A GUI-based, Python quantitative research kernel for indicator computation, strategy signal generation, and multi-ticker visualization.

Quant-Kernel is built around explicit pipelines, deterministic execution, and a strict separation between computation and rendering.

git clone https://github.com/th-efool/Quant-Kernel
cd Quant-Kernel
pip install -r requirements.txt
python app/app.py

Execution flow:

Market Data → Indicators → Strategies → Signals → Renderer

Each stage is isolated and replaceable.

data/
 ├─ QKHistoricalData          # API + ticker orchestration
 ├─ historical_data/
 │   ├─ fetcher_yfinance.py
 │   ├─ fetcher_upstox.py
 │   └─ fetcher_dhan.py

indicators/
 ├─ IndicatorBase             # Pure feature generators
 ├─ IndicatorManager          # Deduplication + execution

strategies/
 ├─ StrategyBase              # Signal contracts
 ├─ StrategyManager           # Strategy orchestration

gui/
 ├─ components/               # UI building blocks
 ├─ layout/                   # Row / Column layout engine
 ├─ views/                    # Screen composition
 └─ QKRenderer.py             # Tk bootstrap + render loop

engine/
 └─ app_controller.py         # Execution glue

• Multi-API support: Yahoo Finance, Upstox, Dhan
• Configurable date ranges and time units
• Batch ticker loading with index-range selection (e.g. 0–10, 11–20)
• Deterministic, repeatable data fetches

• Pure, side-effect-free indicator implementations
• Indicators run exactly once per configuration
• Structural deduplication via IndicatorManager
• Multiple parameterized instances supported simultaneously

• Explicit strategy contracts (BUY / SELL / HOLD)
• Strategies declare required indicators (no hidden dependencies)
• Multiple strategies can coexist without column collisions
• Signal columns are uniquely namespaced per strategy instance

• Optional last-N candle signal filtering
• Render only tickers that emit BUY or SELL in the recent window
• Skips non-qualifying tickers before rendering to save resources
• Designed for large-scale scanning workflows

• Component-driven Tkinter UI (no monolithic screens)
• Typed parameter inputs with validation
• Incremental, non-blocking rendering (background execution)
• One chart per ticker, stacked vertically
• Scrollable multi-ticker chart view
• Indicator overlays and signal markers rendered per chart

• Strict separation: Data → Indicators → Strategies → Renderer
• Renderer consumes final DataFrames only
• Layout engine (Row / Column / Panel) independent of components
• Headless-friendly core (GUI is optional, not required)

• No hidden global state

• No framework magic

• Everything inspectable, overrideable, and composable

• Suitable for:

  • research
  • batch scanning
  • backtesting (planned)
  • execution adapters (future)

Responsible only for market data acquisition.

Handles:

• API selection (yfinance, upstox, dhan)
• Date ranges and units
• Ticker resolution (including batch ranges)

data = QKHistoricalData(api=QKApi.yfinance)
df = data.fetch_historical("RELIANCE")

This layer never knows about indicators, strategies, or charts.

Indicators are pure feature generators.

Rules:

• Input: full DataFrame
• Output: aligned pd.Series
• No side effects

class MovingAverage(IndicatorBase):
    def compute(self, df):
        return {
            "ma_21": df["close"].rolling(21).mean()
        }

Indicators do not:

• generate signals
• know about plotting
• know about strategies

Responsibilities:

• Deduplicate indicators by configuration
• Execute each indicator exactly once
• Inject outputs into the DataFrame

manager.add(MovingAverage(21))
manager.add(MovingAverage(21))  # deduplicated

Strategies:

• Declare required indicators
• Convert indicators → signals
• Output Signal.BUY / SELL / HOLD

class MACrossoverStrategy(StrategyBase):
    def indicators(self):
        return [MovingAverage(7), MovingAverage(21)]

    def compute(self, df):
        ...

Each strategy instance produces its own signal column, allowing multiple parameterized strategies safely.

Responsibilities:

• Register strategies
• Collect required indicators
• Execute indicators first
• Execute strategies second

strategy_mgr = StrategyManager()
strategy_mgr.add(MACrossoverStrategy(7, 21))
df = strategy_mgr.run(df)

No rendering. No execution. Only signal generation.

Quant-Kernel includes a modular, component-driven Tkinter renderer focused purely on visualization.

The GUI layer:

• never fetches data
• never computes indicators
• never generates signals

It consumes final DataFrames only.

gui/
 ├─ components/
 │   ├─ base_ui_component.py     # UIComponent contract
 │   ├─ param_input.py           # Typed parameter forms
 │   ├─ select_and_configure.py  # Class + params selector
 │   ├─ add_to_list.py           # Multi-instance aggregation
 │   ├─ stock_chart.py           # Single-ticker chart
 │   └─ market_chart_view.py     # Scrollable multi-chart view
 │
 ├─ layout/
 │   ├─ row.py                   # Horizontal layout
 │   ├─ column.py                # Vertical layout
 │   └─ panel.py                 # Size-constrained containers
 │
 ├─ views/
 │   └─ main_view.py              # UI composition only
 │
 └─ QKRenderer.py                 # Tk bootstrap + layout build

The renderer does not:

• decide what to fetch
• decide what to compute
• interpret signals

It only:

• builds UI components
• manages layout and scrolling
• renders charts from DataFrames
• appends charts incrementally

Each ticker renders into:

one ticker → one chart → one matplotlib figure

No shared axes. No hidden state.

User Input
   ↓
AppController.run_pipeline(ticker)
   ↓
DataFrame (OHLC + indicators + signals)
   ↓
MarketChartView.append_data()
   ↓
StockChartComponent.render()

Charts can be:

• skipped via signal filters
• appended incrementally
• rendered without blocking the UI thread

AppController is the only layer that touches both computation and rendering.

data_manager = QKHistoricalData()
strategy_manager = StrategyManager()
controller = AppController(data_manager, strategy_manager)

It:

• applies fetch configuration
• switches APIs
• runs indicator + strategy pipelines
• returns final DataFrames to the renderer

• Data describes markets
• Indicators describe features
• Strategies describe signals
• Renderer describes presentation

Quant-Kernel keeps these layers deliberately separate to remain inspectable, extensible, and predictable.

If you want next:

• a short “Features” section
• or a separate docs/gui_architecture.md

say the word.