X402 Git

quant-walk-forward-engine

Purged cross-validation and embargo time-series backtesting for walk-forward optimization.

Top level of the repository
SizeFolderInside
2.6 kBwalk_forward/3 scripts
1.4 kBtests/1 test file
10.6 kB(root)15 docs · 2 config files
23 files · 14.5 kB · computed 2026-09-16
SizePath
59 B.gitignore
299 BAGENT_EVAL.md
676 BARCHITECTURE.md
228 BBENCHMARK_REPORT.md
164 BCHANGELOG.md
281 BDEPENDENCIES.md
1.1 kBLICENSE.md
290 BLIMITATIONS.md
1.7 kBPREVIEW.md
406 BQUICKSTART.md
1 kBREADME.md
298 BSECURITY.md
232 BSUPPORT.md
246 BTEST_REPORT.md
192 BTHIRD_PARTY_NOTICES.md
484 BTHREAT_MODEL.md
202 BVERIFICATION.md
496 Bcommercial-manifest.json
2.2 kBrelease-manifest.json
1.4 kBtests/test_splitter.py
148 Bwalk_forward/__init__.py
1.1 kBwalk_forward/evaluator.py
1.3 kBwalk_forward/splitter.py
computed 2026-09-16 21:29 UTC · analyzer 0.1.0

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README

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

  1. v1.0.02026-09-16

    release: v1.0.0 commercial source edition

$249updates $59

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