quantpipe 0.1.0__tar.gz

quantpipe-0.1.0/PKG-INFO

@@ -0,0 +1,311 @@
+Metadata-Version: 2.4
+Name: quantpipe
+Version: 0.1.0
+Summary: Quantitative trading toolkit for LLM AI
+Home-page: https://github.com/yourusername/quantpipe
+Author: Your Name
+Author-email: your.email@example.com
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+Requires-Dist: pandas>=2.0.0
+Requires-Dist: numpy>=1.24.0
+Requires-Dist: click>=8.0.0
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
+
+# QuantPipe
+
+Quantitative trading toolkit for LLM AI, designed to work seamlessly with [SeamFlux CLI](https://github.com/seamflux/seamflux-cli) via Unix pipes.
+
+**Contract & layout:** See the repo root [`rule.md`](../rule.md) for shared conventions with chartpipe/seamflux (stdout JSON, exit codes, `runs/<runId>/`, etc.).
+
+**Supported pipeline JSON:** `schemaVersion` **1** (see [Pipeline JSON](#pipeline-json-machine-readable) below).
+
+**SeamFlux CLI (current syntax):** invoke services with `seamflux invoke <service> <method> [-p key=value ...]`. For piping into QuantPipe, prefer **`seamflux invoke ... --pipe`** so stdout is the raw payload JSON (no wrapper/no extra logs). QuantPipe also accepts a one-level wrapper `{"result": { ... }}` (no `jq` required).
+
+## Features
+
+- **Signal Generation**: Generate trading signals from market data
+- **Backtesting**: Test strategies on historical data (supports Binance, Polymarket, and more)
+- **Multi-symbol Scanning**: Scan multiple symbols for trading opportunities (default cap + optional `scan.json` output)
+- **Paper Trading**: Simulate trading with real-time signals (supports Binance, Polymarket prediction markets)
+- **Seamless Integration**: Works with seamflux CLI for market data via pipes
+- **Multi-Market Support**: Native support for crypto exchanges (Binance) and prediction markets (Polymarket)
+
+## Installation
+
+```bash
+pip install -r requirements.txt
+```
+
+Or install in development mode:
+
+```bash
+pip install -e .
+```
+
+## Exit codes
+
+| Code | Meaning |
+|------|---------|
+| 0 | Success |
+| 1 | General failure (invalid arguments, I/O error) |
+| 2 | Input format / JSON schema mismatch |
+| 3 | Upstream dependency failed (e.g. `--exec` subprocess non-zero, timeout, missing executable) |
+
+Also shown at the bottom of `quantpipe --help`.
+
+## Pipeline JSON (machine-readable)
+
+With `--json`, commands print a **single-line** JSON object (use `--pretty` only for debugging; not for pipes).
+
+**Success (shape):**
+
+```json
+{
+  "schemaVersion": 1,
+  "tool": "quantpipe",
+  "command": "backtest",
+  "ok": true,
+  "data": { },
+  "runId": "optional",
+  "artifacts": { "summary": "runs/abc/summary.json", "trades": "runs/abc/trades.csv", "equity": "runs/abc/equity.csv" },
+  "meta": { "startedAt": "ISO-8601", "finishedAt": "ISO-8601" }
+}
+```
+
+**Failure:**
+
+```json
+{
+  "schemaVersion": 1,
+  "tool": "quantpipe",
+  "command": "signal",
+  "ok": false,
+  "error": { "code": "INVALID_INPUT", "message": "human readable" }
+}
+```
+
+The previous ad-hoc fields now live under **`data`** (e.g. `data.signal`, `data.performance`, `data.scan`).
+
+## Runs directory (backtest)
+
