Chapter 4: Event-Driven Backtesting Principles¶
This chapter is currently maintained in Chinese first.
- Chinese chapter: 第 4 章:事件驱动回测原理 (Event-Driven Architecture)
- New three-axis note:
fill_policy={"price_basis": "...", "bar_offset": 0_or_1, "temporal": "..."}is now the recommended public style. - Configuration layering note (highest to lowest): order-level > strategy-map level (
strategy_*) > run-level > market defaults. - T+1 scope note:
t_plus_onecurrently remains a run/market-level switch, not a per-strategy layered setting. - Textbook home: Chinese textbook index
- Practice links:
- Primary example: examples/textbook/ch04_comparison.py
- Extended example: examples/25_streaming_backtest_demo.py
- Guide: Data Guide