porcelaincode
69 lines
1.4 KiB
Python
69 lines
1.4 KiB
Python
"""
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RaptorBT - High-performance Rust backtesting engine for quant5.
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This module provides Python bindings for the Rust-based backtesting engine,
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offering significant performance improvements over vectorbt:
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- Disk footprint: <10MB (vs vectorbt's ~450MB)
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- Startup latency: <10ms (vs 200-600ms)
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- 100% deterministic execution (no JIT cache)
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- Native parallelism via Rayon + explicit SIMD
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"""
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from raptorbt._raptorbt import (
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# Config classes
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PyBacktestConfig,
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PyStopConfig,
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PyTargetConfig,
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# Result classes
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PyBacktestResult,
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PyBacktestMetrics,
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PyTrade,
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# Backtest functions
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run_single_backtest,
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run_basket_backtest,
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run_options_backtest,
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run_pairs_backtest,
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run_multi_backtest,
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# Indicator functions
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sma,
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ema,
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rsi,
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macd,
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stochastic,
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atr,
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bollinger_bands,
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adx,
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vwap,
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supertrend,
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)
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__version__ = "0.1.0"
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__all__ = [
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# Config classes
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"PyBacktestConfig",
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"PyStopConfig",
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"PyTargetConfig",
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# Result classes
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"PyBacktestResult",
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"PyBacktestMetrics",
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"PyTrade",
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# Backtest functions
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"run_single_backtest",
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"run_basket_backtest",
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"run_options_backtest",
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"run_pairs_backtest",
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"run_multi_backtest",
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# Indicator functions
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"sma",
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"ema",
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"rsi",
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"macd",
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"stochastic",
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"atr",
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"bollinger_bands",
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"adx",
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"vwap",
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"supertrend",
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]
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