QuantBench

A modular crypto trading framework for live trading and backtesting, powered by the Binance API.
It comes with built-in strategies such as RSI, MACD, and SMA crossover, plus risk management tools for safer trading.

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Features

• Live trading with Binance API (REST + WebSocket)
• Backtesting engine with performance metrics (PnL, Sharpe ratio, drawdowns)
• Risk management: position sizing, stop-loss, take-profit
• Modular strategy design – plug in your own algorithms easily
• Dockerized deployment for production-ready environments

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Getting Started

1. Clone the repository

git clone https://github.com/yourusername/QuantBench.git
cd QuantBench

2. Add API keys

Edit config.py and add your Binance API key and secret:

API_KEY = "your_api_key"
API_SECRET = "your_api_secret"

3. Install dependencies

pip install -r requirements.txt

4. Run live trading

python strategies/rsi_bot.py

5. Run backtests

python backtest.py

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Example Workflow

1. Subscribe to real-time candlestick data via WebSocket
2. Run your chosen strategy (e.g., RSI > 70 → Sell, RSI < 30 → Buy)
3. Apply risk rules (stop-loss, position sizing)
4. Place orders via Binance REST API or simulate trades via backtesting

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🛠 Roadmap

Planned improvements:

• Multi-exchange support (Kraken, Coinbase, etc.)
• Portfolio tracking dashboards
• More strategies (Bollinger Bands, VWAP, momentum-based)
• Enhanced backtester with historical tick-level data
• Machine learning–driven signal generation

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⚠️ Disclaimer

This project is for educational purposes only. Trading cryptocurrencies involves significant risk. Use at your own discretion.

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✅ Now your repo will show up as **QuantBench** instead of TradeFlow Bot, which sounds sharper and more professional.  

Do you also want me to give you a **short GitHub "About" one-liner** for the right-hand description box that matches this new name?