Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

基于Python的开源量化交易平台开发框架

TuShare is a utility for crawling historical data of China stocks

modular quant framework.

Common financial technical indicators implemented in Pandas.

FinRL­®-Meta: Dynamic datasets and market environments for FinRL.

dj-stripe automatically syncs your Stripe Data to your local database as pre-implemented Django Models allowing you to use the Django ORM, in your code, to work with the data making it easier and faster.

A collection of Awesome Finance Agent Skills for free and easy to start | 一系列开源免费的金融分析Agent Skills

wtpy是基于wondertrader为底层的针对python的子框架

FinnewsHunter: Multi-agent financial intelligence platform powered by AgenticX. Real-time news analysis, sentiment fusion, and alpha factor mining.

简单易用的量化金融数据包(easy utility for getting financial market data of China)

quant framework for stock

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序

MaverickMCP - Personal Stock Analysis MCP Server

Python client for the YooMoney (ex-Yandex.Money) API — sync & async, Pydantic models, type-safe

An MCP server for Massive.com Financial Market Data

Parse SEC EDGAR HTML documents into a tree of elements that correspond to the visual (semantic) structure of the document.