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fasiondog/hikyuu

Hikyuu Quant Framework 基于C++/Python的超高速开源量化交易研究框架,同时可基于策略部件进行资产重用,快速累积策略资产。 observed · 2026-08-28

github.com/fasiondog/hikyuu · homepage · C++ · Apache-2.0 (permissive) observed · 2026-08-28

Health v2 · maintenance only

99/100

  • Activity 99
  • Release rhythm 98
  • Longevity 100
How is this computed?

round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.

  • gap_med: 19.5
  • age_days: 5159
  • days_rel: 13
  • days_push: 7
  • n_releases_24m: 35

Full methodology

Adoption not part of the score

3469 stars · 822 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded

Hikyuu is an ultra-fast open-source quantitative trading research framework built on a C++ core with Python bindings, focused on strategy analysis, backtesting, and extensible live-trading integration (deeply adapted to China's A-share market). It decomposes systematic trading into modular, freely combinable components such as signal indicators, stop-loss/profit rules, money management, and portfolio allocation, with support for HDF5, MySQL, ClickHouse, and SQLite storage.

Use cases

  • backtest stock trading strategies on A-share market data
  • build a reusable library of modular trading strategy components
  • compute indicators like moving averages over tens of millions of K-line bars quickly
  • research portfolio and multi-factor allocation strategies
  • integrate quantitative research with numpy, pandas, and TensorFlow
  • store and query historical market data in HDF5 or ClickHouse
  • prototype trading systems interactively in Jupyter notebooks

When to choose

  • you need a fast C++-backed quant research framework with Python ergonomics
  • you trade or research Chinese A-share markets
  • you want modular, composable systematic-trading components rather than a monolithic backtester
  • you need flexible local storage backends for large historical datasets

When to avoid

  • you need out-of-the-box live trading execution - the framework only provides extension interfaces, not built-in brokerage services
  • your focus is non-Chinese markets with less built-in adaptation
  • you want a fully managed cloud quant platform rather than a local research library
  • you need guaranteed compliance guidance - the project explicitly disclaims investment advice and trading services

Facets

library · maturity active

trading data-science data-visualization machine-learning fintech data-science developer-tools python cpp cross-platform windows quant backtesting algorithmic-trading systematic-trading stock-analysis a-share c-plus-plus-core talib hdf5 clickhouse linux macos

2 sources

Member repositories

RepositoryRoleHealth v2
fasiondog/hikyuumain99

For agents

markdown · JSON · MCP: product_card(name="fasiondog/hikyuu")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem