Promote Python strategies to C++ execution

Promotion is the process of taking a strategy that has been written, verified, and backtested in Python and compiling it into the C++20 core that powers the QuanuX spreader. The pipeline moves through three stages: Python prototype, Cython bridge, and native C++ execution logic. Each stage produces a verifiable artifact, and no stage can be skipped. This page explains how each stage works, what the Foundry generates at each step, and what you need to have in place before C++ promotion becomes available.

The three-stage pipeline

Python — Your strategy lives in server/strategies/ and inherits from the StrategyComponent base classes. This is the research layer. It has full access to pandas, numpy, and the broader Python data science ecosystem. Cython — The Foundry generates a .pyx file with typed C++ declarations and a PyStrategyWrapper class that bridges Python calls into the C++ InjectionStub interface. The Cython extension compiles into a shared object that Crucible loads directly. This is the current stable promotion target. C++ — The Foundry generates a native C++20 header and implementation conforming to the spreader’s InjectionStub contract. The compiled artifact runs inside the spreader’s Core 3 execution thread with no Python interpreter in the path. This target is in active development.

C++ generation via target_lang=cpp is in active development and not yet recommended for production use. Use target_lang=cython for stable, high-performance execution. Python and Cython targets are fully supported.

Anaconda environment management

QuanuX is the first quantitative trading platform to offer an official Conda channel. Anaconda is the recommended way to manage the boundary between Python research and C++ execution, because it lets you maintain separate, tightly controlled environments for each stage without dependency conflicts. Install QuanuX into Conda:

conda config --add channels conda-forge
conda config --add channels QuanuX
conda install quanux

When you are iterating on strategy logic, work in a Conda environment that includes your full Python data science stack. When you are ready to compile a Cython extension or run Crucible, activate the QuanuX execution environment where the build toolchain and C++ headers are available. The Anaconda Synapse integration in QuanuX ensures the correct environment is selected automatically when you invoke quanuxctl.

Submitting a forge request targeting C++

The Foundry forge request is the same regardless of target_lang. The following example requests a C++ artifact for a spread strategy:

curl -X POST http://localhost:8080/api/foundry/forge \
  -H "Authorization: Bearer YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{
    "component_type": "strategy",
    "name": "CLZ4_CLF5_Spread",
    "target_lang": "cpp",
    "target_version": "1.0.0",
    "prompt": "Calendar spread: long CLZ4, short CLF5. Enter when spread exceeds entry_threshold. Exit when spread goes negative."
  }'

import requests

response = requests.post(
    "http://localhost:8080/api/foundry/forge",
    json={
        "component_type": "strategy",
        "name": "CLZ4_CLF5_Spread",
        "target_lang": "cpp",
        "target_version": "1.0.0",
        "prompt": (
            "Calendar spread: long CLZ4, short CLF5. "
            "Enter when spread exceeds entry_threshold. "
            "Exit when spread goes negative."
        )
    }
)
print(response.json())

Response

{
  "status": "accepted",
  "job_id": "job_7d2f4b9a"
}

The Foundry generates a C++20 header conforming to the InjectionStub interface. The generated calculate method maps directly onto the CLZ4_CLF5_Spread.json logic gates:

CLZ4_CLF5_Spread_injected.hpp (generated)

namespace quanux::spreader::strategy {

struct StrategyState {
    double entry_threshold = 0.05;
    double current_spread  = 0.0;
};

struct InjectionStub {
    static void init(StrategyState& state) {
        state.entry_threshold = 0.05;
        state.current_spread  = 0.0;
    }

    static bool calculate(StrategyState& state, const MarketTick& tick) noexcept {
        state.current_spread = tick.price;
        if (state.current_spread > state.entry_threshold) return true;  // entry
        if (state.current_spread < 0)                     return false; // exit
        return false;
    }
};

} // namespace quanux::spreader::strategy

The corresponding Cython wrapper in server/spreader-strategies/CLZ4_CLF5_Spread_wrapper.pyx exposes this to Python for Crucible backtesting:

CLZ4_CLF5_Spread_wrapper.pyx

# cython: language_level=3
# cython: cplus=True

cdef extern from "quanux/MarketTick.hpp" namespace "quanux":
    cdef cppclass MarketTick:
        double price
        unsigned int instrument_id

cdef extern from "spreader/injected/CLZ4_CLF5_Spread_injected.hpp" \
        namespace "quanux::spreader::strategy":
    cdef cppclass StrategyState:
        pass
    cdef cppclass InjectionStub:
        @staticmethod
        void init(StrategyState& state)
        @staticmethod
        bint calculate(StrategyState& state, const MarketTick& tick) nogil

cdef class PyStrategyWrapper:
    cdef StrategyState state

    def __cinit__(self):
        InjectionStub.init(self.state)

    def calculate(self, double price, unsigned int instrument_id):
        cdef MarketTick tick
        tick.price = price
        tick.instrument_id = instrument_id
        return InjectionStub.calculate(self.state, tick)

Git-as-Governance requirement

Before any strategy can be loaded by the live spreader, the following conditions must all be true:

The strategy artifact (.hpp, .pyx, or .py) is committed to the repository.
The commit is cryptographically signed (git commit -S).
The SHA-256 of the artifact on disk matches the hash recorded in the signed commit.

If any condition is not met, the spreader rejects the strategy at load time with a STATE_HALT signal. This is a hard rule enforced by the Ritchie FSM — it cannot be bypassed.

# Stage and sign the generated artifacts
git add server/spreader-strategies/CLZ4_CLF5_Spread_injected.hpp
git add server/spreader-strategies/CLZ4_CLF5_Spread_wrapper.pyx
git commit -S -m "feat(strategy): promote CLZ4_CLF5_Spread to cpp v1.0.0"

Never edit a generated artifact after committing it. Any modification changes the SHA-256 and will cause the spreader to halt. If the generated code needs changes, submit a new forge request and go through verification and backtesting again before committing.

Promotion checklist

Before promoting a strategy to the live spreader, confirm each of the following:

Python strategy passes unit tests in server/strategies/
Foundry forge request completed (job_id returned accepted)
POST /api/foundry/verify confirms equivalence between Python and generated code
Crucible backtest passes with acceptable MAE, MFE, and latency slippage metrics
All generated artifacts committed with a signed commit
SHA-256 of artifacts on disk matches the signed commit hash

Get Started

Core Concepts

The Strategy Forge

Integrations

Configuration

Promote Python strategies to C++ execution

The three-stage pipeline

Anaconda environment management

Submitting a forge request targeting C++

Git-as-Governance requirement

Promotion checklist

​The three-stage pipeline

​Anaconda environment management

​Submitting a forge request targeting C++

​Git-as-Governance requirement

​Promotion checklist

The three-stage pipeline

Anaconda environment management

Submitting a forge request targeting C++

Git-as-Governance requirement

Promotion checklist