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
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
ReplayMdGatewayconforming toIMdGatewayTasks
ReplayMdGatewayimplementation--replay <tick_file>to switch from live to replay mode