boutquin 

Domain-Driven Design building blocks for .NET — Entity base class, Result pattern, Guard clauses, strongly typed IDs, domain exceptions, and JSON converters.

Common abstractions (entities, enums, exceptions, interfaces, types and logic) specific to a Trading Domain layer.

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

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

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.

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.

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.

Frankfurter FX rate fetcher for the Boutquin.Trading quantitative trading framework. Provides ECB-sourced daily exchange rates via the open Frankfurter API.

FRED (Federal Reserve Economic Data) fetcher for the Boutquin.Trading quantitative trading framework. Provides treasury yields, inflation indicators, GDP, and economic time series via the FRED REST API.

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

Domain abstractions for data-intensive storage engines — interfaces for key-value stores, storage indices, Bloom filters, serialization, and LSM-tree components.

Storage engine implementations inspired by Designing Data-Intensive Applications — append-only file storage, log-segmented engines, Red-Black trees, Bloom filters, hash algorithms (FNV-1a, Murmur3, xxHash32),... More information

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