devendra2444/quantbacktest ? reverse-engineered prompt

Build me a Python backtesting app for trading strategies that works in two ways, one fast vectorized mode and one event driven mode, and make sure they give the same results for the same strategy when costs are turned off.

I want it to handle OHLCV market data, use a shared strategy interface, and include a simple momentum strategy as an example. Please add a clean data layer for loading equities or synthetic sample data, a portfolio and execution layer for fills, fees, and slippage, and some basic analytics like Sharpe ratio, drawdown, and turnover.

It should come with a demo script that runs end to end on generated data without needing internet, plus another script that compares the two modes side by side. Also include tests that prove the engines stay in sync and that the event queue and portfolio math work correctly.

If you need current library docs for anything, look them up online.