Quant Workbench

Extension providing market data, watchlists, charts and strategy tooling.

Charts with 35 drawing tools and indicators in overlay and study panes; a no-code strategy designer generated from the engine's own type system; and an evolutionary search that reports every candidate twice — on the bars it was fitted to, and on bars withheld from the search.

Setup

The workbench is the user interface for two other processes, and installs without either. What each one adds:

Strategies and backtests — the engine

pip install sophostechne-quant

Then point the extension at the interpreter you installed it into:

{ "quant.engine.pythonPath": "/path/to/venv/bin/python" }   // Scripts\\python.exe on Windows

Working from a checkout of the engine instead? Set quant.engine.projectPath to it and leave pythonPath empty — its .venv is found from there. With the checkout open as your folder, neither setting is needed.

Without this, the designer opens and charts work, but evaluating, searching and walking a strategy forward all report that no interpreter is configured.

Historical charts, with nothing installed

Charts draw real historical prices out of the box, with no daemon and no credentials — bars come from https://bars.sophostechne.com, which serves IEX data derived from published captures. Point quant.bars.url at your own service to use different data, or empty it to fall back to the simulated feed.

Bars stop at the last session's close, so the badge reads history only — accurate rather than reassuring.

Live prices — the daemon

npx @sophostechne/quant-daemon

Defaults to 127.0.0.1:8787, which is where the extension looks; change that with quant.daemon.host and quant.daemon.port. Providers, credentials and tuning are documented in the daemon repository.

What a chart falls back to

In order: a daemon, then published history, then a synthetic feed. The last is a seeded random walk that must not be traded on — the status bar reads Simulated and charts carry a simulated data badge. Turn it off with quant.daemon.allowSimulatedFeed: false.

The badge always names the actual source of the bars on screen rather than the state of the connection, because with no daemon those two stopped meaning the same thing: real published history and invented prices are both reachable, and only the fetch knows which answered.

Architecture

The important constraint is that tick traffic must not flow through the extension host.

Webview.postMessage has no transfer list, so every message costs a structured clone plus two IPC hops (extension host → main thread → webview iframe). The extension host is also single threaded and shared with every other extension, so a busy feed there stalls unrelated work. The design therefore splits into two planes:

market data daemon (separate process, see the quant-daemon repository)
  ├── control socket  ──── JSON ────▶  extension host   (this extension)
  │      subscribe / unsubscribe / history / symbol interning
  │
  └── data socket  ──── binary ────▶  chart webviews    (direct, bypasses the host)
         packed 32-byte tick records, see src/protocol.ts

The extension host holds the control plane only. Chart webviews open their own socket to the daemon and read packed frames straight out of an ArrayBuffer with a DataView.

Order routing and strategy execution belong in their own processes for the same reason, plus one more: the extension host is restartable and any extension can crash it.

Rate discipline

Ticks arrive far faster than any UI can repaint, so every display surface coalesces:

• the watchlist TreeView is DOM backed and repaints on a timer (quant.watchlist.refreshIntervalMs, default 250ms)
• the chart canvas repaints on requestAnimationFrame, never in the message handler

Surfaces

.chart files are JSON ({ symbol, timeframe, bars }). Backing charts with real text documents means layouts get save, undo, diff and version control for free, and a chart is just another editor tab — splits, editor groups and Move Editor into New Window work with no extra code.

Charts and designer strategies live in ~/.quant, not in the open workspace: the same layout is the one you want from any window, and it does not end up committed to whatever repository happened to be open when you drew it.

Running without a daemon

With no daemon reachable the extension draws published history, and falls back to a synthetic feed (src/marketData/simulator.ts) only when that is unreachable too. In that mode the extension host relays simulated ticks over postMessage, which is a development affordance and not the real data path. The status bar shows Simulated with a warning background, and charts show a simulated data badge. Disable it with quant.daemon.allowSimulatedFeed: false.

Prices in this mode are a seeded random walk and must not be traded on.

Build

npm run compile     # extension host bundle to out/, webview bundles to media/
npm run watch       # the same, rebuilt on change
npm run typecheck   # tsc --noEmit over both tsconfigs, plus the vocabulary check
npm test            # unit tests, in a VS Code downloaded on demand
npm run package     # .vsix

esbuild produces what runs; tsc only typechecks, since two emitters writing the same directory is a race rather than a build.

For a running workbench, press F5 (Run Extension in .vscode/launch.json) to open a second window with the extension loaded from source. To install the packaged build into an ordinary VS Code:

code --install-extension quant-workbench-1.1.0.vsix