feat: Add deterministic replay backtesting engine and related documentation

2026-06-01 14:57:42 +02:00
parent cc11082ea7
commit 7c86e838fa
6 changed files with 540 additions and 0 deletions
@@ -17,6 +17,7 @@
 - Added strict settings validators for auth pairing, Kraken credential pairing, alert severity bounds, and key-scope policy.
 - Added synthetic latency profiler scenarios and CLI scripts for baseline generation and regression checks.
 - Added latency baseline/threshold artifacts and CI latency guardrail enforcement.
+- Added deterministic replay backtesting engine, CLI script, and unit coverage for JSONL event replay.

 ### Changed

@@ -25,6 +26,7 @@
 - WebSocket client now emits system alerts for disconnect/reconnect and heartbeat staleness timeout events.
 - Added explicit Kraken API key permission configuration (`KRAKEN_API_KEY_PERMISSIONS`) and docs for least-privilege key usage.
 - Optimized dashboard metrics aggregation to use DuckDB SQL aggregates/quantiles instead of Python row scans.
+- Added backtesting usage and replay format documentation to README.

 ### Removed

@@ -54,3 +56,4 @@
 - Added lifecycle tests for snapshot persistence, worker draining, recovery restore, and startup reconciliation hook.
 - Added unit coverage for security-related settings validation paths.
 - Added latency guardrail unit coverage and documented measured metrics aggregation speedup (`1.14x`).
+- Added deterministic replay tests that exercise the backtesting path without depending on live services.