Quant System

A modular, event-driven quantitative trading system with backtesting support, designed for engineering clarity, extensibility, and real-world trading workflows.

Overview

Quant System is a Python-based quantitative trading framework built with an event-driven architecture.

The project focuses on:

• Clear separation of concerns (data/strategy/execution/portfolio)
• Config-driven runs (YAML)
• Backtesting first, with future extension to paper trading and live trading
• Engineering practices aligned with real-world trading systems

This repository is intended both as:

• a personal research & trading system, and a demonstration of engineering capability for quantitative/backend/test-development roles.

Key Features

• Event-driven backtest engine
• Modular strategy interface
• Commission & slippage modeling
• Self-contained demo configuration (no external data dependency)
• Pytest-based unit testing
• Git workflow aligned with real engineering teams (feature branches, PRs)

Quick Start

1. Environment Setup

python -m venv .venv

• Windows (PowerShell) . ..venv\Scripts\Activate.ps1

• macOS / Linux source .venv/bin/activate

pip install -r requirements.txt

2. Run Demo Backtest (Self-contained)

The demo configuration does not rely on external APIs (e.g. Tushare). All required data is stored inside the repository.

• python -m src.backtest.engine --config configs/demo.yaml

This will run a minimal backtest using:

• local CSV price data
• a simple example strategy
• fixed commission & slippage model

3. Run Tests

• pytest

Configuration System

All runs are driven by YAML configuration files under configs/.

Top-level Config Semantics

• Each config file follows the same structure:

run: # runtime behavior (seed, flatten rules, etc.) data: # data source configuration strategy: # strategy name & parameters engine: # capital, commission, slippage, execution settings

Available Configs

File & Description configs/demo.yaml__Self-contained demo config (recommended entry point) configs/backtest.yaml__Backtest preset (WIP) configs/dryrun.yaml__Paper trading preset (WIP) configs/live.yaml Live__trading preset (WIP)

Repository Structure

quant_system/ ├── src/ │ ├── backtest/ # backtest engine & core loop │ ├── core/ # event definitions & enums │ ├── execution/ # execution & commission models │ └── data/ # data handlers │ ├── tests/ # pytest unit tests ├── configs/ # YAML run configurations ├── data/ # demo / sample datasets (repo-local) │ ├── README.md ├── requirements.txt └── .gitignore

Design Philosophy

• Event-driven: MarketEvent → SignalEvent → OrderEvent → FillEvent
• Config-first: behavior changes through YAML, not hardcoded logic
• Backtest correctness over speed (optimization comes later)
• Engineering realism: explicit commissions, slippage, flatten-on-end logic
• The architecture mirrors real quantitative systems while remaining compact and readable.

Development Workflow

This project follows an engineering workflow similar to production environments:

• Feature development on dedicated branches (e.g. feat/add-demo-config)
• Incremental commits with focused scope
• Merge into main via PR
• Tests required for new logic

Roadmap (Planned)

Unified CLI entrypoint Strategy registry & dynamic loading Vectorized backtest optimizations Paper trading (dry-run) mode Live trading adapters (broker-specific) Performance analytics & reporting

Disclaimer

• This project is for research and educational purposes only.
• It is not investment advice and should not be used for real trading without proper validation, risk control, and compliance review.

Author

Andy-TJH

Focus: Quantitative Systems/Backend Engineering/Test Development

GitHub: https://github.com/Andy-TJH