quant-package

Compose cross-sectional crypto factor plugins (quant-factor-loop step4 .py) into a strategy by submitting the plugin source directly — no job_id — then run the backtest, read results, and deploy to Binance Futures live trading. Use when the user wants to combine factors into a strategy, run a strategy backtest, inspect backtest results, or deploy a composed factor strategy to live trading. Data comes from the in-house exchange-gateway service (1d; klines/features via 8778, funding via 8777), not Binance market feeds. 取数依赖已内置，只需本机装 grpcurl。