chronosx-quant 0.2.1

A Python library for trading calendar management, execution profiling, and temporal backtesting (Time Travel).

Chronosx Quant

A Python library for trading calendar management, execution profiling, and temporal backtesting (Time Travel).

Installation

uv build
pip install dist/chronosx_quant-0.2.1-py3-none-any.whl

# install from pypi
pip install chronosx-quant

# check holidays in the next month
uv run chronosx-preview
chronosx-preview

Usage

from chronosx_quant.time import ChronoTime
import pandas as pd

# use CALENDAR_NAME to select default calendar, e.g. SSE
time = ChronoTime.now()
time = ChronoTime("2026-03-09 11:29:00+08:00")

# time about trading, only support 1min step now
time.is_trading()
# move 2 steps forward(2min), auto skip breaks and weekends
# e.g. 2026-03-09 11:29:00+08:00" -> "2026-03-09 13:01:00+08:00"
time.shift(2)

# shift preserve second and microsecond
time = ChronoTime("2026-03-09 11:29:33.123456+08:00")
# 2026-03-09 11:29:33.123456+08:00" -> "2026-03-09 13:01:33.123456+08:00"
time.shift(2)

# select valid trading times from self to end
# return series of 2 items, 11:29:00 and 13:00:00
time.trading_times(end=pd.Timestamp("2026-03-09 13:01:00+08:00"))
# series can aggregate, e.g. get all date in trading series
time.trading_times(end=pd.Timestamp("2026-03-09 13:01:00+08:00")).resample('D').first()

# move to the beginning of trading session which the time belongs to
# e.g. SSE "2026-03-08 11:29:00+08:00" belongs to session '2026-03-08', so the session start is '2026-03-08 09:30:00+08:00'
# e.g. CME session '2026-03-08' starts from '2026-03-07 17:00:00-06:00', so the session start is '2026-03-07 17:00:00-06:00', not '2026-03-08 00:00:00+00:00'
time.to_session_start()

# performance profiling
from chronosx_quant.performance import performance, PerformanceRegistry
@performance("slug_name")
def f1():
    ...
f1()
# get report of this function
print(PerformanceRegistry.get_report("slug_name"))
# get report of all functions
print(PerformanceRegistry.full_report())
# if you want to reset
PerformanceRegistry.clear()

# time travel
from chronosx_quant.mock import travel
with travel("2026-03-09 11:29:00+08:00"):
    # only effect ChronoTime, datetime or pd.Timestamp still work
    # thread-local mock, thread-safe
    ChronoTime.now()

Add calendar

Chronosx based on pandas_market_calendars, so it can use all calendars in the project, and support to add custom calendars.

Add scheduler

I use static minute scheduler for speed, don't support multi step in the same time, and don't support extend schedule time range. It's ok to add new scheduler to support multi step or dynamic time range.