release: v0.8.6

examples/03_multi_asset_momentum_backup.py

@@ -1,69 +0,0 @@
-"""Multi-Asset Momentum -- relative strength across 5 assets.
-
-Demonstrates:
-  - Multi-asset universe (5 symbols)
-  - Momentum via smoothed ROC on 12h bars
-  - Volatility-adjusted sizing
-
-Usage:
-    python examples/03_multi_asset_momentum.py
-"""
-import os
-import time
-import manifoldbt as mbt
-from manifoldbt.indicators import close, ema, roc, high, low
-from manifoldbt.helpers import time_range, Slippage, Interval
-
-# -- Indicators ---------------------------------------------------------------
-mom = ema(roc(close, 14), 6)                       # 7-day momentum, smoothed
-avg_range = (high - low).rolling_mean(14)
-norm_vol = avg_range / (close + mbt.lit(1e-12))    # normalized volatility
-safe_vol = mbt.when(norm_vol > 0.0005, norm_vol, 0.0005)
-
-# -- Strategy -----------------------------------------------------------------
-signal = mbt.when(mom > 0.0, mom / safe_vol, 0.0)
-
-strategy = (
-    mbt.Strategy.create("multi_momentum")
-    .signal("momentum", mom)
-    .signal("norm_vol", norm_vol)
-    .size(signal * 0.01)
-    .describe("Multi-asset momentum with volatility-adjusted sizing")
-)
-
-# -- Config -------------------------------------------------------------------
-start, end = time_range("2022-01-01", "2025-01-01")
-
-config = mbt.BacktestConfig(
-    universe=[1, 2, 3, 4, 5],
-    time_range_start=start,
-    time_range_end=end,
-    bar_interval=Interval.hours(12),
-    initial_capital=10_000,
-    execution=mbt.ExecutionConfig(
-        signal_delay=1,
-        max_position_pct=0.3,
-        allow_short=False,
-    ),
-    fees=mbt.FeeConfig.binance_perps(),
-    slippage=Slippage.fixed_bps(2),
-    warmup_bars=25,
-)
-
-# -- Run ----------------------------------------------------------------------
-if __name__ == "__main__":
-    root = os.path.join(os.path.dirname(__file__), "..")
-    data_root = os.path.abspath(os.path.join(root, "data"))
-    store = mbt.DataStore(
-        data_root=data_root,
-        metadata_db=os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite")),
-        arrow_dir=os.path.join(data_root, "mega"),
-    )
-
-    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)

examples/bench_mega_all_symbols.py

@@ -1,62 +0,0 @@
-"""Benchmark: all symbols, Arrow IPC store (bars_1m + bars_1h).
-
-Usage:
-    python examples/bench_mega_all_symbols.py
-"""
-import os
-import time
-import manifoldbt as mbt
-from manifoldbt.indicators import ema, close
-from manifoldbt.helpers import time_range, Slippage, Interval
-
-# -- Strategy -------------------------------------------------------------------
-fast = ema(close, 12)
-slow = ema(close, 200)
-trend = fast - slow
-
-strategy = (
-    mbt.Strategy.create("ema_crossover_all")
-    .signal("trend", trend)
-    .size(mbt.when(trend > 0.0, 0.5, 0.0))
-)
-
-# -- Config: all available Binance perp symbols, 3 years, 1h bars -----------------
-universe = {"binance": [
-    "BTC-USDT:perp", "ETH-USDT:perp", "LTC-USDT:perp", "BNB-USDT:perp",
-    "DOT-USDT:perp", "XRP-USDT:perp", "ADA-USDT:perp", "LINK-USDT:perp",
-    "DOGE-USDT:perp", "AVAX-USDT:perp",
-]}
-start, end = time_range("2022-01-01", "2025-01-01")
-
-config = mbt.BacktestConfig(
-    universe=universe,
-    time_range_start=start,
-    time_range_end=end,
-    bar_interval=Interval.minutes(60),
-    precise=True,
-    initial_capital=100_000,
-    execution=mbt.ExecutionConfig(
-        allow_short=False,
-        max_position_pct=0.05,
-        position_sizing_mode="FractionOfInitialCapital",
-    ),
-    fees=mbt.FeeConfig.binance_perps(),
-    slippage=Slippage.fixed_bps(2),
-    warmup_bars=30,
-)
-
-# -- Run -----------------------------------------------------------------------
-root = os.path.join(os.path.dirname(__file__), "..")
-data_root = os.path.abspath(os.path.join(root, "data"))
-metadata_db = os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite"))
-
-store = mbt.DataStore(data_root=data_root, metadata_db=metadata_db, arrow_dir=os.path.join(data_root, "mega"))
-
-t0 = time.perf_counter()
-result = mbt.run(strategy, config, store)
-elapsed = time.perf_counter() - t0
-
-print(result.profile_summary())
-print(f"\nWall clock: {elapsed:.3f}s")
-print(f"Trades: {result.trade_count}")
-print(f"Symbols: {len(universe['binance'])}")