QuantTraderProject — Documentation Index

Current Status: Phase 2 Complete ✅ | Phase 3 Planning 📋

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Quick Navigation

📊 Latest Results

• DEMO_EXECUTION_SUMMARY.md ← START HERE (visual summary)
• DEMO_RESULTS_ANALYSIS.md (detailed results analysis)
• analyze_demo.py (script to analyze results)

📖 Project Documentation

• AI_CONTEXT.md (technical specifications)
• PROJECT_STATUS.md (current state + roadmap)
• PHASE2_COMPLETION.md (Phase 2 detailed summary)

🧪 Testing & Quality

• tests/test_signal.py (14 signal tests)
• tests/test_backtest.py (12 backtest tests)
• tests/test_yahoo.py (8 new data pipeline tests)
• All 34 tests passing ✅

🔧 Source Code

• src/signal.py (V1 & V2 signal implementations)
• src/backtest.py (deterministic backtest engine)
• src/data.py (data loading & alignment)
• src/main.py (walk-forward evaluation)
• src/yahoo.py (NEW: Yahoo Finance fetching + caching)
• src/plotting.py (equity curve visualization)

📜 Scripts

• scripts/fetch_yahoo_data.py (NEW: fetch data from Yahoo Finance)
• scripts/demo_latest.py (NEW: end-to-end demo)
• analyze_demo.py (NEW: results analyzer)

📁 Data & Results

• data/es_prices.csv (ES daily prices)
• data/spy_prices.csv (SPY daily prices)
• data/cache/ (cached Yahoo Finance data)
• results/best_params_v2.csv (V2 best parameters)
• results/test_equity_curve_v2.csv (V2 test equity)
• results/test_summary_v2.csv (V2 test metrics)
• Plus V1 equivalents

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Phase Summary

Phase 1: Backtest Engine ✅

What: Deterministic backtesting with proper accounting
Files: src/signal.py, src/backtest.py, src/main.py
Tests: 26 passing
Status: Production ready

Phase 2: Data Pipeline ✅

What: Yahoo Finance integration + demo script
Files: src/yahoo.py, scripts/fetch_yahoo_data.py, scripts/demo_latest.py
Tests: 8 new tests, all passing
Status: Production ready

Phase 3: Extended History 📋

What: Multi-year regime analysis
Command: python scripts/demo_latest.py --lookback 1095 --signal v2
Status: Ready to execute

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Key Results

V2 Signal Beats V1

Metric	V1	V2	Winner
Test Sharpe	0.402	0.558	V2 +38.9%
Test Return	0.37%	0.49%	V2 +33.9%

Backtesting Details

• Data: 253 trading days (Jan 1 – Dec 31, 2024)
• Train/Test: 60% / 40% split
• Parameters tested: 125 combinations
• Best V2 params: Window=30, Entry=1.0, Exit=1.0

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How to Use This Project

Run Demo Analysis (No Internet Required)

python analyze_demo.py

Fetch Fresh Data (Requires Internet)

python scripts/fetch_yahoo_data.py --lookback 365

Run End-to-End Demo

python scripts/demo_latest.py --lookback 365 --signal v2

Run All Tests

pytest tests/ -v

Extended History Analysis

python scripts/demo_latest.py --lookback 1095 --signal v2 --no-plot

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Repository Structure

QuantTraderProject/
├── src/
│   ├── signal.py              (V1 & V2 signals)
│   ├── backtest.py            (deterministic backtest)
│   ├── data.py                (load & align data)
│   ├── main.py                (walk-forward evaluation)
│   ├── yahoo.py               (NEW: Yahoo Finance API)
│   └── plotting.py            (equity visualization)
├── scripts/
│   ├── fetch_yahoo_data.py    (NEW: fetch tool)
│   └── demo_latest.py         (NEW: demo script)
├── tests/
│   ├── test_signal.py         (14 tests)
│   ├── test_backtest.py       (12 tests)
│   ├── test_yahoo.py          (NEW: 8 tests)
│   └── fixtures/
│       └── yahoo_sample.json  (NEW: test data)
├── data/
│   ├── es_prices.csv          (ES prices)
│   ├── spy_prices.csv         (SPY prices)
│   └── cache/                 (Yahoo Finance cache)
├── results/
│   ├── best_params_v2.csv     (V2 best params)
│   ├── test_summary_v2.csv    (V2 test metrics)
│   ├── test_equity_curve_v2.csv (V2 equity)
│   └── ... (V1 equivalents)
├── AI_CONTEXT.md              (tech specs)
├── PROJECT_STATUS.md          (status + roadmap)
├── PHASE2_COMPLETION.md       (detailed summary)
├── DEMO_RESULTS_ANALYSIS.md   (results analysis)
├── DEMO_EXECUTION_SUMMARY.md  (execution report)
└── analyze_demo.py            (results analyzer)

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Implementation Checklist

Core Systems

• Signal generation (V1 & V2)
• Deterministic backtest engine
• Walk-forward evaluation
• Parameter sweep (125 combinations)
• Yahoo Finance integration
• Deterministic caching
• Data alignment

Quality Assurance

• 34 unit tests (100% passing)
• No lookahead bias
• No hardcoded paths
• No breaking changes
• Offline test coverage

Documentation

• Technical specifications (AI_CONTEXT.md)
• Project status (PROJECT_STATUS.md)
• Phase 2 summary (PHASE2_COMPLETION.md)
• Results analysis (DEMO_RESULTS_ANALYSIS.md)
• Execution report (DEMO_EXECUTION_SUMMARY.md)

Deliverables

• Phase 1 backtest engine
• Phase 2 data pipeline
• Production-ready code
• Full test coverage
• Reproducible results

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Next Actions

Immediate (Execute Now)

1. Review DEMO_EXECUTION_SUMMARY.md
2. Run python analyze_demo.py to verify results
3. Read DEMO_RESULTS_ANALYSIS.md for deep insights

Short Term (Next Sprint)

1. Execute Phase 3: python scripts/demo_latest.py --lookback 1095
2. Analyze performance across market regimes
3. Document any regime-dependent behavior

Medium Term

1. Intraday extension (hourly bars)
2. Advanced risk management (dynamic stops)
3. Parameter sensitivity analysis

Long Term

1. Live trading integration
2. Real-time monitoring
3. Portfolio optimization

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Support & Questions

All information is contained in:

1. DEMO_EXECUTION_SUMMARY.md — Start here for overview
2. AI_CONTEXT.md — Technical details
3. PROJECT_STATUS.md — Current state + roadmap
4. Code comments — Minimal but present

To Run Any Analysis:

# View results
python analyze_demo.py

# Run tests
pytest tests/ -v

# View status
cat PROJECT_STATUS.md | head -100

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Version Info

• Phase: 2 Complete ✅
• Last Updated: January 10, 2026
• Python: 3.13+
• Key Libraries: pandas, numpy, pytest, matplotlib

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Status: 🟢 PRODUCTION READY

See DEMO_EXECUTION_SUMMARY.md for the latest results!