yutiansut/QUANTAXIS — reverse-engineered prompt

Build me a local quantitative trading toolkit for Chinese markets that can handle stock, futures, and option style workflows.

I want it to let me pull and store market data, manage accounts and positions, run backtests, test strategies, and support simulated or real trading style order flows. It should work locally first, but also be able to run scheduled jobs, background tasks, and distributed workers when needed.

Please include a clean Python API for creating an account, buying and selling stocks, opening and closing futures positions, checking holdings, and exporting the full account state. Add fast backtesting support and make it easy to plug in custom strategies and indicators. It should support MongoDB or ClickHouse for data storage if available, but not require everything for a basic install.

Also include examples, setup instructions, and a simple way to verify that the high performance Rust bridge is available, with a safe Python fallback if it isn’t. Look up current docs online if you need to.