QuantForge v0.1.0

GitHub: formaldehid/quantforge
crates.io: quantforge

QuantForge is research tooling, not investment advice.

Today I'm releasing QuantForge v0.1.0, an open-source Rust project for market data ingestion, strict normalization, and reproducible backtesting.

My goal was simple: build something that feels closer to a TradingView/PineScript-style workflow, but with the guarantees and ergonomics I want as an engineer — source control, explicit interfaces, deterministic rules, and a real programming language.

This first release is intentionally small and opinionated.

What ships in v0.1.0

• Binance Spot OHLCV download over public REST endpoints
• SQLite candle storage with idempotent upserts
• validation for gaps, duplicates, ordering, and OHLC sanity
• deterministic event-driven backtesting
• a built-in SMA crossover example strategy
• a CLI with three core commands: download, validate, and backtest

There is no UI.

The CLI is the product.

Why I built it

I wanted a foundation for open-source quant research in Rust that prioritizes correctness before dashboards.

A lot of trading tools start with charts and a convenient surface area, but leave critical details vague:

• how data is normalized
• how missing or malformed candles are handled
• when a strategy is allowed to act
• when an order is assumed to fill
• what arithmetic is used for portfolio calculations

For this project, I wanted the reverse:

• normalized data first
• explicit validation
• reproducible runs
• boring, inspectable rules for fills and accounting
• code-first strategies

That’s also why the first public release is a single crate. Versioning, publishing, installation, and contributor onboarding stay simple, while the internal boundaries are still clear:

• model
• exchange
• storage
• sdk
• backtest

Determinism is a feature

QuantForge v0.1.0 follows a strict contract:

• timestamps are stored as UTC epoch milliseconds
• prices and volumes use decimal arithmetic, not floating-point math
• strategies observe a completed bar and submit intent
• the engine executes that intent at the next bar open
• data validation is explicit, not best-effort

That probably sounds conservative, and it is.

But for backtesting, conservative and explainable beats clever and ambiguous every time.

Quickstart

Install from crates.io:

cargo install quantforge --locked