quantbt-engine 1.0.7__py3-none-any.whl

quantbt/adapters/__init__.py

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+"""
+Optional external engine adapters.
+"""
+
+__all__ = []

quantbt/adapters/nautilus/__init__.py

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+"""
+Optional NautilusTrader backend adapter.
+
+Importing this module does not require NautilusTrader to be installed. The
+dependency is loaded lazily when a backend run is requested.
+"""
+
+from .backend import NautilusBackendConfig, NautilusBacktestEngine, build_nautilus_package_order_table
+from .instruments import (
+    ensure_utc_ohlcv,
+    make_binance_perpetual,
+    normalize_binance_perp_symbol,
+    supported_binance_perpetuals,
+    timeframe_to_nautilus,
+)
+from .reports import result_from_nautilus_reports
+from .options import (
+    NautilusOptionValidationConfig,
+    NautilusOptionValidationResult,
+    build_nautilus_option_quote_table,
+    inspect_nautilus_option_support,
+    make_nautilus_option_instrument,
+    validate_option_packages_with_nautilus,
+)
+
+__all__ = [
+    "NautilusBackendConfig",
+    "NautilusBacktestEngine",
+    "build_nautilus_package_order_table",
+    "ensure_utc_ohlcv",
+    "make_binance_perpetual",
+    "normalize_binance_perp_symbol",
+    "result_from_nautilus_reports",
+    "NautilusOptionValidationConfig",
+    "NautilusOptionValidationResult",
+    "build_nautilus_option_quote_table",
+    "inspect_nautilus_option_support",
+    "make_nautilus_option_instrument",
+    "supported_binance_perpetuals",
+    "timeframe_to_nautilus",
+    "validate_option_packages_with_nautilus",
+]

quantbt/adapters/nautilus/_dependency.py

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+"""
+Lazy NautilusTrader imports.
+"""
+
+from __future__ import annotations
+
+from types import SimpleNamespace
+
+
+def require_nautilus():
+    try:
+        from nautilus_trader.adapters.binance import BINANCE_VENUE
+        from nautilus_trader.backtest.engine import BacktestEngine, BacktestEngineConfig
+        from nautilus_trader.backtest.models import MakerTakerFeeModel
+        from nautilus_trader.config import LoggingConfig, RiskEngineConfig
+        from nautilus_trader.model.currencies import USDT
+        from nautilus_trader.model.data import Bar, BarType
+        from nautilus_trader.model.enums import AccountType, OmsType, OrderSide, PositionSide, PriceType, TimeInForce
+        from nautilus_trader.model.identifiers import InstrumentId, TraderId
+        from nautilus_trader.model.objects import Money
+        from nautilus_trader.persistence.wranglers import BarDataWrangler
+        from nautilus_trader.test_kit.providers import TestInstrumentProvider
+        from nautilus_trader.trading.strategy import Strategy, StrategyConfig
+    except ImportError as exc:
+        raise ImportError(
+            "NautilusTrader adapter requires the optional 'nautilus_trader' package. "
+            "Install NautilusTrader in the active environment or use a native quantbt backend."
+        ) from exc
+
+    return SimpleNamespace(
+        AccountType=AccountType,
+        BacktestEngine=BacktestEngine,
+        BacktestEngineConfig=BacktestEngineConfig,
+        Bar=Bar,
+        BarDataWrangler=BarDataWrangler,
+        BarType=BarType,
+        BINANCE_VENUE=BINANCE_VENUE,
+        InstrumentId=InstrumentId,
+        LoggingConfig=LoggingConfig,
+        MakerTakerFeeModel=MakerTakerFeeModel,
+        Money=Money,
+        OmsType=OmsType,
+        OrderSide=OrderSide,
+        PositionSide=PositionSide,
+        PriceType=PriceType,
+        RiskEngineConfig=RiskEngineConfig,
+        Strategy=Strategy,
+        StrategyConfig=StrategyConfig,
+        TestInstrumentProvider=TestInstrumentProvider,
+        TimeInForce=TimeInForce,
+        TraderId=TraderId,
+        USDT=USDT,
+    )