QuantDinger

QuantDinger Open-source AI Trading OS Turn trading ideas into Python strategies, backtests, paper trading, live execution, and monitoring — all in one self-hosted stack. QuantDinger is a product of Open Byte Inc. AI research → Strategy code → Backtest → Paper/Live execution → Monitoring

<strong>English</strong>
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<strong>简体中文</strong>
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<strong>API</strong>
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<strong>AI Agents & MCP</strong>



<strong>Live App</strong>
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<strong>Website</strong>
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<strong>Video Demo</strong>
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<strong>Official Support Email</strong>

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Want to contribute? Explore the public roadmap or claim a scoped task from Ready for contributors.

QuantDinger can submit real orders when live trading is explicitly enabled. Start with paper trading, use restricted API keys, and review the risk and compliance requirements for your jurisdiction. This project does not provide investment advice.

Watch QuantDinger in action

What QuantDinger is

QuantDinger is an open-source AI Trading OS for independent traders, Python strategy authors, and small teams. Its local-first, self-hosted design keeps market data, strategy code, broker credentials, and deployment under the operator's control.

The project combines:

• multi-provider AI market research and analysis;
• Python indicators and Strategy API V2 development;
• server-side backtesting and experiment workflows;
• paper and live execution across crypto exchanges and traditional brokers;
• web, mobile H5, human API, Agent Gateway, and MCP access;
• PostgreSQL-backed state, durable workers, audit logs, and optional monitoring.

It is not a black-box signal service. Strategy code, risk settings, credentials, and deployment remain under the operator's control.

Strategy evolution and signal-only virtual accounts

• Strategy evolution searches declared tunable parameters with random, grid, or TPE optimization, using bar-count walk-forward validation and a final blind holdout. Jobs run asynchronously with per-strategy history, automatic pruning, composite scoring, PBO, Deflated Sharpe, block-bootstrap Monte Carlo, and transaction-cost stress tests. Results compare parameter robustness; they do not forecast future returns.
• Signal-only virtual accounts turn notification-mode signals into internal virtual orders, fills, positions, trade records, PnL, and an equity curve. They never connect to a broker or submit live orders. Each fill uses a fixed 0.05% commission on executed notional and 0.05% adverse slippage; leverage is not charged a second time in the commission calculation.

What changed in v5

The v5 backend is organized around explicit runtime and operational boundaries: