quantbt-engine 1.0.7__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (133) hide show
  1. quantbt/__init__.py +862 -0
  2. quantbt/adapters/__init__.py +5 -0
  3. quantbt/adapters/nautilus/__init__.py +42 -0
  4. quantbt/adapters/nautilus/_dependency.py +53 -0
  5. quantbt/adapters/nautilus/backend.py +639 -0
  6. quantbt/adapters/nautilus/instruments.py +275 -0
  7. quantbt/adapters/nautilus/options.py +465 -0
  8. quantbt/adapters/nautilus/reports.py +231 -0
  9. quantbt/backends/__init__.py +29 -0
  10. quantbt/backends/_native_event_rust.py +2168 -0
  11. quantbt/backends/native_event.py +5048 -0
  12. quantbt/backends/native_option.py +796 -0
  13. quantbt/backends/native_portfolio.py +928 -0
  14. quantbt/backends/native_vectorized.py +1299 -0
  15. quantbt/backtester.py +485 -0
  16. quantbt/benchmarks/__init__.py +1 -0
  17. quantbt/benchmarks/compare_phase9_parity.py +302 -0
  18. quantbt/benchmarks/gamma_scalping_backtestsample.py +802 -0
  19. quantbt/benchmarks/profile_phase7.py +415 -0
  20. quantbt/benchmarks/run_arbitrage_phase_e.py +160 -0
  21. quantbt/benchmarks/run_optimization_overhead.py +195 -0
  22. quantbt/benchmarks/run_options_engine.py +272 -0
  23. quantbt/benchmarks/run_pct_equity_nautilus_smoke.py +227 -0
  24. quantbt/benchmarks/run_phase12_arbitrage_cert.py +402 -0
  25. quantbt/benchmarks/run_phase12_benchmark_nautilus_cert.py +430 -0
  26. quantbt/benchmarks/run_phase13_portfolio_report.py +97 -0
  27. quantbt/benchmarks/run_phase13_wfo_cache.py +162 -0
  28. quantbt/benchmarks/run_phase14_service_loop.py +694 -0
  29. quantbt/benchmarks/run_phase15a_nautilus_certification.py +514 -0
  30. quantbt/benchmarks/run_phase15b_synthetic_depth.py +175 -0
  31. quantbt/benchmarks/run_phase16_performance_debt.py +389 -0
  32. quantbt/benchmarks/run_phase30e_reactive_runner.py +161 -0
  33. quantbt/benchmarks/run_phase31_intrabar.py +441 -0
  34. quantbt/benchmarks/run_phase34a_native_event_memory.py +179 -0
  35. quantbt/benchmarks/run_phase34b_native_event_prepared_score.py +173 -0
  36. quantbt/benchmarks/run_phase34c_native_event_single_pass.py +176 -0
  37. quantbt/benchmarks/run_phase7.py +654 -0
  38. quantbt/benchmarks/run_portfolio_real_parity.py +537 -0
  39. quantbt/core/__init__.py +323 -0
  40. quantbt/core/arbitrage.py +767 -0
  41. quantbt/core/basket.py +234 -0
  42. quantbt/core/certification.py +274 -0
  43. quantbt/core/constraints.py +155 -0
  44. quantbt/core/engine.py +1144 -0
  45. quantbt/core/event.py +869 -0
  46. quantbt/core/execution_contract.py +197 -0
  47. quantbt/core/execution_depth.py +613 -0
  48. quantbt/core/intrabar_kernel.py +1906 -0
  49. quantbt/core/intrabar_reference.py +907 -0
  50. quantbt/core/intrabar_session.py +156 -0
  51. quantbt/core/market_tape.py +480 -0
  52. quantbt/core/native_event_capabilities.py +121 -0
  53. quantbt/core/native_event_parity.py +336 -0
  54. quantbt/core/order_compiler.py +422 -0
  55. quantbt/core/orders.py +319 -0
  56. quantbt/core/portfolio.py +392 -0
  57. quantbt/core/preprocessor.py +256 -0
  58. quantbt/core/reactive.py +173 -0
  59. quantbt/core/results.py +341 -0
  60. quantbt/core/schema.py +211 -0
  61. quantbt/core/scopes.py +96 -0
  62. quantbt/core/structured_orders.py +378 -0
  63. quantbt/core/types.py +87 -0
  64. quantbt/core/vectorized.py +203 -0
  65. quantbt/endpoint.py +4465 -0
  66. quantbt/engines.py +1014 -0
  67. quantbt/metrics/__init__.py +45 -0
  68. quantbt/metrics/options_analytics.py +46 -0
  69. quantbt/metrics/performance.py +541 -0
  70. quantbt/optimization/__init__.py +94 -0
  71. quantbt/optimization/callbacks.py +116 -0
  72. quantbt/optimization/candidate_selection.py +397 -0
  73. quantbt/optimization/config.py +84 -0
  74. quantbt/optimization/constraints.py +22 -0
  75. quantbt/optimization/evaluator.py +21 -0
  76. quantbt/optimization/evaluators/__init__.py +32 -0
  77. quantbt/optimization/evaluators/arbitrage.py +22 -0
  78. quantbt/optimization/evaluators/generic.py +34 -0
  79. quantbt/optimization/evaluators/grid_dca.py +22 -0
  80. quantbt/optimization/evaluators/intrabar.py +54 -0
  81. quantbt/optimization/evaluators/native_event.py +51 -0
  82. quantbt/optimization/evaluators/options.py +22 -0
  83. quantbt/optimization/evaluators/portfolio.py +42 -0
  84. quantbt/optimization/evaluators/signal.py +43 -0
  85. quantbt/optimization/multiseed.py +176 -0
  86. quantbt/optimization/objectives.py +221 -0
  87. quantbt/optimization/optimizer.py +500 -0
  88. quantbt/optimization/result.py +80 -0
  89. quantbt/optimization/samplers.py +84 -0
  90. quantbt/optimization/space.py +223 -0
  91. quantbt/options/__init__.py +215 -0
  92. quantbt/options/cache.py +116 -0
  93. quantbt/options/conventions.py +158 -0
  94. quantbt/options/data.py +177 -0
  95. quantbt/options/execution.py +600 -0
  96. quantbt/options/fees.py +135 -0
  97. quantbt/options/greeks.py +173 -0
  98. quantbt/options/hedging.py +232 -0
  99. quantbt/options/iv.py +188 -0
  100. quantbt/options/ledger.py +263 -0
  101. quantbt/options/lifecycle.py +94 -0
  102. quantbt/options/margin.py +311 -0
  103. quantbt/options/packages.py +147 -0
  104. quantbt/options/pricing.py +191 -0
  105. quantbt/options/schema.py +227 -0
  106. quantbt/options/selectors.py +281 -0
  107. quantbt/options/strategy.py +249 -0
  108. quantbt/options/surface.py +142 -0
  109. quantbt/options/tape.py +226 -0
  110. quantbt/options/templates/__init__.py +33 -0
  111. quantbt/options/templates/packages.py +354 -0
  112. quantbt/portfolio.py +606 -0
  113. quantbt/py.typed +1 -0
  114. quantbt/reporting/__init__.py +38 -0
  115. quantbt/reporting/arbitrage_audit.py +211 -0
  116. quantbt/reporting/nautilus_bundle.py +758 -0
  117. quantbt/reporting/nautilus_certification.py +226 -0
  118. quantbt/reporting/nautilus_diagnostics.py +225 -0
  119. quantbt/reporting/parity.py +496 -0
  120. quantbt/reporting/portfolio_audit.py +206 -0
  121. quantbt/reporting/portfolio_nautilus.py +140 -0
  122. quantbt/sizing/__init__.py +3 -0
  123. quantbt/sizing/fast.py +67 -0
  124. quantbt/sizing/modes.py +162 -0
  125. quantbt/viz/__init__.py +4 -0
  126. quantbt/viz/plots.py +310 -0
  127. quantbt/viz/themes.py +102 -0
  128. quantbt/walkforward.py +3136 -0
  129. quantbt_engine-1.0.7.dist-info/METADATA +891 -0
  130. quantbt_engine-1.0.7.dist-info/RECORD +133 -0
  131. quantbt_engine-1.0.7.dist-info/WHEEL +5 -0
  132. quantbt_engine-1.0.7.dist-info/licenses/LICENSE +21 -0
  133. quantbt_engine-1.0.7.dist-info/top_level.txt +1 -0
@@ -0,0 +1,133 @@
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+ quantbt/__init__.py,sha256=D5sYlqQwqCz769lqT8HV_JRJPIMXQ54yimeNGRnSRjU,23759
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+ quantbt/backtester.py,sha256=eGwt8XC1RPB8uguqioDdTzVA0koeeRbYdZBB6C3uO0o,22551
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+ quantbt/endpoint.py,sha256=c51_KXV31tsIyLb4vBg-3iEmbqKOnHTFs4RClicaUZs,193114
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+ quantbt/engines.py,sha256=uzwxrFzMeibbr0GSZsEnJK_XWn6mWAvwKc5G91zwAMc,41471
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+ quantbt/portfolio.py,sha256=oVq_yqWTCo3eczMJ1wW_-LLxcHqxv5YswKZnuXaozYQ,27256
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+ quantbt/py.typed,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
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+ quantbt/walkforward.py,sha256=MIG-FzMedCKO8tBId0iUDqftZvQN7p-tiLXYBH1HcnA,131102
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+ quantbt/adapters/__init__.py,sha256=DoxMBxLv5Tl-B-p3F_rpYBjWhwe-1RAljSq1zj7MI0M,57
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+ quantbt/adapters/nautilus/__init__.py,sha256=t6inxgpn52q7aMHW18nQPq_XANTBziNeru9PQ19OFwE,1318
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+ quantbt/adapters/nautilus/_dependency.py,sha256=DjzSefQNJhpgtAOVyeHqhlRYGepYjidHJ48XAsWD074,2083
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+ quantbt/adapters/nautilus/backend.py,sha256=4KimNTZOHYF_R979UTvS-yEFDwOenpxd7_zZDxl-WAg,29004
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+ quantbt/adapters/nautilus/instruments.py,sha256=slop6kbSzg9eJxMyarm_KzY2PbX-brN8c48iQurZfnI,8252
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+ quantbt/adapters/nautilus/options.py,sha256=0YLSxgGxkRJzCIzQxj7FLpPKIN82ROnqBM91QOV83Z4,19258
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+ quantbt/adapters/nautilus/reports.py,sha256=NRJ01z-Oz08khtjAuBWhmK7WCKHWmvIOBkqQ3crbIeo,8883
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+ quantbt/backends/__init__.py,sha256=qMNBAxoWVLqjnGg5tWi8sP-uGAXppOIyR-dzrbom9VQ,951
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+ quantbt/backends/_native_event_rust.py,sha256=OZFjY1qE515jx_ssfmQU7JBCriORVVFMT0q5Q151AhQ,97874
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+ quantbt/backends/native_event.py,sha256=e1j3pBhe46jdxm4z7gQAqVafrZgeYHX0JVBI4jhqA6M,223536
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+ quantbt/backends/native_option.py,sha256=Ap-hqHNm8GWirOX0GTc-DOd5x3EJWsvSrKeuqAWFmZU,34396
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+ quantbt/backends/native_portfolio.py,sha256=Sz6IoAIKC8SuQZuq1LU7cX9spIpCw9eONUfGh3nMeXQ,41077
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+ quantbt/backends/native_vectorized.py,sha256=FDRR0KeJ5C8kF84KEVyqC8vQowu3KeAM0qzlxrfa1RQ,55341
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+ quantbt/benchmarks/__init__.py,sha256=-TBPqUOghbyD3qxV3DJMLpknpVJ5IIpNUXWVLy-bWpA,52
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+ quantbt/benchmarks/compare_phase9_parity.py,sha256=Qj2N-hkzEd5msi2l-2-8R7HWiEBuG8Ru1PF29tsl1JM,12612
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+ quantbt/benchmarks/gamma_scalping_backtestsample.py,sha256=ALggwgk6Ff1y4o7HjNbVUyr-CcYYwzf9XBMSdIB1wr8,33033
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+ quantbt/benchmarks/profile_phase7.py,sha256=eNhZ2mhLL6kAH7tJCXxhKi4U15FwDRvL4QMWllJdcqk,15761
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+ quantbt/benchmarks/run_arbitrage_phase_e.py,sha256=5K903V7vu9Nw97vJ71KfGFXUmarBnC_c2Gj_gBDkORk,4493
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+ quantbt/benchmarks/run_optimization_overhead.py,sha256=-NuypBYPIOC7X0RFZrDC4w2mKxbuki4tq635rbqFZ6Y,7647
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+ quantbt/benchmarks/run_options_engine.py,sha256=8joNwsLcTDdaLSnhgYoxIpsE2TKNdhQ86Ymmt7li9b8,10551
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+ quantbt/benchmarks/run_pct_equity_nautilus_smoke.py,sha256=cK_HOxhovp2-uuQft3lhaOtSZxiQpWkXMXLyiKQaTeI,8882
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+ quantbt/benchmarks/run_phase12_arbitrage_cert.py,sha256=mwU9hcD_GzUVjDCbEM6Q5FV4lwuKOlNm3hRJRehqEg0,18045
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+ quantbt/benchmarks/run_phase12_benchmark_nautilus_cert.py,sha256=OC8x10Rn0BfFdu15FCEotTZhu1UiUrzle_3DQ7cv4as,18351
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+ quantbt/benchmarks/run_phase13_portfolio_report.py,sha256=clCQqmVvt5z3wNu7VoM5UOoNIwasWl2Qjh2Qe7l6T9I,4204
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+ quantbt/benchmarks/run_phase13_wfo_cache.py,sha256=d8gdbzSIEmuOTOL7LlDB7ZqN2zhSySl4kQfZS33f9qc,6119
