Signal → execution → ledger → state → backtest
A public satellite of LASZLO Quantification · Not financial advice
A production-ready Streamlit terminal for multi-asset systematic workflows.
Discretionary DCA and value-averaging become an operator loop you can replay, export, and defend:
signal generation → constrained execution → ledger → portfolio state → backtest / snapshot
Coverage: Value Averaging (VA) · DCA · rebalance · cross-asset macro (BTC, TSLA, QQQ, 000300.SS, GLD).
Sister project to the private LASZLO on-chain engine — same discipline, traditional-asset surface. See public projects index.
| Module | What you get |
|---|---|
| Execution | VA / DCA / rebalance signals with actionable sizes; cash constraints, fees, slippage preview |
| Stats | SMA distance, Z-score, RSI, upside/downside, confidence, EV |
| Macro | Cross-asset confidence & EV — chart + table |
| Backtest | Monthly simulation — return, vol, max drawdown, Sharpe-like; budget injection & costs |
| Ledger | Local execution log, portfolio persistence, rebuild from ledger |
| I/O | CSV import/export, Markdown reports, ZIP snapshot packages |
python -m streamlit run app.pyPort busy? python -m streamlit run app.py --server.port 8502
One command:
.\run.ps1 # Windows
./run.sh # macOS / LinuxDocker: docker compose up --build → http://localhost:8501
pip install -r requirements-dev.txt
pytest -q
python -m py_compile app.py| Doc | Link |
|---|---|
| Contributing | CONTRIBUTING.md |
| Security | SECURITY.md |
| Issues | GitHub Issues |
| Path | Role |
|---|---|
app.py |
Main Streamlit app |
tests/ |
Core quant logic unit tests |
.github/workflows/ci.yml |
CI |
run.ps1 / run.sh |
Cross-platform bootstrap |
streamlit resolves to old Anaconda → use python -m streamlit run app.py
Port 8501 in use → --server.port 8502
Research and education only. Not financial advice. Use at your own risk.
LASZLO Quantification · Measurable loops, explicit constraints