QmtPlatform

A-share quant platform layer for miniQMT / QMT, built on QuantPlatformKit and CnEquityStrategies.

Current scope is dry-run first: evaluate strategy targets and preview orders without submitting to the broker.

Supported profiles (P0)

Profile	Input mode
cn_industry_etf_rotation	market_history (主轨，runtime_enabled)
cn_industry_etf_rotation_aggressive	market_history (optional target，vol25%)
cn_dividend_quality_snapshot	feature_snapshot (requires snapshot path)
cn_index_etf_tactical_rotation	market_history (legacy / research_backtest_only)

Quick start

Industry ETF rotation (market history, primary)

python3 -m pip install -e '.[test]'
python3 -m pip install --no-deps -e ../QuantPlatformKit ../CnEquityStrategies

export STRATEGY_PROFILE=cn_industry_etf_rotation
export QMT_DRY_RUN_ONLY=true
export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv

python3 main.py
curl http://127.0.0.1:8080/probe
curl http://127.0.0.1:8080/dry-run

Industry ETF rotation aggressive (optional second target, vol25%)

export STRATEGY_PROFILE=cn_industry_etf_rotation_aggressive
export QMT_DRY_RUN_ONLY=true
export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv

python3 main.py
curl http://127.0.0.1:8080/dry-run

Runtime target example: QuantRuntimeSettings/examples/targets/qmt/industry_etf_aggressive_dry_run.example.json

Legacy index ETF tactical rotation (research only)

export STRATEGY_PROFILE=cn_index_etf_tactical_rotation
export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
python3 main.py

Dividend quality snapshot (feature snapshot)

python3 -m pip install --no-deps -e ../CnEquitySnapshotPipelines

# Regenerate fixtures (uses sample factor CSV; sets as_of to today)
python3 scripts/build_fixtures.py

export STRATEGY_PROFILE=cn_dividend_quality_snapshot
export QMT_DRY_RUN_ONLY=true
export QMT_FEATURE_SNAPSHOT_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv
export QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json

python3 main.py
curl http://127.0.0.1:8080/dry-run

End-to-end smoke (stage/build/run):

python3 scripts/smoke_cn_dividend_quality_dry_run_e2e.py
python3 scripts/smoke_cn_industry_etf_rotation_dry_run_e2e.py
python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py

Environment variables

Variable	Default	Description
QMT_DRY_RUN_ONLY	true	When true, never submit live orders
STRATEGY_PROFILE	required	Strategy profile id
QMT_MARKET_HISTORY_PATH	—	CSV with date,symbol,close for direct strategies
QMT_FEATURE_SNAPSHOT_PATH	—	Snapshot CSV for feature-snapshot strategies
QMT_FEATURE_SNAPSHOT_MANIFEST_PATH	—	Snapshot manifest JSON (required for dividend quality)
RUNTIME_TARGET_JSON	—	Optional runtime target override from QuantRuntimeSettings

See .env.example and CnEquityStrategies/docs/platform_integration.md.

HTTP endpoints

• GET /probe — health + active profile
• GET /profiles — platform profile matrix
• GET|POST /dry-run — evaluate strategy and return target weights + order previews

Related repositories

• CnEquityStrategies
• CnEquitySnapshotPipelines
• QuantRuntimeSettings