Quant Buffet API

Templates

Pre-built make_* factories in backtest.templates.

`backtest.templates` provides reusable **make_*** functions that return (on_day, ready) — the same contract as your own make_on_day body. Import and delegate instead of rewriting common patterns.

Pattern

from backtest.templates import make_sma_trend

ASSETS = ["SPY", "QQQ", "IWM"]

def make_on_day(prices: pd.DataFrame):
    return make_sma_trend(prices, ASSETS, {"sma_days": 200})

Available factories

Function	Idea	Key params
`make_sma_trend`	Long assets above SMA	`sma_days` (default 200)
`make_dual_ma`	Fast MA > slow MA	`fast`, `slow`
`make_abs_momentum`	Rank by trailing return, top N	`lookback`, `top_n`, `cash_symbol`
`make_dual_momentum`	Absolute + relative momentum filter	`lookback`, `top_n`
`make_momentum_rotation`	Monthly rotate into winners	`lookback`, `top_n`
`make_equal_weight`	Static equal weight rebalance	`rebalance` cadence in params
`make_mean_reversion`	Buy recent losers (z-score)	`lookback`, `entry_z`
`make_vol_target`	Scale exposure to vol target	`lookback`, `target_vol`
`make_risk_parity`	Inverse-vol weights	`lookback`

Note. Templates rebalance on month boundaries or daily depending on the factory — read the source in backtest/templates.py when tuning turnover.

Custom params

from backtest.templates import make_abs_momentum

ASSETS = ["SPY", "EFA", "EEM", "TLT", "GLD", "BIL"]

def make_on_day(prices: pd.DataFrame):
    return make_abs_momentum(
        prices,
        ASSETS,
        {"lookback": 126, "top_n": 3, "cash_symbol": "BIL"},
    )