A modular workspace for algorithmic trading — real-time market data, strategy execution, and analysis.
| Crate | Description |
|---|---|
qs-core |
Core trade engine — position management with composable rules (stoploss, trailing stop, take-profit, breakeven, time exit). Synchronous, side-effect-free; shared foundation for live trading and backtesting. |
qs-backtest |
Backtesting engine — strategy-driven and signal-replay modes over historical market data. Simulates fills, tracks P&L, and produces aggregate statistics (win rate, drawdown, profit factor). |
qs-market-data |
Real-time price streaming from CTrader FIX API, exposed to local clients via shared memory IPC (xrpc-rs). Supports per-client subscriptions, price alerts, and automatic reconnection. |
qs-data-preprocess |
Historical market data storage and preprocessing CLI. Imports tick and OHLCV bar CSVs into a local DuckDB database with exchange partitioning, deduplication, and query/management commands. |
qs-symbols |
Symbol registry — TOML-driven canonical name normalization, price precision metadata (pip/digit), and lot specification. Shared across all crates to replace hardcoded symbol mappings. |
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)