21 lines
671 B
Python
21 lines
671 B
Python
"""The frozen bar-by-bar fill simulator (doc 02 §2, doc 03).
|
|
|
|
The engine is **strategy-agnostic**: it consumes bars + signal arrays +
|
|
stop/target arrays and simulates fills. All strategy math (when to enter,
|
|
where to put stops) lives in the caller. Once an engine reproduces your EA
|
|
within the expected fidelity gap (doc 03 §8) it is **frozen** (doc 04 Rule 1)
|
|
— never edit a validated engine to test an idea; fork it instead.
|
|
"""
|
|
from .engine import Direction, Engine, Position, Result, Trade
|
|
from .metrics import Metrics, compute_metrics
|
|
|
|
__all__ = [
|
|
"Direction",
|
|
"Engine",
|
|
"Position",
|
|
"Result",
|
|
"Trade",
|
|
"Metrics",
|
|
"compute_metrics",
|
|
]
|