Initial commit: manifoldbt public repo

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

python/tests/test_golden_buy_and_hold.py

@@ -0,0 +1,97 @@
+"""Python mirror of the Rust golden_buy_and_hold test.
+
+Verifies that the Python DSL + Rust engine produce identical results
+to the Rust-only golden test fixtures.
+"""
+import json
+import os
+
+import manifoldbt as bt
+from manifoldbt import run_with_parquet
+
+
+def test_golden_buy_and_hold_matches_fixtures(golden_buy_hold_dir):
+    """Mirror of Rust golden_buy_and_hold_equity_trade_metrics_and_manifest_match_fixture."""
+
+    # Build strategy using Python DSL — same as Rust golden test
+    signal_expr = bt.lit(1.0)
+    sizing_expr = bt.col("signal")
+
+    strategy = bt.Strategy(
+        name="golden_buy_and_hold",
+        signals={"signal": signal_expr},
+        position_sizing=sizing_expr,
+    )
+
+    config = bt.BacktestConfig(
+        universe=[1],
+        time_range_start=0,
+        time_range_end=4_000_000_000,
+        bar_interval={"Days": 1},
+        initial_capital=1000.0,
+        currency="USD",
+        execution=bt.ExecutionConfig(
+            signal_delay=1,
+            execution_price="AtClose",
+            max_position_pct=1.0,
+            allow_short=False,
+            allow_fractional=True,
+            skip_gap_bars=False,
+            position_sizing_mode="Units",
+        ),
+        fees=bt.FeeConfig(),
+        slippage={"FixedBps": {"bps": 0.0}},
+        data_version="golden_v1",
+        rng_seed=7,
+    )
+
+    parquet_path = os.path.join(golden_buy_hold_dir, "bars_1m.parquet")
+    result = run_with_parquet(
+        strategy.to_json(),
+        config.to_json(),
+        parquet_path,
+        "golden_v1",
+    )
+
+    # -- Assert equity curve matches --
+    with open(os.path.join(golden_buy_hold_dir, "expected_equity.json")) as f:
+        expected_equity = json.load(f)
+
+    equity = result.equity_curve.to_pylist()
+    assert equity == expected_equity, f"Equity mismatch: {equity} != {expected_equity}"
+
+    # -- Assert trades match --
+    with open(os.path.join(golden_buy_hold_dir, "expected_trades.json")) as f:
+        expected_trades = json.load(f)
+
+    trades_batch = result.trades
+    actual_trades = []
+    for i in range(trades_batch.num_rows):
+        actual_trades.append({
+            "symbol_id": trades_batch.column("symbol_id")[i].as_py(),
+            "side": trades_batch.column("side")[i].as_py(),
+            "quantity": trades_batch.column("quantity")[i].as_py(),
+            "fill_price": trades_batch.column("fill_price")[i].as_py(),
+        })
+    assert actual_trades == expected_trades, (
+        f"Trade mismatch: {actual_trades} != {expected_trades}"
+    )
+
+    # -- Assert metrics match --
+    with open(os.path.join(golden_buy_hold_dir, "expected_metrics.json")) as f:
+        expected_metrics = json.load(f)
+
+    metrics = result.metrics
+    for key in expected_metrics:
+        assert abs(metrics[key] - expected_metrics[key]) <= 1e-12, (
+            f"Metric {key}: {metrics[key]} != {expected_metrics[key]}"
+        )
+
+    # -- Assert manifest snapshot fields match --
+    with open(os.path.join(golden_buy_hold_dir, "expected_manifest_snapshot.json")) as f:
+        expected_manifest = json.load(f)
+
+    manifest = result.manifest
+    assert manifest["strategy_name"] == expected_manifest["strategy_name"]
+    assert manifest["engine_version"] == expected_manifest["engine_version"]
+    assert manifest["config"] == expected_manifest["config"]