# backtesting

Strategy backtesting engine for simulating trading strategies against historical market data.

## Key Types

- `Backtester` — main backtesting engine
- `BacktestConfig` — simulation configuration (time range, instruments, slippage, commissions)
- `BacktestResults` — performance metrics (Sharpe, max drawdown, alpha, beta, Sortino)

## Features

- Historical data replay from Parquet files (ticks, order book snapshots, candles)
- Configurable slippage models (fixed, percentage, volume-based)
- Commission modeling (fixed, percentage, per-contract)
- Pluggable strategy interface

## Usage

```rust
use backtesting::{Backtester, BacktestConfig};
let config = BacktestConfig { /* ... */ };
let results = backtester.run(&strategy)?;
```
