TickFlow Stock Quant Workbench
Self-hosted, zero-ops quant workbench for A-shares: screening, monitoring, and backtesting powered by TickFlow data, with LLM-driven strategy generation.
Evidence shows: README clearly states it is a personal open-source project, not an official TickFlow project, and warns it is for learning/research only, prohibiting commercial use; Docker deployment explicitly notes Codex credentials are mounted read-only and warns to enable only in trusted environments; configuration requires manual API key entry, and leaving blank disables AI. However, there is no clear least-privilege design (e.g., non-root container), user confirmation mechanisms (e.g., second confirmation for critical actions), data flow transparency (e.g., explicit disclosure of data sent to third-party AI), sensitive data handling details (e.g., API key encryption), dependency security audits (e.g., vulnerability scanning), external effect controls (e.g., network request whitelist), rollback mechanisms (e.g., data backup/recovery), and source attribution (e.g., third-party data source licenses). Thus each criterion scores 1 due to insufficient evidence or partial mention.
Evidence shows: README and test files describe functional modules (screener, backtest, monitor, etc.) consistent with code structure; test files demonstrate tests for backtest engine, cost model, dependency resolution, indicating good internal consistency. However, dependency availability is limited by reliance on TickFlow data source and AI APIs; if these services are unavailable, functionality is restricted, and no offline fallback is provided. Failure messages: tests include error assertions, but no user-visible error prompt design is shown. Therefore self_consistency scores 2, dependency_availability and failure_messages score 1.
Evidence shows: README explicitly targets individual retail investors and quantitative enthusiasts, offers multiple deployment methods (Dev, Docker, desktop client), and supports custom data sources and strategies, adapting to different scenarios. Capability boundaries are clear: explicitly states it does not do AI stock recommendations or limit-up prediction, and warns beginners to avoid. Trigger precision: monitoring rules support multi-condition AND/OR, but detailed configuration precision is not specified. Environment fit: supports Windows, macOS, Linux, and considers old CPU compatibility, but browser compatibility is not mentioned. Therefore audience_and_scenarios, capability_boundaries, environment_fit score 2, trigger_precision scores 1.
Evidence shows: README structure is clear, including quick start, core features, configuration, documentation links, etc., indicating good information architecture. Installation notes are detailed, providing Dev, Docker, desktop client methods, and environment dependencies. Naming stability: project and module names are consistent in README, but no version history or naming conventions are provided. Examples and FAQ: interface screenshots and documentation are present, but FAQ is missing. Known limitations are clear: states it does not constitute investment advice, backtest results do not represent future returns, and warns beginners to avoid. License is MIT, but copyright year is 2026, which may be inaccurate. Versioning/changelog: roadmap exists but no formal changelog. Maintenance responsibility: README provides email and community links, but maintainer identity is not clear. Therefore information_architecture, install_notes, known_limitations, license score 2, naming_stability, examples_and_faq, versioning_changelog, maintenance_responsibility score 1.
Evidence shows: Output usability: multiple interface screenshots and feature descriptions indicate diverse output forms (charts, tables, reports), but no actual run verification. Marginal value: provides comprehensive features like screening, backtesting, monitoring, attractive to quantitative enthusiasts, but relies on external data sources and AI, possibly limiting uniqueness. Cost-benefit: self-hosted, zero-maintenance, but requires user configuration and possibly paid data sources; cost-effectiveness is not clear. Therefore output_usability and marginal_value score 2, cost_benefit scores 1.
Evidence shows: README feature descriptions are basically consistent with code structure; test files verify some functionality, but no independent third-party verification. Cross-source corroboration: only relies on README and tests, no external documentation or user reviews. Fact-inference separation: README clearly distinguishes feature descriptions and disclaimers, but some performance claims (e.g., millisecond scanning) lack benchmark tests. Therefore claim_traceability, cross_source_corroboration, fact_inference_separation all score 1.
- Reliance on external data sources and AI services may limit functionality if services are unavailable or policies change.
- Docker deployment mounts host Codex credentials, posing a credential leak risk; enable only in trusted environments.
