A local, read-only multi-market quantitative research workspace for ASX, US stocks, and China A-shares.

It combines real market data providers, a Python quantitative core, technical indicators, macro/news signals, portfolio-aware risk rules, prediction learning, and paper-trading agents. The app does not place real trades.

This project is for research and personal analysis only. It is not financial advice, investment advice, or a trading system. Market data can be delayed, incomplete, rate-limited, or unavailable. Always verify signals with licensed market data and professional risk controls before making financial decisions.

• ASX, US, and China A-share watchlists with market isolation.
• Real-data-only market adapter flow. The app refuses simulated candles.
• Technical analysis including candles, volume, MACD, RSI, trend, momentum, and risk scores.
• News and macro signal aggregation from configured providers plus free fallbacks where available.
• Portfolio-aware alerts, stop-loss checks, position sizing, and cash reserve rules.
• Prediction sample tracking with hit-rate buckets, failure penalties, confidence calibration, and learning visibility.
• Paper-trading agents that preserve strategy memory across reset cycles.
• Local snapshots for off-hours or provider outage fallback.
• Multi-page workspaces for monitoring, bottom-level feature analysis, factor experiments, market regime, strategy review, simulation, and account readiness.
• Python feature analysis for VWAP, notional, volume profile, liquidity, and explicitly labeled OHLCV order-flow proxies.
• Structure analysis for Bollinger Bands, Fibonacci retracement, Fair Value Gap, ICT liquidity-sweep proxies, Wyckoff phase proxies, absorption, and effort-versus-result.
• Optional real US trade analysis through Alpaca, with exchange distribution, tick VWAP, large-trade share, and explicit true_tick/true_l2 capability labels.
• Quant-dinger-style dark trading workspace with top page navigation, high-density panels, chart overlay controls, Bollinger/Fib/FVG overlays, and wheel/trackpad X-axis zoom plus drag panning on time-series charts.
• Feature analysis now returns full-window data logs, anomaly segments, feature formulas, ATAS adapter status, volume profile, VWAP, liquidity, and order-flow proxy diagnostics.
• Factor lab now includes structure factors, formula metadata, positive/negative factor interpretation, price/prediction/VWAP correlations, heatmap-style correlation review, rolling IC/Rank IC, and manually persisted factor weights.
• Regime page fuses feature, factor, news, sector, and index state into a Feature + Factor + Regime risk-on/risk-off strip.
• Walk-forward factor lab with IC, Rank IC, stability, overlap checks, and suggested weights.
• Anti-overfitting controls with chronological train/validation/test splits, purged/embargoed walk-forward validation, 3-batch gradient accumulation, early stopping, and best-checkpoint rollback.
• Persisted per-market factor configuration and timestamped strategy revision history.
• Market breadth plus leader/laggard queues based only on successfully analysed real-data stocks.
• Python portfolio risk engine covering reserve cash, exposure, single-stock/sector concentration, stop-loss, drawdown, and paper-order validation.
• SQLite control plane for strategy/simulation/risk events and idempotent audit-only paper-order intents.
• SQLite local market-data store for authorised tick, L1 quote, and L2 depth rows. Empty stores remain explicitly unavailable and are not backfilled with simulated rows.
• Provider-budget policy that enforces at most one quota-limited market source per task plus free support sources.
• News aggregation that selects one configured quota-limited news provider per request and combines it with free/direct sources.
• Optional official FRED macro factor with a shared cache so it is not re-requested per stock.
• Optional Alpaca IEX US bars and Tushare China A-share daily bars, both governed by the limited-source budget.
• External AI fallback chain: OpenAI first, then SiliconFlow or Tencent Hunyuan when configured. Provider status is exposed without revealing keys.
• Optional ATAS feature adapter endpoint for external order-flow/feature extraction. Without ATAS_FEATURE_ENDPOINT or ATAS_BASE_URL, the app reports the adapter as reserved and sends no request.
• Local-only IBKR Paper/TWS readiness checks and audit-only paper-order intents. Broker order transmission and live trading are forcibly disabled.

