Pick it when you want multi-agent LLM debate that emits buy/sell research reports, not a screener/backtest workbench with persistent local data.
基于多智能体LLM的中文金融交易框架 - TradingAgents中文增强版
- 31.9k
- Python
- NOASSERTION
A-share quantitative screening / monitoring / backtesting workbench
A self-hosted, Docker-deployed A-share workbench that does stock screening, intraday monitoring and backtesting over a unified enriched Parquet pipeline, with an LLM assistant and pluggable data sources.
Solves the same problem with a different architecture or at a different layer. Expect to rewrite the integration.
Pick it when you want multi-agent LLM debate that emits buy/sell research reports, not a screener/backtest workbench with persistent local data.
基于多智能体LLM的中文金融交易框架 - TradingAgents中文增强版
Choose it if your priority is always-on A股/港股/美股 盯盘 with push channels and position tracking rather than strategy screening and factor backtesting.
盯盘侠 PanWatch · 自托管 AI 盯盘助手,集成 TradingAgents 多 Agent 投资决策 | A股/港股/美股实时监控、持仓管理、智能分析、全渠道推送
Use it for cheap scheduled LLM analysis and news push across markets when you don't need a local enriched data pipeline or intraday backtest engine.
LLM 驱动的多市场股票智能分析系统:多源行情、实时新闻、决策看板与自动推送,支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
A code-first modular A-share framework to assemble your own recorder/factor/trader stack instead of a Dockerized web workbench.
modular quant framework.
Choose it to get stock analysis as MCP tools inside your own Claude/agent host instead of running a self-hosted web workbench.
MaverickMCP - Personal Stock Analysis MCP Server
An agent-driven TypeScript research desk for daily复盘 and news radar; choose it if you prefer your own coding agent over a Python workbench with built-in screening/backtest.
Vibe-Research: Your Personal Trading Research Agent · A股/美股/港股 的个人投研 Agent:每日复盘、资讯雷达、个股数据、板块中心、我的持仓、研究记录、回测。Vibe-Research 把数据和功能配齐,由你自己的 Agent 驱动投资研究。基于开源的 Codex Harness 打造。
C++/Python research framework for speed-critical strategy work; use it when you write code against an API rather than operate a web workbench.
Hikyuu Quant Framework 基于C++/Python的超高速开源量化交易研究框架,同时可基于策略部件进行资产重用,快速累积策略资产。
A code-first A-share full-workflow framework (data/factor/ML/backtest/live); pick it when you want to build pipelines in Python rather than run a web workbench.
FinHack®,一个易于拓展的量化金融框架,它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作。
LLM quant tooling and multi-agent backtesting for NASDAQ/S&P/crypto — a swap only if you trade US/crypto markets and can live without A-share data.
AI-powered Vibe Investing for NASDAQ, S&P500 & crypto: LLM quant trading tools, multi-agent backtesting, and data-driven market columns (mNAV arbitrage, BTC-Nasdaq coupling, Alpha Arena). 미국 주식·가상화폐 AI 투자 큐레이션·칼럼·트레이딩 봇.
A Python library for building/backtesting/deploying algos; choose it for embedding in your own service rather than a batteries-included self-hosted workbench.
Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
An earlier or more limited way to do the job. Still the right call when you need something small, proven, or CPU-only.
A lightweight script-style quant analysis collection with no license, no self-hosted UI and no data-source plugin layer.
量化分析
A general Python indicators/backtest toolkit to embed in your own scripts, with no A-share data pipeline, monitoring or UI.
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
A portfolio backtesting engine only — use it for pure backtests, but it is stale (1y) and has no screener, monitoring or A-share data layer.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Narrower: local A-share K-line storage, adjusted batch queries and backtest/indicator helpers, with no screening UI, monitoring or LLM assistant.
面向 A 股日K、分钟K与ETF分钟数据的本地量化引擎,集成增量同步、本地缓存、复权、批量查询、回测与指标计算。
Older (4y) GUI-based backtesting and charting framework; a valid swap only for desktop backtest exploration, not self-hosted A-share screening.
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
Narrower and .NET-only: a NuGet indicator library for computing signals inside your own C# code, not a screening/monitoring workbench.
Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.
A C#/AGPL backtest simulator for .NET shops that only need offline strategy simulation, with no data pipeline, screener or monitoring.
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.
Narrower market-specific screener (NSE India, CLI/report based) — same screening job but no A-share data, backtest engine or monitoring center.
A Python-based stock screener for NSE, India. PKScreener is an advanced free stock screener to find potential breakout stocks from NSE and show its possible breakout values. It also helps to find the stocks which are consolidating and may breakout, or the particular chart patterns that you're looking specifically to make your decisions.
These projects were analysed and named tick-stock-panel among their alternatives. The relationship is not symmetric — how tick-stock-panel rates them is a separate judgement, made when tick-stock-panel is analysed in its own right.
calls tick-stock-panel “A-share-focused self-hosted workbench; choose if you need a zero-ops A-share system with LLM analysis and backtesting and can accept TickFlow as primary data source.”
LLM 驱动的多市场股票智能分析系统:多源行情、实时新闻、决策看板与自动推送,支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
calls tick-stock-panel “Choose it if you want a ready-to-deploy A-share quant workstation with LLM-powered stock analysis and monitoring instead of building on a multi-agent framework.”
基于多智能体LLM的中文金融交易框架 - TradingAgents中文增强版