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

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