forex-precision-backtester 1.0.0__tar.gz

forex_precision_backtester-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Quantitative Research & Systems DevOps
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

forex_precision_backtester-1.0.0/MANIFEST.in

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+include LICENSE
+include README.md
+include pyproject.toml
+prune docs
+prune _build
+global-exclude *.pyc
+global-exclude __pycache__
+global-exclude *.parquet

forex_precision_backtester-1.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: forex-precision-backtester
+Version: 1.0.0
+Summary: Institutional-grade discrete-event tick backtesting engine and execution simulation framework in 100% native Python.
+Author: Quantitative Systems DevOps
+License-Expression: MIT
+Keywords: quantitative-finance,backtesting,tick-data,hft,forex,market-microstructure,trading,discrete-event,parquet
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20.0
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: pyarrow>=10.0.0
+Requires-Dist: plotly>=5.0.0
+Provides-Extra: docs
+Requires-Dist: sphinx>=7.0.0; extra == "docs"
+Requires-Dist: sphinx-rtd-theme>=2.0.0; extra == "docs"
+Requires-Dist: myst-parser>=2.0.0; extra == "docs"
+Provides-Extra: test
+Requires-Dist: pytest>=7.0.0; extra == "test"
+Dynamic: license-file
+
+# Universal Discrete-Event Tick Backtester Framework
+
+A sovereign, institutional-grade, asset-agnostic discrete-event tick backtesting engine architected from first principles in 100% native Python. Designed specifically for quantitative hedge fund research, high-frequency tick simulations, and strict prop firm evaluation standards (e.g. FTMO 2-Step Challenge).
+
+---
+
+## Table of Contents
+- [1. Core Architectural Pillars](#1-core-architectural-pillars)
+- [2. Key Features](#2-key-features)
+- [3. Architecture & Microstructure Pipeline](#3-architecture--microstructure-pipeline)
+- [4. Performance & Microsecond Benchmark](#4-performance--microsecond-benchmark)
+- [5. Installation & Prerequisites](#5-installation--prerequisites)
+- [6. Quickstart: Building a Strategy](#6-quickstart-building-a-strategy)
+- [7. Command-Line Interface (CLI) Usage](#7-command-line-interface-cli-usage)
+- [8. Institutional Ledgers & Audit DataFrames](#8-institutional-ledgers--audit-dataframes)
+- [9. Interactive HTML Visualizer Report](#9-interactive-html-visualizer-report)
+- [10. Sub-Tick & High-Frequency Scheduling (1ms / 1μs)](#10-sub-tick--high-frequency-scheduling-1ms--1μs)
+- [11. Current Limitations & Architectural Boundary Conditions](#11-current-limitations--architectural-boundary-conditions)
+- [12. File Directory Map](#12-file-directory-map)
+- [13. Test Suite Verification](#13-test-suite-verification)
+- [14. Full Sphinx & ReadTheDocs Documentation](#14-full-sphinx--readthedocs-documentation)
+
+---
+
+## 1. Core Architectural Pillars
+
+1. **Zero MT5 Dependency**:
+   - Completely disconnected from MetaTrader 5 Strategy Tester, MetaEditor, and MT5 MCP wrappers.
+   - Eliminates MT5 closed-source interpolation artifacts, single-threaded bottlenecks, and optimistic wick fills.
+2. **Zero Lookahead Bias & Strict Next-Quote Causality**:
+   - In accordance with market microstructure physics, a trading signal generated at time $t$ or tick $T_i$ is **strictly prohibited from executing on the quote that triggered it**.
+   - All orders queue into an in-flight latency pipeline and execute strictly on incoming subsequent quotes at:
+     $$t_{\text{execution}} \ge t_{\text{next\_quote}} + l$$
+     where $l$ is the simulated network latency delay.
+3. **Execution Reality & Microstructure Friction**:
+   - **Spread-Aware Fills**: Market BUYs and Short exits execute on **Ask** ($P_a$); Market SELLs and Long exits execute on **Bid** ($P_b$).
+   - **Asymmetric Natural Gap Slippage**: Stop Losses suffer negative gap slippage (worst of trigger vs prevailing quote). Take Profits fill at the designated limit target price without artificial windfall assumptions.
