quantforge 0.1.0

Deterministic CLI-first market data ingestion and backtesting framework in Rust.
Documentation

QuantForge

QuantForge is a CLI-first, deterministic trading research toolkit written in Rust. It focuses on market data ingestion, strict normalization, reproducible backtesting, and a strategy SDK for building TradingView/PineScript-like workflows in pure Rust.

This initial release is intentionally small and opinionated:

  • Binance Spot OHLCV download over public REST endpoints
  • SQLite candle storage with idempotent upserts
  • validation for gaps, duplicates, ordering, and OHLC sanity
  • deterministic event-driven backtesting
  • built-in SMA crossover example strategy

There is no UI. The CLI is the product.

Why a single crate?

This repository is intentionally structured as a single Cargo package for the first public release so versioning, publishing, installation, and contributor onboarding stay simple.

Internal boundaries still exist as Rust modules:

  • model - normalized market types and validation
  • exchange - exchange client trait and Binance implementation
  • storage - candle store trait and SQLite implementation
  • sdk - strategy trait, context, indicators, example strategies
  • backtest - deterministic bar-by-bar engine

Determinism contract

Backtests in QuantForge follow these rules:

  • timestamps are stored as UTC epoch milliseconds
  • prices and volumes use decimal arithmetic, not floating-point math
  • strategies observe a bar at close and submit intent
  • the engine executes that intent at the next bar open
  • data validation is explicit, not best-effort

Install

If the quantforge package name is available on crates.io:

cargo install quantforge --locked

If you are working from source:

cargo install --path . --locked

Quickstart

Download candles into SQLite:

quantforge --db data/market.sqlite download \
  --symbol BTCUSDT \
  --interval 1m \
  --start 2024-01-01T00:00:00Z \
  --end 2024-01-02T00:00:00Z

Validate the stored series:

quantforge --db data/market.sqlite validate \
  --symbol BTCUSDT \
  --interval 1m

Run the built-in SMA crossover backtest:

quantforge --db data/market.sqlite backtest \
  --symbol BTCUSDT \
  --interval 1m \
  --fast 20 \
  --slow 50 \
  --cash 10000 \
  --fee-bps 10

Local development

Run the full quality gate before opening a PR:

cargo fmt --all -- --check
cargo clippy --all-targets --all-features -- -D warnings
cargo test --all-features --locked
./scripts/release-check.sh

Docker

Build the CLI image:

docker build -t quantforge:0.1.0 .

Run the CLI inside Docker:

docker run --rm -v "$PWD/data:/data" quantforge:0.1.0 \
  --db /data/market.sqlite \
  validate --symbol BTCUSDT --interval 1m

Roadmap

  • incremental download and resume support
  • additional exchanges such as Bybit
  • more indicators and a richer strategy SDK
  • alternative storage backends such as Parquet or Postgres
  • research-oriented parameter sweeps and snapshot reports

License

Licensed under MIT license.