1.0.0 roadmap

[xnerhu]

Roadmap for initial public release of qPACE quant library.

We plan to release Rust crate, Python wheel and NPM package with support for platforms:

• Windows x64
• Linux x64
• MacOS x64
• MacOS ARM

Features

Compiler #6

TA #7

Core

Sym

• Sym.id
• Sym.min_tick
• Sym.min_qty
• Sym.ticker_id
• Sym.prefix
• Sym.currency
• Sym.base_currency
• Sym.ticker
• Sym.country
• Sym.kind
• Sym.price_scale
• Sym.point_value
• Sym.eq()
• Sym.btc_usd()
• Sym.eth_usd()
• Sym.doge_usd()
• Sym.sol_usd()
• Sym.msft()
• Sym.alphabet()
• Sym.meta()
• Sym.gold()

SymKind

• crypto|stocks
• SymKind.eq

Timeframe

• Timeframe.to_string
• Timeframe.from_string
• Timeframe::years()
• Timeframe::months()
• Timeframe::weeks()
• Timeframe::days()
• Timeframe::hours()
• Timeframe::minutes()
• Timeframe::seconds()
• Timeframe::ticks()
• Timeframe::ranges()
• Timeframe::unknown()
• Timeframe.years
• Timeframe.months
• Timeframe.weeks
• Timeframe.days
• Timeframe.hours
• Timeframe.minutes
• Timeframe.seconds
• Timeframe.ticks
• Timeframe.ranges
• Timeframe.unknown
• Timeframe.to_duration()
• Timeframe.from_duration()
• Timeframe.eq()

OhlcvBar

• open_time
• close_time
• open
• high
• low
• close
• volume
• merge

Ohlcv

• timeframe
• empty
• from_bars
• resample
• sort
• copy
• slice
• index_of
• find
• bars
• at
• reverse
• from_pandas
• to_pandas
• from_polars
• to_polars
• write_csv
• read_csv
• write_parquet
• read_parquet
• open_time_list
• close_time_list
• open_list
• high_list
• low_list
• close_list
• volume_list
• push
• push_many
• extend
• len

OHLCV utils

• zip_ohlcv_bars
• unzip_ohlcv_bars

SymSource

• qpace|yahoo
• sym

OhlcvSource

• qpace|yahoo
• sym

Ctx

• sym
• ohlcv
• copy
• reset
• bar_index
• bar
• len
• is_initialized
• next
• skip

Backtest

• config
• ctx
• equity
• equity_list
• net_equity_list
• returns_list
• net_returns_list
• pnl_list
• open_profit
• net_profit
• gross_profit
• gross_loss
• trades
• instrument_size
• next
• on_bar_open
• on_bar_close
• synthetic_hold
• signal
• signal_batch
• skip
• report

BacktestReport

• ctx
• trades
• print
• plot
• to_pine
• to_json
• to_pandas

Signal

• Order|Size|EquityPct|Hold|Close)
• long
• short
• equity_pct
• close

SignalBatch

• from_list
• from_bar_index_map
• from_open_time_map

Utils

• hl2
• hlc3
• hlcc4

Order Sizing

• round_contracts
• validate_contracts
• round_to_min_tick
• order_size
• order_size_for_equity_pct

Statistics

• sum
• mean
• var_from_mean
• var
• stdev_from_var
• stdev
• pct_change
• returns

Metrics

• expectancy_score
• profit_factor
• win_rate
• avg_trade
• avg_winning_trade
• avg_losing_trade
• avg_win_loss_ratio
• omega_ratio
• sharpe_ratio
• sharpe_ratio_from_equity
• sortino_ratio
• sortino_ratio_from_equity
• net_profit_pct
• gross_profit_pct
• gross_loss_pct
• long_net_profit_pct
• short_net_profit_pct
• max_drawdown_pct
• avg_max_drawdown_pct
• max_run_up_pct
• kelly_criterion_gambling
• kelly_criterion_Investment
• accuracy
• recall
• precision
• f1
• auc
• scale_proba
• step_proba

Optimization

• grid search (user model, fixed params)
• genetic algorithm (user model, fixed params)
• neuroevolution algorithm (dynamic model, dynamic params)
• symbolic evolution (dynamic model, fixed params)

Plotting

• API definitions
• UI

qPACE Remote

• client
• sym
• ohlcv
• predictions
• customer dashboard

CLI

• Integrate with qPACE Remote API
• Compiler
• Plot data
• Backtest (plotting, exporting ect)