QuantDinger
Put an auditable Jev decision gate in front of live trading entries without handing it control of exits.
What Jev decides
Whether the proposed live entry should pass or be rejected, together with independent quality and risk checks.
QuantDinger sends order, strategy, market, exposure, position, and budget context to Jev before an entry order, then combines typed checks and a pass-or-reject Choice through deterministic policy.
- Jev role
- Provide structured pre-trade checks for an entry order after deterministic risk controls pass.
- Input
- Order and strategy context, multi-timeframe market data, positions, exposure, equity, drawdown, recent results, budget state, and execution conditions.
- Output
- Typed Choice results with probability distributions and confidence for the checks and final pass-or-reject decision.
- Decision frequency
- Before an eligible regular-strategy or Quick Trade entry when the AI Decision Filter is enabled.
- Fallback
- Use the configured LLM when Jev is unavailable; if no provider can decide, allow the entry and record the fail-open result. Position exits always bypass the AI gate.
How it works
Overview
QuantDinger is a self-hosted trading platform for research, Python strategies, backtests, paper trading, and live execution. Its optional AI Decision Filter places Jev after deterministic risk checks and before a regular strategy entry or Quick Trade order reaches the exchange.
Jev evaluates evidence quality, signal consistency, market regime, account risk, execution quality, and the final entry decision. The application validates the returned schema, probabilities, confidence, and local threshold before converging on pass or reject. Exits, stop-loss, take-profit, and emergency actions bypass this gate. This listing describes the integration and is not investment advice or a performance claim.
- Language
- Python
- License
- Apache-2.0
- Author
- Open Byte Inc.
Sources
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