- Project states it is for learning/research only and does not constitute investment advice; use backtest results with caution.
What does this agent do, and when should you use it?
TickFlow Stock Panel (TSP) is a self-hosted, open-source quantitative workbench designed for individual investors and quant enthusiasts trading A-shares. It covers stock screening, monitoring, and backtesting. The backend is built with FastAPI and Polars/DuckDB, the frontend with React 18, and it can be deployed via a single Docker container. It includes 18 built-in screening strategies, three backtest modes (single-stock, strategy portfolio, custom signals), four monitor rule types (strategy, stock signal, price, anomaly), stock analysis with AI four-dimension (technical, fundamental, financial, news), and limit-up ladder features. Data is sourced from the TickFlow SDK, with support for third-party data sources via API, push, CSV, or JSON. AI features are optional and compatible with OpenAI-format APIs (DeepSeek, Qwen, Ollama, etc.) for strategy generation and stock analysis. This is a personal open-source project, not an official TickFlow product, intended for learning and research only.
TSP starts by syncing daily K-line and financial data via TickFlow API, then computes technical indicators (MA/EMA/MACD/RSI/KDJ/Bollinger/volume ratio) using Polars and stores enriched Parquet files. Users can select from built-in strategies or define custom conditions on the Screener page; Polars scans the entire A-share market in milliseconds. The backtest engine supports three modes, is built on vectorbt, accounts for T+1, fees, slippage, and stop-loss, and streams progress via SSE. The monitor engine supports four rule types with real-time popups, voice announcements, and Feishu push notifications. The stock analysis module provides 9 key price levels and AI four-dimension analysis. All data is served via FastAPI REST APIs and rendered in the React frontend.
- A retail investor: uses built-in strategies after market close to screen for potential opportunities across all A-shares.
- A quant enthusiast: creates custom screening conditions or uses AI to generate new strategies, then backtests them.
- A short-term trader: sets up monitor rules to receive real-time alerts on price movements and signal triggers, with voice announcements.
- A researcher: connects third-party data sources and configures custom analysis pages for combined analysis with built-in data.
- An investor: uses the stock analysis feature to get AI-driven four-dimension insights for individual stocks.
What are this agent's strengths and limitations?
- Self-hosted: full control over data and environment, easy deployment with Docker, minimal maintenance.
- Performance: Polars enables millisecond scans of the entire market; DuckDB for efficient queries.
- Extensibility: third-party data sources can be integrated, and dynamic analysis pages can be added from any data field.
- AI-enhanced: optional LLM integration for strategy generation and stock analysis improves productivity.
- Depends on TickFlow data source; not an official product, so data accuracy relies on TickFlow.
- Explicitly not a replacement for TongHuaShun/TDX; no AI stock recommendations or limit-up prediction.
- Requires developer environment setup (Python/Node/uv/pnpm); not beginner-friendly.
- AI features require an API key and incur usage costs.
How do you install or deploy this agent?
Prerequisites: Python ≥3.11, Node ≥20, uv, pnpm. Option A (Dev): copy .env.example to .env, optionally leave TICKFLOW_API_KEY empty (None mode), and run ./dev.sh (Windows: .\dev.ps1). Backend at http://localhost:3018, frontend at http://localhost:3011. Option B (Docker): copy .env.example to .env and run docker compose up --build, then visit http://localhost:3018. For Docker, note that a Codex CLI is embedded; you must have codex logged in on the host and mount the .codex directory. Windows users should set CODEX_HOME_HOST in .env explicitly.
How do you use this agent?
First run: In Settings, click 'Re-detect' to confirm your data tier, then trigger 'Run post-market pipeline' to fetch daily K-line and compute enriched tables. Add stocks to your watchlist, run screens on the Screener page or configure custom signals, run backtests on the Backtest page, and set up monitor rules in the Monitor Center. To enable AI features, configure AI_API_KEY (OpenAI-compatible) in .env.
How does this agent compare with similar options?
The project explicitly avoids comparing to TongHuaShun or TDX, focusing instead on quantitative research and strategy development, suitable for technical users.