台灣期貨自動交易系統 — 開源
UltraTrader is an open-source algorithmic trading system for Taiwan futures (TAIFEX), built with Python and Shioaji (Sinopac Securities API).
Features:
- 3 built-in strategies: Adaptive Momentum, Mean Reversion, Gold Trend
- Full risk management: Circuit breaker, position sizing, drawdown protection
- Backtesting engine: Historical data replay with detailed reports
- Real-time dashboard: FastAPI + WebSocket live monitoring
- Market intelligence: Multi-timeframe regime detection
- 3 trading modes: Simulation (local) → Paper (Sinopac sandbox) → Live
Zero cloud dependencies. Runs entirely on your machine.
UltraTrader/
├── core/ # Engine, broker API, market data, position management
├── strategy/ # Trading strategies (momentum, mean_reversion, gold_trend)
├── risk/ # Circuit breaker, position sizing, drawdown limits
├── backtest/ # Backtesting engine + report generator
├── dashboard/ # FastAPI + WebSocket real-time UI
├── intelligence/ # Market regime classifier, signal scoring
├── scripts/ # CLI tools (start, backtest, diagnostics)
├── tests/ # Unit tests
└── data/ # Historical data, backtest results (gitignored)
git clone https://github.com/ppcvote/ultra-trader.git
cd ultra-trader
pip install -r requirements.txt
cp .env.example .env
# Edit .env (simulation mode works without API keys)
python scripts/start.py| Mode | What it does | Needs API key? |
|---|---|---|
simulation |
Local mock broker, fake ticks | No |
paper |
Sinopac sandbox, real market data | Yes |
live |
Real money, real orders | Yes + CA cert |
python scripts/backtest_runner.py
# Results saved to data/backtest_results/python scripts/start.py --port 8888
# Open http://localhost:8888- 7-factor entry signals with multi-timeframe confirmation (5m/15m)
- Session-aware: higher thresholds at open, no new positions near close
- Chandelier Exit + continuous adaptive stop-loss
- Partial take-profit at 2x/3x/4x ATR (1/3 each)
- Slippage buffer on all stops
- Bollinger Band extremes + RSI divergence
- Best in ranging/sideways markets
- Tight stops, quick exits
- Designed for gold futures (TGF)
- Trend-following with momentum filters
- Circuit Breaker: Auto-stop trading after N consecutive losses or daily loss limit
- Position Sizing: Kelly criterion with configurable risk profiles (conservative/balanced/aggressive)
- Drawdown Protection: Max drawdown % triggers trading halt
- Session Management: No new positions in last 30 min, force close in last 5 min
- Language: Python 3.10+
- Broker API: Shioaji (Sinopac Securities)
- Dashboard: FastAPI + WebSocket
- Data: pandas + numpy
- Logging: loguru
This software is for educational and research purposes only. Trading futures involves substantial risk of loss. Past performance (including backtests) does not guarantee future results. Use at your own risk. The authors are not responsible for any financial losses.
UltraTrader 是開源的台灣期貨自動交易系統，使用 Python + 永豐證券 Shioaji API。
功能：
- 3 個內建策略：自適應動量、均值回歸、黃金趨勢
- 完整風控：熔斷機制、部位管理、回撤保護
- 回測引擎：歷史數據回放 + 詳細報告
- 即時儀表板：FastAPI + WebSocket 即時監控
- 市場情報：多時框盤勢分類
- 3 種模式：本地模擬 → 永豐模擬盤 → 實單
完全本地運行，不需要雲端。
git clone https://github.com/ppcvote/ultra-trader.git
cd ultra-trader
pip install -r requirements.txt
cp .env.example .env
# 編輯 .env（模擬模式不需要 API key）
python scripts/start.py- 7 因子進場：多時框確認（5 分 K / 15 分 K）
- 盤別感知：開盤 15 分提高門檻、收盤前不開新倉
- Chandelier Exit + 連續自適應停損
- 分段停利：2x/3x/4x ATR 各出 1/3
- 含滑價修正
- 布林通道極端值 + RSI 背離
- 適合盤整行情
- 快進快出
- 針對黃金期貨（TGF）設計
- 趨勢跟隨 + 動量過濾
- 熔斷：連續虧損 N 次或單日虧損上限 → 自動停止交易
- 部位管理：Kelly 公式 + 風險等級（保守/平衡/積極）
- 回撤保護：最大回撤 % 觸發交易暫停
- 盤別管理：收盤前 30 分不開新倉、收盤前 5 分強制平倉
本軟體僅供教育和研究用途。 期貨交易具有高度風險，可能導致重大損失。歷史績效（含回測）不代表未來表現。使用風險自負，作者不承擔任何財務損失責任。
Built by Ultra Lab — a one-person AI product studio from Taiwan.
MIT