Quant capabilities
The quant backbone behind FiClaw’s financial agents
FiClawQuantAPI wraps market data, financials, backtesting, paper trading and risk controls, and exposes a consistent interface to the desktop app, skills and financial agent workflows.
Scope
What FiClawQuantAPI unifies
Market and reference data
Standardized market data, trading calendars and instrument reference data provide a stable read-side entry point for agents and strategy workflows.
Financials and fundamentals
Statements, metrics, filings and company profiles are organized into data that analyst roles can use for research material and single-stock analysis.
Strategy backtesting
Clear interfaces around strategy logic, parameters, backtest results and review conclusions let the quant-researcher agent enter the validation loop.
Paper trading and execution feedback
Paper trading, order feedback, fills and slippage analysis serve the trader agent and execution-monitoring scenarios.
Risk metrics and rule checks
Risk metrics, rule checks, anomaly flags and review records give the risk-manager agent a consistent basis for assisted review.
Capability orchestration
FiClawSkills and agent workflows turn quant interfaces into reusable tasks, instead of scattered standalone APIs.
Architecture
Three layers from agent to underlying capability
FiClaw Desktop / Agent
Users raise tasks in the desktop app, and the matching financial agent handles research, analysis, risk or execution scenarios.
FiClawQuantAPI
A unified service layer wrapping market data, financials, backtesting, paper trading and risk controls, serving the desktop app, skills and agent workflows.
ficlaw-data / AiQuant
ficlaw-data handles internal read-side data; AiQuant provides core quant capabilities such as backtesting, paper trading and live trading.
Boundary