Quant Research Demo Website

Author: ayushkrtiwari

.coverage

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+---
+name: "Good First Issue: Add Bollinger Bands factor"
+about: Implement a simple Bollinger Bands factor example
+labels: good-first-issue
+---
+
+### Summary
+Add a new example factor `BollingerBandsFactor` under `src/quant_research_starter/factors/`.
+
+### Tasks
+- Create `bollinger.py` with a factor computing z-score of price vs. rolling band.
+- Export in `factors/__init__.py`.
+- Add unit tests in `tests/test_factors.py`.
+- Update README with a short mention.
+
+### Definition of Done
+- `pytest` passes and coverage unchanged or better.
+
+---
+name: "Good First Issue: Add New Simple Factor"
+title: "Factor Implementation: [Your Factor Name]"
+labels: ["good-first-issue", "enhancement", "factors"]
+assignees: []
+---
+
+## Description
+Add a new factor implementation to the factors module. This is a great first issue to understand how factors work in the framework.
+
+## Suggested Factor
+**Factor Name**: Liquidity Factor  
+**Description**: Measure trading liquidity using volume-based metrics
+
+## Implementation Steps
+1. Create new file `src/quant_research_starter/factors/liquidity.py`
+2. Implement a `LiquidityFactor` class inheriting from `Factor`
+3. Use trading volume (or synthetic volume) to compute liquidity measures
+4. Add basic tests in `tests/test_factors.py`
+5. Update `src/quant_research_starter/factors/__init__.py` to export the new factor
+
+## Code Example
+```python
+class LiquidityFactor(Factor):
+    def compute(self, prices: pd.DataFrame, volumes: pd.DataFrame = None) -> pd.DataFrame:
+        # Your implementation here
+        # Suggested: Use dollar volume or turnover as liquidity proxy
+        pass

.github/ISSUE_TEMPLATE/good

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+---
+name: "Good First Issue: Add weekly/monthly rebalancing option"
+about: Add `rebalance_freq` support to `VectorizedBacktest`
+labels: good-first-issue
+---
+
+### Summary
+Teach `VectorizedBacktest` to rebalance weekly or monthly via a `rebalance_freq` parameter.
+
+### Tasks
+- Update `_should_rebalance` to respect `W` and `M` frequencies.
+- Add tests in `tests/test_backtest.py`.
+- Document in README.
+
+### Definition of Done
+- Tests pass; daily default unchanged.
+
+
+

.github/ISSUE_TEMPLATE/good-first-issue-1.md

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+---
+name: "Good First Issue: Add Plotly PnL chart to CLI"
+about: Enhance CLI to output interactive Plotly HTML chart
+labels: good-first-issue
+---
+
+### Summary
+Modify CLI backtest command to also save a Plotly HTML chart for PnL.
+
+### Tasks
+- Use Plotly to create an interactive equity curve.
+- Save to `output/backtest_plot.html`.
+- Add a unit smoke test that the file is created.
+
+### Definition of Done
+- CLI still supports Matplotlib PNG; Plotly HTML added.
+
+
+

.github/ISSUE_TEMPLATE/good-first-issue-2.md

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+### Summary
+Describe the change and why it’s needed.
+
+### Changes
+- 
+
+### Testing
+- [ ] `pytest` passes locally
+- [ ] Linting passes (`ruff`, `black`)
+
+### Screenshots (optional)
+
+### Related Issues
+Fixes #
+
+
+

.github/ISSUE_TEMPLATE/good-first-issue-3.md

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+name: CI
+
+on:
+  push:
+    branches: [ main, develop ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: [3.10, 3.11, 3.12]
+
+    steps:
+    - uses: actions/checkout@v4
+    
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+    
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install -e ".[dev]"
+    
+    - name: Lint with ruff
+      run: |
+        ruff check src/ tests/
+    
+    - name: Check formatting with black
+      run: |
+        black --check src/ tests/
+    
+    - name: Run tests
+      run: |
+        pytest --cov=src/quant_research_starter --cov-report=xml
+    
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v3
+      with:
+        file: ./coverage.xml
+        flags: unittests
+        name: codecov-umbrella
+
+  build-docker:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v4
+    
+    - name: Build Docker image
+      run: |
+        docker build -t quant-research-starter:latest .

.github/PULL_REQUEST_TEMPLATE.md

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+repos:
+  - repo: https://github.com/psf/black
+    rev: 23.7.0
+    hooks:
+      - id: black
+        args: ["--line-length=88"]
+  - repo: https://github.com/charliermarsh/ruff-pre-commit
+    rev: v0.0.280
+    hooks:
+      - id: ruff
+        args: ["--fix"]
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v4.4.0
+    hooks:
+      - id: end-of-file-fixer
+      - id: trailing-whitespace
+
+
+

.github/workflows/ci.yml

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+### Code of Conduct
+
+We are committed to fostering a welcoming and inclusive community.
+
+#### Our Standards
+- Be respectful and considerate.
+- Assume good intent; seek to understand.
+- Accept constructive feedback gracefully.
+- Focus on what is best for the community.
+
+#### Unacceptable Behavior
+- Harassment, discrimination, or demeaning comments.
+- Trolling, personal attacks, or political flame wars.
+- Publishing others' private information without consent.
+
+#### Enforcement
+- Report incidents to the maintainers via `SECURITY.md` contact or GitHub.
+- Maintainers may take appropriate action, including warnings or bans.
+
+Adapted from the Contributor Covenant.
+
+
+

.pre-commit-config.yaml

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+### Contributing Guidelines
+
+Thank you for considering contributing to QuantResearchStarter!
+
+#### Getting Started
+- Fork the repo and create your branch from `main`.
+- Python 3.10+ is required.
+- Install in editable mode: `pip install -e .[dev]`.
+- Run tests and linters locally: `make test` and `make lint`.
+
+#### Development Workflow
+- Create a focused branch: `feature/<short-name>` or `fix/<short-name>`.
+- Write unit tests for new features and bug fixes.
+- Ensure `ruff` and `black` pass.
+- Update documentation and docstrings as needed.
+
+#### Pull Requests
+- Fill in the PR template.
+- Keep PRs small and focused.
+- Include before/after behavior when applicable.
+- Link related issues.
+
+#### Good First Issues
+- Look for issues labeled `good-first-issue` or `help-wanted`.
+- Comment on an issue to get assigned.
+
+#### Code Style
+- Follow PEP8 with `ruff` and `black` formatting.
+- Use type hints for public functions.
+- Keep functions small and readable.
+
+#### Testing
+- Tests live under `tests/` and run with `pytest`.
+- Aim for ~70% coverage of core modules.
+
+#### Commit Messages
+- Use imperative tone: "Add X", "Fix Y".
+- Reference issues: `Fixes #123`.
+
+#### Security
+- See `SECURITY.md` to report vulnerabilities.
+
+We appreciate your contributions!
+
+
+