By
@vxyzln
An open-source quantitative trading research and simulation platform that uses real market data, statistical models, backtesting, risk analysis, Monte Carlo simulation, optimization, and eventually ML to generate and evaluate trading strategies and paper-trading decisions.
Quanta V0.1 - Data Loader Foundation. The version 0.1 today, I began implementing the market data layer and created the initial CSV data loader. Loader currently reads OHLCV data using pandas and perform basic validation for required columns, dates, formatting, duplicate dates, and chronological ordering. I also introduced pathlib.path Pandlas data frames, type hints, boolean relation, date time conversion, duplicate detection, sorting, and index handling. This is my first time building a project, a larger software project from scratch. So, the focus today was my understanding the architecture, implementing the PCs other than relying on the generated code. Next, improve the validation layer handle invalid inputs with proper exception. Standardize the return data frame and begin testing the loader with valid and intentionally invalid data sets
