🚀 BTQuant Framework - Unleashing the Power of Quantitative Trading

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📌 Overview

BTQuant is a groundbreaking framework crafted for Backtesting, Forward Trading, and Live Trading. Whether you're a seasoned quant or a new algorithmic trader, BTQuant brings powerful features that integrate effortlessly with Backtrader and JackRabbitRelay—offering the closest simulation of real-world trading conditions. With 1-second WebSocket data feeds and access to 400+ exchanges, the framework is engineered to give you total control over your trading environment.

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🔥 Jaw-Dropping Features

🔎 1. Backtesting

• Comprehensive Strategy Testing: Powered by Backtrader, our backtesting module allows traders to test strategies on historical data, simulating real-market conditions with precision.
• MS SQL Integration (Optional): Easily manage large volumes of data with Microsoft SQL Server—streamlining your backtesting and strategy analysis.
• Optimized Infrastructure: Effortless setup that ensures scalability and security for data-driven decisions.

🚀 2. Forward Trading

• Next-Level Simulation: Forward test on 400+ simulated exchanges with JackRabbitRelay—a powerful tool to mimic market conditions and test strategies before going live.
• Broker Independence: No need to rely on external brokers. Act as your own broker, giving you unmatched flexibility.
• Hyper-Realistic Environments: Designed to simulate second-by-second market dynamics, enabling robust performance analysis.

⏱️ 3. Live Trading

• Real-Time Trading: Live trade using 1-second WebSocket data feeds from Binance, ByBit, and now PancakeSwap for decentralized exchanges.
• Seamless Strategy Deployment: Deploy your trading strategy in as few as 50 lines of code, empowering you to focus on market analysis rather than infrastructure headaches.
• DCA Logic: Implement automatic Dollar Cost Averaging (DCA) to refine your entry and exit points.
• PancakeSwap: Experience decentralized trading with 1-second WebSocket data.

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📂 Getting Started

🖥️ Pre-requisites

• Linux VPS for JackRabbitRelay (Tested on: Arch (Garuda Linux), Debian 12.5 (Bookworm))
• Python 3.12+
• Custom-Backtrader (found in the dependencies folder)
• JackRabbitRelay for live trading
• JackRabbitRelay Mimic for forward trading
• Large datasets in CSV format—Binance.com 1minute Candle Stash at Protondrive

🔧 Optional

• Microsoft SQL Server for advanced data handling and backtesting capabilities

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🚀 Installation

To install JackRabbitRelay, follow the detailed guides:

• JackRabbitRelay GitHub
• Installation Guide
• Mimic "Brokerage" Setup

⚡ Quick Setup for BTQuant

Run this command in your terminal (Make sure to have build-essential, unixodbc-dev, and Python3-dev packages installed):

curl -fsSL https://raw.githubusercontent.com/itsXactlY/BTQuant/refs/heads/mainv2/install.sh | bash

This script will handle the setup of the virtual environment, installation of dependencies, and configuration of the framework for Linux systems.

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💻 Running the Framework

For Backtesting:

python3 Crypto_CCXT_BollingerBands.py

For Forward/Live Trading:

• Setup: Copy dontcommit.py.template to dontcommit.py and fill in the identification strings from your JackRabbitRelay setup, or Privatekey for Web3 Access.
• Run Forward/Live Trading on Binance:

python3 __LIVE__Binance.py

• Run Forward/Live Trading on PancakeSwap:

python3 __LIVE__PancakeSwap.py

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🎯 Strategy Selection

BTQuant provides a wide variety of pre-built trading strategies that you can quickly plug into your trading environment. Whether you're backtesting, forward trading, or live trading, you can choose from the following strategies:

Available Strategies:

• RSI Strategy ("rsi") - Relative Strength Index-based strategy for identifying overbought/oversold conditions.
• SMAC Strategy ("smac") - Simple Moving Average Crossover strategy for trend-following trades.
• MACD Strategy ("macd") - Moving Average Convergence Divergence strategy for momentum and trend following.
• EMAC Strategy ("emac") - Exponential Moving Average Crossover strategy for more reactive trend trading.
• BBands Strategy ("bbands") - Bollinger Bands-based strategy for volatility and mean reversion trades.
• Buy And Hold Strategy ("buynhold") - A simple buy-and-hold strategy.
• Ternary Strategy ("ternary") - A custom ternary decision-based strategy.
• QQE Example Strategy ("qqe") - A Quantitative Qualitative Estimation (QQE) trading strategy for smoother signals.
• Order Chain by KioseffTrading ("OrChainKioseff") - Advanced order chaining strategy for complex execution.
• SMACross with MESAdaptivePrime Strategy ("msa") - Enhanced moving average cross strategy with adaptive prime filters.
• SuperSTrend Scalping Strategy ("STScalp") - A scalping strategy designed around SuperSTrend indicators for quick entries and exits.

How to Choose a Strategy

You can specify the strategy when configuring your backtest, forward trading, or live trading setup by using the corresponding string:

strategy_name = "rsi"  # Replace with your desired strategy

Simply replace "rsi" with any of the above strategy codes to select the one that fits your needs!

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Note: These strategies can be customized or extended to fit your unique trading style.

🚀 Why BTQuant?

What We Offer That Others Don’t

• Mimic 400+ exchanges for forward testing with unrivaled accuracy.
• Live 1-second WebSocket data feeds for real-time trading, bypassing common data delays.
• Act as your own broker, giving you total control and independence.
• Built-in DCA logic, reducing your entry risks.
• Plug-and-play 50-line code setup for strategy deployment.
• MS SQL Integration for traders handling large datasets, ensuring security and efficiency.
• PancakeSwap integration for decentralized trading experience.

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🚀 Ready to Take Your Trading to the Next Level?
Clone, install, and get trading now!

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