3-day current streak·20-day longest streak
Hi, I'm Yvictor Principal Software Engineer & Architect, building high-performance financial trading systems. Current Focus polars_backtest_extension - blazingly fast portfolio backtesting for Polars Work Shioaji - Sinopac cross-platform trading API…
Hi, I'm Yvictor
Principal Software Engineer & Architect, building high-performance financial trading systems.
Current Focus
- polars_backtest_extension - blazingly fast portfolio backtesting for Polars
Work
- Shioaji - Sinopac cross-platform trading API (sole architect)
Tools I've Built
- TradingGym - trading & backtesting environment for RL agents
- polars_ta_extension - Ta-Lib for Polars expressions
- polars_pbv - price by volume extension for Polars
- binary_mirror - derive macro for parsing fixed-length binary data
Socials
- https://yvictor.com/
- https://blog.yvictor.com/
- https://www.linkedin.com/in/yvictor/
- https://www.threads.com/@yv.ictor
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TradingGym ★ PINNED
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
Python ★ 1.9k 2y agoExplain → -
polars_ta_extension ★ PINNED
Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
Rust ★ 246 1mo agoExplain → -
polars_backtest_extension ★ PINNED
Blazingly fast portfolio backtesting for Polars
Python ★ 12 11d agoExplain → -
IVtws ★ PINNED
台灣期貨交易所報價爬蟲即時波動率計算與視覺化(taifex qoute python wrapper, calculate implied volatility and visualization )
Jupyter Notebook ★ 95 9y agoExplain → -
polars_pbv ★ PINNED
polars price by volume extension
Rust ★ 3 2y agoExplain → -
sjtrade
shioaji day trading demo package
Python ★ 32 2y agoExplain → -
skills
Claude Code skills marketplace
Python ★ 31 8d agoExplain → -
shioaji-ddb
Shioaji and dolphindb integration
Jupyter Notebook ★ 28 5y agoExplain → -
Captcha_hacking
No description.
Jupyter Notebook ★ 10 10y agoExplain → -
ta-lib ⑂
Python wrapper for TA-Lib (http://ta-lib.org/).
Python ★ 10 4y agoExplain → -
sj_sync
Real-time position & quote synchronization for Shioaji
Python ★ 5 25d agoExplain → -
brokerBSreport_crawler
crawl and process the BSreport from twse and tpex
Jupyter Notebook ★ 4 10y agoExplain → -
rsolace
No description.
Rust ★ 3 8d agoExplain → -
binary_mirror
A derive macro for parsing fixed-length binary data structures. This crate provides a convenient way to work with fixed-length binary data formats, commonly used in financial market data and legacy systems.
Rust ★ 2 1y agoExplain → -
capsolver
capsolver fastapi wrapper
Python ★ 2 10mo agoExplain → -
shioaji-example
Sinopac all new trading api for financial market. Usage example of shioaji. 永豐金api範例
★ 2 7y agoExplain → -
deep_trader ⑂
This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to read tape. The project is dedicated to hero in life great Jesse Livermore.
Python ★ 2 9y agoExplain → -
grid_trade
蛛網交易理論驗證與敏感度分析 - Grid trading theory verification
Python ★ 1 6mo agoExplain → -
zmq_play
No description.
Python ★ 1 9mo agoExplain → -
Pyboca
Python api 外交部中文名字轉拼音
Jupyter Notebook ★ 1 4y agoExplain → -
pj
No description.
Rust ★ 1 6mo agoExplain → -
CapgoServer
No description.
Rust ★ 1 1y agoExplain → -
StockMixer ⑂
Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".
Python ★ 1 1y agoExplain → -
exo-app
No description.
Python ★ 1 1y agoExplain → -
exo ⑂
Run your own AI cluster at home with everyday devices 📱💻 🖥️⌚
Python ★ 1 1y agoExplain → -
pycon2023
No description.
