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by TradingReality
13 days ago
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This is fascinating. I'm checking it out now. We're doing something that you might want on your radar at ordersim: github.com/tradingexpert/ordersim. It's an inspectable, deterministic execution simulator for replaying real order-book data, with a Python-facing API and equivalent Python/C++ execution engines. Most backtests collapse execution into a final PnL line. ordersim exists to inspect the path between order intent and actual fills. |
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