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Static analyzer for quantitative trading code — catches look-ahead bias, future functions, survival bias, and other fatal bugs

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# qtype

**English | [简体中文](README.zh.md)**

> **Static analyzer for quantitative trading code.** Catches look-ahead bias, future functions, survival bias, alignment errors, and return offset bugs — before they ruin your backtest.

```bash
pip install qtype
qtype check my_strategy.py
```

---

## Why qtype?

Backtests lie when your code has subtle time-leak bugs. The most expensive ones look completely innocent:

```python
df["forward_return"] = df["close"].pct_change()   # ← inverted!
```

That one line will turn your sharpe-0.3 strategy into a sharpe-3.0 hallucination. qtype is a Python AST-based linter that catches these patterns before your strategy ever hits production.

## Find the bug

```python
import pandas as pd

def make_signal(df: pd.DataFrame) -> pd.Series:
    return df["close"].shift(-1) > df["close"]
```

<details>
<summary>Click to reveal</summary>

`shift(-1)` moves the data forward in time, so at row `t` you're seeing tomorrow's close. qtype flags this as `QT001`.

```
$ qtype check make_signal.py

Found 1 issue in 1 file

make_signal.py
    QT001  line 4  shift(-1) leaks future data at row t
                   → use shift(1) to access past data
```

</details>

## Built-in rules (v0.1)

| ID    | Name             | Severity | What it catches                                                          |
|-------|------------------|----------|--------------------------------------------------------------------------|
| QT001 | look-ahead-bias  | error    | `.shift(N)` with negative integer literal                                |
| QT002 | future-function  | error    | calls to `lead`, `look_forward`, `peek_future`, `forward_fill_future`     |
| QT003 | survival-bias    | warning  | universe-builder functions missing ST / suspended / delisted filters     |
| QT004 | alignment-error  | warning  | `.merge()` calls without explicit `on=` / `left_on=` / `left_index=`     |
| QT005 | return-offset    | warning  | `pct_change()` assigned to a `forward_*` / `next_*` / `target` variable   |

Run `qtype rules` for a live list with severity colors.

## Usage

```bash
qtype check ./my_strategy/                  # scan a directory
qtype check alpha.py --format json          # machine-readable output
qtype check alpha.py --rules QT001,QT003    # only these rules
qtype rules                                 # list all rules
qtype init .                                # scaffold .qtype.toml (v0.2 will load it)
```

Exit codes: `0` clean, `1` violations found.

## As a Python library

```python
from qtype import QtypeAnalyzer

analyzer = QtypeAnalyzer()
violations = analyzer.check_source(open("alpha.py").read(), filename="alpha.py")
for v in violations:
    print(f"{v.rule_id} {v.file}:{v.line}  {v.message}")
```

## Installation

```bash
pip install qtype                           # with pip
uv add qtype                                # with uv (recommended)
```

Requires Python 3.11+.

## Roadmap

| Version | What                                                                              |
|---------|-----------------------------------------------------------------------------------|
| v0.1    | 5 rules + CLI + SDK *(you are here)*                                              |
| v0.2    | `# noqa: QTNNN` inline suppression + `.qtype.toml` config + `--fix` autofix       |
| v0.3    | GitHub Action wrapper + ruff plugin compatibility                                 |
| v0.4    | LLM-assisted suggestions for missed rules                                         |

## Part of `alpha-kit`

qtype is the first tool in `alpha-kit` — a polyrepo of focused, single-purpose quant research tools (regime-lens, backtest-debugger, paper2alpha, ...). Each tool ships independently.

## License

MIT (c) VernonOY

qtype

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