Quantframe

A quantitative trading framework with a focus on ICT (Inner Circle Trader) strategy implementation and market analysis.

Features

• ICT Strategy Implementation

  • Fair Value Gap (FVG) detection
  • Order Block identification
  • Volume-based institutional activity analysis
  • Market structure tracking

• Data Sources

  • Binance cryptocurrency data
  • Yahoo Finance market data
  • Extensible base class for additional sources

• Configuration System

  • Parameter validation with ranges
  • Type checking and conversion utilities
  • Strategy-specific configurations

• Market Analysis

  • Volatility clustering analysis
  • Regime change detection
  • Market microstructure analysis
  • Cross-market dynamics

Project Structure

quantframe/
├── assets/           # Project assets and outputs
│   ├── images/      # Generated visualizations
│   │   ├── analysis/    # Market analysis charts
│   │   ├── backtest/    # Strategy backtest results
│   │   └── optimization/# Parameter optimization plots
│   └── logs/        # Application logs
├── config/          # Configuration management
├── data/           # Data source implementations
├── docs/           # Documentation
└── utils/          # Utility modules

Installation

1. Clone the repository:

git clone https://github.com/wilson37wu/quantframe.git
cd quantframe

2. Install dependencies:

pip install -r requirements.txt

Usage

1. Configure your API keys in .env:

cp .env.template .env
# Edit .env with your API keys

2. Run example strategies:

from quantframe.strategy.ict_strategy import ICTStrategy
from quantframe.config.ict_config import ICTConfig

# Create strategy instance
config = ICTConfig()
strategy = ICTStrategy(config)

# Run backtest
results = strategy.backtest('BTCUSDT', '2024-01-01', '2024-03-01')

Documentation

Detailed documentation is available in the docs/ directory:

• API Reference
• ICT Strategy Documentation

Contributing

1. Fork the repository
2. Create your feature branch
3. Commit your changes
4. Push to the branch
5. Create a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.