qfx
Quant research lab · FX
A research lab for testing trading hypotheses, built to produce trustworthy negative results as readily as positive ones. It runs on FX, one of the markets I trade. Price data is validated as it comes in, and the pass/fail criterion is written before anything is measured.
- Python 3.11
- Pinned exactly so a backtest reproduces next year
- pandas + pyarrow
- Bar data and the Parquet store
- DuckDB
- Queries across the stored history
- pandera
- Schema checks with no silent type coercion
- pytest
- Tests plus a mutation check
- 324 tests over the data pipeline.
- A mutation check breaks each data invariant in turn, and the suite catches 103 of 103.









