finlab
Installation
Summary
Quantitative trading strategy development, backtesting, and live execution using FinLab's data and simulation engine.
- Fetch 900+ financial data columns (price, fundamentals, valuation, institutional trading) via
data.get()with universe filtering by market and industry - Build stock selection strategies using FinLabDataFrame methods: trend detection, moving averages, ranking, and factor combinations with boolean logic
- Backtest strategies with
sim()including risk management (stop-loss, take-profit, trailing stops), rebalancing schedules, fees, and taxes - Execute live trades via broker integration (Sinopac) by converting backtest positions to orders through OrderExecutor
- Requires Python 3.10+, uv package manager, and FinLab API token (free tier: 500 MB/day; VIP: 5000 MB/day)
SKILL.md
FinLab Quantitative Trading Package
Prerequisites
Before running any FinLab code, verify these in order:
-
uv is installed (Python package manager):
uv --versionIf uv is not installed, tell the user to install it.
After installing, ensure
uvis on PATH:source $HOME/.local/bin/env 2>/dev/null # Add uv to current shell