Skip to content

feat(backtest): add intrabar fills and borrow fees#46

Merged
AKKI0511 merged 5 commits intomainfrom
implement-advanced-market-impact-models
Sep 6, 2025
Merged

feat(backtest): add intrabar fills and borrow fees#46
AKKI0511 merged 5 commits intomainfrom
implement-advanced-market-impact-models

Conversation

@AKKI0511
Copy link
Owner

@AKKI0511 AKKI0511 commented Sep 6, 2025

Summary

  • support borrow fee and intrabar tick-level fills in backtester with ledger metrics
  • add BacktestEngine wrapper and execution config knobs for borrow fee & intrabar fills
  • cover new execution paths with unit tests

Testing

  • PYTHONPATH=. pytest tests/backtest/test_backtester.py tests/backtest/test_advanced_execution.py -q
  • SKIP=test pre-commit run --files quanttradeai/__init__.py quanttradeai/backtest/__init__.py quanttradeai/backtest/backtester.py quanttradeai/trading/__init__.py quanttradeai/utils/__init__.py quanttradeai/utils/config_schemas.py quanttradeai/backtest/engine.py tests/backtest/test_advanced_execution.py

https://chatgpt.com/codex/tasks/task_e_68bb88e249c0832abbc15e00dd6377c5

Copy link

@chatgpt-codex-connector chatgpt-codex-connector bot left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Codex Review: Here are some suggestions.

Reply with @codex fix comments to fix any unresolved comments.

About Codex in GitHub

Your team has set up Codex to review pull requests in this repo. Reviews are triggered when you open a pull request for review, mark a draft as ready, or comment "@codex review". If Codex has suggestions, it will comment; otherwise it will react with 👍.

Codex can also answer questions or update the PR. Try commenting "@codex fix this CI failure" or "@codex address that feedback".

@AKKI0511 AKKI0511 merged commit 3d92154 into main Sep 6, 2025
1 check passed
@AKKI0511 AKKI0511 deleted the implement-advanced-market-impact-models branch September 6, 2025 21:37
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant