qpace
v0.2.9
đź“Š The Quant SDK for Python and Javascript. Written in Rust.
0/weekUpdated 4 months agoUnpacked: 83.0 MB
Published by xnerhu
npm install qpace
qPACE
The Quant SDK for Python · JavaScript · Rust
From research to production - all in one toolkit.
---
qPACE: The all-in-one quantitative toolkit powered by Rust - usable from Python, Node.js, and the browser.
- Cross‑language, cross‑platform - high‑performance Rust core with the fully typed API for Python, Node.js (NAPI), and Browser (WebAssembly).
- Extremely fast backtesting engine - millions of bars per second. Export exact trades back to Pine for one‑click visual validation.
- Technical Analysis - more than 30 indicators fully compliant with TradingView results, written in Pine and compiled using our compiler.
- Data layer - resampling/aggregation, zipping/unzipping, reading/writing from CSV/Parquet, and more.
- Cross-ecosystem - interoperable with Pandas, Polars, and more.
- CLI + upcoming UI
Quick Links
- Home
- Documentation
- Examples
- Discord
Installation
$3
``bash`
pip install qpace
$3
`bash`
npm install qpace
Quick Example
Python
`python
import qpace as qp
ohlcv = qp.Ohlcv.read_csv("btc.csv")
ctx = qp.Ctx(ohlcv, qp.Sym.BTC_USD())
rsi = qp.ta.rsi(ctx.copy(), ohlcv.close, 14)
`
Node.js
`javascript
import * as qp from "qpace/node";
const ohlcv = qp.Ohlcv.readCsv("btc.csv");
const ctx = new qp.Ctx(ohlcv, qp.Sym.BTC_USD());
const rsi = qp.ta.rsi(ctx.copy(), ohlcv.close, 14);
`
Pine from Python/JavaScript
We designed and developed in-house Pine Script compiler that takes your original Pine Script code and compiles it to efficient rust code that is later exposed to Python, Node.js and Web/WASM with type hints. Easy interface and practically no hustle from your side. Our compiler supports any technical analysis indicator and strategy, while having extreme performance.
- bot automation
- machine learning
- backtesting
- parameter optimization
- and much more
script.pine
`pine
//@version=5
library("MyLibrary")
export custom_ma(series float src, int length) =>
ta.ema(ta.change(src) * volume, length)
`
Python:
`python
import qpace as qp
import my_library as pine
ctx = qp.Ctx(ohlcv, qp.Sym.BTC_USD())
custom_ma = pine.script.custom_ma(ctx.copy(), ohlcv.close, 14)
print(custom_ma) # [1.0, 2.0, ...]
`
Node.js:
`javascript
import * as qp from "qpace/node";
import * as pine from "my_library";
const ctx = new qp.Ctx(ohlcv, qp.Sym.BTC_USD());
const customMa = pine.script.custom_ma(ctx.copy(), ohlcv.close, 14);
console.log(customMa); // [1.0, 2.0, ...]
`
Suite
qPACE Suite: Free collection of the best indicators and strategies (separate package to qpace).
Python:
`bash`
pip install qpace_suite
JavaScript:
`bash`
npm install @qpace/suite
$3
- _Machine Learning: Lorentzian Classification_
- _WaveTrend 3D_
- _Nadaraya-Watson: Envelope_
- _MLExtensions_
- _KernelFunctions_
$3
- _Adaptive Schaff Trend Cycle (STC)_
- _Amazing Oscillator_
- _Donchian Trend Ranges_
- _Exponential Trend_
- _Supertrended RSI_
- _Triple Smoothed Signals_
TA
Built-in TA functions.
`python`
import qpace as qp
rsi = qp.ta.rsi(ctx.copy(), src=ohlcv.close, length=14)
`javascript``
import * as qp from "qpace/node";
const rsi = qp.ta.rsi(ctx.copy(), ohlcv.close, 14);
> Every TA indicator was compiled using Pine to Python/JavaScript compiler.
$3
- _Awesome Oscillator_ AO
- _Absolute Price Oscillator_ APO
- _Balance of Power_ BOP
- _Commodity Channel Index_ CCI
- _Coppock Curve_
- _KST Oscillator_ KST
- _Moving Average Convergence Divergence_ MACD
- _Momentum_ MOM
- _Price Oscillator_ PO
- _Rate of Change_ ROC
- _Relative Strength Index_ RSI
- _Relative Vigor Index_ RVGI
- _Stochastic RSI_ STOCHRSI
- _Trix_ TRIX
- _True Strength Index_ TSI
- _Ultimate Oscillator_ UO
- _Williams %R_ W%R
---
$3
- _Double Exponential MA_ DEMA
- _Exponential MA_ EMA
- _Fibonacci Weighted MA_ FMWA
- _Hull MA_ HMA
- _Linear Weighted MA_ LWMA
- _Relative MA_ RMA
- _Simple MA_ SMA
- _Symmetrically Weighted MA_ SWMA
- _Triple Exponential MA_ TEMA
- _Volume-Weighted MA_ VWMA
- _Weighted MA_ WMA
---
$3
- _Advance/Decline Ratio_ ADR
- _Aroon_ AROON
- _Bull/Bear Power_ BBP
- _Chande-Kroll Stop_ CKS
- _Choppiness Index_ CHOP
- _Detrended Price Oscillator_ DPO
- _Supertrend_ ST
- _Vortex Indicator_ VI
---
$3
- _Average True Range_ ATR
- _Bollinger Bands_ BB
- _Bollinger %B_ %B
- _Bollinger Width_ BBW
- _Donchian Channel_ DC
- _Relative Volatility Index_ RVI
- _True Range_ TR
---
$3
- _Accumulation/Distribution (Williams)_ ACCDIST
- _Chaikin Money Flow_ CMF
- _Elder’s Force Index_ EFI
- _Ease of Movement_ EOM
- _Money Flow Index_ MFI
- _Volume Oscillator_ VO
---
$3
- _Standard Deviation_ STD
---
$3
- _Bars Since_
- _Change_
- _Cross_
- _Cross-Over_
- _Cross-Under_
- _Cumulative Sum_ CUM
- _Highest_
- _Highest Bars_
- _Lowest_
- _Lowest Bars_
- _Rate of Change_ ROC
Community
Become a part of the qPACE community and connect with like-minded individuals who are passionate about trading, finance, and technology!