quant-tiny 0.2.0

A tiny & lightweight quantitative trading framework for learning

quant-tiny

A tiny & lightweight quantitative trading framework for learning.

Installation

pip install quant-tiny

Quick Start

from quant_tiny import Backtest, Bar, Strategy


class MyStrategy(Strategy):
    def on_bar(self, bar: Bar, portfolio):
        if portfolio.position.is_flat and bar.close > 100:
            return [self.buy(bar.timestamp, 10, bar.close)]
        return []

data = [
    Bar("2024-01-01", 100, 105, 95, 102, 1000),
    Bar("2024-01-02", 102, 108, 100, 106, 1200),
]

backtest = Backtest(data, MyStrategy())
result = backtest.run()
print(f"Final value: ${result['final_value']:.2f}")
print(f"Total trades: {result['total_trades']}")

Run Tests

This project keeps example strategies in pytest tests instead of a separate examples/ directory.

pytest -q

You can find the demo strategy and regression tests in tests/test_core.py.

Features

• Core Components: Strategy, Bar, Order, Portfolio, Position
• Backtesting: Simple event-driven backtest engine
• Indicators: sma(), ema(), rsi()

License

MIT