Files
raptorbt/python
porcelaincode fa6959bb99 feat(tick): add run_tick_backtest — tick-native simulation engine, bump to 0.4.0
Adds a full tick-level backtest path that operates on raw tick arrays
(ltp, bid, ask, per-tick buy/sell qty deltas, oi) plus caller-computed
entry/exit signal bool arrays. Entry fills at ask+slippage; stop/target
checked against ltp on every tick; max-hold-seconds time exit; cooldown
between entries. Produces identical BacktestMetrics as run_single_backtest
via the new compute_backtest_metrics free fn.

5 Rust unit tests: target-hit, stop-hit, time-exit, multi-trade-with-cooldown,
empty-ticks edge case — all pass (138 total, 0 failed).

Co-Authored-By: porcelaincode <contact@alphabench.in>
2026-06-03 21:27:54 +05:30
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