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Complete event-driven backtest engine v1 - #1

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asoracca merged 1 commit into
mainfrom
feature/backtest-engine-v1
Jul 17, 2026
Merged

Complete event-driven backtest engine v1#1
asoracca merged 1 commit into
mainfrom
feature/backtest-engine-v1

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  • Enforces close[t] signal generation and open[t+1] execution
  • Adds injected DataFrames for network-free testing
  • Implements target-weight sizing and cash reservation
  • Adds order, fill, trade, position, cash, equity, and rejection ledgers
  • Adds commissions and slippage sensitivity
  • Adds a cost-matched buy-and-hold benchmark
  • Adds methodology, design, and results documentation
  • Adds 8 deterministic tests and GitHub Actions

@asoracca
asoracca merged commit 19688f1 into main Jul 17, 2026
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