Module Algostream_backtest

module Cost_model : sig ... end

Transaction costs: exchange fees, and financing on carried positions.

module Data_source : sig ... end

Historical market data for a backtest.

module Engine : sig ... end

The backtest loop.

module Fill_engine : sig ... end

Order matching against historical data.

module Latency : sig ... end

Execution latency simulation.

module Market_view : sig ... end

Per-symbol market state maintained by the engine.

module Result : sig ... end

What a backtest produces.

module Slippage : sig ... end

Slippage and market impact.