+Write CSV/JSON artifacts for orchestration/chartpipe:
+
+```bash
+quantpipe backtest --input btc_history.json --strategy ma_cross --json --run-id "$(uuidgen)"
+# or
+quantpipe backtest --input btc_history.json --strategy ma_cross --json --run-dir runs/my-run
+```
+
+Creates (when `--run-dir` or `--run-id` is set):
+
+- `summary.json` — metrics + strategy + source (same as `data` in stdout envelope)
+- `trades.csv` — closed trades (`timestamp`, `side`, `price`, `size`, …)
+- `equity.csv` — `timestamp`, `equity`
+- `manifest.json` — inputs, strategy, package version
+
+Paths in stdout `artifacts` are relative to the current working directory when possible.
+
+## Usage
+
+### Common flags
+
+- **`--data` / `-d` / `--input` / `-i`** — JSON input file (mutually redundant aliases)
+- **`--stdin`** — read JSON from stdin
+- **`--json`** — pipeline envelope on stdout
+- **`--verbose` / `-v`** — debug logs on **stderr** only
+- **`--dry-run`** — validate input/strategy (and `paper` `--exec` argv parsing); no heavy work / no artifact writes
+
+### 1. Signal Generation
+
+```bash
+seamflux invoke binance fetchOhlcv --pipe \
+  -p symbol=BTC/USDT \
+  -p interval=1h \
+  -p limit=100 | \
+quantpipe signal --stdin --strategy ma_cross --json
+```
+
+Optional: `--output-dir DIR` writes full payload to `DIR/signal.json`; stdout still carries the envelope with `artifacts.signal`.
+
+### 2. Backtesting
+
+```bash
+seamflux invoke binance fetchOhlcv --pipe \
+  -p symbol=BTC/USDT \
+  -p interval=1d \
+  -p limit=365 > btc_history.json
+
+quantpipe backtest --input btc_history.json --strategy ma_cross --json
+```
+
+### 3. Multi-symbol Scan
+
+```bash
+seamflux invoke binance fetchTickers --pipe \
+  -p marketType=spot \
+  -p symbols=BTCUSDT,ETHUSDT,SOLUSDT | \
+quantpipe scan --stdin --strategy rsi --filter-signal BUY --json
+```
+
+- **Default `--limit` is 500** after sorting. Use **`--limit 0`** for no cap.
+- **`--output-dir DIR`** writes the full result to **`DIR/scan.json`**; stdout envelope lists `artifacts.scan` and may omit the full `signals` list when the file is written.
+
+Single-ticker responses and Polymarket **market snapshots** are supported. See `examples/binance_single_ticker.json` and `examples/polymarket_market_snapshot.json`.
+
+### 4. Paper Trading
+
+`--exec` is parsed with **`shlex.split` (no shell)**. Pass a single string of arguments as you would on the command line (quoted where needed). Use **`--exec-timeout`** (seconds, default 120) for subprocess timeouts.
+
+```bash
+quantpipe paper \
+  --exec "seamflux invoke binance fetchOhlcv --pipe -p symbol=BTC/USDT -p interval=5m -p limit=50" \
+  --interval 300 \
+  --strategy ma_cross \
+  --json
+```
+
+Streaming modes (`--exec` loop or `--stdin`) emit **one JSON envelope per iteration** (NDJSON) when `--json` is set.
+
+Shell loop alternative:
+
+```bash
+while true; do
+  seamflux invoke binance fetchOhlcv --pipe -p symbol=BTC/USDT -p interval=5m -p limit=50
+  sleep 300
+done | quantpipe paper --stdin --strategy ma_cross --json
+```
+
+## Polymarket Support
+
+QuantPipe natively supports Polymarket prediction market data, enabling backtesting and paper trading on prediction markets.
+
+### Data Format
