quant-platform documentation

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Translation coverage and the remaining page queue are tracked in the localization status.

This documentation describes reusable quantitative research and portfolio mechanisms maintained by quant-platform. It is organized around current inputs, execution assumptions, output contracts, and development checks.

Start here

These guides use synthetic data and small examples. They help you run the full flow before exploring detailed interfaces and contracts.

Governance and migration

The localization status identifies pages that are still Chinese originals. They remain available in Chinese and are not linked here as English guides until their English versions are checked against the implementation.

Agents should start with the root README, this page, and the relevant category directory. They do not need to recursively read every Markdown file.

Sources of truth

Expand implementation source map

Area	Implementation
Public package entry points	`packages/portfolio-backtester/src/portfolio_backtester/__init__.py`
Multi-sleeve portfolio construction	`packages/portfolio-backtester/src/portfolio_backtester/sleeve_portfolio.py`
Backtest specification	`packages/portfolio-backtester/src/portfolio_backtester/backtest_spec.py`
Backtest configuration parsing	`packages/portfolio-backtester/src/portfolio_backtester/backtest_config.py`
High-level API	`packages/portfolio-backtester/src/portfolio_backtester/api.py`
Input and output contracts	`packages/portfolio-backtester/src/portfolio_backtester/contracts.py`
Execution-domain contracts	`packages/portfolio-backtester/src/portfolio_backtester/execution_contracts.py`
Execution allocation reference	`packages/portfolio-backtester/src/portfolio_backtester/allocation_reference.py`
Backend protocols and normalized results	`packages/portfolio-backtester/src/portfolio_backtester/backends/`
Costs and slippage	`packages/portfolio-backtester/src/portfolio_backtester/execution.py`
Position replay	`packages/portfolio-backtester/src/portfolio_backtester/position_backtest.py`
Promotion-evidence execution simulation	`packages/portfolio-backtester/src/portfolio_backtester/promotion_sidecar.py`
Test entry point	`scripts/dev/run_tests.sh`
Grid backtest helpers	`packages/portfolio-backtester/src/portfolio_backtester/grid_support.py`
Microstructure simulation API	`packages/microstructure/src/ticknet/simulator/`
Rust simulation kernel	`packages/microstructure/rust/src/lib.rs`

When code, tests, and documentation disagree, verify the current implementation and correct the documentation in the same change.

Project boundary

This repository documents general portfolio construction and backtesting behavior. Data downloads, factor research, model training, strategy-specific rules, job orchestration, and broker order placement belong to callers or other projects.

Historical migration records remain in pull requests, release notes, or maintenance records. User guides describe current inputs, behavior, and outputs.

Historical ownership

Historical migration material

The read-only source copies under migration/legacy-materials/ preserve former repository layouts for comparison. They are not current APIs or supported development entry points. Consult a legacy copy only when reproducing a historical implementation or checking migration parity. The cross-repository historical index and file-level inventory are maintained in the private quant-research migration index.