Quant Execution Audit Toolkit

Quant Execution Audit Toolkit is a public, synthetic demonstration of a dry-run execution and audit lifecycle.

The goal is to show how a quant system can transform target positions into orders, simulated fills, positions, PnL, and structured audit logs without connecting to any live venue.

What This Repository Demonstrates

• Target portfolio input
• Order generation
• Dry-run execution
• Simulated fills
• Position ledger
• PnL ledger
• Structured JSONL event log
• Reproducible manifest
• Safety-first execution boundary

What Is Intentionally Excluded

• Live platform adapters
• Real trading logs
• Private portfolio data
• Broker identifier information
• Paid vendor data
• Private strategy parameters

Quick Start

python -m pip install -e ".[dev]"
python -m pytest -q
python examples/run_execution_audit_demo.py --config configs/sample_config.yaml

The demo writes synthetic lifecycle outputs under runs/.