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README.md

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# QuantResearch_Opcode
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# QuantResearch
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check out the [link](https://qrsopcode.netlify.app/)
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> **QuantResearch_Opcode** — research-grade quantitative strategy starter kit with an interactive React/TypeScript frontend (cauweb), Python backtesting core, and legacy Streamlit dashboards archived under `legacy/streamlit/`.
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> **QuantResearch** — research-grade quantitative strategy starter kit with an interactive React/TypeScript frontend (cauweb), Python backtesting core, and legacy Streamlit dashboards archived under `legacy/streamlit/`.
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## What’s included (high-level)
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* **Data management** — download market data or generate synthetic price series for experiments.
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* **Factor library** — example implementations of momentum, value, size, and volatility factors.
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* **Vectorized backtesting engine** — supports transaction costs, slippage, portfolio constraints, and configurable rebalancing frequencies (daily, weekly, monthly).
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* **Risk & performance analytics** — returns, drawdowns, Sharpe, turnover, and other risk metrics.
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* **Hyperparameter optimization** — automated tuning with Optuna, pruning, and distributed study support.
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* **CLI & scripts** — small tools to generate data, compute factors, run backtests, and optimize hyperparameters from the terminal.
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* **Production-ready utilities** — type hints, tests, continuous integration, and documentation scaffolding.
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```
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/ (repo root)
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├─ src/quant_research_starter/
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* `src/quant_research_starter/frontend/cauweb/src/lib/wsClient.ts` — typed, reconnecting WS client (if present) -->
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* `python -m quant_research_starter.cli generate-data` — create synthetic price series or download data from adapters
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* `python -m quant_research_starter.cli compute-factors` — calculate and export factor scores
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* `python -m quant_research_starter.cli backtest` — run the vectorized backtest and export results
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* `python -m quant_research_starter.cli autotune` — optimize hyperparameters with Optuna
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<!-- Server responsibilities:
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* Translate backend events (backtest updates, order events) into WS messages and publish to Redis pub/sub / message broker.
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* Implement room/topic filtering and auth checks on subscribe.
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### Hyperparameter Tuning (Autotune)
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The `autotune` command automates hyperparameter search using Optuna with pruning support for efficient optimization.
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**Basic usage:**
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```bash
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# Optimize momentum factor hyperparameters
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qrs autotune -f momentum -n 100 -m sharpe_ratio
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# Use YAML configuration file
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qrs autotune -c examples/autotune_config.yaml
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```
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**Key features:**
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- **Pruning**: Early stopping of bad trials to save computation time
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- **Distributed tuning**: Optional RDB storage (SQLite, PostgreSQL, MySQL) for multi-worker setups
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- **Flexible objectives**: Optimize any metric (Sharpe ratio, total return, CAGR, etc.)
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- **Factor support**: Optimize momentum, volatility, and other factor hyperparameters
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**Example YAML configuration:**
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```yaml
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data_file: "data_sample/sample_prices.csv"
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factor_type: "momentum"
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n_trials: 100
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metric: "sharpe_ratio"
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output: "output/tuning_results.json"
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pruner: "median" # Options: none, median, percentile
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storage: "sqlite:///optuna.db" # Optional: for distributed runs
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```
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See `examples/autotune_config.yaml` for a complete example configuration.
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## APIs & Data flows: to be updated
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# from repo root
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pytest -q
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```
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QuantResearchStarter/
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├─ src/quant_research_starter/
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│ ├─ data/ # data loaders & adapters
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│ ├─ factors/ # factor implementations
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│ ├─ backtest/ # backtester & portfolio logic
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│ ├─ analytics/ # performance and risk metrics
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│ ├─ tuning/ # Optuna hyperparameter optimization
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│ ├─ cli/ # command line entry points
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│ └─ dashboard/ # optional Streamlit dashboard
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├─ examples/ # runnable notebooks & example strategies
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├─ tests/ # unit + integration tests
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└─ docs/ # documentation source
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### Frontend tests
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This project is licensed under the license in `LICENSE` (check root). For questions, open an issue or contact the maintainers listed in `AUTHORS` / `MAINTAINERS` files.
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