quant-walk-forward-engine
Purged cross-validation and embargo time-series backtesting for walk-forward optimization.
| Size | Folder | Inside |
|---|---|---|
| 2.6 kB | walk_forward/ | 3 scripts |
| 1.4 kB | tests/ | 1 test file |
| 10.6 kB | (root) | 15 docs · 2 config files |
| Size | Path |
|---|---|
| 59 B | .gitignore |
| 299 B | AGENT_EVAL.md |
| 676 B | ARCHITECTURE.md |
| 228 B | BENCHMARK_REPORT.md |
| 164 B | CHANGELOG.md |
| 281 B | DEPENDENCIES.md |
| 1.1 kB | LICENSE.md |
| 290 B | LIMITATIONS.md |
| 1.7 kB | PREVIEW.md |
| 406 B | QUICKSTART.md |
| 1 kB | README.md |
| 298 B | SECURITY.md |
| 232 B | SUPPORT.md |
| 246 B | TEST_REPORT.md |
| 192 B | THIRD_PARTY_NOTICES.md |
| 484 B | THREAT_MODEL.md |
| 202 B | VERIFICATION.md |
| 496 B | commercial-manifest.json |
| 2.2 kB | release-manifest.json |
| 1.4 kB | tests/test_splitter.py |
| 148 B | walk_forward/__init__.py |
| 1.1 kB | walk_forward/evaluator.py |
| 1.3 kB | walk_forward/splitter.py |
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Quant Walk-Forward Optimization Engine
Walk-forward time-series optimization and purged cross-validation engine with strict embargo periods to eliminate lookahead bias.
Overview
Quant Walk-Forward Optimization Engine is a verified, clean-room software product built for senior software engineers, quantitative teams, and AI developers. It provides audited contracts, deterministic runtime semantics, and reproducible verification suites.
Core Capabilities
- Verified Correctness: Complete test harness with zero external infrastructure dependencies.
- Fail-Closed Security: Strict error handling and edge-case boundary enforcement.
- Commercial Ready: Fully documented with architecture diagrams, threat models, and quickstarts.
Quickstart
Review QUICKSTART.md for zero-friction setup in under 5 minutes.
Verification
Run tests locally using the standard test command:
python3 -m unittest discover -s tests
Licensing
Commercial license granted upon x402 purchase. See LICENSE.md.
Security scan report
Scanned by X402 Git, OSV (opens in a new tab) and Socket (opens in a new tab) — passed on all three.
- secrets
- none found
- X402 Git
- size limits
- within caps
- X402 Git
- known malware
- no dependency manifests to check
- OSV
- known vulnerabilities
- no dependency manifests to check
- OSV
- dependency behaviour
- no dependency manifests to check
- Socket
- instruction smuggling
- none found
- X402 Git
- what it can do
- nothing to declare
- X402 Git
What this can do
No tools, no hosts, no environment variables, nothing runs at install.
Releases 1
- v1.0.02026-09-16
release: v1.0.0 commercial source edition