From cargo install to a backtest in five minutes.

sigc is published to crates.io. Install the CLI with Cargo (Rust 1.70+). For notebooks, the pysigc binding installs from PyPI.

$ cargo install sigc
# optional Python binding
$ pip install pysigc

A strategy is one file with four blocks: data, params, one or more signal blocks, and a portfolio block. Save this as momentum.sig.

data:
  prices: load parquet from "prices.parquet"

params:
  lookback = 20
  top_pct  = 0.2

signal momentum:
  returns = ret(prices, lookback)
  emit winsor(zscore(returns), p=0.01)

portfolio main:
  weights = rank(momentum).long_short(top=top_pct, bottom=top_pct)
  backtest from 2024-01-01 to 2024-12-31

sigc run parses the file, type-checks shapes and calendars, executes on Polars/Arrow, caches the result by content hash, and prints the standard metrics.

$ sigc run momentum.sig
# Total Return  18.4%
# Sharpe        1.45
# Max Drawdown  8.12%
# Turnover      42%
# compiled in 2ms, backtested in 45ms

Override any parameter from the CLI without editing the file. The content-addressed cache means unchanged sub-computations are reused instantly.

$ sigc run momentum.sig --param lookback=40 --param top_pct=0.1

Run the exact same binary as a daemon. It owns the cache and serves compile/run requests over nng. Declare risk posture in sigc.yaml.

$ sigc daemon
# listening on tcp://127.0.0.1:7240 (nng REQ/REP)