About this project

Hikyuu is an Apache-2.0 quantitative trading framework built around systematic trading and portfolio-management concepts. Its C++ core is exposed through a Python package, with an interactive layer for Jupyter-based exploration, charts, indicators, and backtest analysis. The framework separates a strategy into replaceable parts: market environment, conditions, buy/sell signals, stop-loss and take-profit rules, money management, profit goals, slippage, selectors, fund allocation, and multi-factor scoring. Portfolio and trade-management components handle multi-system scheduling, cash, positions, and order-broker interfaces. Python users can install the package with pip and run a backtest in a few lines of code. The bundled HikyuuTDX/importdata workflow imports historical China A-share data; the README notes that overseas markets are not yet available through that importer. Supported storage backends are HDF5, MySQL, ClickHouse, and SQLite. Python integration includes numpy, pandas, matplotlib, TA-Lib, and PySide6, while source builds use xmake. The project reports a benchmark of loading and computing a 20-day moving average over 19.13 million A-share daily bars in 6 seconds initially and 166 milliseconds after warm-up on an AMD 7950X. Hikyuu is positioned for personal study, academic research, and data analysis; it does not provide investment advice or embedded securities trading services.