BagelQuant

bagelquant-bt Documentation

bagelquant-bt measures research outputs. It does not build signals and it does not retrieve market data.

The expected workflow is:

daily data -> factor or weights DataFrame -> bagelquant-bt result

The package is DataFrame-first. Prices and signal values must be numeric pandas.DataFrame objects.

Main Entry Points

from bagelquant_bt import BacktestConfig, run_backtest

result = run_backtest(
    weights,
    prices,
    kind="weights",
    config=BacktestConfig(initial_capital=1_000_000),
)

Use kind="weights" when the first argument is portfolio weights.

Use kind="factor" when the first argument is factor scores.

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