AQML

Aurum Quant Markup Language

The executable YAML profile for quantitative trading strategies on AurumQ.

Specification · Examples · Documentation · AurumQ Platform

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What is AQML?

AQML (Aurum Quant Markup Language) is a declarative, YAML-based format for defining quantitative strategies. This repository tracks the AQML v2 executable profile that AurumQ currently parses, validates, backtests, and runs in production.

AQML is designed to be:

• Human-readable: strategies read like structured investment notes
• Machine-parseable: the same document can be validated and executed
• AI-generatable: LLMs can reliably produce and revise valid strategy files

Quick Example

# momentum-breakout.aqml
version: "2.0"

name: Momentum Breakout Strategy
description: "RSI oversold + MACD golden cross with volume confirmation"
signal_type: buy

filters:
  exclude_st: true
  exclude_kcb: true
  exclude_bj: true

rules:
  - type: range
    indicator: rsi14
    min: 0
    max: 30
    comment: "RSI in oversold zone"

  - logic: or
    comment: "MACD golden cross within 3 bars"
    conditions:
      - type: signal
        indicator: macd
        signal: golden_cross
        offset: 0
        comment: "MACD golden cross today"
      - type: signal
        indicator: macd
        signal: golden_cross
        offset: -1
        comment: "MACD golden cross yesterday"
      - type: signal
        indicator: macd
        signal: golden_cross
        offset: -2
        comment: "MACD golden cross 2 bars ago"

  - type: compare
    left: volume
    operator: ">"
    right: volume_ma10
    right_multiplier: 1.5
    comment: "Volume above 10-day average"

scoring:
  max_score: 100
  min_score: 60
  rule_points:
    - points: 40
    - points: 35
    - points: 25

exit_rules:
  stop_loss_pct: 5.0
  take_profit_pct: 15.0
  max_holding_days: 20

portfolio:
  method: score_weighted
  max_positions: 10
  initial_capital: 1000000

risk:
  max_drawdown: 15.0
  max_single_position: 10.0

Specification

The active executable specification is spec/aqml-v2.0.md.

Core Concepts

Concept	Description
Filters	Exclude ST/KCB/BJ stocks, enforce liquidity and market-cap gates
Rules	Declarative conditions with nested and/or/not logic groups
Scoring	Ranked selection via rule_points, tiers, and optional bonuses
Exit Rules	Percentage-based stop-loss, take-profit, trailing stop, time exits
Portfolio	Position sizing and allocation method
Risk	Portfolio-level risk guards

Rule Types

Type	Description	Example
compare	Compare left against right with optional offsets/multipliers	close > ma20
compare_all	Ensure price is above or below multiple indicators	close > ma60/90/125/250
range	Check whether an indicator falls within a range	pe_ttm between 5 and 25
signal	Detect technical events on boolean signal columns	MACD golden_cross
pattern	Match candlestick patterns	hammer pattern
breakout	Detect cross-through against a level	close breaks up through boll_upper
logic group	Compose conditions with and, or, not	or: [MACD, KDJ]

Migration Highlights

Old form	Executable v2 form
field / value / reference / multiplier	left / right / right_multiplier
range.field	range.indicator
breakout.field / breakout.reference	breakout.price / breakout.level
`direction: above	below`
lookback	explicit offset or an or logic group
weight + scoring.mode	scoring.rule_points
stop_loss, take_profit, trailing_stop	*_pct percentage fields

File Extension

AQML strategy files use the .aqml extension:

strategies/
├── momentum-breakout.aqml
├── mean-reversion.aqml
└── multi-factor-value.aqml

The .aqml extension establishes AQML as a first-class file format with dedicated IDE support, syntax highlighting, and validation tooling.

IDE Support

IDE	Support	Install
VS Code	Syntax highlighting + snippets + YAML schema validation	Extension
JetBrains	File type recognition + highlighting	Plugin
Vim / Neovim	Filetype detection + YAML highlighting	Config
GitHub	Syntax highlighting in repos	Automatic via .gitattributes

Ecosystem

Reference Implementation

AurumQ is the reference implementation and execution engine for AQML strategies, providing:

• Full AQML v2 executable-profile parser and validator
• Nested rule groups, compare_all, tiered scoring, and percentage-based exits
• Backtesting and scheduled execution for A-share screening strategies
• AI-powered strategy generation (natural language → AQML)

Validator

JSON Schema is provided at spec/schema.json. The repository now also ships a lightweight Python validator package and CLI:

pip install -e .
aqml validate examples/simple-rsi.aqml
python -m build

Python API:

from aqml import parse, validate

result = validate("examples/simple-rsi.aqml")
strategy = parse("examples/simple-rsi.aqml")

GitHub Actions now cover CI, wheel/sdist builds, and PyPI/TestPyPI release flow for the validator package. The VS Code extension is also packaged as a .vsix with a dedicated GitHub Actions workflow and Marketplace publish flow.

Strategy Template Gallery

Ready-to-copy starter templates now live in templates/gallery/. The gallery is distinct from examples/:

• examples/ show the full executable profile and source conversions
• templates/gallery/ provides opinionated starting points with tuning hints and a machine-readable index.yaml

Roadmap

• AQML v2 executable-profile draft
• JSON Schema for validation
• Example strategy library synced to the executable parser
• Nested logic groups, compare_all, and tiered scoring
• Python validator package (aqml-validator)
• VS Code extension packaging
• Strategy template gallery
• Multi-language validator (JavaScript, Go)
• AQML v3.0: multi-asset strategies and custom factor expressions

Contributing

We welcome contributions. See CONTRIBUTING.md for guidelines.

Useful contributions include:

• strategy examples aligned with the executable profile
• spec clarifications and migration notes
• editor tooling and validators
• translations and docs improvements

License

AQML specification is licensed under Apache License 2.0.

Strategy files created using AQML belong to their authors.

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_{Created by Paris Yu · Powered by AurumQ}