Fully local trading agent with loop engineering doing research, trading strategy generation and backtesting
django based myetrade
Community bridge that reads TradeMAV signals and forwards them to brokers, webhooks, or a local AI for confirmation.
A-share quant research platform with backtesting, strategy admission gates, paper trading, FastAPI/Vue web console, and live gateway adapters.
A high-performance, real-time Limit Order Book matching engine built with a Node.js stateful server, low-latency WebSockets, and a frameworkless HTML5 Canvas trading terminal dashboard.
Backtest framework for a QQQ LEAPS Call infinite-roll strategy. Buys gap-down entries, harvests at target delta, force-rolls at 300 DTE. Supports BSM & Merton Jump-Diffusion pricing, real QQQ CSV data, delta sensitivity sweep, and full bilingual trade reports.
Multi-agent trading architecture — 4 specialist signal agents arbitrated by a regime-detecting maestro (ADX-based trend/range switching). Backtest engine + optional live executor.
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