quant-system

A modular Rust workspace for historical market data, deterministic backtesting, structured trading signals, and real-time market-data distribution.

The framework currently focuses on normalized signal replay over stored tick or bar data. It also provides real-time CTrader market-data distribution and reusable trading-domain libraries, while strategy orchestration and live order execution remain future work.

Capability status

Quick start

Prerequisites

• Rust 1.88 or newer;
• Linux shared memory (/dev/shm) when using the default shm:// endpoints;
• tick or bar CSV data supported by qs-data-preprocess;
• timestamps and symbols in the signal file that match the imported data.

1. Import historical data

The default backend writes partitioned Parquet data under market_data/.

cargo run -p qs-data-preprocess --bin data-preprocess -- \
  --data-dir market_data \
  input tick \
  --exchange icmarkets \
  --symbol XAUUSD \
  /path/to/ticks.csv

For bar input, use input bar --timeframe 1h. See the qs-data-preprocess guide for supported CSV formats, time-zone handling, queries, and removal commands.

2. Prepare a raw-signal JSONL file

Each line is one tagged RawSignalMsg. An Entry requires a finite positive risk; size is not an Entry field.

{"action":"Entry","ts":"2026-03-10T10:00:00","symbol":"XAUUSD","side":"Buy","order_type":"Market","price":null,"risk":1.0,"stoploss":2010.0,"targets":[2040.0,2060.0],"group":"example","trade_id":"example-1"}

Entries and later management actions can be mixed in the same JSONL stream. Signal parsing is optional when a manual tool, another service, or an external parser already produces normalized actions.

3. Start the backtest server

Copy the example configuration and adjust the data, symbol-registry, profile, and artifact paths if needed.

cp crates/backtest-server/config.example.toml backtest-server.toml

cargo run -p qs-backtest-server --bin backtest_server -- \
  --config backtest-server.toml

4. Run a backtest

In another terminal:

cargo run -p qs-backtest-server --bin tg_backtest -- \
  --input signals.jsonl \
  --endpoint shm://backtest \
  --all-symbols \
  --exchange icmarkets \
  --data-type tick \
  --balance 10000 \
  --account-currency USD \
  --base-lot 0.02 \
  --output result.json

When at least one Entry is present, select exactly one sizing basis: --base-lot, --risk-per-trade, or --risk-percent. --account-currency is also required. Run either binary with --help for the complete option list.

Architecture

historical CSV
     |
     v
qs-data-preprocess -----> partitioned Parquet tick/bar data
                                      |
external producer                     v
or qs-signal-parser ---> RawSignalMsg ---> Backtest Service
                                                  |
                                                  v
                                      deterministic replay
                                                  |
                                                  v
                                      inline or artifact result

CTrader FIX ---> Market Data Service ---> real-time bid/ask consumers
                    |
                    v
          shm://, unix://, or tcp://127.0.0.1

RawSignalMsg is the compatibility boundary between signal producers and the current backtest service. The service APIs are transport-neutral; shared memory is the default local endpoint, while Unix sockets and loopback TCP are available when deployment requirements differ.

Workspace components

Operational behavior

The backtest CLI uses retained-job streaming by default. Progress and heartbeat events keep long-running work observable without imposing a total job deadline, and reconnecting clients resume the same job instead of submitting it again. Polling and finite synchronous execution remain available as fallbacks.

Results can be returned inline or as verified artifacts. Market-to-market output is bounded by default so large replays do not require returning an unbounded curve.

TCP endpoints are unauthenticated and restricted to loopback by default. Use SHM or Unix sockets for trusted local deployments unless a private-network TCP deployment is explicitly configured.

Current limitations

• Bars are replayed as close-only, zero-spread quotes, so exact intrabar execution is not simulated.
• The current parser is Telegram-specific; generic source events, durable source-neutral ingestion, and non-Telegram adapters are not implemented yet.
• Live order execution, restart-safe live strategy state, and trading-platform order adapters are not included.
• Registered cryptocurrency symbols are metadata-only and fail closed before monetary replay; general spot, derivative, fee, funding, margin, and liquidation economics are not implemented yet.

Development

Run the full workspace checks before release:

cargo fmt --all -- --check
cargo test --workspace --all-features --all-targets
cargo clippy --workspace --all-features --all-targets -- -D warnings

License

Licensed under either of:

• Apache License, Version 2.0 (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
• MIT License (LICENSE-MIT or http://opensource.org/licenses/MIT)