quantred 2.4.0__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 (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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+ quantred/settings.py,sha256=thuOLXhmBh7Td5aLP2RxlHALQ9PbsrQObf4tPFFQyqI,24779
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+ quantred/alphas/__init__.py,sha256=yklGcHGnApz4uRevpemEEmzxRQPLtQcHL5GCnisKbd0,1526
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+ quantred/alphas/horizon.py,sha256=qzZ2bZGRFyIGshD-9RSVcRT3BZpPJrO42pe8S6al2Pc,6845
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+ quantred/alphas/refine.py,sha256=9Sfh1TDDJtF3hCIb_-uNMpB8tYhNQpbi8LuLssIdYcM,11858
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+ quantred/alphas/scorers.py,sha256=fXvonp-z7TtMYME-ws4Ol1y8H46TtS4hulufg1wkGbg,3128
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+ quantred/analytics/attribution.py,sha256=HJiExlJQlYpDZyjkQKhxZ4k6zwKknKAePFvzzsAvjlM,15900
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+ quantred/analytics/bootstrap.py,sha256=7lJcDW4vZRgHrnGRlvF-MlKSxtQWHr5aqI4Opci5ETQ,14647
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+ quantred/data/panel.py,sha256=tWVmMVZmDz6YNB7kt3-7i9TlE2sRw3LBmpkMQyZWRPY,2627
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+ quantred/execution/live_trader.py,sha256=UznuDfdK1drvi09Kv_mu-2NVH8a8TwVPMjjPR5LAZmg,28459
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+ quantred/utils/extras.py,sha256=KnLUm9scxCHzzSBcNQy_AxXZTjMQ_IUv6RS5mhVnVv8,14398
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+ quantred/utils/logging_config.py,sha256=kxQx7tXrYgWJROGN390mGxIWiK2mCH9arciZjMLF8-g,1042
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+ quantred/utils/numeric.py,sha256=r22hpnkRDNPxiw5Dpcsqc0kIfsIGqnJRVO-JrfP-qVc,1385
111
+ quantred/utils/streaming.py,sha256=6omEhSPTWwnRUbCO46BtD37MGUxpjYPN_4J_Oi0vYZQ,19848
112
+ quantred/utils/timeutils.py,sha256=z8Qs-4EiZda5twHHiAL2Bbk2WURqKdk80oAMfUIaoKM,6957
113
+ quantred-2.4.0.dist-info/METADATA,sha256=N9p1T-8hhvWCKRTDDR-ZBr8BNvE2TjBH9sD0WgOoSeg,32505
114
+ quantred-2.4.0.dist-info/WHEEL,sha256=2iZrJkDIkeDh0k9SikKMqFuRP-ua6mb4Ir1AsER4BEw,87
115
+ quantred-2.4.0.dist-info/entry_points.txt,sha256=278Gv7pg_wrP5HsvQhUeq5-1SINcTqT0t0qR4NxqYno,202
116
+ quantred-2.4.0.dist-info/licenses/LICENSE,sha256=JjSArMCqczbyyED4fqRAd6pj9KXM1aXAw_10Z_Jy8zA,1086
117
+ quantred-2.4.0.dist-info/RECORD,,
@@ -0,0 +1,4 @@
1
+ Wheel-Version: 1.0
2
+ Generator: hatchling 1.33.0
3
+ Root-Is-Purelib: true
4
+ Tag: py3-none-any
@@ -0,0 +1,8 @@
1
+ [console_scripts]
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+ quantred = quantred.cli:main
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+
4
+ [quantred.scanners]
5
+ demo_volume = quantred.demo.scanners:DemoVolumeScanner
6
+
7
+ [quantred.strategies]
8
+ demo_trend = quantred.demo.strategies:DemoTrendStrategy
@@ -0,0 +1,21 @@
1
+ MIT License
2
+
3
+ Copyright (c) 2023 Make Directory Developers LLC
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.