Deterministic backtest with a structural look-ahead guarantee

Overview

Backtest a strategy against a price series you supply, with costs, a buy-and-hold benchmark, and a look-ahead guarantee that is structural rather than promised: the strategy is handed a truncated copy of the series and fills at the NEXT bar, so it cannot read the future. Strategies come from a closed vocabulary interpreted by our code — no generated code is ever executed. Returns equity curve, Sharpe, Sortino, max drawdown, profit factor, turnover and costs.

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