+   - **Broker Commissions**: Hardcoded institutional commission models (e.g. FTMO $\$11.00$/lot on Gold, $\$3.00$/lot on FX & Indices).
+4. **Sub-Tick Universal Timeline Synchronization**:
+   - Provides native physical time progression hooks (`on_time`, `on_every_1ms`, `on_every_1us`, `step_ms`, `step_us`) allowing strategies to process off-tick queue dynamics, depth-of-market signals, and sub-tick schedule states.
+
+---
+
+## 2. Key Features
+
+- **Extreme Throughput (>420,000 Ticks/Second)**:
+  Memory-safe Parquet streaming with zero-copy PyArrow table slicing and column statistics metadata skipping. Processes 100+ million ticks without RAM exhaustion.
+- **Dual Drawdown Accounting**:
+  Maintains strict separation between **Closed Cash Balance Drawdown** and **Continuous Tick-by-Tick Mark-to-Market (MTM) Floating Equity Drawdown**.
+- **Complete Audit Trail**:
+  Every simulation produces 4 immutable transaction ledgers:
+  1. [`TradeRecord`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/models.py#L234-L294): Round-turn trades with entry/exit timestamps, PnL, slippage, MAE/MFE, return %, and dual order lineage (`order_id`, `exit_order_id`, `entry_deal_id`, `exit_deal_id`).
+  2. [`DealRecord`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/models.py#L150-L188): Discrete exchange execution fills (IN/OUT).
+  3. [`OrderEventRecord`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/models.py#L191-L231): Order lifecycle events (`SUBMIT`, `ACCEPT`, `FILL`, `MODIFY`, `CANCEL`, `REJECT`).
+  4. [`AccountSnapshot`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/models.py#L298-L322): Periodic and milestone balance/equity snapshots.
+- **Microstructure Strategy Callbacks**:
+  Strategies receive real-time notifications via `on_position_closed(trade)` and `on_order_event(event)`.
+- **IEEE 754 Floating-Point Protection**:
+  Sizing formulas include epsilon guards (`+ 1e-9`) preventing floating-point division truncation (e.g. `0.29 / 0.01` dropping an entire lot step).
+- **Frank Sortino Lower Partial Moment (LPM) Accuracy**:
+  Sortino ratio calculated across all calendar periods using true downside semi-deviation ($\text{DR} = \sqrt{\frac{1}{N}\sum_{t=1}^N \min(0, R_t)^2}$), eliminating day-omission bias.
+- **Asset-Agnostic Presets**:
+  Pre-configured specifications for Spot Metals (Gold, Silver), Equity Index CFDs (Nasdaq 100, S&P 500, Dow 30), Forex Majors, Crypto CFDs, and CME Futures.
+
+---
+
+## 3. Architecture & Microstructure Pipeline
+
+```
+                              [ Parquet Tick Stream ]
+                                         │
+                                         ▼
+                     ┌───────────────────────────────────────┐
+                     │           TickStreamRunner            │
+                     │  - Zero-cost row-group skipping       │
+                     │  - Column auto-detection              │
+                     │  - Vectorized pre-processing hook     │
+                     └───────────────────┬───────────────────┘
+                                         │
+                   ┌─────────────────────┴─────────────────────┐
+                   │                                           │
+                   ▼                                           ▼
+      ┌─────────────────────────┐                 ┌─────────────────────────┐
+      │   UniversalTickEngine   │                 │      BaseStrategy       │
+      │   - Clock State (t)     │                 │   - User Trading Alpha  │
+      │   - Pending Queue       │                 │   - Indicators          │
+      │   - Resting Order Book  │◄────────────────│   - Signals             │
+      │   - MTM & SL/TP Triggers│  Submit Orders  │   - Time Hooks          │
+      │   - Deal/Trade Ledgers  │                 └─────────────────────────┘
+      └────────────┬────────────┘
+                   │
+                   ▼
+      ┌─────────────────────────────────────────────────────────┐
+      │                   PerformanceAuditor                    │
+      │   - Dual Drawdown (Balance vs MTM Equity)               │
+      │   - Continuous 252-Day Annualized Sharpe & Sortino (LPM)│
+      │   - Profit Factor, Expected Value, Win Rate             │
+      │   - MAE / MFE Edge Ratio & Slippage Points              │
+      └────────────────────────────┬────────────────────────────┘
