Quant Trading With a Tang Dynasty Org Chart

What it does

金策智算 is a local quantitative research and backtesting tool for China’s A-share market. It runs historical simulations through a web dashboard, aiming to replace emotional trading with rule-based decisions validated against local data. The stack is Python with a FastAPI backend and an HTML frontend.

The interesting bit

The system architecture is explicitly modeled on the Tang Dynasty “Three Departments and Six Ministries” bureaucracy — data validation is the CrownPrince, strategy signals come from ZhongshuSheng, risk control is MenxiaSheng with veto power, and execution flows through the ShangshuSheng and functional ministries. It is either memorable over-engineering or genuine structural discipline, but you will not forget the metaphor.

Key highlights

• Tang-dynasty-inspired pipeline: CrownPrince → ZhongshuSheng → MenxiaSheng → ShangshuSheng, with risk-control vetoes routing to XingBu (the “Ministry of Justice”)
• Web-based dashboard (dashboard.html + FastAPI backend) for strategy selection, parameter tuning, and backtest execution
• Supports multiple data providers (AkShare, Tushare, MySQL, PostgreSQL) and keeps data local
• Strategy evolution board for generating, evaluating, and iterating strategies
• Explicitly disclaims investment advice; author emphasizes tool is for learning and rule validation only

Caveats

• README and codebase are entirely in Chinese; no English documentation is visible
• The Tang-dynasty naming convention permeates the source — CrownPrince, MenxiaSheng, ShangshuSheng — so you must learn the mapping before the module hierarchy makes sense
• Commercial use requires separate written authorization from the author

Verdict

Worth a look if you are a Chinese quant hobbyist or Python developer who wants a local, private backtesting sandbox with strict risk-control hooks. Skip it if you need multi-asset global markets or a plain-vanilla English codebase.