Initial commit: manifoldbt public repo

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

examples/02_mean_reversion.py

@@ -0,0 +1,64 @@
+"""Mean Reversion -- EMA crossover long/short.
+
+Demonstrates:
+  - EMA crossover signal
+  - Long and short positions
+  - Continuous sizing (signal * 0.25)
+
+Usage:
+    python examples/02_mean_reversion.py
+"""
+import os
+import time
+import manifoldbt as mbt
+from manifoldbt.indicators import close, ema
+from manifoldbt.helpers import time_range, Slippage, Interval
+
+# -- Indicators ---------------------------------------------------------------
+fast = ema(close, 12)
+slow = ema(close, 26)
+
+# -- Strategy -----------------------------------------------------------------
+signal = mbt.when(fast > slow, 1.0, -1.0)
+
+strategy = (
+    mbt.Strategy.create("ema_crossover")
+    .signal("fast", fast)
+    .signal("slow", slow)
+    .size(signal * 0.25)
+    .describe("EMA 12/26 crossover")
+)
+
+# -- Config -------------------------------------------------------------------
+start, end = time_range("2021-01-01", "2026-01-01")
+
+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=True,
+        max_position_pct=0.5,
+    ),
+    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")),
+    )
+
+    t0 = time.perf_counter()
+    result = mbt.run(strategy, config, store)
+    elapsed = time.perf_counter() - t0
+
+    print(result.summary())
+    print(f"\nElapsed: {elapsed:.3f}s")
+    mbt.plot.summary(result, show=True)