Initial commit: manifoldbt public repo

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

examples/11_portfolio.py

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+"""Multi-Strategy Portfolio -- combine strategies with risk management.
+
+Demonstrates:
+  - Portfolio builder with weighted strategies
+  - Importing strategies from separate files
+  - Risk rules (max drawdown, gross exposure cap)
+  - Periodic rebalancing
+  - Per-strategy breakdown
+
+Usage:
+    python examples/11_portfolio.py
+"""
+import os
+import sys
+import time
+
+# Allow importing sibling example files as modules
+sys.path.insert(0, os.path.dirname(__file__))
+
+import manifoldbt as mbt
+from manifoldbt.helpers import time_range, Slippage, Interval
+
+# -- Import strategies from dedicated files -----------------------------------
+from importlib import import_module
+
+strategy_a = import_module("01_trend_following").strategy
+strategy_b = import_module("02_mean_reversion").strategy
+
+# -- Portfolio ----------------------------------------------------------------
+portfolio = (
+    mbt.Portfolio()
+    .strategy(strategy_a, weight=0.6)
+    .strategy(strategy_b, weight=0.4)
+    .max_drawdown(pct=20.0)
+    .max_gross_exposure(pct=150.0)
+    .rebalance_periodic(every_n_bars=30)
+)
+
+# -- Config -------------------------------------------------------------------
+start, end = time_range("2021-01-01", "2025-01-01")
+
+config = mbt.BacktestConfig(
+    universe=[1, 2],
+    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=60,
+)
+
+# -- 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")),
+    )
+
+    print(f"Running portfolio: {portfolio}\n")
+    t0 = time.perf_counter()
+    result = mbt.run_portfolio(portfolio, config, store)
+    elapsed = time.perf_counter() - t0
+
+    print(result.summary())
+    print(f"\nElapsed: {elapsed:.3f}s")
+
+    mbt.plot.tearsheet(result, show=True)