+
+- **Price History**: `history: [{t: timestamp, p: price}, ...]` → OHLCV candles
+- **Market Snapshot**: `outcomePrices`, `question` → real-time market state
+
+### Backtesting on Polymarket
+
+```bash
+seamflux invoke polymarket getPriceHistory --pipe \
+  -p market=<TOKEN_ID> \
+  -p interval=1d \
+  -p startDate=2025-01-01 \
+  -p endDate=2025-03-01 | \
+quantpipe backtest --stdin --strategy ma_cross --param fast=10 --param slow=30 --pretty
+```
+
+### Paper Trading on Polymarket
+
+```bash
+quantpipe paper \
+  --exec "seamflux invoke polymarket getPriceHistory --pipe -p market=<TOKEN_ID> -p interval=1h" \
+  --interval 3600 \
+  --strategy rsi \
+  --param period=14 \
+  --json
+```
+
+### Available Polymarket Methods
+
+Use with `seamflux invoke polymarket <method>`:
+
+- `getPriceHistory` - Fetch historical prices (for backtesting & signals)
+- `getPrice` / `getPrices` - Current market prices
+- `getMidpoint` / `getMidpoints` - Current mid-market prices
+- `getOrderBook` - Order book depth
+- `getMarket` / `getMarkets` - Market information
+- `getEvents` - Event listings
+
+## Strategies
+
+### MA Cross (Moving Average Crossover)
+
+```bash
+quantpipe signal --stdin --strategy ma_cross --param fast=10 --param slow=30
+```
+
+Parameters: `fast`, `slow`, `ma_type` (`sma` / `ema`).
+
+### RSI
+
+```bash
+quantpipe signal --stdin --strategy rsi --param period=14 --param oversold=30 --param overbought=70
+```
+
+### MACD
+
+```bash
+quantpipe signal --stdin --strategy macd --param fast=12 --param slow=26 --param signal=9
+```
+
+## Output format (`data` field examples)
+
+### Signal (`data`)
+
+```json
+{
+  "timestamp": "2024-01-01T12:00:00Z",
+  "validUntil": "2024-01-01T13:00:00Z",
+  "source": { "format": "binance_ohlcv", "market_type": "exchange", "type": "ohlcv", "symbol": "BTCUSDT", "bars": 100 },
+  "strategy": { "name": "ma_cross", "params": {"fast": 10, "slow": 30} },
+  "signal": { "action": "BUY", "confidence": 0.85, "price": 65000, "reason": "..." },
+  "indicators": { "fastMa": 65100, "slowMa": 64900 },
+  "metadata": { "synthesized": false, "interval": null }
+}
+```
+
+### Backtest (`data`)
+
+```json
+{
+  "source": { "symbol": "BTCUSDT", "market_type": "exchange", "type": "ohlcv", "bars": 500, "period": {"start": "...", "end": "..."} },
+  "strategy": { "name": "ma_cross", "params": {"fast": 10, "slow": 30} },
+  "performance": {
+    "total_trades": 24,
+    "win_rate": 0.625,
+    "total_return": 0.255,
+    "max_drawdown": -0.085,
+    "sharpe_ratio": 1.85,
+    "profit_factor": 1.2
+  }
+}
+```
+
+## CLI reference (summary)
+
+| Command   | Notable options |
+|-----------|-----------------|
+| `signal`  | `--input`/`--data`, `--output-dir`, `--dry-run`, `--json` |
+| `backtest`| `--run-dir`, `--run-id`, `--dry-run`, `--json` |
+| `scan`    | `--limit` (default 500, `0` = unlimited), `--output-dir`, `--json` |
+| `paper`   | `--exec`, `--exec-timeout`, `--once`, `--stdin`, `--json` |
+
+## Orchestration example (rule.md §9)
+
+```text
+seamflux invoke ... > runs/id/input.json
+quantpipe backtest --input runs/id/input.json --json --run-dir runs/id
+chartpipe backtest --run-dir runs/id --json
+```
+
+## License
+
+MIT

