David27322/quant ? reverse-engineered prompt

Build me a Python project for my quant research work on NQ minute data.

I want it to load the cleaned 1 minute CSV, prepare the data, and run a few simple strategy backtests like opening range breakout and first hour momentum. It should let me test different rules and compare results like win rate, profit factor, drawdown, expectancy, and total return. I also want it to save trades and summary results to CSV, and make the code easy to read so I can keep adding new strategy ideas later.

Please include clear scripts for data prep, filtering bad data, and running the backtests, plus a simple way to swap strategy settings without editing lots of code. If it helps, use current docs online for any library details. Make the outputs sensible and organized so I can tell which version performed best and whether the results look robust enough to trust.