Event Driven Backtesting
Brummel edited this page 2026-06-15 14:58:46 +02:00
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Author SHA1 Message Date
Brummel e9e32d19fb Add Mermaid diagrams to seven engine-architecture pages
Insert one structure-bearing, project-neutral Mermaid diagram into each of the
densest / most topological pages, where a picture carries what prose conveys
poorly:

- Backtesting Engine Architecture: the two-layer view (deterministic substrate
  vs. orchestration layer building families of runs)
- Event-Driven Backtesting: k-way merge of heterogeneous-cadence sources into
  one chronological timeline
- Reactive Streaming Dataflow: the only legal feedback path (routed through an
  explicit unit-delay register)
- Graph Compilation and Optimization: spec -> inline -> flat -> behaviour-
  preserving passes -> frozen instance
- Signal, Exposure, and Execution: the fork into a frictionless model on the
  exposure signal vs. a realistic model on the derived position-event table
- Authoring and Deployment Lifecycle: the hot-reload authoring loop vs. the
  one-way freeze to a reproducible artifact
- Determinism and Reproducibility: the record-then-replay boundary

Each diagram uses conservative, theme-neutral syntax (quoted labels, no custom
colours) and was validated by real render (mermaid-cli + headless Chrome).
Columnar Data Layout and Look-Ahead Bias are left without a flowchart on
purpose — a memory-layout sketch and a cursor/window timeline fit those better
than a node graph.
2026-06-15 14:58:46 +02:00
Brummel da887a26e9 Add Backtesting Engine Architecture knowledge area (9 pages)
Distil the durable, project-neutral knowledge behind the design ledger's
architectural invariants into a new wiki cluster, stripped of all
implementation state (contract labels, identifiers, file anchors, status):

- Backtesting Engine Architecture (overview)
- Event-Driven Backtesting (data-driven clock, k-way merge, single timeline)
- Look-Ahead Bias and Causality (structural prevention)
- Determinism and Reproducibility (disjoint parallelism, seed-as-input,
  record-then-replay boundary)
- Reactive Streaming Dataflow (freshness gating, sample-and-hold, delay/register
  feedback, as-of vs. barrier joins)
- Columnar Data Layout (structure-of-arrays, cache/SIMD)
- Signal, Exposure, and Execution (target exposure vs. equity; frictionless vs.
  realistic; position management as a derived layer)
- Graph Compilation and Optimization (compile to a flat instance; CSE/DCE and
  loop-invariant code motion over a sweep, licensed by determinism)
- Authoring and Deployment Lifecycle (engine/app split; hot-reload vs. frozen
  reproducible artifact)

Every load-bearing claim is marked [L]/[C]/[CORR] and carries a validated
external source; each page has a grouped References section.

Restructure Home into a master landing for two knowledge areas (engine
architecture + strategy validation); move the validation narrative into its own
Strategy-Analysis-and-Validation overview; add a _Sidebar for navigation and
repoint the metric pages' narrative backlinks.
2026-06-15 14:40:51 +02:00