+                                   │
+                                   ▼
+      ┌─────────────────────────────────────────────────────────┐
+      │                  BacktestHTMLReporter                   │
+      │   - Responsive Dark-Themed Quantitative Visualizer      │
+      │   - Dual-Pane Plotly Equity & Drawdown Curves           │
+      │   - Tabbed Searchable Logs (Trades, Deals, Events)      │
+      └─────────────────────────────────────────────────────────┘
+```
+
+---
+
+## 4. Performance & Microsecond Benchmark
+
+Simulated over real Dukascopy millisecond tick datasets on standard desktop hardware:
+
+| Benchmark Test | Symbol | Ticks Processed | Elapsed Time | Simulation Speed |
+|---|---|---|---|---|
+| **Spot Gold (XAUUSD)** | `xauusd` | 500,000 ticks | 1.18 sec | **424,451 ticks/sec** |
+| **Nasdaq 100 CFD (NQ)** | `usatechidxusd`| 500,000 ticks | 1.18 sec | **422,271 ticks/sec** |
+
+---
+
+## 5. Installation & Prerequisites
+
+The framework requires Python 3.10+ and standard numerical libraries:
+
+```powershell
+pip install numpy pandas pyarrow
+```
+
+*(No MetaTrader 5, proprietary DLLs, or C++ compilers required.)*
+
+---
+
+## 6. Quickstart: Building a Strategy
+
+Inherit from [`BaseStrategy`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/strategy_base.py#L13-L188) and implement `on_tick`:
+
+```python
+from research.backtester.models import Tick, TradeRecord, OrderEventRecord
+from research.backtester.strategy_base import BaseStrategy
+from research.backtester.engine import UniversalTickEngine
+from research.backtester.instrument import Instrument
+from research.backtester.commission import PerLotCommission
+from research.backtester.slippage import NaturalGapSlippage
+from research.backtester.latency import FixedLatency
+from research.backtester.runner import TickStreamRunner
+
+class SimpleBreakoutStrategy(BaseStrategy):
+    def __init__(self, engine: UniversalTickEngine, lookback: int = 50):
+        super().__init__(engine)
+        self.lookback = lookback
+        self.prices = []
+
+    def on_tick(self, tick: Tick) -> None:
+        self.prices.append(tick.mid)
+        if len(self.prices) > self.lookback:
+            self.prices.pop(0)
+        else:
+            return
+
+        # Single-position check
+        if self.position is not None:
+            return
+
+        high = max(self.prices[:-1])
+        low = min(self.prices[:-1])
+
+        # Risk-based lot sizing (0.5% risk, 200 ticks SL)
+        sl_dist = 200 * self.instrument.tick_size
+        tp_dist = 400 * self.instrument.tick_size # 1:2.0 RR
+        lots = self.instrument.calc_lots_from_risk(self.balance, 0.005, sl_dist)
+
+        if tick.mid > high:
+            self.buy(quantity=lots, sl=tick.ask - sl_dist, tp=tick.ask + tp_dist, tag="BREAKOUT_LONG")
+        elif tick.mid < low:
+            self.sell(quantity=lots, sl=tick.bid + sl_dist, tp=tick.bid - tp_dist, tag="BREAKOUT_SHORT")
+
+    def on_position_closed(self, trade: TradeRecord) -> None:
+        print(f"Trade #{trade.trade_id} closed: Net PnL = ${trade.net_pnl:.2f} via {trade.exit_reason}")
+
+    def on_order_event(self, event: OrderEventRecord) -> None:
+        # Real-time lifecycle logging
+        if event.event_type.name == "REJECT":
+            print(f"Order #{event.order_id} REJECTED: {event.details}")
+
+
+if __name__ == "__main__":
+    # 1. Setup Instrument & Execution Physics
+    gold = Instrument.gold()
+    engine = UniversalTickEngine(
+        instrument=gold,
+        initial_balance=100_000.0,
+        commission_model=PerLotCommission(11.00), # FTMO Gold $11/lot
+        slippage_model=NaturalGapSlippage(),
+        latency_model=FixedLatency(50)            # 50ms execution delay
+    )
+
+    # 2. Instantiate Strategy
+    strat = SimpleBreakoutStrategy(engine, lookback=100)
+
+    # 3. Stream Parquet Ticks
+    runner = TickStreamRunner(
+        strategy=strat,
+        data_source="D:/Developing_quant_system_for_FTMO/data/dukascopy_ticks",
+        symbol="xauusd",
+        max_ticks=200_000
+    )
+    results = runner.run()
+
+    # 4. Generate Interactive HTML Report
+    engine.generate_html_report("gold_breakout_report.html")
+```
+
+---
+
+## 7. Command-Line Interface (CLI) Usage
+
+The framework includes a standalone CLI runner: [`run_backtest.py`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/run_backtest.py).
