CLAUDE.md

This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.

Overview

QUANTAXIS is a quantitative financial framework written in Python that provides a comprehensive suite of tools for financial data analysis, backtesting, and trading strategy development. The project is organized into multiple modular components for different aspects of quantitative finance.

Architecture

The codebase is structured into distinct modules under the QUANTAXIS/ package:

• QAFetch: Multi-market data acquisition and storage (MongoDB/ClickHouse)

• QAUtil: Trading time utilities, calendars, market identification, and dataframe conversions

• QIFI/QAMarket: Unified multi-market, multi-language account system

  • qifiaccount: Standard account system consistent across languages (Python/Rust/C++)

  • qifimanager: Multi-account management system

  • qaposition: Single asset position management for precise long/short control

  • marketpreset: Market preset classes for futures/stocks/crypto metadata

• QAFactor: Factor research suite for factor analysis, management, and combination

• QAData: Multi-asset, multi-market data structures for real-time and backtesting

• QAIndicator: Custom indicator framework with batch market-wide application

• QAEngine: Custom thread/process base classes for async and distributed computing

• QAPubSub: MQ-based message queue supporting 1-1, 1-n, n-n message distribution

• QAStrategy: CTA/arbitrage backtesting suite with QIFI mode support

• QAWebServer: Tornado-based web server for microservice architecture

• QASchedule: Background task scheduling built on QAWebServer

• QAAnalysis: Analysis and reporting tools

• QACmd: Command-line interface and utilities

• QASU: System utilities and maintenance tools

Development Commands

Installation

pip install -e .
# Or install requirements first:
pip install -r requirements.txt

Code Quality

# Linting (uses pylint with configuration in .pylintrc)
pylint QUANTAXIS/

# The project has a comprehensive .pylintrc configuration file

Console Commands

The package provides several console entry points:

• quantaxis - Main CLI command

• quantaxisq - TDX data fetching

• qarun - Strategy runner

• qawebserver - Web server launcher

Data Management

# Update market data (various scripts in config/)
python config/update_data.py
python config/update_all.py
python config/update_future.py
python config/update_fin.py

Key Dependencies

• Database: MongoDB (pymongo 3.11.2), ClickHouse (clickhouse-driver)

• Data Processing: pandas ≥1.1.5, numpy ≥1.12.0, pyarrow ≥6.0.1

• Web: tornado ≥6.3.2, flask ≥0.12.2

• Financial: tushare, pytdx ≥1.67, empyrical, pyfolio, alphalens

• Async/Messaging: pika (RabbitMQ), motor (async MongoDB), gevent-websocket

• Analysis: matplotlib, seaborn ≥0.11.1, statsmodels ≥0.12.1, scipy

Multi-Language Integration

The project supports integration with QUANTAXIS Rust version through:

• Apache Arrow format (pyarrow) for cross-language data exchange

• Consistent QIFI account structures across Python/Rust/C++

• Arrow-based communication with arrow-rs and datafusion-rs

Database Architecture

• MongoDB: Primary data storage for market data and account information

• ClickHouse: High-performance analytics database for large-scale data analysis

• Support for tick/L2 order/transaction data formats

Configuration Files

• .pylintrc: Comprehensive linting configuration

• requirements.txt: Core dependencies

• config/: Directory containing data update and maintenance scripts

• docker/: Docker configurations for various deployment scenarios

Examples and Usage

Check the examples/ directory for:

• qifiaccountexample.py: QIFI account system usage

• factoranalysis.py: Factor analysis workflows

• scheduleserver.py: Task scheduling examples

• featureanalysis.ipynb: Jupyter notebook examples

Version Support

Python 3.5-3.10 supported (see setup.py for version validation).