This repository is the open-source distribution of the QuantJourney Backtester. It is developed alongside the QuantJourney platform; this page documents what ships here versus what is provided by the hosted platform.
- Deterministic backtesting engine: portfolio accounting, order lifecycle (market, limit, stop, stop-limit, trailing, bracket, OCO), rebalancing modes, transaction-cost and slippage models.
- Shared execution simulator and contract-aware portfolio ledger, including portfolio-of-strategies allocation and pre-trade risk controls.
- Walk-forward validation and optimization: rolling, expanding and anchored folds with explicit pre-OOS purging; fail-closed date-bounded refits; grid search and Optuna (TPE); deflated Sharpe with effective-trial reporting; rolling top-K rank stability and overfit-ratio interpretation.
- 50 example strategies (25 weights-based, 20 order-based, 5 walk-forward) with a reproducible sample-data mode that requires no account.
- Static report generation: metrics, PNG chart pack, and a static HTML dashboard.
- SDK client for the QuantJourney cloud API (optional; the bundled sample-data path runs fully offline).
- Market data warehouse and authenticated data APIs.
- Interactive dashboards and hosted report sharing.
- PDF factsheets, narrative report generation, and extended diagnostic plot packs (crisis analysis, trade blotter, execution traces).
- Data ingestion, scheduling, and platform orchestration.
The split is intentional: everything needed to run, validate, and trust a backtest locally is open source; hosted convenience and data services are part of the platform at quantjourney.cloud.