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Add direct provider-to-engine backtest harness#1

Merged
luisleo526 merged 1 commit into
mainfrom
codex/direct-backtest-harness
Jul 10, 2026
Merged

Add direct provider-to-engine backtest harness#1
luisleo526 merged 1 commit into
mainfrom
codex/direct-backtest-harness

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Summary

  • add an ABI-checked Python backtest runner that copies full PineForge reports safely
  • add pineforge-backtest and a repository script to fetch CCXT OHLCV and run a compiled strategy without CSV
  • include provenance, trades, metrics, diagnostics, traces, and equity curve in JSON output
  • document the Python/C++ provider bucket model and harness usage

Validation

  • Ruff
  • strict mypy
  • 28 pytest tests
  • wheel and sdist build
  • live Kraken -> compiled MACD strategy smoke test (481 bars, 34 trades, 481 equity points)
  • ctypes report layout checked against the C++ header (size 944, metrics offset 160)

@luisleo526 luisleo526 merged commit cbbd66f into main Jul 10, 2026
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@luisleo526 luisleo526 deleted the codex/direct-backtest-harness branch July 10, 2026 11:49
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