b57df47ddc
Create 8 missing READMEs (config, ctrader-openapi, market-data, ml-data, model_loader, risk-data, trading-data, training_uploader). Update 9 existing READMEs to standard template format. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
25 lines
757 B
Markdown
25 lines
757 B
Markdown
# backtesting
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Strategy backtesting engine for simulating trading strategies against historical market data.
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## Key Types
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- `Backtester` — main backtesting engine
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- `BacktestConfig` — simulation configuration (time range, instruments, slippage, commissions)
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- `BacktestResults` — performance metrics (Sharpe, max drawdown, alpha, beta, Sortino)
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## Features
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- Historical data replay from Parquet files (ticks, order book snapshots, candles)
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- Configurable slippage models (fixed, percentage, volume-based)
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- Commission modeling (fixed, percentage, per-contract)
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- Pluggable strategy interface
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## Usage
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```rust
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use backtesting::{Backtester, BacktestConfig};
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let config = BacktestConfig { /* ... */ };
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let results = backtester.run(&strategy)?;
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```
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