Backtest runs now operate against a defined account: each run starts from a configurable balance (default 10,000) and is cut off early ("fail fast") once its mark-to-market equity loss reaches a configurable percentage of that balance. Cut-off runs liquidate open positions at accurate
market prices and report the true account PnL to Elasticsearch as a distinct failure document. The change also bundles a set of correctness and hygiene fixes from a code review of the existing engine.
Backtest runs now operate against a defined account: each run starts from a configurable balance (default 10,000) and is cut off early ("fail fast") once its mark-to-market equity loss reaches a configurable percentage of that balance. Cut-off runs liquidate open positions at accurate
market prices and report the true account PnL to Elasticsearch as a distinct failure document. The change also bundles a set of correctness and hygiene fixes from a code review of the existing engine.