• Node.js 20 or newer.
• Python 3.9 or newer.
• Optional API keys for richer market/news/AI coverage.

No npm dependencies are required.

The most reliable start command, including environments where node is not on PATH:

./start-local.sh

Or use npm:

cp .env.example .env.local
npm start

Then open:

http://127.0.0.1:8787

If npm is unavailable, run directly:

node server.mjs

Python local client entry points:

python3 quant_client.py health
python3 quant_client.py features --market ASX --symbol BHP
python3 quant_client.py trades --market US --symbol AAPL --window-minutes 30
python3 quant_client.py factors --market ASX --symbol BHP --horizon-days 15
python3 quant_client.py risk --market ASX --total-capital 10000 --available-cash 5000 --position BHP:100:45:46:Materials
python3 quant_client.py market-data --market US --symbol AAPL
python3 quant_client.py gui

Local secrets go in .env.local. This file is ignored by git.

Start from:

cp .env.example .env.local

Common optional keys:

EODHD_API_KEY=
TWELVEDATA_API_KEY=
ALPHAVANTAGE_API_KEY=
NEWSAPI_KEY=
NEWSDATA_API_KEY=
THENEWSAPI_KEY=
TIANAPI_KEY=
X_BEARER_TOKEN=
YOUTUBE_API_KEY=
OPENAI_API_KEY=
ENABLE_DOMESTIC_AI_ANALYSIS=false
SILICONFLOW_API_KEY=
HUNYUAN_API_KEY=
TUSHARE_TOKEN=
ALPACA_API_KEY=
ALPACA_API_SECRET=
ALPACA_TRADES_LIMIT=1000
ATAS_API_KEY=
ATAS_FEATURE_ENDPOINT=
FINNHUB_API_KEY=
TIINGO_API_KEY=
MARKETAUX_API_KEY=
FRED_API_KEY=

OpenAI analysis is disabled by default. To enable it:

ENABLE_OPENAI_ANALYSIS=true
OPENAI_API_KEY=

• The app only uses real market data returned by providers or previously saved real snapshots.
• .cache/ stores local snapshots and prediction samples. It is ignored by git because it may contain personal watchlists, portfolio data, and analysis history.
• If only one real provider is available, the app can degrade to that real source and reduce confidence.
• If no real provider or saved real snapshot is available, the app should report a provider failure rather than fabricate prices.
• US trades are available only when Alpaca credentials and entitlements permit them. ASX/A-share tick data and all true L2 data remain unavailable until a separately authorised feed is configured.
• Provider-reported trades are not treated as L2. If quotes or aggressor-side fields are absent, the app explicitly marks them unavailable.
• Authorised tick/L1/L2 rows can be recorded through the local market-data store, but candle proxies are never promoted to true order-book data.
• ATAS is treated as an optional external feature extractor, not as a market-data source. It receives real feature payloads only when an endpoint is configured.

npm run check
npm run check:node
npm run check:python
npm run check:providers

check:providers reads .env.local and redacts provider responses before printing.

index.html                Browser UI
styles.css                App styling
app.js                    Frontend state, charts, alerts, UI rendering
server.mjs                Local HTTP server, providers, analysis, calibration
quant_client.py           Python local CLI/Tk client for core analysis workflows
quant_core/               Python feature, factor, trade, risk, provider-budget, and SQLite control core
tests/                    Python quantitative core tests
docs/upgrade-roadmap.md   Incremental upgrade requirements and acceptance roadmap
docs/source-project-study.md Verified source-project distillation and architecture mapping
docs/word-requirements-audit.md Requirement-by-requirement verification status
tools/check-providers.mjs Provider smoke test helper
.env.example              Safe environment template

Before publishing, make sure these are not committed:

• .env.local
• .env
• .cache/
• screenshots or CSVs containing holdings
• broker exports
• personal logs

The repository includes .gitignore rules for these paths.

MIT