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zvt
Unified Python framework for quant data, factors, backtesting and trading
What it is
A Python-based quantitative trading framework that uses SQL and pandas to record market data, compute factors, select securities, run backtests and trade in real time. It offers a Dash and Plotly UI for research and backtesting, plus a REST API with a standalone front end and a dynamic tag system for combining AI with human intervention. Developers who want an extensible, code-driven workflow can write strategies in their own IDE and inspect factors, signals and performance in the UI. The project does not guarantee backward compatibility, so upgrades may require reworking existing code.
At a glance
RecommendedOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | China A-shares, Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 3 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +11 over the period, now 4,311. Gaps mean no snapshot was taken that day.
the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in c
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