backtesting.md

Backtesting

The backtester runs an event-driven loop over deterministic synthetic or local data.

Outputs

Backtest runs write:

• manifest.json
• event_log.jsonl
• orders.parquet
• fills.parquet
• positions.parquet
• pnl.parquet
• risk_events.parquet
• copied config artifacts

Design notes

• Backtests are seed-driven and repeatable.
• Transaction costs and slippage are explicit.
• Risk checks precede execution.
• Artifact readers do not recompute strategy results.