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| 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.