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

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()