quantpipe-0.1.0/README.md

@@ -0,0 +1,281 @@
+# QuantPipe
+
+Quantitative trading toolkit for LLM AI, designed to work seamlessly with [SeamFlux CLI](https://github.com/seamflux/seamflux-cli) via Unix pipes.
+
+**Contract & layout:** See the repo root [`rule.md`](../rule.md) for shared conventions with chartpipe/seamflux (stdout JSON, exit codes, `runs/<runId>/`, etc.).
+
+**Supported pipeline JSON:** `schemaVersion` **1** (see [Pipeline JSON](#pipeline-json-machine-readable) below).
+
+**SeamFlux CLI (current syntax):** invoke services with `seamflux invoke <service> <method> [-p key=value ...]`. For piping into QuantPipe, prefer **`seamflux invoke ... --pipe`** so stdout is the raw payload JSON (no wrapper/no extra logs). QuantPipe also accepts a one-level wrapper `{"result": { ... }}` (no `jq` required).
+
+## Features
+
+- **Signal Generation**: Generate trading signals from market data
+- **Backtesting**: Test strategies on historical data (supports Binance, Polymarket, and more)
+- **Multi-symbol Scanning**: Scan multiple symbols for trading opportunities (default cap + optional `scan.json` output)
+- **Paper Trading**: Simulate trading with real-time signals (supports Binance, Polymarket prediction markets)
+- **Seamless Integration**: Works with seamflux CLI for market data via pipes
+- **Multi-Market Support**: Native support for crypto exchanges (Binance) and prediction markets (Polymarket)
+
+## Installation
+
+```bash
+pip install -r requirements.txt
+```
+
+Or install in development mode:
+
+```bash
+pip install -e .
+```
+
+## Exit codes
+
+| Code | Meaning |
+|------|---------|
+| 0 | Success |
+| 1 | General failure (invalid arguments, I/O error) |
+| 2 | Input format / JSON schema mismatch |
+| 3 | Upstream dependency failed (e.g. `--exec` subprocess non-zero, timeout, missing executable) |
+
+Also shown at the bottom of `quantpipe --help`.
+
+## Pipeline JSON (machine-readable)
+
+With `--json`, commands print a **single-line** JSON object (use `--pretty` only for debugging; not for pipes).
+
+**Success (shape):**
+
+```json
+{
+  "schemaVersion": 1,
+  "tool": "quantpipe",
+  "command": "backtest",
+  "ok": true,
+  "data": { },
+  "runId": "optional",
+  "artifacts": { "summary": "runs/abc/summary.json", "trades": "runs/abc/trades.csv", "equity": "runs/abc/equity.csv" },
+  "meta": { "startedAt": "ISO-8601", "finishedAt": "ISO-8601" }
+}
+```
+
+**Failure:**
+
+```json
+{
+  "schemaVersion": 1,
+  "tool": "quantpipe",
+  "command": "signal",
+  "ok": false,
+  "error": { "code": "INVALID_INPUT", "message": "human readable" }
+}
+```
+
+The previous ad-hoc fields now live under **`data`** (e.g. `data.signal`, `data.performance`, `data.scan`).
+
+## Runs directory (backtest)
+
+Write CSV/JSON artifacts for orchestration/chartpipe:
+
+```bash
+quantpipe backtest --input btc_history.json --strategy ma_cross --json --run-id "$(uuidgen)"
+# or
+quantpipe backtest --input btc_history.json --strategy ma_cross --json --run-dir runs/my-run
+```
+
+Creates (when `--run-dir` or `--run-id` is set):
+
+- `summary.json` — metrics + strategy + source (same as `data` in stdout envelope)
+- `trades.csv` — closed trades (`timestamp`, `side`, `price`, `size`, …)
+- `equity.csv` — `timestamp`, `equity`
+- `manifest.json` — inputs, strategy, package version
+
+Paths in stdout `artifacts` are relative to the current working directory when possible.
+
+## Usage
+
+### Common flags
+
+- **`--data` / `-d` / `--input` / `-i`** — JSON input file (mutually redundant aliases)
+- **`--stdin`** — read JSON from stdin
+- **`--json`** — pipeline envelope on stdout
+- **`--verbose` / `-v`** — debug logs on **stderr** only
+- **`--dry-run`** — validate input/strategy (and `paper` `--exec` argv parsing); no heavy work / no artifact writes
+
+### 1. Signal Generation
+
+```bash
+seamflux invoke binance fetchOhlcv --pipe \
+  -p symbol=BTC/USDT \
+  -p interval=1h \
+  -p limit=100 | \
+quantpipe signal --stdin --strategy ma_cross --json
+```
+
+Optional: `--output-dir DIR` writes full payload to `DIR/signal.json`; stdout still carries the envelope with `artifacts.signal`.
+
+### 2. Backtesting
+
+```bash
+seamflux invoke binance fetchOhlcv --pipe \
+  -p symbol=BTC/USDT \
+  -p interval=1d \
+  -p limit=365 > btc_history.json
+
+quantpipe backtest --input btc_history.json --strategy ma_cross --json
+```
+
+### 3. Multi-symbol Scan
+
+```bash
+seamflux invoke binance fetchTickers --pipe \
+  -p marketType=spot \
+  -p symbols=BTCUSDT,ETHUSDT,SOLUSDT | \
+quantpipe scan --stdin --strategy rsi --filter-signal BUY --json
