gitadmin/foxhunt

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jgrusewski b57df47ddc docs: create/update README.md for all 17 crates

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>

2026-03-01 22:47:39 +01:00

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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

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