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+ quantbt/benchmarks/run_phase14_service_loop.py,sha256=Z3V_0xhqkhv6IiO2AZ3jMucpL-j0HHGFZ6WWtEKfZbo,27583
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+ quantbt/benchmarks/run_phase15a_nautilus_certification.py,sha256=Al2nhyzlqf9J4J94xYZ6Eodm2L5LyEsKz46E7DpgYFg,18712
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+ quantbt/benchmarks/run_phase15b_synthetic_depth.py,sha256=FYWRbwSJP3XTx3_qw34Ieq451ibzdezfGxtJmFbs_gs,5991
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+ quantbt/benchmarks/run_phase16_performance_debt.py,sha256=V2BaWoKz9-4RnLpHiW1XJM_Vp5Q0IHaNKBsoszfIjzo,16007
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+ quantbt/benchmarks/run_phase30e_reactive_runner.py,sha256=mP3wW-DRWI_ZcPqztVryJm5NhOVmXxA5M3WWZnuGg2c,6176
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+ quantbt/benchmarks/run_phase31_intrabar.py,sha256=YhuTbKak1NZwazmaFauJG8HNonQH0xWqIcD_8wdoL7k,15642
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+ quantbt/benchmarks/run_phase34a_native_event_memory.py,sha256=GoaPzwaTtaJBH8924WdHfhfdLaIADWgaBZ6eb18XjMs,6870
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+ quantbt/benchmarks/run_phase34b_native_event_prepared_score.py,sha256=5fFcdlQkJ9LRZJT2fFp-f6s8Ef64KZTWtRCHsIXfvQE,6102
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+ quantbt/benchmarks/run_phase34c_native_event_single_pass.py,sha256=9RKNsP7YbjM8uIcs70Gr8jU9oznoWX3a4dFdlBi8gzE,6711
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+ quantbt/benchmarks/run_phase7.py,sha256=9ND2WeUbteE2nPxOG1cc1Q0SMyvkgFtaUynwnLp5icQ,22852
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+ quantbt/benchmarks/run_portfolio_real_parity.py,sha256=d3GSfaYfj_LH8gV1cBXymyzZaU0QGnpvH-BQgBWmyYs,21511
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+ quantbt/core/__init__.py,sha256=JUhzSC1_ny9UkvesSjzUEWDw5AGLfQkqPJRDr_cwSGE,8058
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+ quantbt/core/arbitrage.py,sha256=OmOWEWcmQwBvarK-iWVeFd_Yic5wkTIZsDBeFHqlTlY,30007
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+ quantbt/core/basket.py,sha256=6gRlc9kkXXcexCn5KRaoeor7vF0NiBFRbrkIR6id8PQ,8282
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+ quantbt/core/certification.py,sha256=mx6f9E9whQFl-0jMA1iH1oil71WYmsmJnxLCOoeB7DU,11356
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+ quantbt/core/constraints.py,sha256=5N7IH-3duBfmDMGtAuS13qn-QAmBpm9T6DNVutMpnQk,5312
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+ quantbt/core/engine.py,sha256=2agAPIYpCoVPdA7sQECCKxyZoSRSjFgsrku8jViiQPU,40811
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+ quantbt/core/event.py,sha256=gDyErKZD5KdUUGiP0PohJHRsrDYAsIxaLVhJW45gFic,31739
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+ quantbt/core/execution_contract.py,sha256=GwROenDfTXT90HbeUwA17T4Oq8e2pi5MAvgmyS69QS4,7361
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+ quantbt/core/execution_depth.py,sha256=dMuHTLWHlcRBx3Vo5uXBJ1ChsG_Ou3UpzQyF0shFCl8,24279
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+ quantbt/core/intrabar_kernel.py,sha256=Ohkf2V7no8NgfvH6n2RJqIootV4ncxrkeERDYlIhUf0,74850
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+ quantbt/core/intrabar_reference.py,sha256=XG3RDLvFgDRI6ksK70OirWx2vArHp1pig51BmItJtfU,39753
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+ quantbt/core/intrabar_session.py,sha256=no5-C59afdtN2akKcSgmVfLHY2eCu0ogvoaAdGZeO58,6501
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+ quantbt/core/market_tape.py,sha256=nR_vcSS3bwf70Tqn5KmuV1otX8W6Xy1MZAiHmVks0e4,18955
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+ quantbt/core/native_event_capabilities.py,sha256=a391XrqfLbWUrnMH8hZHIcqdim3Pp0xvAkfdzukADcA,4487
