tesser-backtester

Event-driven simulation engine that replays historical data through strategies and the execution stack.

Overview

• Wires Strategy, ExecutionEngine, Portfolio, and tesser-paper into a deterministic loop.
• Supports configurable history length, latency (in candles), slippage, and fees via BacktestConfig.
• Produces BacktestReport summaries (signals emitted, orders sent, equity, dropped orders).

Usage

Most users drive the backtester through tesser-cli backtest run, but you can embed it yourself:

let cfg = BacktestConfig::new(symbol.clone());
let market_registry = Arc::new(MarketRegistry::load_from_file("config/markets.toml")?);
let stream: BacktestStream = Box::new(PaperMarketStream::from_data(symbol.clone(), Vec::new(), candles));
let report = Backtester::new(cfg, strategy, execution, None, market_registry, Some(stream), None)
    .run()
    .await?;

Tests

cargo test -p tesser-backtester