Python ★ 1 2y agoExplain → -
tw_market_dashboard
Interactive dashboard for real-time TWSE market data, offering insights into stocks, indices, and commodities.
TypeScript ★ 1 2y agoExplain → -
rpy
No description.
Rust ★ 1 3y agoExplain → -
ShioajiCI
No description.
Dockerfile ★ 1 3y agoExplain → -
ShioajiCpp4Tutorial
No description.
Makefile ★ 1 6y agoExplain → -
winesc
wine-searcher-crawler
Jupyter Notebook ★ 1 9y agoExplain → -
yvis
No description.
Python ★ 1 3y agoExplain → -
docker-solace
quick setup solace with docker
★ 1 6y agoExplain → -
arctic_play
No description.
Jupyter Notebook ★ 1 9y agoExplain → -
Yvictor
No description.
★ 0 12h agoExplain → -
tiberius ⑂
TDS 7.2+ (Microsoft SQL Server) driver for Rust
★ 0 6d agoExplain → -
polars-io-tools ⑂
Custom parsing extensions for lazy polars
★ 0 6d agoExplain → -
polars-skills ⑂
AI agent skills by Polars
★ 0 8d agoExplain → -
solace-mobile
No description.
Swift ★ 0 16d agoExplain → -
awesome-polars ⑂
A curated list of Polars talks, tools, examples & articles. Contributions welcome !
★ 0 2mo agoExplain → -
wealthfolio ⑂
A Beautiful Private and Secure Desktop Investment Tracking Application
★ 0 7mo agoExplain → -
toon-rust ⑂
🦀 Community-driven Rust implementation of TOON
Rust ★ 0 3mo agoExplain → -
serde_toon ⑂
Serde-compatible TOON encoder/decoder
★ 0 4mo agoExplain → -
kanal ⑂
The fast sync and async channel that Rust deserves
★ 0 3mo agoExplain → -
rsca
No description.
Rust ★ 0 4mo agoExplain → -
tpp
A high-performance HTTP reverse proxy built with Pingora that provides Bearer token connection pooling for DolphinDB REST API.
Rust ★ 0 6mo agoExplain → -
AI-Trader ⑂
"AI-Trader: Can AI Beat the Market?" Live Trading: https://hkuds.github.io/AI-Trader/
Python ★ 0 8mo agoExplain → -
cfapi-rust
No description.
Rust ★ 0 3d agoExplain → -
polars ⑂
Dataframes powered by a multithreaded, vectorized query engine, written in Rust
★ 0 11mo agoExplain → -
nautilus_trader ⑂
A high-performance algorithmic trading platform and event-driven backtester
★ 0 1y agoExplain → -
cython-cmake ⑂
CMake helpers for building Cython modules
Python ★ 0 1y agoExplain → -
ysshd
No description.
Python ★ 0 1y agoExplain → -
twfeedrs
tw exchange feed
Rust ★ 0 1y agoExplain → -
macaron ⑂
Compiler-augmented typesafe CSS-in-JS with zero runtime, colocation, maximum safety and productivity
★ 0 1y agoExplain → -
TickTrace
No description.
Rust ★ 0 1y agoExplain → -
tbot
No description.
★ 0 1y agoExplain → -
salvo ⑂
A powerful web framework built with a simplified design.
Rust ★ 0 1y agoExplain → -
compact_str ⑂
A memory efficient string type that can store up to 24* bytes on the stack
★ 0 1y agoExplain → -
vzx
No description.
★ 0 1y agoExplain → -
redis_lock_dev
No description.
Python ★ 0 1y agoExplain → -
recapcha_solver
No description.
Python ★ 0 1y agoExplain → -
jane
No description.
Python ★ 0 1y agoExplain → -
sb2solace
No description.
Jupyter Notebook ★ 0 1y agoExplain → -
sol_alive
No description.
Python ★ 0 1y agoExplain → -
windmill
No description.
