APilot
I. What is APilot?
APilot is a high-performance quantitative trading framework focused on cryptocurrency and stock markets, developed by the AlphaPilot.tech team. The framework supports both strategy backtesting and live trading, providing a comprehensive solution for quantitative traders.
Opensource Link: https://github.com/AlphaPilotHQ/apilot
II. Key Features
Event-driven architecture: Built for high-performance, real-time trading systems
Multiple trading strategies: Price Action strategies, Factor strategies (in development)
Professional execution algorithms: BestLimit, TWAP algorithms
Comprehensive backtesting: Accurate simulation with detailed performance analytics
Multi-exchange support: Currently focusing on Binance, with more to come
Live trading capability: Execute strategies in real-time with risk management
Extensible framework: Easy to add new strategies, data sources, and exchanges
III. Strategy Types
Price Action (PA) strategies: Support for trend following, mean reversion, and other classic price action strategies
Factor strategies: Quantitative strategies based on multi-factor models (in development)
IV. Technical Architecture
Core Module: Contains all abstract interfaces and core data structures
Abstract base classes (BaseEngine, BaseGateway, etc.)
Data models (OrderData)
Constant definitions (Direction, Interval, etc.)
Basic event system
Feature Modules: Specific implementations for different domains
execution/gateway/- Exchange API implementationsengine/- Specific engine implementationsstrategy/- Trading strategy templates and implementationsperformance/- Performance calculation and reporting
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