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_one currently 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