A desktop trading research terminal built with Python and PyQt6. Combines market data, options analytics, strategy backtesting, and portfolio management in a single interface modelled on professional terminal conventions.
| Overview | Financial Statements |
|---|---|
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| Backtest | Options Chain |
|---|---|
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| 3D Volatility Surface | Portfolio |
|---|---|
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Market data — live quotes, OHLCV history, company fundamentals and financial statements, RSS news feed.
Options analytics — live options chain with Greeks (delta, gamma, theta, vega), volatility smile, term structure, 3D volatility surface, Black-Scholes pricer.
Backtesting — event-driven engine with configurable commission and slippage. Included strategies: MACD crossover, advanced MACD with filters, RSI mean-reversion. Outputs equity curve, Sharpe, Sortino, max drawdown, win rate.
Portfolio — position tracking with P&L and backtest comparison.
Interface — command bar with autocomplete, multi-tab navigation, dark theme.
Terminal-Trade/
├── run_app.py
├── config/
│ └── settings.py # All tunable constants and API config
├── data/
│ ├── data_loader.py # Loader hierarchy: Yahoo, Alpha Vantage, Binance, Deribit
│ └── cache_manager.py # Parquet-backed local cache with merge-on-write
├── backtest/
│ └── engine.py # Event-driven backtesting engine
├── strategies/
│ ├── macd_strategy.py # MACD and RSI implementations
│ ├── macd_advanced.py # MACD with volume/trend filters
│ └── options_strategies.py # Options-specific payoff strategies
├── metrics/
│ ├── performance.py # Sharpe, Sortino, drawdown, win rate
│ └── options_metrics.py # Greeks and IV (Black-Scholes)
├── core/
│ ├── strategy_base.py # Abstract base for all strategies
│ └── utils.py # Shared formatting and validation helpers
├── realtime/
│ ├── orchestrator.py # Coordinates live data refresh
│ ├── chart_display.py # Matplotlib/Plotly chart rendering
│ ├── fundamentals.py # Finnhub fundamentals fetcher
│ └── clients/
│ └── deribit_client.py # Deribit WebSocket/REST client
├── src/
│ ├── app.py # Application root, tab routing, command dispatch
│ ├── tabs/ # One file per main tab
│ └── widgets/ # Reusable UI components
└── ui/
├── terminal_v2.py # CLI interface layer
└── visualizer.py # Chart and graph builders
git clone https://github.com/letrinhandn/Terminal-Trade.git
cd Terminal-Trade
pip install -r requirements.txt
cp .env.example .envEdit .env with your API keys (see below), then:
python run_app.pyOn Windows, START_TERMINAL_TRADE.bat is provided as a convenience launcher.
| Source | Usage | Auth |
|---|---|---|
| yfinance | OHLCV history, company info | None |
| Deribit public API | Options chain, Greeks, IV | None |
| Finnhub | Fundamentals, financial statements | API key |
| FRED | Economic indicators | API key (optional) |
API keys are read from .env via python-dotenv. The application starts without any keys; features depending on Finnhub or FRED degrade gracefully when unconfigured.
New data source: subclass DataLoader in data/data_loader.py, implement load(), register in get_data_loader().
New strategy: subclass BaseStrategy in core/strategy_base.py, implement calculate_indicators() and generate_signals(). The backtest engine picks up any BaseStrategy subclass without modification.
- Deribit provides a point-in-time options snapshot, not a historical series. Backtesting options strategies with this data produces results that do not reflect real trading performance.
- Finnhub free tier is limited to 60 requests per minute. Rapid tab switching may hit this ceiling.
- The backtesting engine is long-only. Short selling and fractional position sizing are not implemented.
MIT. See LICENSE.
This project is for research and educational purposes. Nothing here constitutes financial advice.