{ "name": "stop_trigger", "n_backtests": 1, "events": [ { "type": "snapshot", "bid_px": [5499.75, 5499.50, 5499.25, 5499.00, 5498.75, 5498.50, 5498.25, 5498.00, 5497.75, 5497.50], "bid_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0], "ask_px": [5500.00, 5500.25, 5500.50, 5500.75, 5501.00, 5501.25, 5501.50, 5501.75, 5502.00, 5502.25], "ask_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0] }, { "type": "submit_market", "backtest_idx": 0, "side": "buy", "size": 4, "ts_ns": 1000000000 }, { "type": "seed_stop", "backtest_idx": 0, "slot_idx": 0, "side": "sell", "kind": "StopMarket", "active_state": 1, "oco_pair": 255, "trigger_price": 5495.00, "limit_price": 0.0, "size": 4.0, "arrival_ts_ns": 0 }, { "type": "snapshot", "bid_px": [5494.50, 5494.25, 5494.00, 5493.75, 5493.50, 5493.25, 5493.00, 5492.75, 5492.50, 5492.25], "bid_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0], "ask_px": [5494.75, 5495.00, 5495.25, 5495.50, 5495.75, 5496.00, 5496.25, 5496.50, 5496.75, 5497.00], "ask_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0] }, { "type": "step_resting", "ts_ns": 2000000000, "trade_signed_vol": 0.0 } ], "expected_pos": [ { "position_lots": 0, "realized_pnl_tol": 50.0 } ], "expected_stop_slot_states": [ { "backtest_idx": 0, "slot_idx": 0, "active": 0 } ], "expected_min_trade_records": 1 }