Skip to content
OpenQuant OpenQuant Documentation

Quickstart

Goal

Section titled “Goal”

Confirm that your local environment can run OpenQuant’s core tests and documentation quality gates.

Step 1: Clone and enter repository

Section titled “Step 1: Clone and enter repository”
Terminal window
git clone https://github.com/Open-Quant/openquant.git
cd openquant

Step 2: Run fast library validation

Section titled “Step 2: Run fast library validation”
Terminal window
cargo test --workspace --lib --tests --all-features -- --skip test_sadf_test

Expected result:

  • non-slow test suite passes.

Step 3: Run slow structural-break hotspot

Section titled “Step 3: Run slow structural-break hotspot”
Terminal window
cargo test -p openquant --test structural_breaks test_sadf_test -- --ignored

Expected result:

  • explicit slow-path test passes.

Step 4: Validate docs build and quality gates

Section titled “Step 4: Validate docs build and quality gates”
Terminal window
cd docs-site
bun run check:docs

Expected result:

  • build, check:links, check:api-drift, and check:content-schema all pass.

Step 5: Run your first research workflow

Section titled “Step 5: Run your first research workflow”
from openquant.research import make_synthetic_futures_dataset, run_flywheel_iteration


# Generate deterministic synthetic multi-asset futures data
dataset = make_synthetic_futures_dataset(n_bars=192, seed=7)


# Run a complete AFML pipeline: events → labels → sizing → portfolio → risk
result = run_flywheel_iteration(dataset)


# Inspect key metrics
print(result["summary"])
# portfolio_sharpe | realized_sharpe | value_at_risk | net_sharpe | turnover


# Check promotion gates (is this strategy viable?)
print(result["promotion"])
# {'passed_net_sharpe': True, 'promote_candidate': True, ...}

Step 6: Continue to workflow docs

Section titled “Step 6: Continue to workflow docs”