The System
A production-grade trading system built on FinLab’s real-time financial data. Covers the full pipeline from strategy development to automated execution.
Strategy layer: Momentum-based and mean-reversion signals on daily OHLCV data. The TWSE is a retail-dominated market with different microstructure than US equities — many patterns from Western quant literature don’t transfer cleanly, so we research Taiwan-specific signals.
Execution: Automated via crontab. Three cronjobs handle account data fetching, independent backtesting reports, and order execution via Yuanta Fugle API and Sinopac Shioaji API. Multi-user and multi-broker support configured through config.yaml.
Dashboard: Web UI (Dash + Bootstrap + Gunicorn) showing trade info, account balance charts, and monthly return visualizations. Deployed with Docker Compose.
Currently: Evaluating ML-based signal combination. Live paper-trading is running.
Stack
FinLab · shioaji · ta-lib · pandas · Dash · Flask · Docker
9 stars on GitHub · v3.1.0 released Jan 2026