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API Reference

This section provides API reference documentation for the QuantCore packages.

Packages

quantcore

The core quantitative trading library.

Module Description
quantcore.features 200+ technical indicators
quantcore.backtesting Event-driven backtesting engine
quantcore.models ML model training and prediction
quantcore.rl Reinforcement learning agents
quantcore.options Options pricing and Greeks
quantcore.microstructure Order book and execution
quantcore.research Statistical tests and analysis
quantcore.risk Position sizing and controls
quantcore.validation Leakage detection

Quick Import:

import quantcore as qc

# Access timeframes
qc.Timeframe.DAILY
qc.Timeframe.HOURLY_4

# Common types
qc.OHLCV
qc.Signal
qc.Returns

quant_pod

Multi-agent trading system.

Module Description
quant_pod.crews Agent crew assembly
quant_pod.flows Trading workflows
quant_pod.knowledge Persistent knowledge store
quant_pod.memory Agent communication
quant_pod.tools MCP bridge and utilities

Quick Import:

from quant_pod.crews import TradingCrew
from quant_pod.flows import TradingDayFlow
from quant_pod.knowledge import KnowledgeStore

quant_arena

Historical simulation engine.

Module Description
quant_arena.historical Simulation components

Quick Import:

from quant_arena.historical import Engine, SimBroker, DataLoader

etrade_mcp

E-Trade MCP server.

Module Description
etrade_mcp.client E-Trade API client
etrade_mcp.auth OAuth authentication
etrade_mcp.models Data models
etrade_mcp.server MCP server

Type Definitions

from quantcore import (
    OHLCV,          # DataFrame with OHLCV columns
    Signal,         # Series with values in [-1, 1]
    Returns,        # Series of returns
    FeatureMatrix,  # DataFrame of features
    BacktestMetrics,# Dict of backtest results
    TradeRecord,    # Single trade record
)

Configuration Classes

from quantcore.config import (
    Timeframe,      # Enum of supported timeframes
    Settings,       # Global settings
    TIMEFRAME_PARAMS,  # Timeframe parameters
)

Generating Full API Docs

For complete API documentation, use pdoc or sphinx:

# Generate with pdoc
pdoc packages/quantcore -o docs/api/quantcore

# Generate with sphinx
cd docs && sphinx-apidoc -o api ../packages/quantcore