chore: init qmt_bridge repo (HTTP+WS bridge, MCP endpoint, docs, references)

reference/xtquant_big_convert/examples/backtest_bars.example.csv

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+datetime,symbol,open,high,low,close,volume,prev_close
+2026-01-05 09:30:00,600000.SH,10.00,10.05,9.98,10.02,100000,9.95
+2026-01-05 09:31:00,600000.SH,10.02,10.08,10.01,10.07,120000,9.95
+2026-01-05 09:32:00,600000.SH,10.07,10.12,10.06,10.11,110000,9.95
+2026-01-05 09:33:00,600000.SH,10.11,10.13,10.05,10.06,130000,9.95
+2026-01-06 09:30:00,600000.SH,10.08,10.10,10.00,10.02,150000,10.06
+2026-01-06 09:31:00,600000.SH,10.02,10.04,9.96,9.98,140000,10.06

reference/xtquant_big_convert/examples/backtest_config.example.json

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+{
+  "initial_cash": 1000000,
+  "initial_positions": {},
+  "buy_commission_rate": 0.0003,
+  "sell_commission_rate": 0.0003,
+  "min_commission": 5,
+  "stamp_tax_rate": 0.0005,
+  "transfer_fee_rate": 0.00001,
+  "slippage_bps": 0,
+  "max_volume_participation": 0.1,
+  "price_limit_rate": 0.1,
+  "lot_size": 100,
+  "time_in_force": "NEXT_BAR",
+  "seed": 0,
+  "fee_schedule": "a_share_2023_08_28",
+  "market_rules_version": "a_share_v1",
+  "strategy_name": "ma_example",
+  "parameters": {
+    "fast": 2,
+    "slow": 3
+  }
+}

reference/xtquant_big_convert/examples/zmq_backtest_strategy.py

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+"""Example external moving-average strategy for the ZMQ backtest bridge."""
+
+import argparse
+
+from bigqmt_backtest.client import BacktestZmqClient
+from bigqmt_backtest.strategy import ExternalStrategyRunner
+
+
+class MovingAverageStrategy(object):
+    def __init__(self, symbol, fast=5, slow=20):
+        self.symbol = symbol
+        self.fast = int(fast)
+        self.slow = int(slow)
+        self.sequence = 0
+
+    def on_bar(self, context, bars):
+        if self.symbol not in bars:
+            return []
+        rows = context.history(self.symbol, count=self.slow, fields=["close"])
+        if len(rows) < self.slow:
+            return []
+        closes = [float(row["close"]) for row in rows]
+        fast_value = sum(closes[-self.fast :]) / self.fast
+        slow_value = sum(closes) / self.slow
+        position = context.positions.get(self.symbol, {})
+        quantity = int(position.get("quantity") or 0)
+        available = int(position.get("available") or 0)
+        self.sequence += 1
+        if fast_value > slow_value and quantity == 0:
+            return [
+                {
+                    "client_order_id": "ma-buy-%d" % self.sequence,
+                    "symbol": self.symbol,
+                    "side": "BUY",
+                    "quantity": 100,
+                    "order_type": "MARKET",
+                }
+            ]
+        if fast_value < slow_value and available > 0:
+            return [
+                {
+                    "client_order_id": "ma-sell-%d" % self.sequence,
+                    "symbol": self.symbol,
+                    "side": "SELL",
+                    "quantity": available,
+                    "order_type": "MARKET",
+                }
+            ]
+        return []
+
+
+def main():
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--endpoint", default="tcp://127.0.0.1:16661")
+    parser.add_argument("--run-id", default="", help="Optional; discovered from QMT when omitted")
+    parser.add_argument("--symbol", required=True)
+    parser.add_argument("--fast", type=int, default=5)
+    parser.add_argument("--slow", type=int, default=20)
+    args = parser.parse_args()
+    with BacktestZmqClient(args.endpoint, args.run_id, client_id="ma-example") as client:
+        result = ExternalStrategyRunner(
+            client,
+            MovingAverageStrategy(args.symbol, fast=args.fast, slow=args.slow),
+        ).run()
+    print(result)
+
+
+if __name__ == "__main__":
+    main()