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Add ALPHAC, canli-backtest and canli-pit-lake - #718

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arhancanli wants to merge 1 commit into
wilsonfreitas:mainfrom
arhancanli:add-canli-projects
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arhancanli wants to merge 1 commit into
wilsonfreitas:mainfrom
arhancanli:add-canli-projects

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Three related open-source projects from the same author (MIT, Python 3.12, active):

  • ALPHAC (Trading & Backtesting): the full cross-asset research and paper-trading engine: point-in-time data, walk-forward validation, multiple-testing accounting, and a published forward record at canlicapital.com.
  • canli-backtest (Trading & Backtesting): the simulation and validation layer, published standalone. Look-ahead raises LookaheadError structurally; reports deflated Sharpe against the full trial count.
  • canli-pit-lake (Market Data & Data Sources): the point-in-time data layer, published standalone. Every read takes an explicit as_of; corporate actions filter on knowability; no survivorship bias.

The two standalone repos are byte-identical extractions of ALPHAC's code (tools/check_parity.py), which is why they are submitted together. Each README has usage examples.

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