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fix: use opening prices for gap-crossed stops and targets

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Process opening SL/TP triggers before intrabar range touches, preserving midpoint triggers and exit costs. Add regression coverage and document execution and migration behavior.

Refs #8

Codex 🤖, On behalf of Khizar
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Khizar Imran
2026-10-31 00:34:15 +00:00
parent 713868bae7
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6 changed files with 251 additions and 27 deletions
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ROADMAP.md
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@@ -13,7 +13,8 @@ priorities or delivered capabilities change.
## 1. Correctness foundation (P0)
- Gap-aware stop/target fills: [#8](https://github.com/KhizarImran/backtestingfx/issues/8).
- Implemented (unreleased): gap-aware stop/target fills
([#8](https://github.com/KhizarImran/backtestingfx/issues/8)); see README execution policy.
- Data and timestamp validation: [#15](https://github.com/KhizarImran/backtestingfx/issues/15).
- Broker, size, and signal validation: [#16](https://github.com/KhizarImran/backtestingfx/issues/16).
- Independent native engine runs: [#18](https://github.com/KhizarImran/backtestingfx/issues/18).