Shadow¶

shadow is the master project in the Shadow stack.

It combines the major platform components into one strategy research and execution architecture, including data access through shadow-ingest, factor definition through shadow-factor, and large-scale backtest execution through the engine layer.

What It Is For¶

Use shadow when you want to:

• combine data, factor, and strategy workflows under one project boundary
• define factors with shadow-factor DSL and turn them into executable strategies
• express strategy behavior through stable specs instead of ad hoc scripts
• run industry-level batch backtests with shared abstractions and execution rules
• standardize account, position, trade, and reporting concepts across the stack

Main Components¶

• shadow-ingest — market data access and dataframe-oriented query APIs
• shadow-factor — factor DSL and factor-oriented research building blocks
• backtest engine — strategy execution, portfolio simulation, and report generation

Architectural Role¶

shadow is the composition layer.

It is where the major components are meant to fit together coherently:

• ingest provides usable data inputs
• factor provides reusable signal definitions
• the engine turns signals and specs into runnable strategies and reports

Main Building Blocks¶

• Quick Start
• Core Abstractions

Documentation Focus¶

The documentation for shadow will focus on:

• cross-component workflow
• strategy spec design
• factor-to-strategy execution flow
• batch backtest orchestration
• account, position, trade, and report abstractions