``` |
| 76 | +
|
| 77 | +--- |
| 78 | +
|
| 79 | +## 🧪 Development Workflow |
| 80 | +
|
| 81 | +```bash |
| 82 | +turbo run lint # Lint all packages |
| 83 | +turbo run build # Compile everything |
| 84 | +turbo run test # Run tests (WIP) |
| 85 | +npx changeset # Start new release |
| 86 | +``` |
| 87 | + |
| 88 | +🔁 CI/CD is fully automated via GitHub Actions + Changesets. See [How CI/CD Works](#️how-cicd-works) |
| 89 | + |
| 90 | +--- |
| 91 | + |
| 92 | +## 💼 Roadmap Highlights |
| 93 | + |
| 94 | +- [x] Strategy + backtesting engine |
| 95 | +- [x] CLI interface (Node.js) |
| 96 | +- [ ] Portfolio optimization |
| 97 | +- [ ] Time-series ARIMA/GARCH |
| 98 | +- [ ] QuantLib WASM pricing |
| 99 | +- [ ] Web-based UI & visual builder |
| 100 | +- [ ] GPT-style code assistant |
| 101 | + |
| 102 | +--- |
| 103 | + |
| 104 | +## 🛠️ How CI/CD Works |
| 105 | + |
| 106 | +AlphaQuant uses **Turborepo + Changesets + GitHub Actions** to provide zero-config continuous integration and delivery. |
| 107 | + |
| 108 | +- ✅ ESLint via `.eslintrc.json` (strict style rules) |
| 109 | +- ✅ Commitlint + Husky enforce Conventional Commits |
| 110 | +- ✅ `turbo run` manages build/test/lint pipelines |
| 111 | +- 🚀 `changeset` auto-generates versions + changelog |
| 112 | +- 📦 Auto-publish to npm on merge to `main` (with `NPM_TOKEN`) |
| 113 | + |
| 114 | +--- |
| 115 | + |
| 116 | +## 🤝 Contributing |
| 117 | + |
| 118 | +We welcome contributions! |
| 119 | +Just fork → feature branch → PR 🙌 |
| 120 | + |
| 121 | +> See [CONTRIBUTING.md](./CONTRIBUTING.md) for details |
| 122 | +
|
| 123 | +--- |
| 124 | + |
| 125 | +## 🧑💻 Developer |
| 126 | + |
| 127 | +Made with ❤️ by [@a3ka](https://github.com/a3ka) |
| 128 | + |
| 129 | +--- |
| 130 | + |
| 131 | +## 🌟 Support the Project |
| 132 | + |
| 133 | +If you like what we're building, please consider: |
| 134 | + |
| 135 | +- ⭐️ Starring this repository |
| 136 | +- 🐦 Sharing on Twitter / Reddit |
| 137 | +- 👨💻 Submitting a PR |
| 138 | +- 💬 Giving feedback in [Discussions](https://github.com/alphaquant/alphaquant/discussions) |
| 139 | + |
| 140 | +Together we can bring **quant tools to the web**. |
| 141 | + |
| 142 | +--- |
| 143 | + |
| 144 | +## 📜 License |
| 145 | + |
| 146 | +MIT © AlphaQuant Authors — use freely, build boldly. |
| 147 | +``` |
13 | 148 |
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