Initial commit: manifoldbt public repo

Python DSL, examples, docs, benchmarks, and tests.
Rust engine distributed as pre-compiled wheel via PyPI.

examples/00_template.py

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+"""Strategy template — copy this file and modify.
+
+Usage:
+    python examples/00_template.py
+"""
+
+import os
+from time import perf_counter
+import manifoldbt as mbt
+from manifoldbt.indicators import close
+from manifoldbt.helpers import time_range, Slippage, Interval
+
+# -- Indicators ---------------------------------------------------------------
+# All 45+ indicators available: rsi, ema, sma, bollinger, macd, atr, etc.
+# See: from manifoldbt.indicators import <tab> for full list
+
+zscore = close.zscore(60)
+
+# -- Strategy -----------------------------------------------------------------
+# mbt.when(condition, value_if_true, value_if_false)
+#   - Omit 3rd arg → hold current position
+#   - Nest mbt.when() for multiple conditions
+#
+# Examples:
+#   signal = mbt.when(rsi < 30, 0.5, mbt.when(rsi > 70, 0.0))
+#   signal = mbt.when(fast_ema > slow_ema, 1.0, -1.0)
+
+signal = mbt.when(zscore < -1.0, 1.0,       # oversold → long
+         mbt.when(zscore > 1.0, 0.0))        # overbought → exit, else hold
+
+strategy = (
+    mbt.Strategy.create("my_strategy")
+    .signal("zscore", zscore)
+    .size(signal)
+    .describe("Z-score mean reversion")
+    # .stop_loss(pct=3.0)
+    # .take_profit(pct=5.0)
+    # .trailing_stop(pct=2.0)
+)
+
+# -- Config -------------------------------------------------------------------
+start, end = time_range("2021-01-01", "2026-01-01")
+
+config = mbt.BacktestConfig(
+    universe=[1],                          # symbol IDs (1=BTC, 2=ETH, etc.)
+    time_range_start=start,
+    time_range_end=end,
+    bar_interval=Interval.minutes(1),      # bar resolution
+    initial_capital=10_000,
+    execution=mbt.ExecutionConfig(
+        allow_short=False,
+        max_position_pct=1.0,
+    ),
+    fees=mbt.FeeConfig.binance_perps(),
+    slippage=Slippage.fixed_bps(2),
+    warmup_bars=60,
+    output_resolution=Interval.hours(1),   # Pro: sub-daily, Community: capped to daily
+)
+
+# -- Run ----------------------------------------------------------------------
+if __name__ == "__main__":
+    root = os.path.join(os.path.dirname(__file__), "..")
+    store = mbt.DataStore(
+        data_root=os.path.abspath(os.path.join(root, "data")),
+        metadata_db=os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite")),
+    )
+
+    t0 = perf_counter()
+    result = mbt.run(strategy, config, store)
+    print(result.summary())
+    print(f"\nElapsed: {perf_counter() - t0:.2f}s")
+
+    mbt.plot.tearsheet(result, show=True)