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QUANTAXIS
Python quantitative framework for stocks, futures and options
What it is
An open-source Python quantitative trading framework covering data acquisition, storage, backtesting, paper trading and live trading for stocks, futures and options, all running locally. It bundles multi-market data modules with MongoDB or ClickHouse storage, a Rust-accelerated backtesting engine with a pure Python fallback, a cross-language account protocol (QIFI), factor research tools, and utilities for trading calendars and position management. The project suits quant developers who want a local, end-to-end research-to-trading stack and are comfortable working with MongoDB and Python 3.9+. Much of the core documentation and community discussion is in Chinese, which may be a barrier for English-only users.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | China A-shares, Futures |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 23 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +88 over the period, now 11,269. Gaps mean no snapshot was taken that day.
Quantitative framework for stocks, futures and options: data, backtesting, paper and live trading, all running locally.
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