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Backtest replay adapter (回测回放适配层) #2

Description

@Essential1220

Add a lightweight replay adapter that feeds historical tick files through the same engine pipeline.

Not a full backtest engine — just replay recorded market data (binary/JSONL tick files from tick recording) through existing strategies for signal validation and parameter tuning.

Design

  • Implement ReplayMdGateway conforming to IMdGateway
  • Read tick files recorded by the existing tick recorder
  • Configurable replay speed (1x, 10x, max)
  • Output: strategy signals + simulated fills via paper-trading engine

Tasks

  • ReplayMdGateway implementation
  • CLI flag --replay <tick_file> to switch from live to replay mode
  • Integrate with existing paper-trading engine for fill simulation
  • Example: record 1 hour of SimNow ticks, then replay and compare signals

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