+```
+
+- **Default `--limit` is 500** after sorting. Use **`--limit 0`** for no cap.
+- **`--output-dir DIR`** writes the full result to **`DIR/scan.json`**; stdout envelope lists `artifacts.scan` and may omit the full `signals` list when the file is written.
+
+Single-ticker responses and Polymarket **market snapshots** are supported. See `examples/binance_single_ticker.json` and `examples/polymarket_market_snapshot.json`.
+
+### 4. Paper Trading
+
+`--exec` is parsed with **`shlex.split` (no shell)**. Pass a single string of arguments as you would on the command line (quoted where needed). Use **`--exec-timeout`** (seconds, default 120) for subprocess timeouts.
+
+```bash
+quantpipe paper \
+  --exec "seamflux invoke binance fetchOhlcv --pipe -p symbol=BTC/USDT -p interval=5m -p limit=50" \
+  --interval 300 \
+  --strategy ma_cross \
+  --json
+```
+
+Streaming modes (`--exec` loop or `--stdin`) emit **one JSON envelope per iteration** (NDJSON) when `--json` is set.
+
+Shell loop alternative:
+
+```bash
+while true; do
+  seamflux invoke binance fetchOhlcv --pipe -p symbol=BTC/USDT -p interval=5m -p limit=50
+  sleep 300
+done | quantpipe paper --stdin --strategy ma_cross --json
+```
+
+## Polymarket Support
+
+QuantPipe natively supports Polymarket prediction market data, enabling backtesting and paper trading on prediction markets.
+
+### Data Format
+
+- **Price History**: `history: [{t: timestamp, p: price}, ...]` → OHLCV candles
+- **Market Snapshot**: `outcomePrices`, `question` → real-time market state
+
+### Backtesting on Polymarket
+
+```bash
+seamflux invoke polymarket getPriceHistory --pipe \
+  -p market=<TOKEN_ID> \
+  -p interval=1d \
+  -p startDate=2025-01-01 \
+  -p endDate=2025-03-01 | \
+quantpipe backtest --stdin --strategy ma_cross --param fast=10 --param slow=30 --pretty
+```
+
+### Paper Trading on Polymarket
+
+```bash
+quantpipe paper \
+  --exec "seamflux invoke polymarket getPriceHistory --pipe -p market=<TOKEN_ID> -p interval=1h" \
+  --interval 3600 \
+  --strategy rsi \
+  --param period=14 \
+  --json
+```
+
+### Available Polymarket Methods
+
+Use with `seamflux invoke polymarket <method>`:
+
+- `getPriceHistory` - Fetch historical prices (for backtesting & signals)
+- `getPrice` / `getPrices` - Current market prices
+- `getMidpoint` / `getMidpoints` - Current mid-market prices
+- `getOrderBook` - Order book depth
+- `getMarket` / `getMarkets` - Market information
+- `getEvents` - Event listings
+
+## Strategies
+
+### MA Cross (Moving Average Crossover)
+
+```bash
+quantpipe signal --stdin --strategy ma_cross --param fast=10 --param slow=30
+```
+
+Parameters: `fast`, `slow`, `ma_type` (`sma` / `ema`).
+
+### RSI
+
+```bash
+quantpipe signal --stdin --strategy rsi --param period=14 --param oversold=30 --param overbought=70
+```
+
+### MACD
+
+```bash
+quantpipe signal --stdin --strategy macd --param fast=12 --param slow=26 --param signal=9
+```
+
+## Output format (`data` field examples)
+
+### Signal (`data`)
+
+```json
+{
+  "timestamp": "2024-01-01T12:00:00Z",
+  "validUntil": "2024-01-01T13:00:00Z",
+  "source": { "format": "binance_ohlcv", "market_type": "exchange", "type": "ohlcv", "symbol": "BTCUSDT", "bars": 100 },
+  "strategy": { "name": "ma_cross", "params": {"fast": 10, "slow": 30} },
+  "signal": { "action": "BUY", "confidence": 0.85, "price": 65000, "reason": "..." },
+  "indicators": { "fastMa": 65100, "slowMa": 64900 },
+  "metadata": { "synthesized": false, "interval": null }
+}
+```
+
+### Backtest (`data`)
+
+```json
+{
+  "source": { "symbol": "BTCUSDT", "market_type": "exchange", "type": "ohlcv", "bars": 500, "period": {"start": "...", "end": "..."} },
+  "strategy": { "name": "ma_cross", "params": {"fast": 10, "slow": 30} },
+  "performance": {
+    "total_trades": 24,
+    "win_rate": 0.625,
+    "total_return": 0.255,
+    "max_drawdown": -0.085,
+    "sharpe_ratio": 1.85,
+    "profit_factor": 1.2
+  }
+}
+```
+
+## CLI reference (summary)
+
+| Command   | Notable options |
+|-----------|-----------------|
+| `signal`  | `--input`/`--data`, `--output-dir`, `--dry-run`, `--json` |
+| `backtest`| `--run-dir`, `--run-id`, `--dry-run`, `--json` |
+| `scan`    | `--limit` (default 500, `0` = unlimited), `--output-dir`, `--json` |
+| `paper`   | `--exec`, `--exec-timeout`, `--once`, `--stdin`, `--json` |
+
+## Orchestration example (rule.md §9)
+
+```text
+seamflux invoke ... > runs/id/input.json
+quantpipe backtest --input runs/id/input.json --json --run-dir runs/id
+chartpipe backtest --run-dir runs/id --json
+```
+
+## License
+
+MIT

