Bagel Series

bagelquant provides a series of projects that aim to provide a comprehensive quant research and trading platform. The projects are written in Python and are open-source.

The projects are designed to be modular and can be used independently or together. Separate the concerns of data, strategy, and execution, the projects provide a clear separation of concerns, making it easy to develop and extend the platform.

Base projects:

Base projects provide the foundation for the rest of the projects. They include data providers, data storage, datatypes, and other basic functionalities.

  • bagel-tushare: A Python wrapper for Tushare, a Chinese financial data provider. The project provides a simple and easy-to-use automation tool for downloading financial data from Tushare, and storing the data in a local mysql database.
  • bagel-datatype: A Python library for defining and manipulating financial datatypes. Contains dataclasses for financial data, such as stock, option, and future. The library also provides factory functions for creating financial data objects from raw data or from bageltushare style mysql database.
  • bagel-eval: A Python library for evaluating financial data. Contains functions for calculating financial metrics, such as moving average, RSI, and MACD. The library also provides matplotlib-based visualization functions for plotting financial data.

Strategy projects:

  • bagel-bt: A Python library for backtesting trading strategies. The library provides a simple and easy-to-use interface for backtesting trading strategies.
  • bagel-factor: A Python library for factor construction, evaluation, and backtesting. Includes various factor construction methods.
  • bagel-opt-portfolio: A Python library for portfolio optimization. Includes various portfolio optimization methods.