🚀 Quantitative Analysis System

A comprehensive, production-ready quantitative analysis system with multi-asset support, advanced portfolio optimization, and extensive backtesting capabilities.

✨ Features

📊 Multi-Asset Trading Support

• Stocks: Individual stocks, ETFs, indices (5 specialized TraderFox portfolios)
• Forex: 72+ major, minor, and exotic currency pairs
• Crypto: 220+ Bybit perpetual futures with real-time data
• Commodities: 46+ CFD/rolling futures contracts
• Bonds: 30+ government and corporate bond ETFs
• Indices: 114+ global country and sector ETFs

🌐 Multiple Data Sources

• Yahoo Finance (Free, no API key required)
• Alpha Vantage (Stock/Forex/Crypto data)
• Twelve Data (Multi-asset financial data)
• Polygon.io (Real-time market data)
• Tiingo (Stock and ETF data)
• Finnhub (Market data)
• Bybit (Crypto derivatives)
• Pandas DataReader (Economic data)

🧠 Advanced Portfolio Management

• 5 Specialized TraderFox Portfolios:
  • German DAX/MDAX stocks (130 symbols)
  • US Technology sector (275 symbols)
  • US Healthcare/Biotech (450 symbols)
  • US Financials (185 symbols)
  • European blue chips (95 symbols)

⚡ Unified CLI System

All functionality accessible through a single command interface:

# Portfolio Testing
poetry run python -m src.cli.unified_cli portfolio test-all --portfolio config/portfolios/crypto.json --metric sharpe_ratio --period max --test-timeframes --open-browser

# Data Management
poetry run python -m src.cli.unified_cli data download --symbols BTC-USD,ETH-USD --start-date 2023-01-01 --source bybit

# Cache Management
poetry run python -m src.cli.unified_cli cache stats
poetry run python -m src.cli.unified_cli cache clear

# Report Generation
poetry run python -m src.cli.unified_cli reports organize

🔄 Smart Symbol Transformation

Automatic symbol format conversion between data sources:

• Yahoo Finance: EURUSD=X
• Twelve Data: EUR/USD
• Bybit: BTCUSDT
• Polygon: BTC-USD

📈 Interactive Reporting

• HTML Portfolio Reports with Plotly charts
• Performance Analytics with risk metrics
• Comparison Analysis across strategies and timeframes
• Auto-opening browser for immediate visualization

🐳 Docker Support

Complete containerization with docker-compose:

• Production deployment
• Development environment
• Testing environment
• Jupyter Lab for analysis
• API service
• Database (PostgreSQL)
• Caching (Redis)
• Monitoring (Prometheus + Grafana)

🚀 Quick Start

Prerequisites

• Python 3.12+
• Poetry
• Docker (optional)

Installation

1. Clone the repository:

   git clone https://github.com/LouisLetcher/quant-system.git
   cd quant-system

2. Install dependencies:

   poetry install

3. Set up environment variables:

   cp .env.example .env
   # Edit .env with your API keys

4. Test the system:

   poetry run python -m src.cli.unified_cli cache stats

Example Usage

Test a cryptocurrency portfolio:

poetry run python -m src.cli.unified_cli portfolio test-all \
  --portfolio config/portfolios/crypto.json \
  --metric sharpe_ratio \
  --period max \
  --test-timeframes \
  --open-browser

Download forex data:

poetry run python -m src.cli.unified_cli data download \
  --symbols EURUSD=X,GBPUSD=X \
  --start-date 2023-01-01 \
  --end-date 2024-01-01 \
  --source twelve_data

Analyze German DAX stocks:

poetry run python -m src.cli.unified_cli portfolio test-all \
  --portfolio config/portfolios/stocks_traderfox_dax.json \
  --metric sortino_ratio \
  --period 1y \
  --test-timeframes

📂 Project Structure

quant-system/
├── src/
│   ├── core/                 # Unified system core
│   │   ├── data_manager.py   # Multi-source data management
│   │   ├── backtest_engine.py # Unified backtesting
│   │   └── cache_manager.py  # Intelligent caching
│   ├── cli/                  # Command-line interface
│   │   └── unified_cli.py    # Main CLI entry point
│   ├── reporting/            # Report generation
│   ├── portfolio/            # Portfolio optimization
│   └── utils/                # Utilities
├── config/
│   ├── portfolios/           # Portfolio configurations
│   │   ├── crypto.json       # Crypto futures
│   │   ├── forex.json        # Currency pairs
│   │   ├── bonds.json        # Fixed income
│   │   ├── commodities.json  # Commodity CFDs
│   │   ├── indices.json      # Global indices
│   │   └── stocks_traderfox_*.json # TraderFox stocks
│   └── optimization_config.json
├── docs/                     # Documentation
├── tests/                    # Test suite
├── docker-compose.yml        # Container orchestration
├── Dockerfile               # Container definition
└── pyproject.toml           # Dependencies

