Initial commit: manifoldbt public repo

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

examples/01_trend_following.py

@@ -0,0 +1,75 @@
+"""Trend Following -- EMA crossover with stop-loss and dynamic sizing.
+
+Demonstrates:
+  - Fluent Strategy builder
+  - EMA indicators
+  - Conditional sizing with when()
+  - Stop-loss via .stop_loss()
+  - Diagnostics (lookahead, exposure stability, risk)
+  - result.summary() rich output
+
+Usage:
+    python examples/01_trend_following.py
+"""
+import os
+import time
+import manifoldbt as mbt
+from manifoldbt.indicators import ema, close, volume
+from manifoldbt.helpers import time_range, Slippage, Interval
+
+# -- Indicators ---------------------------------------------------------------
+fast = ema(close, 12)
+slow = ema(close, 26)
+trend = fast - slow                          # MACD-like spread
+vol_ma = volume.rolling_mean(20)             # average volume filter
+
+# -- Strategy -----------------------------------------------------------------
+strategy = (
+    mbt.Strategy.create("trend_following")
+    .signal("fast", fast)
+    .signal("slow", slow)
+    .signal("trend", trend)
+    .signal("vol_filter", volume > vol_ma)   # only trade on above-average volume
+    .size(mbt.when((trend > 0.0) & (volume > vol_ma), 0.5, 0.0))
+    .stop_loss(pct=3.0)
+    .describe("EMA(12/26) crossover, volume filter, 3% stop-loss")
+)
+
+# -- Config -------------------------------------------------------------------
+start, end = time_range("2022-01-01", "2025-01-01")
+
+config = mbt.BacktestConfig(
+    universe=[1],
+    time_range_start=start,
+    time_range_end=end,
+    bar_interval=Interval.hours(12),
+    initial_capital=10_000,
+    execution=mbt.ExecutionConfig(
+        allow_short=False,
+        max_position_pct=0.5,
+        position_sizing_mode="FractionOfInitialCapital",
+    ),
+    fees=mbt.FeeConfig.binance_perps(),
+    slippage=Slippage.fixed_bps(2),
+    warmup_bars=30,
+)
+
+# -- 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")),
+    )
+
+
+    # Backtest
+    t0 = time.perf_counter()
+    result = mbt.run(strategy, config, store)
+    elapsed = time.perf_counter() - t0
+
+    print(result.summary())
+    print(f"\nElapsed: {elapsed:.3f}s")
+
+    # Plot
+    mbt.plot.summary(result, show=True)