feat: Stage 1 skeleton — types, context, engines, exchanges, and tests

Makefile

@@ -0,0 +1,22 @@
+.PHONY: install lint typecheck test ci test-notebooks execute-notebooks
+
+install:
+	poetry install
+
+lint:
+	poetry run ruff check src tests
+	poetry run ruff format --check src tests
+
+typecheck:
+	poetry run mypy src
+
+test:
+	poetry run pytest --cov=src/nexa_backtest --cov-report=term-missing
+
+ci: lint typecheck test
+
+test-notebooks:
+	poetry run jupyter nbconvert --to notebook --execute notebooks/*.ipynb --output-dir /tmp/
+
+execute-notebooks:
+	poetry run jupyter nbconvert --to notebook --execute --inplace notebooks/*.ipynb

pyproject.toml

@@ -0,0 +1,61 @@
+[tool.poetry]
+name = "nexa-backtest"
+version = "0.1.0"
+description = "Backtesting framework for European power markets"
+authors = ["Phase Nexa <dev@phasenexa.com>"]
+license = "MIT"
+readme = "README.md"
+packages = [{ include = "nexa_backtest", from = "src" }]
+repository = "https://github.com/phasenexa/nexa-backtest"
+
+[tool.poetry.dependencies]
+python = "^3.11"
+pydantic = ">=2.0"
+pyarrow = ">=14.0"
+numpy = ">=1.26"
+
+[tool.poetry.extras]
+pandas = ["pandas"]
+plot = ["matplotlib"]
+ml = ["onnxruntime", "scikit-learn"]
+
+[tool.poetry.group.dev.dependencies]
+pytest = ">=7.4"
+pytest-cov = ">=4.1"
+mypy = ">=1.8"
+ruff = ">=0.3"
+
+[tool.ruff]
+target-version = "py311"
+line-length = 100
+src = ["src"]
+
+[tool.ruff.lint]
+select = ["E", "F", "W", "I", "UP", "ANN", "B", "C4", "SIM", "RUF"]
+ignore = ["ANN401"]
+
+[tool.ruff.lint.per-file-ignores]
+"tests/**" = ["ANN"]
+
+[tool.mypy]
+python_version = "3.11"
+strict = true
+files = ["src"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = "--tb=short"
+
+[tool.coverage.run]
+source = ["src/nexa_backtest"]
+
+[tool.coverage.report]
+exclude_lines = [
+    "pragma: no cover",
+    "if TYPE_CHECKING:",
+    "\\.\\.\\.",
+]
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"

src/nexa_backtest/__init__.py

@@ -0,0 +1,56 @@
+"""nexa-backtest: Backtesting framework for European power markets.
+
+Key public exports for Task 01. Additional exports will be added as
+subsequent tasks are implemented.
+"""
+
+from nexa_backtest._version import __version__
+from nexa_backtest.context import SignalValue, TradingContext
+from nexa_backtest.exceptions import (
+    AlgoError,
+    DataError,
+    ExchangeError,
+    MatchingError,
+    NexaBacktestError,
+    SignalError,
+    UnsupportedFeatureError,
+    ValidationError,
+)
+from nexa_backtest.types import (
+    MTU,
+    AuctionInfo,
+    CancelResult,
+    Fill,
+    Order,
+    OrderBook,
+    OrderResult,
+    OrderStatus,
+    Position,
+    PriceLevel,
+    Side,
+)
+
+__all__ = [
+    "MTU",
+    "AlgoError",
+    "AuctionInfo",
+    "CancelResult",
+    "DataError",
+    "ExchangeError",
+    "Fill",
+    "MatchingError",
+    "NexaBacktestError",
+    "Order",
+    "OrderBook",
+    "OrderResult",
+    "OrderStatus",
+    "Position",
+    "PriceLevel",
+    "Side",
+    "SignalError",
+    "SignalValue",
+    "TradingContext",
+    "UnsupportedFeatureError",
+    "ValidationError",
+    "__version__",
+]

src/nexa_backtest/_version.py

@@ -0,0 +1 @@
+__version__ = "0.1.0"