quantpipe-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

quantpipe-0.1.0/setup.py

@@ -0,0 +1,38 @@
+from setuptools import setup, find_packages
+
+with open("README.md", "r", encoding="utf-8") as fh:
+    long_description = fh.read()
+
+setup(
+    name='quantpipe',
+    version='0.1.0',
+    author='Your Name',
+    author_email='your.email@example.com',
+    description='Quantitative trading toolkit for LLM AI',
+    long_description=long_description,
+    long_description_content_type="text/markdown",
+    url='https://github.com/yourusername/quantpipe',
+    package_dir={'': 'src'},
+    packages=find_packages(where='src'),
+    install_requires=[
+        'pandas>=2.0.0',
+        'numpy>=1.24.0',
+        'click>=8.0.0',
+    ],
+    entry_points={
+        'console_scripts': [
+            'quantpipe=quantpipe.cli:cli',
+        ],
+    },
+    python_requires='>=3.9',
+    classifiers=[
+        "Development Status :: 3 - Alpha",
+        "Intended Audience :: Financial and Insurance Industry",
+        "License :: OSI Approved :: MIT License",
+        "Programming Language :: Python :: 3",
+        "Programming Language :: Python :: 3.9",
+        "Programming Language :: Python :: 3.10",
+        "Programming Language :: Python :: 3.11",
+        "Programming Language :: Python :: 3.12",
+    ],
+)

quantpipe-0.1.0/src/quantpipe/__init__.py

@@ -0,0 +1,3 @@
+"""QuantPipe - Quantitative trading toolkit for LLM AI."""
+
+__version__ = "0.1.0"

quantpipe-0.1.0/src/quantpipe/__main__.py

@@ -0,0 +1,7 @@
+#!/usr/bin/env python3
+"""Entry point for python -m quantpipe."""
+
+from .cli import cli
+
+if __name__ == '__main__':
+    cli()

quantpipe-0.1.0/src/quantpipe/cli.py

@@ -0,0 +1,49 @@
+#!/usr/bin/env python3
+"""CLI entry point for QuantPipe."""
+
+import click
+
+from .cli_exit import EXIT_CODE_HELP
+from .commands.backtest import backtest_command
+from .commands.signal import signal_command
+from .commands.scan import scan_command
+from .commands.paper import paper_command
+
+
+@click.group(epilog=EXIT_CODE_HELP)
+@click.version_option(version='0.1.0', prog_name='quantpipe')
+def cli():
+    """QuantPipe - Quantitative trading toolkit for LLM AI.
+    
+    Designed to work seamlessly with seamflux CLI for market data via Unix pipes.
+    
+    Auto-detects data formats: Binance, Polymarket, Uniswap, generic OHLCV.
+    
+    Examples:
+        # Generate signal from Binance
+        seamflux invoke binance fetchOhlcv -p symbol=BTC/USDT -p timeframe=1h | quantpipe signal --strategy ma_cross --stdin
+        
+        # Generate signal from Polymarket
+        seamflux invoke polymarket getPriceHistory -p market=<token_id> -p interval=1h | quantpipe signal --strategy rsi --stdin
+        
+        # Run backtest
+        quantpipe backtest --data btc_history.json --strategy rsi --json
+        
+        # Scan multiple symbols
+        seamflux invoke binance fetchTickers | quantpipe scan --strategy ma_cross --filter-signal BUY
+        
+        # Paper trading with Polymarket
+        quantpipe paper --exec "seamflux invoke polymarket getMarket -p slug=<market_slug>" --strategy ma_cross
+    """
+    pass
+
+
+# Register commands
+cli.add_command(backtest_command)
+cli.add_command(signal_command)
+cli.add_command(scan_command)
+cli.add_command(paper_command)
+
+
+if __name__ == '__main__':
+    cli()