QuantTrade tests trading bots inside historic market logs using reinforcement learning policies.
"Custom Q-learning scripts evaluate asset buy/sell actions, reporting risk metrics and drawdown percentages."
Trading Simulations
Runs Python engines inside Docker. The environment formats stock ticker logs, simulates buy/sell latency, and exports performance charts to frontend dashboards.
System Architecture
[SIMULATION CONTROLLER PORTAL]
React.js dashboard UI / Parameters configuration overlay / Recharts outputs
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[REINFORCEMENT LEARNING ENGINES]
Python FastAPI worker / StableBaselines3 PPO model / OpenAI Gym simulator
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[HISTORIC MARKET LOGS]
PostgreSQL TimescaleDB (Sub-minute price ticks and volume metrics)
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