# quantos.data — single client library, identity-aware
from quantos.data import Catalog, asof

cat = Catalog()  # auth via SSO, T2 scope

# Point-in-time VN30 universe — no survivorship,
# no look-ahead. Query as known on 2026-03-15.
df = cat.bars(
    universe="vn30@asof:2026-03-15",
    fields=["close","volume","foreign_room"],
    start="2024-01-01",
    end="2026-03-15",
    adjust="ca_full",   # splits, divs, mergers
    snapshot="snap_a3f1c80",
)

# Crypto across venues with funding
btc = cat.bars(
    universe=["BTCUSDT@binance", "BTC-USDT@okx"],
    fields=["close","funding_rate","oi"],
    freq="1h",
)

# Run ID embedded in every result for reproducibility
print(df.attrs["run_id"])
# > rid_2026-05-15_a3f1c80_d7b9

strategy: vn30_mom_x_value
version: "v4.2.1"
universe: vn30@pit
signals:
  - ref: vn_mom_12_1@v3
    weight: 0.6
  - ref: vn_value_ep_z@v2
    weight: 0.4
entry: rank_top_n(8)
exit: rebalance.monthly
sizing: equal_weight
costs:
  brokerage_bps: 15
  tax_bps: 10
  slippage_model: adv_pct(0.05)
  ceiling_floor: enforce
  foreign_room: enforce
capacity:
  target_aum_usd: 15_000_000
snapshot: snap_a3f1c80
code_sha: 7b8c9f1