SimTrade Ecosystem

A modular, open-source suite of financial simulation, strategy development, and machine learning tools for traders and developers.

Ecosystem Overview

SimTrade ecosystem is designed for modularity, clarity, and interoperability across projects.

Modular Design

Each component has clear functions and can be used independently or flexibly combined to meet different research and trading needs.

Open Source Collaboration

Fully open source, supporting community contributions for continuous improvement and optimization.

Seamless Integration

Modules are designed to call each other and share data, forming a complete closed loop from data processing to strategy execution.

Core Modules

The SimTrade ecosystem consists of three core modules, each focusing on different aspects of financial research and trading.

数据基础

SimTradeData

提供干净、结构化的金融数据,支持历史数据获取、处理和存储。作为整个生态系统的数据源,为SimTradeLab和SimTradeML提供可靠的数据基础。

  • Multi-source data integration and cleaning
  • Efficient data storage and retrieval
  • Standardized data formats
  • Time series data processing tools
View GitHub Repository
金融数据 市场指标 经济数据
class Strategy: def on_data(): # 策略逻辑 Sharpe: 1.8 MaxDD: -15% Return: 42% 策略回测引擎
Strategy Engine

SimTradeLab

轻量级、事件驱动的策略回测框架,利用原始数据和模型输出来运行带有动态决策的策略模拟。

  • Event-driven Backtesting System
  • Multi-asset Class Support
  • Comprehensive Performance Metrics
  • Visualized Backtesting Results
View GitHub Repository
Smart Prediction

SimTradeML

用于金融预测和策略集成的机器学习引擎,从SimTradeData训练预测模型以支持交易决策。

  • Multiple Machine Learning Algorithm Support
  • Model Training, Evaluation and Deployment Pipeline
  • Feature Engineering Toolset
  • Model Interpretability Analysis
View GitHub Repository
Machine Learning Engine

Workflow

How SimTrade ecosystem modules collaborate to form a complete financial simulation and strategy development pipeline.

SimTradeData Data Collection & Processing SimTradeLab Strategy Backtesting & Execution SimTradeML Machine Learning Prediction Output Results Trading Signals/Analysis Data Cycle

Strategies written in SimTradeLab can optionally call SimTradeML models to generate trading signals, and record results back in SimTradeData compatible formats. The three modules together form a full-stack simulation pipeline from data ingestion to model training to strategy execution.

While designed to work together, each module can run independently to meet specific needs. You can use only SimTradeData to acquire and process data, or only SimTradeLab for strategy backtesting.

The workflow supports continuous iteration and optimization. Backtesting results can be fed back into model training, and improved models can enhance strategy performance, forming a virtuous cycle.

Core Features

Key advantages and distinctive capabilities of the SimTrade ecosystem, providing comprehensive support for financial research and trading.

Data-driven

Built on high-quality financial data, supporting multi-source data integration and standardized processing to provide a reliable foundation for decision-making.

Quantitative Analysis

Provides comprehensive quantitative analysis tools supporting technical indicator calculation, risk assessment, and performance measurement.

Automated Trading

Supports strategy automation execution, reducing human intervention and improving trading efficiency and consistency.

Intelligent Prediction

Integrates advanced machine learning algorithms to provide market prediction and pattern recognition capabilities to assist decision-making.

Flexible Extension

Open API design supporting custom function development and third-party tool integration to meet diverse needs.

Community-driven

Active open-source community continuously improving and extending features, sharing best practices and strategies.

Risk Management

Comprehensive risk management tools supporting risk assessment, backtesting, and monitoring to protect portfolio safety.

Visual Analysis

Intuitive data visualization tools to help understand market trends, strategy performance, and risk conditions.

Start Your Quantitative Trading Journey

Join the SimTrade community, explore modular, open-source financial simulation and strategy development tools to enhance your trading efficiency and decision quality.