Quant.Infra.Net

Quant.Infra.Net is a professional quantitative trading infrastructure framework built on .NET 8. It is designed to provide a robust foundation for quant developers, covering market data ingestion, advanced statistical analysis, order execution, and automated monitoring.

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🚀 Features (English)

1. Source Data Service

• Multi-Market Support: Integrated with Yahoo Finance API for global Equities, Options, Forex, and Crypto.
• Flexible Frequencies: Supports Daily, Weekly, and Monthly historical time series data.
• Resilience: Built-in request rate limiting and retry logic to ensure stability during large-scale data fetching.

2. Analysis Service

• Statistical Tests: Built-in ADF (Augmented Dickey-Fuller) test for time series stationarity, essential for statistical arbitrage.
• Python Interoperability: Seamlessly call Python libraries (NumPy, Pandas, Statsmodels) within C# via Python.Runtime.
• High Performance: Powered by MathNet.Numerics and Accord.Statistics for engineering-grade precision.

3. Order & Account Management

• Binance Integration: Deeply adapted for Binance Spot and Futures, supporting balance tracking and full order lifecycle.
• Abstract Architecture: Unified exchange interface allowing easy expansion to OKX, Interactive Brokers (IBKR), etc.

4. Notification System

• Multi-Channel: Built-in Webhook support for DingTalk and Enterprise WeChat.
• Automated Alerting: Real-time notifications for strategy signals, order execution, and system anomalies.

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📖 中文简介

Quant.Infra.Net 是一个基于 .NET 8 构建的专业量化交易基础设施框架。本项目致力于为量化开发者提供稳健的底层支撑，旨在消除从策略原型到实盘交易之间的工程鸿沟。

核心模块详述

1. 数据源服务 (Source Data)：集成 Yahoo Finance API，提供全球全标的历史行情抓取，支持标准化字段清洗与健壮的重试机制。
2. 统计分析模块 (Analysis)：内置 ADF 平稳性检验及相关性分析。支持通过 Python.Runtime 在 C# 中直接调用 Python 科学计算库。
3. 交易管理中心 (Order)：深度适配币安 (Binance) 现货与合约系统。采用统一接口设计，开发者可低成本扩展至其他交易平台。
4. 实时通知系统 (Notification)：封装了钉钉与企业微信机器人 Webhook，支持场景化告警推送（如信号触发、完全成交、系统异常）。

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💻 Quick Start / 快速上手

1. Market Data Ingestion / 行情获取

var provider = new YahooFinanceProvider();
var history = await provider.GetHistoryAsync("AAPL", DateTime.Now.AddYears(-1), DateTime.Now);
// Access bars: bar.Open, bar.High, bar.Low, bar.Close...