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QuantBT Examples

These examples are small deterministic smoke templates. They are designed to be copied into notebooks or used by services as endpoint wiring references.

Run from the repository root:

PYTHONPATH=/root/bobby/pool_alpha python3 quantbt/examples/single_order_event.py

Files

File Route Purpose
single_order_event.py EventDrivenBacktestEngine Minimal limit-order lifecycle and order report
dca_grid_ladder.py legacy BacktestEngine with hedge_type="dca_ladder" Structural DCA/grid levels with high/low touch simulation
multi_symbol_portfolio.py PortfolioBacktestEngine Multi-symbol position matrix and market-neutral accounting
pair_basket_event.py BacktestEngineV2(backend="native_event", basket=...) Frozen hedge-ratio pair/basket package
arbitrage_basis.py QuantBTEndpoint.arbitrage(...) Basis arbitrage spec and package execution
walk_forward_train_test.py QuantBTEndpoint.train_test_split(...) Single holdout train/test using the walk-forward adapter
optimization_workflow.py OptunaOptimizer + prepared/generic evaluators Domain-agnostic optimization smoke template
nautilus_validation.py QuantBTEndpoint.nautilus_validation(...) Signal validation through NautilusTrader
nautilus_explicit_orders.py BacktestEngineV2(backend="nautilus", orders=...) Explicit order replay and native-vs-Nautilus parity
phase6_public_api.py multiple Compact API snippets for service authors

Nautilus examples require the optional nautilus-trader dependency.