Initial commit: manifoldbt public repo

Python DSL, examples, docs, benchmarks, and tests.
Rust engine distributed as pre-compiled wheel via PyPI.
This commit is contained in:
Jimmy7892
2026-03-17 16:15:40 +01:00
commit 67ab17280b
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"""Smoke test — verifies the installed wheel works end-to-end."""
import manifoldbt as mbt
from manifoldbt.indicators import close, ema
from manifoldbt.helpers import time_range, Slippage, Interval
def test_import():
assert hasattr(mbt, "__version__")
print(f" version: {mbt.__version__}")
def test_strategy_build():
fast = ema(close, 12)
slow = ema(close, 26)
signal = mbt.when(fast > slow, mbt.lit(1.0), mbt.lit(-1.0))
strategy = (
mbt.Strategy.create("smoke_test")
.signal("fast", fast)
.signal("slow", slow)
.signal("signal", signal)
.size(mbt.col("signal") * mbt.lit(0.25))
)
j = strategy.to_json()
assert "smoke_test" in j
print(f" strategy JSON length: {len(j)}")
def test_backtest_run():
fast = ema(close, 12)
slow = ema(close, 26)
signal = mbt.when(fast > slow, mbt.lit(1.0), mbt.lit(-1.0))
strategy = (
mbt.Strategy.create("smoke_test")
.signal("fast", fast)
.signal("slow", slow)
.signal("signal", signal)
.size(mbt.col("signal") * mbt.lit(0.25))
)
start, end = time_range("2024-01-01", "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=True, max_position_pct=0.5),
fees=mbt.FeeConfig.binance_perps(),
slippage=Slippage.fixed_bps(2),
warmup_bars=30,
)
import os
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")),
)
result = mbt.run(strategy, config, store)
assert result is not None
print(f" result: {repr(result)}")
if __name__ == "__main__":
tests = [test_import, test_strategy_build, test_backtest_run]
for t in tests:
name = t.__name__
try:
t()
print(f"PASS {name}")
except Exception as e:
print(f"FAIL {name}: {e}")