quant-engine-build

What problem does it solve?

This skill provides a verifiable foundation for quantitative engine development by implementing a robust backtesting engine, validation framework, and common type contracts. It ensures deterministic simulation, strict cost modeling, and artifact generation for dashboards and analysis.

Core Features & Use Cases

• Core type contracts in src/types form the stable interface for all layers.
• Deterministic backtester loop with look-ahead protection and broker cost modeling for credible results.
• Validation pipeline with gates, metrics, and backtest artifacts to support in-sample and out-of-sample assessments.
• Use Case: When starting a new quantitative project, bootstrapping this foundation ensures credible results before strategy coding.

Quick Start

Run the bootstrap script to initialize the engine foundation.