cutebacktests 0.2.0

Intraday and options backtesting primitives with opening-range profile support.

cutebacktests

Intraday options backtesting for U.S. equities.

cutebacktests is the public backtesting runtime behind CuteMarkets research: a DuckDB-backed engine, named opening-range profiles, and market-data adapters for reproducible strategy work on your own machine. It keeps the research stack public and usable without shipping the private orchestration and deployment code from the internal repo.

Scope

• Intraday/options backtesting runtime
• Opening-range profile registry and profile helpers
• CuteMarkets/Alpaca-backed market-data adapters used by the runtime
• Walk-forward robustness helpers

This repository does not ship the congressional-disclosure engine, live/paper bots, remote server launch tooling, or phase orchestration from the private repo.

Install

python3 -m venv .venv
source .venv/bin/activate
python -m pip install -e '.[dev]'

Configure

cp .env.example .env

Required credentials depend on the commands you run:

• CUTEMARKETS_API_KEY
• ALPACA_API_KEY
• ALPACA_SECRET_KEY

Package-local paths use:

• CUTEBACKTESTS_DATA_DIR
• CUTEBACKTESTS_DB_PATH

Example

from datetime import datetime

from cutebacktests import (
    IntradayOptionsBacktestConfig,
    IntradayOptionsBacktester,
    get_opening_range_profile,
)
from cutebacktests.providers import CuteMarketsProvider
from cutebacktests.settings import Settings
from cutebacktests.storage import DataStore

settings = Settings.from_env(".env")
store = DataStore(settings.db_path)
profile = get_opening_range_profile("c4_long_only_rr15")

try:
    backtester = IntradayOptionsBacktester(
        store=store,
        cutemarkets_provider=CuteMarketsProvider(settings),
    )
    result = backtester.run(
        IntradayOptionsBacktestConfig(
            ticker="SPY",
            start=datetime(2025, 1, 1),
            end=datetime(2025, 1, 31),
            return_trade_log=True,
            **profile.to_intraday_strategy_kwargs(),
        )
    )
    print("trades:", result["trades"])
finally:
    store.close()

If you want mixed-provider market-data surfaces, pass alpaca_data_provider=AlpacaDataProvider(settings) when you build the backtester.

CLI

Show the public CLI:

python -m cutebacktests.cli --help

Run the intraday/options backtester directly:

python -m cutebacktests.cli run-intraday-options-backtest \
  --ticker SPY \
  --start 2025-01-01 \
  --end 2025-12-31

Run a named opening-range profile:

python -m cutebacktests.cli run-opening-range-profile-backtest \
  --profile-name c4_long_only_rr15 \
  --ticker SPY \
  --start 2025-01-01 \
  --end 2025-12-31

Tests

PYTHONPATH=src python -m pytest tests/test_public_surface.py -q

Documentation

• CuteMarkets Docs: cutemarkets.com/docs/
• Repository: github.com/cutemarkets/cutebacktests