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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.
pip install qtype
qtype check my_strategy.pyBacktests lie when your code has subtle time-leak bugs. The most expensive ones look completely innocent:
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.
import pandas as pd
def make_signal(df: pd.DataFrame) -> pd.Series:
return df["close"].shift(-1) > df["close"]Click to reveal
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
| 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.
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.
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}")pip install qtype # with pip
uv add qtype # with uv (recommended)Requires Python 3.11+.
| 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 |
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.
MIT (c) VernonOY
