qPACE

qPACE: The Technical Analysis framework for Python and JavaScript, written in Rust, designed to be extremely fast. Everything you need in one place - from research to production.

Table of Contents

• Features and Examples

• Pine from Python/JavaScript

• Installation

• Motivation

• Community

Features and Examples

• Simple, yet powerful and fully-typed API

• QPC - Pine compiler. Run Pine indicators/strategies from Python/JavaScript with accurate results.

• Extremely fast backtesting with vectorization support

• Yahoo Finance API integration

• CLI

  • View/Export symbols
  • View/Export OHLCV
  • Compile Pine to Python/JavaScript
  • Backtest Pine strategies

• TA indicators written in Pine, compiled via QPC

  • Accumulation/Distribution (ACCDIST)
  • Relative Strength Index (RSI)
  • Moving Average Convergence Divergence (MACD)
  • Bollinger Bands (BB, BB %b, BB width)
  • Stochastic Oscillator
  • Average True Range (ATR)
  • True Range (TR)
  • Exponential Moving Average (EMA)
  • Simple Moving Average (SMA)
  • Relative Moving Average (RMA)
  • Volume Weighted Moving Average (VWMA)
  • Linear Weighted Moving Average (LWMA)
  • Symmetrically Weighted Moving Average (SWMA)
  • Hull Moving Average (HMA)
  • Choppiness Index (CHOP)
  • Chande Kroll Stop (CKS)
  • Aroon
  • Commodity Channel Index (CCI)
  • Cross/Over/Under
  • Highest/Lowest/Bars
  • Change
  • Cumulative (CUM)
  • Bars Since
  • Rate of Chance (ROC)
  • Super Trend
  • Chaikin Money Flow (CMF)
  • Coppock Curve
  • Donchian Channels
  • Price Oscillator
  • Relative Vigor Index (RVGI)
  • Relative Volatility Index (RVI)
  • Ultimate Oscillator
  • Vortex Indicator
  • Williams %R

• OHLCV ops

  • Integration with our own API and Yahoo Finance API
  • Loading
  • Resampling
    • Aggregation (rolling window or align to UTC) - 15m -> 8h, 1D, 4D, ...
    • Tick Bars
    • Dollar Bars
    • Volume Bars
  • And More

• Performance metrics

  • Sharpe Ratio
  • Sortino Ratio
  • Omega Ratio
  • And More

• Parameter optimization

  • Grid Search
  • Genetic Evolution

Installation

Python

pip install qpace

JavaScript

npm install qpace

Pine from Python/JavaScript

QPC is specially designed compiler to translate any Pine code into efficient Rust code that is then exposed to Python and JavaScript, allowing you to run your favorite Pine scripts in the most efficient way possible.

Community