backtest-engine

Run a deterministic NBBO backtest by wiring MarketDataSource events into an Orchestrator, which drives event-driven replay with configurable latency profiles and integrity checks to produce bit-for-bit identical signals and PnL.

Lookahead bias in an event-driven backtest occurs when future data leaks into current signals; integrity checks across the replay pipeline detect causality violations and ensure strategies only access historical data.

Yes, the backtest engine supports multi-symbol order routing simulation by replaying L1 NBBO data across multiple symbols simultaneously with consistent fill and latency models.

A SimulatedClock ensures deterministic backtest results by advancing time strictly through replayed market events, guaranteeing bit-for-bit identical signal generation, order execution, and PnL across multiple runs.

To perform an NBBO replay and transaction cost simulation, you need historical L1 NBBO data and trade data, alongside a SimulatedClock and an orchestrator-based execution backend to process orders.

Non-deterministic backtest results indicate pipeline integrity issues like lookahead bias or causality violations; running built-in integrity checks verifies event ordering and prevents data leakage.