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+ quantbt/core/native_event_parity.py,sha256=Qjqs7NWwllRnng3WFcaHpIcHqgfRkwoz74f0yuGXRYc,12678
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+ quantbt/core/order_compiler.py,sha256=80s4kYBIDIWbM8E6RPV0FNpZIZsOwFTTtlQLMzuqq7E,16966
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+ quantbt/core/orders.py,sha256=v4CVSGoIVkGtnm2whex8G_Yzb1_kxbrfM50nTDmnEr0,11470
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+ quantbt/core/portfolio.py,sha256=a0qe2KCCBudNv8bLm2-20MLeYp0GG142Vyy6nu4kyPQ,15687
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+ quantbt/core/preprocessor.py,sha256=Bd3iIG-YtclPXFNdbmwK7GxojcN5IQKrnjWJLQx96Y8,8089
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+ quantbt/core/reactive.py,sha256=8HLR9C-Q59IoD0v2kftppZB4tHaIxOdf1n0vUOG8m7Y,5230
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+ quantbt/core/structured_orders.py,sha256=c0tE3lYU5fEqRUmqANYLo5lbJE34RgfGlgq2TGO583g,14448
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+ quantbt/core/types.py,sha256=xSpAmu6yF5mzk7R7HGWML0Kzcdyhy8lpzImFyfejTqo,3303
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+ quantbt/core/vectorized.py,sha256=gOR6PyBy_VMaeJ_frxdW4kaLYO9z_sOZjx2Rh_XwUVg,6235
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+ quantbt/metrics/__init__.py,sha256=D7smtH8EF3cMLorgMoCAaTepjZ7zTx7sdno-o97SX6c,876
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+ quantbt/optimization/callbacks.py,sha256=a7irDIkPKi69rPro3YTc3m2xc4es7FatCuplY285nQc,4440
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+ quantbt/optimization/config.py,sha256=a2bcZu94UXINFS0_BtDY95LXB7MY5FDz0ABCw1BmpOs,3517
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+ quantbt/optimization/space.py,sha256=uIl4U9Ci7o6NuaAqlqTTXB9m7GgDOM4poof_MXZD2Xk,8191
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+ quantbt/optimization/evaluators/__init__.py,sha256=50uGri_zmQUQ1YEmWQZLXs3x5wHKKRbEMf1mGdfudeU,1138
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+ quantbt/optimization/evaluators/generic.py,sha256=vPZvYHaBIp2xErKGW0ghcApTrPiGWqd1gmSEpdn9ZSs,1212
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+ quantbt/optimization/evaluators/portfolio.py,sha256=sEbCx2wezitwDg-EHHYa7GR8IUcOba_3B-zNRyQmD04,1545
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+ Wheel-Version: 1.0
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+ Generator: setuptools (82.0.1)
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+ Root-Is-Purelib: true
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+ Tag: py3-none-any
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+
@@ -0,0 +1,21 @@
1
+ MIT License
2
+
3
+ Copyright (c) 2025 BobbyAxerol
4
+
5
+ Permission is hereby granted, free of charge, to any person obtaining a copy
6
+ of this software and associated documentation files (the "Software"), to deal
7
+ in the Software without restriction, including without limitation the rights
8
+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
9
+ copies of the Software, and to permit persons to whom the Software is
10
+ furnished to do so, subject to the following conditions:
11
+
12
+ The above copyright notice and this permission notice shall be included in all
13
+ copies or substantial portions of the Software.
14
+
15
+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16
+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17
+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18
+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19
+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20
+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21
+ SOFTWARE.
@@ -0,0 +1 @@
1
+ quantbt