🔧 Configuration

Portfolio Configuration

Each portfolio is defined in JSON format with:

• symbols: List of trading instruments
• data_sources: Primary and fallback data sources
• intervals: Supported timeframes
• risk_parameters: Position sizing and risk management
• optimization: Strategy and metric preferences

Example:

{
  "crypto": {
    "name": "Crypto Portfolio",
    "symbols": ["BTCUSDT", "ETHUSDT", ...],
    "data_sources": {
      "primary": ["bybit", "polygon", "twelve_data"],
      "fallback": ["alpha_vantage", "yahoo_finance"]
    },
    "intervals": ["1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w"],
    "risk_profile": "high",
    "leverage": 10
  }
}

Environment Variables

Required API keys and configuration:

# Data Sources
ALPHA_VANTAGE_API_KEY=your_key
TWELVE_DATA_API_KEY=your_key
POLYGON_API_KEY=your_key
BYBIT_API_KEY=your_key
BYBIT_API_SECRET=your_secret

# System Configuration
CACHE_ENABLED=true
CACHE_DURATION_HOURS=24

🐳 Docker Deployment

Quick Start with Docker

# Run production system
docker-compose up quant-system

# Run with full stack
docker-compose --profile database --profile api --profile monitoring up

Available Profiles

• dev: Development environment
• test: Testing environment
• api: Web API service
• database: PostgreSQL database
• cache: Redis caching
• monitoring: Prometheus + Grafana
• jupyter: Jupyter Lab analysis

📊 Portfolio Portfolios

Crypto (220+ symbols)

Bybit perpetual futures covering:

• Major cryptocurrencies (BTC, ETH, etc.)
• DeFi tokens
• Layer 1/2 protocols
• Meme coins
• Emerging altcoins

Forex (72+ pairs)

Complete currency coverage:

• Major pairs (EUR/USD, GBP/USD, etc.)
• Minor pairs (cross currencies)
• Exotic pairs (emerging markets)

TraderFox Stocks (1000+ symbols)

Research-based stock selection:

• German DAX: SAP, Siemens, BMW, etc.
• US Tech: FAANG, semiconductors, software
• US Healthcare: Pharma, biotech, devices
• US Financials: Banks, fintech, insurance
• European: ASML, Nestlé, LVMH, etc.

Bonds (30+ ETFs)

Fixed income diversification:

• Government bonds (US, international)
• Corporate bonds
• TIPS (inflation-protected)
• Municipal bonds

Commodities (46+ CFDs)

Direct commodity exposure:

• Precious metals (Gold, Silver, Platinum)
• Energy (Oil, Natural Gas, Coal)
• Agriculture (Wheat, Corn, Coffee)
• Industrial metals (Copper, Aluminum)

Indices (114+ ETFs)

Global market coverage:

• Country-specific ETFs
• Sector ETFs
• Factor-based ETFs
• Regional groupings

📚 Documentation

• Complete CLI Guide
• Data Sources Guide
• Docker Guide
• Symbol Transformation Guide
• System Summary

🧪 Testing & Development

Testing Commands

# Run all tests with coverage
pytest

# Run only unit tests
pytest -m "not integration"

# Run only integration tests
pytest -m "integration"

# Run tests with verbose output
pytest -v

# Run specific test file
pytest tests/test_data_manager.py

# Run tests in parallel
pytest -n auto

Code Quality

# Format code
poetry run black .

# Sort imports
poetry run isort .

# Lint code
poetry run ruff check .

# Pre-commit checks (aligned with CI)
pre-commit run --all-files

Development Setup

# Install dependencies with dev tools
poetry install --with dev

# Activate virtual environment
poetry shell

# Install pre-commit hooks
pre-commit install

# Build package
poetry build

CI/CD Pipeline (Simplified for Showcase)

• Essential checks: Format, lint, test, build on every push/PR
• GitHub native features: CodeQL security scanning, Dependabot dependency updates
• Automated releases: GitHub releases with artifacts on tags
• KISS principle: Minimal, focused workflows leveraging GitHub's built-in capabilities

🤝 Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests
5. Submit a pull request

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

🆘 Support

• Documentation: Check the docs/ directory
• Issues: Open a GitHub issue
• Discord: Join our trading community

🔗 Links

• Repository: https://github.com/LouisLetcher/quant-system
• Documentation: https://LouisLetcher.github.io/quant-system
• Docker Hub: https://hub.docker.com/r/LouisLetcher/quant-system

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⚡ Built for speed, designed for scale, optimized for profit.