Quant.Infra.Net.Backtest 1.6.0

Quant.Infra.Net

Quant.Infra.Net is a .NET quantitative trading infrastructure library — data acquisition, statistical analysis, broker integration, portfolio analytics, and notifications in one package.

Languages / 语言

• English
• 中文

What Is This? / 这是什么？

Quant.Infra.Net abstracts the complexity of connecting to financial data sources, brokers, and notification channels behind a unified C# API. You write strategy logic once — the library handles the rest.

Core Capabilities / 核心基础设施:

For full module details and usage examples, see User Manual and Architecture Overview.

Architecture / 架构

┌─────────────────────────────────────────────────────────────────┐
│                     Your Strategy Logic                          │
│                  (Write once, run anywhere)                       │
└──────────────────────┬──────────────────────────────────────────┘
┌──────────────────────────────────────────────────────────────────┐
│  UNIFIED RUNTIME / 统一运行时层 (Quant.Infra.Net.Runtime)          │
│  One entry: AddQuantInfraNet + ONE switch: appsettings "RunMode"  │
│  单入口 + 一个开关：Backtest / Paper / Testnet / Live              │
│  ───────────────────────────────────────────────────────────────  │
│  Orchestration Layer (Quant.Infra.Net.Orchestration) / 编排层     │
│  DataIngest → Analysis → Signal → TargetPosition → Risk          │
│  → Execution (Paper broker, zero network) → PortfolioState       │
│  → Notification   PipelineRunner + AddQuantInfraNetOrchestration │
│  数据采集→分析→信号→目标仓位→风控→执行(Paper零网络)→组合状态→通知  │
│  ───────────────────────────────────────────────────────────────  │
│  Backtest Layer (Quant.Infra.Net.Backtest) / 回测层                │
│  Same 8 stages, replay clock: bar-by-bar, zero look-ahead by design│
│  同样的八个阶段、逐 bar 回放时钟——架构级零前视                      │
└───────────────────────────────┬──────────────────────────────────┘
                       │ IQuantInfraNet API
   ┌───────────────────┼──────────────────────────────────────────┐
   │                   │                                          │
   ▼                   ▼                                          ▼
┌──────────┐    ┌──────────────┐                          ┌──────────────┐
│  Source  │    │   Broker     │                          │ Notification │
│  Data    │    │   & Orders   │                          │              │
│          │    │              │                          │              │
│ Yahoo    │    │ Binance      │                          │ DingTalk     │
│ Finance  │    │ Futures      │                          │ WeChat Work  │
│ Binance  │    │ Alpaca       │                          │ Email (SMTP) │
│ Spot/Perp│    │ Schwab       │                          │ Brevo        │
│ CSV/SQL  │    │ Interactive  │                          │              │
└──────────┘    │ Brokers      │                          └──────────────┘
                │ (Testnet/Live)│
                └──────────────┘

Why this matters / 为什么重要:

• One NuGet package — no juggling multiple SDKs from different vendors
• Unified interfaces — ITraditionalFinanceSourceDataService, IBrokerService, IEmailService — swap implementations without changing your strategy code
• Out-of-the-box analysis — ADF test, OLS regression, Z-Score, Sharpe ratio — all included

Quick Start / 快速开始

# Install via NuGet
dotnet add package Quant.Infra.Net --version 1.5.1

// Register all modules
var services = new ServiceCollection();
services.AddQuantInfraNet();

// Fetch OHLCV data from Yahoo Finance
var dataService = services.BuildServiceProvider()
    .GetService<ITraditionalFinanceSourceDataService>();
var bars = await dataService.GetOhlcvListAsync("AAPL", DateTime.Now.AddDays(-30), DateTime.Now);

// Place order via Binance Futures (testnet)
var binance = services.BuildServiceProvider()
    .GetService<IBinanceUsdFutureService>();
await binance.SetUsdFutureHoldingsAsync("BTCUSDT", 0.01, PositionSide.Long);

// Send notification alert when strategy triggers
var dingTalk = services.BuildServiceProvider()
    .GetService<IDingtalkService>();
await dingTalk.SendNotificationAsync("[Alert] BTC long position opened", token, secret);

Documentation / 文档

Changelog / 变更记录

📖 GitHub Pages — full documentation site

Related Projects / 相关项目

More projects by the same author: github.com/memoryfraction / 同一作者的更多项目

Disclaimer: See DISCLAIMER for full disclaimer and limitation of liability / 详见免责声明了解完整免责条款与责任限制。