quants-lab

Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calculating metrics, backtest and generating trading configurations.

Data sources

• CLOB
  • Last Traded Price
  • Current Order Book
  • Historical Candles
  • Historical Trades
  • Trading Rules
  • Funding Info
• AMM
  • Last Traded Price
  • Current Liquidity
  • Pool Stats
    • Fees collected
    • Volume 24hs
  • Historical trades
• GeckoTerminal
  • Networks
  • Dexes by Network
  • Top Pools by Network
  • Top Pools by Network Dex
  • Top Pools by Network Token
  • New Pools by Network
  • New pools all Networks
  • OHLCV
• CoinGecko
  • Top Tokens Stats
  • Top Exchange Stats
  • Markets Stats by Token
  • Market Stats by Exchange

Modules

• Labeling
  • Triple Barrier Method
• Backtesting
• Optimization
• Visualization
  • OHLC
  • Order Book
  • Backtesting Report
• Features
  • Signals