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QuantBot — Simulation and Backtesting Lab

Prime directive: no live trading execution. This repo simulates and backtests caller-centric trade management policies from historical alert data. It does not route orders or sign transactions.

Current milestone: SMKR-01 ingestion smoke run DONE (2026-05-20) 13 canonical ingestion checks pass. Ingestion canonicalization IC-01–IC-14 complete.


Hard rules

  • Never mutate $OPN_ROOT/canon/ Parquet — Tier 0 is append-only truth.
  • ClickHouse and DuckDB (data/alerts.duckdb) are disposable Tier 1 — rebuild them, never trust them as source of truth.
  • No live trading, wallet signing, or real-money order routing.
  • Every canonical alert write must include all IC-03 fields (source_group_id, raw_message_hash, schema_version, dedupe_key, caller_identity_status).

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