Makefile ★ 0 1y agoExplain → -
stream_ddb
stream_ddb
Dockerfile ★ 0 1y agoExplain → -
sj_trade_dev
No description.
Python ★ 0 1y agoExplain → -
spm
Simple Position Manager
Python ★ 0 2y agoExplain → -
polars_ts_extension
Polars extension for Timeseries
★ 0 2y agoExplain → -
dashmap_play
No description.
Rust ★ 0 2y agoExplain → -
ddb-broker-report
No description.
★ 0 2y agoExplain → -
orange3-polars
No description.
Python ★ 0 2y agoExplain → -
ChartViewer
No description.
Python ★ 0 2y agoExplain → -
twccpoc
No description.
Rust ★ 0 3y agoExplain → -
sjtop
No description.
Python ★ 0 4y agoExplain → -
capacitor-face-id ⑂
Allow users to authenticate with Face ID or Touch ID on iOS devices
Swift ★ 0 3y agoExplain → -
hexo-theme-typography ⑂
Rediscover the beauty of typography.
JavaScript ★ 0 3y agoExplain → -
Yvictor.github.io
No description.
HTML ★ 0 1y agoExplain → -
react-trade
No description.
JavaScript ★ 0 4y agoExplain → -
sjtron
No description.
★ 0 4y agoExplain → -
quantutil
No description.
Python ★ 0 4y agoExplain → -
sjbot
No description.
★ 0 4y agoExplain → -
tadoc
No description.
Python ★ 0 4y agoExplain → -
quote
No description.
Rust ★ 0 1y agoExplain → -
weightedcorr ⑂
Weighted correlation in Python. Pandas based implementation of weighted Pearson and Spearman correlations.
Python ★ 0 4y agoExplain → -
OptMarginOptimize
Option Margin Optimization
Python ★ 0 8y agoExplain → -
tabnet ⑂
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
★ 0 5y agoExplain → -
mlflow
mlflow deployment
Dockerfile ★ 0 5y agoExplain → -
DolphinDBPlugin ⑂
No description.
★ 0 5y agoExplain → -
github-readme-stats
No description.
JavaScript ★ 0 5y agoExplain → -
prefect ⑂
The easiest way to automate your data
Python ★ 0 5y agoExplain → -
pchome-api ⑂
PCHOME 的非官方 API 專案。
JavaScript ★ 0 5y agoExplain → -
gcbapp-dockerfile-example ⑂
Example used in the Cloud Build GitHub app tutorial
★ 0 5y agoExplain → -
macos-actions
No description.
Python ★ 0 6y agoExplain → -
modern-cpp-template ⑂
A template for modern C++ projects using CMake, Clang-Format, CI, unit testing and more, with support for downstream inclusion.
★ 0 6y agoExplain → -
ddb-compose
dolphindb docker compose
★ 0 6y agoExplain → -
orjson ⑂
Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy
Rust ★ 0 6y agoExplain → -
etf2ddb
No description.
Python ★ 0 6y agoExplain → -
touchprice ⑂
Extended features of Shioaji
Python ★ 0 6y agoExplain → -
taifexddb
taifex to ddb
Jupyter Notebook ★ 0 6y agoExplain → -
simdjson ⑂
Parsing gigabytes of JSON per second
C++ ★ 0 7y agoExplain → -
dolphindbPlay
No description.
Jupyter Notebook ★ 0 6y agoExplain → -
diaop
No description.
Python ★ 0 6y agoExplain → -
misc
No description.
★ 0 7y agoExplain → -
playQt
play Qt
Python ★ 0 7y agoExplain → -
FlashCrash
Flash Crash Event Taiwan Future 20190703 台指期閃崩 視覺化
Jupyter Notebook ★ 0 7y agoExplain → -
qc
No description.
Python ★ 0 3y agoExplain → -
v ⑂
Simple, fast, safe, compiled language for developing maintainable software. Supports translation from C and (soon) C++.
