quantred 2.4.0__py3-none-any.whl

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Files changed (117) hide show
  1. quantred/__init__.py +24 -0
  2. quantred/alphas/__init__.py +53 -0
  3. quantred/alphas/base.py +221 -0
  4. quantred/alphas/combine.py +260 -0
  5. quantred/alphas/horizon.py +153 -0
  6. quantred/alphas/refine.py +300 -0
  7. quantred/alphas/scorers.py +87 -0
  8. quantred/analytics/attribution.py +354 -0
  9. quantred/analytics/bootstrap.py +353 -0
  10. quantred/analytics/charts.py +393 -0
  11. quantred/analytics/excursion.py +185 -0
  12. quantred/analytics/execution_quality.py +180 -0
  13. quantred/analytics/exposure.py +167 -0
  14. quantred/analytics/htmlreport.py +1208 -0
  15. quantred/analytics/information.py +197 -0
  16. quantred/analytics/metrics.py +502 -0
  17. quantred/analytics/performance.py +639 -0
  18. quantred/analytics/reporting.py +1672 -0
  19. quantred/analytics/screening.py +190 -0
  20. quantred/analytics/series_comparison.py +303 -0
  21. quantred/analytics/trade_analytics.py +353 -0
  22. quantred/brokers/alpaca/broker.py +415 -0
  23. quantred/brokers/alpaca/factory.py +33 -0
  24. quantred/brokers/alpaca/market_data.py +166 -0
  25. quantred/brokers/base.py +220 -0
  26. quantred/brokers/dryrun.py +164 -0
  27. quantred/brokers/errors.py +70 -0
  28. quantred/cli.py +8619 -0
  29. quantred/costs/__init__.py +11 -0
  30. quantred/costs/base.py +126 -0
  31. quantred/costs/parametric.py +131 -0
  32. quantred/data/__init__.py +29 -0
  33. quantred/data/compute.py +332 -0
  34. quantred/data/edges.py +81 -0
  35. quantred/data/features.py +120 -0
  36. quantred/data/panel.py +61 -0
  37. quantred/data/scan.py +85 -0
  38. quantred/data/store.py +269 -0
  39. quantred/demo/__init__.py +22 -0
  40. quantred/demo/scanners.py +104 -0
  41. quantred/demo/strategies.py +125 -0
  42. quantred/engine/backtest.py +1206 -0
  43. quantred/engine/barcheck.py +228 -0
  44. quantred/engine/live.py +539 -0
  45. quantred/execution/decision.py +192 -0
  46. quantred/execution/flatten.py +302 -0
  47. quantred/execution/halt.py +165 -0
  48. quantred/execution/ledger.py +758 -0
  49. quantred/execution/live_trader.py +587 -0
  50. quantred/execution/order_id.py +83 -0
  51. quantred/execution/sizing.py +114 -0
  52. quantred/indicators/indicators.py +158 -0
  53. quantred/marketdata/base.py +62 -0
  54. quantred/marketdata/client.py +59 -0
  55. quantred/marketdata/session.py +112 -0
  56. quantred/marketdata/synthetic.py +74 -0
  57. quantred/marketdata/timeframe.py +125 -0
  58. quantred/mcp/__init__.py +6 -0
  59. quantred/mcp/selftest.py +139 -0
  60. quantred/mcp/server.py +2419 -0
  61. quantred/optimization/causality.py +607 -0
  62. quantred/optimization/config_store.py +300 -0
  63. quantred/optimization/optimizer.py +431 -0
  64. quantred/optimization/parallel.py +345 -0
  65. quantred/optimization/param_space.py +309 -0
  66. quantred/optimization/walk_forward.py +1254 -0
  67. quantred/portfolio/allocator.py +135 -0
  68. quantred/portfolio/benchmark.py +109 -0
  69. quantred/portfolio/optimizer.py +786 -0
  70. quantred/portfolio/policy.py +335 -0
  71. quantred/portfolio/posterior.py +208 -0
  72. quantred/research/__init__.py +30 -0
  73. quantred/research/agent.py +868 -0
  74. quantred/research/demo_proposals.py +222 -0
  75. quantred/research/llm.py +311 -0
  76. quantred/research/proposer.py +234 -0
  77. quantred/research/provider_errors.py +242 -0
  78. quantred/research/sandbox.py +340 -0
  79. quantred/risk/__init__.py +60 -0
  80. quantred/risk/base.py +218 -0
  81. quantred/risk/conditional.py +474 -0
  82. quantred/risk/exposures.py +88 -0
  83. quantred/risk/factor.py +119 -0
  84. quantred/risk/sample.py +89 -0
  85. quantred/risk/streaming.py +214 -0
  86. quantred/scanners/base.py +141 -0
  87. quantred/scanners/symbol_scanner.py +148 -0
  88. quantred/services/__init__.py +51 -0
  89. quantred/services/analysis.py +6082 -0
  90. quantred/services/audit.py +574 -0
  91. quantred/services/campaign.py +381 -0
  92. quantred/services/configs.py +282 -0
  93. quantred/services/data.py +172 -0
  94. quantred/services/dryrun.py +206 -0
  95. quantred/services/glossary.py +130 -0
  96. quantred/services/maintenance.py +314 -0
  97. quantred/services/registry.py +351 -0
  98. quantred/services/setup.py +1023 -0
  99. quantred/services/sizing.py +150 -0
  100. quantred/services/smallreal.py +450 -0
  101. quantred/settings.py +571 -0
  102. quantred/store/__init__.py +0 -0
  103. quantred/store/bars.py +660 -0
  104. quantred/store/trials.py +1804 -0
  105. quantred/strategies/base.py +643 -0
  106. quantred/strategies/signals.py +28 -0
  107. quantred/utils/errors.py +48 -0
  108. quantred/utils/extras.py +330 -0
  109. quantred/utils/logging_config.py +33 -0
  110. quantred/utils/numeric.py +46 -0
  111. quantred/utils/streaming.py +474 -0
  112. quantred/utils/timeutils.py +148 -0
  113. quantred-2.4.0.dist-info/METADATA +632 -0
  114. quantred-2.4.0.dist-info/RECORD +117 -0
  115. quantred-2.4.0.dist-info/WHEEL +4 -0
  116. quantred-2.4.0.dist-info/entry_points.txt +8 -0
  117. quantred-2.4.0.dist-info/licenses/LICENSE +21 -0

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