Boutquin.Trading.Domain 1.0.2

.NET 10.0 This package targets .NET 10.0. The package is compatible with this framework or higher. 
dotnet add package Boutquin.Trading.Domain --version 1.0.2
                    


                    

                
NuGet\Install-Package Boutquin.Trading.Domain -Version 1.0.2
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="Boutquin.Trading.Domain" Version="1.0.2" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="Boutquin.Trading.Domain" Version="1.0.2" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="Boutquin.Trading.Domain" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add Boutquin.Trading.Domain --version 1.0.2
                    


                    

                
#r "nuget: Boutquin.Trading.Domain, 1.0.2"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package Boutquin.Trading.Domain@1.0.2
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=Boutquin.Trading.Domain&version=1.0.2
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=Boutquin.Trading.Domain&version=1.0.2
                    


                            Install as a Cake Tool

Boutquin.Trading.Domain

Nuget License

Domain Layer

Core domain contracts, events, value objects, enums, and extension methods for the Boutquin.Trading quantitative trading framework.

This package defines all abstractions — Application and Data layer packages provide implementations.

Interfaces (33)

Category Interfaces
Core Engine IPortfolio, IBrokerage, IStrategy, IPositionSizer, IEventProcessor, IEventHandler, IFinancialEvent
Construction IPortfolioConstructionModel, IRobustConstructionModel, ILeveragedConstructionModel, ICovarianceEstimator, IDownsideRiskMeasure, IRebalancingTrigger
Risk IRiskManager, IRiskRule, IDrawdownControl
Tactical IIndicator, IMacroIndicator, IRegimeClassifier
Universe IUniverseSelector, ITimedUniverseSelector
Data IMarketDataFetcher, IMarketDataStorage, IMarketDataProcessor, IEconomicDataFetcher, IFactorDataFetcher, ICurrencyConversionService, ISymbolReader
Infrastructure ITradingCalendar, ITransactionCostModel, ISlippageModel, IOrderPriceCalculationStrategy, ICapitalAllocationStrategy

Events

MarketEvent, SignalEvent, OrderEvent, FillEvent — the four-stage event pipeline driving the backtest engine.

Enums (14)

AssetClassCode, CalendarCompositionMode, ContinentCode, CountryCode, CurrencyCode, EconomicRegime, ExchangeCode, FamaFrenchDataset, OrderType, RebalancingFrequency, SecuritySymbolStandard, SignalType, TimeZoneCode, TradeAction

Value Objects

Asset, SecurityId, StrategyName, RiskEvaluation, BatchRiskEvaluation, AssetWeightConstraints

Analytics Records

BrinsonFachlerResult, CorrelationAnalysisResult, DrawdownPeriod, FactorRegressionResult, WalkForwardResult, MonteCarloResult, AssetMetadata

Extension Methods

  • DecimalArrayExtensions — 20+ financial metrics (Sharpe, Sortino, Calmar, MaxDrawdown, VaR, CVaR, etc.) on decimal[]
  • EquityCurveExtensions — Drawdown analysis, monthly/annual returns from equity curves

Helpers

RollingWindow<T> (generic circular buffer), TearSheet (performance summary record), FamaFrenchConstants, MarketDataFileNameHelper, CholeskyQpSolver

Installation

dotnet add package Boutquin.Trading.Domain

Disclaimer

Boutquin.Trading is open-source software provided under the Apache 2.0 License. It is a general-purpose research and backtesting tool intended for educational purposes only.

This software does not constitute financial advice. All historical performance data represents backtested results computed using actual historical index and ETF return data. Backtested performance is hypothetical and does not represent actual trading. Actual investment results may differ materially. Past performance is not indicative of future results.

The software authors are not registered investment advisers, portfolio managers, or financial planners. Use of this software to make investment decisions is entirely at your own risk. Before making any investment decision, consult with a qualified financial professional who understands your individual circumstances, goals, and risk tolerance.

License

This project is licensed under the Apache 2.0 License. See the LICENSE file for details.

Product Compatible and additional computed target framework versions.
.NET net10.0 is compatible.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages (9)

Showing the top 5 NuGet packages that depend on Boutquin.Trading.Domain:

Package Downloads
Boutquin.Trading.DataAccess

Common abstractions (DbContext, Entity Configurations) specific to a Trading Data Access layer.
Boutquin.Trading.Application

Common abstractions (Strategy, Portfolio, BackTest) specific to a Trading Application layer.
Boutquin.Trading.Data.CSV

CSV market data storage and retrieval for the Boutquin.Trading quantitative trading framework. Reads and writes daily OHLCV and FX rate data in CSV format.
Boutquin.Trading.Data.FamaFrench

Fama-French factor data fetcher for the Boutquin.Trading quantitative trading framework. Downloads factor return series (3-factor, 5-factor, momentum) from the Kenneth R. French Data Library.
Boutquin.Trading.Data.TwelveData

Twelve Data market data fetcher for the Boutquin.Trading quantitative trading framework. Provides OHLCV, adjusted prices, dividends, and splits via the Twelve Data REST API.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
1.0.2 170 3/31/2026
1.0.1 158 3/31/2026
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