Go ★ 0 7y agoExplain → -
wssh ⑂
SSH to WebSockets Bridge
JavaScript ★ 0 7y agoExplain → -
gitlabci_test
No description.
Python ★ 0 7y agoExplain → -
tvdata
No description.
Jupyter Notebook ★ 0 7y agoExplain → -
wsae-lstm ⑂
implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
Jupyter Notebook ★ 0 7y agoExplain → -
Trade
No description.
Python ★ 0 7y agoExplain → -
python-example ⑂
Python Example Gaia Pipeline
Python ★ 0 7y agoExplain → -
playecharts
play ehcarts
Jupyter Notebook ★ 0 7y agoExplain → -
SOLID ⑂
SOLID - OO Development Principle in Python
Python ★ 0 7y agoExplain → -
PyOptionTick
PyOptionTick
Python ★ 0 7y agoExplain → -
playReact
playReact
★ 0 7y agoExplain → -
Pysher ⑂
Pusher Client implemented in Python3
Python ★ 0 8y agoExplain → -
NeteaseCloudMusicFlac ⑂
根据网易云音乐的歌单, 下载flac无损音乐到本地. Download the FLAC music from Internet according to your NeteaseCloudMusic playlist.
Python ★ 0 8y agoExplain → -
Tennis-kata-python
practice tennis kata
★ 0 8y agoExplain → -
Sinopac-Order-API ⑂
永豐金證券 Sinopac Securities 下單API for Python.
Python ★ 0 8y agoExplain → -
PYVisualization
python visualization example collections
Jupyter Notebook ★ 0 8y agoExplain → -
pinterester
No description.
Jupyter Notebook ★ 0 8y agoExplain → -
TWF
No description.
★ 0 8y agoExplain → -
DockerMiner
Mine cryptocurrencies with Nvidia Docker and get paid in Bitcoin (NiceHash)
★ 0 8y agoExplain → -
YvictorTelegramBotPlay
No description.
★ 0 8y agoExplain → -
learn-go
No description.
★ 0 8y agoExplain → -
learn-python
No description.
★ 0 8y agoExplain → -
Mac-NTFS
Mac ntfs format read-write permission support
Makefile ★ 0 8y agoExplain → -
deep-rl
implement deep reinforcement learning
Jupyter Notebook ★ 0 8y agoExplain → -
hellogo
play go~~~
Jupyter Notebook ★ 0 8y agoExplain → -
deep_portfolio ⑂
No description.
Python ★ 0 8y agoExplain → -
playgraphviz
play graphviz with python
Jupyter Notebook ★ 0 8y agoExplain → -
pycrawlers
python crawlers
★ 0 8y agoExplain → -
Pymisc
No description.
Jupyter Notebook ★ 0 9y agoExplain → -
Pymetro
metro time table
★ 0 9y agoExplain → -
pytwifi
No description.
Python ★ 0 9y agoExplain → -
pylass
No description.
★ 0 9y agoExplain → -
gcpy
No description.
Jupyter Notebook ★ 0 9y agoExplain → -
cmpy
cmpy
Jupyter Notebook ★ 0 9y agoExplain → -
docker_conda
docker images auto build for ubuntu system conda
★ 0 9y agoExplain → -
brokerBSreport
TWSE and TPEX broker daily report crawler
Python ★ 0 9y agoExplain → -
TensorFlow-Examples ⑂
TensorFlow tutorials and code examples for beginners
Jupyter Notebook ★ 0 10y agoExplain → -
data-science-ipython-notebooks ⑂
Continually updated data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe), scikit-learn, Kaggle, big data (Spark, Hadoop MapReduce, HDFS), matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines.
Python ★ 0 10y agoExplain → -
PyDataLondon2016 ⑂
PyData London 2016 material
Jupyter Notebook ★ 0 10y agoExplain → -
github-taiwan ⑂
Taiwan Developers on Github
HTML ★ 0 10y agoExplain →
No repos match these filters.