+
+### Basic Backtest
+```powershell
+python research/backtester/run_backtest.py --symbol xauusd --max-ticks 500000
+```
+
+### Full Institutional Backtest with Visualizer & CSV Exports
+```powershell
+python research/backtester/run_backtest.py `
+  --symbol usatechidxusd `
+  --balance 100000 `
+  --risk 0.005 `
+  --sl-ticks 300 `
+  --rr 2.0 `
+  --latency 50 `
+  --slippage natural `
+  --html nq_audit_report.html `
+  --show-trades `
+  --show-deals `
+  --show-events
+```
+
+### Key CLI Parameters
+| Flag | Default | Description |
+|---|---|---|
+| `--symbol` | `xauusd` | Traded instrument symbol (`xauusd`, `usatechidxusd`, `eurusd`, `btcusd`). |
+| `--balance` | `100000.0` | Starting cash balance in USD. |
+| `--risk` | `0.005` | Risk per trade fraction (e.g. `0.005` = $0.5\%$). |
+| `--sl-ticks` | `200.0` | Stop loss distance in discrete price ticks. |
+| `--rr` | `2.0` | Reward-to-risk ratio. |
+| `--latency` | `50` | In-flight network routing delay in milliseconds. |
+| `--commission` | Auto | Round-trip commission override in USD per lot. |
+| `--slippage` | `natural` | Slippage physics: `natural` (gap), `fixed` (penalty), or `zero`. |
+| `--html` | `None` | Filepath to output interactive HTML report. |
+| `--pulse` | `None` | Sub-tick time progression mode (`1ms` or `1us`). |
+| `--export-csv` | `None` | Prefix to export 4 complete CSV ledgers (trades, deals, events, equity). |
+
+---
+
+## 8. Institutional Ledgers & Audit DataFrames
+
+At any point during or after simulation, audit ledgers can be extracted as standard pandas DataFrames:
+
+```python
+# Completed Round-Turn Trades (TradeRecord)
+trades_df = engine.get_trades_df()
+
+# Individual Execution Deals (DealRecord - Entries and Exits)
+deals_df = engine.get_deals_df()
+
+# Order Event Lifecycle Audit (OrderEventRecord - Submit, Accept, Fill, Cancel, Reject)
+events_df = engine.get_order_events_df()
+
+# Periodic Floating Equity & Drawdown Snapshots
+equity_df = engine.get_equity_df()
+```
+
+### Printable ASCII Tables
+- `engine.print_trade_log(limit=20)`: Formatted executed trades table.
+- `engine.print_deals_log(limit=20)`: Formatted fills/deals ledger.
+- `engine.print_order_events_log(limit=20)`: Formatted order lifecycle transitions.
+- `PerformanceAuditor.print_performance_card(audit_results)`: Institutional KPI card.
+
+---
+
+## 9. Interactive HTML Visualizer Report
+
+The framework natively outputs a self-contained, responsive, dark-themed HTML dashboard ([`BacktestHTMLReporter`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/report.py#L19-L893)):
+
+- **Dual Plotly Timeseries**:
+  - Top: Continuous Mark-to-Market Floating Equity vs. Closed Balance vs. High-Water Mark.
+  - Bottom: Underwater Drawdown Curve (% Peak-to-Trough) with shaded risk zones.
+- **Institutional Statistical Matrix**:
+  - Annualized Sharpe Ratio (continuous 252-day basis, zero day-omission bias).
+  - Annualized Sortino Ratio (exact Lower Partial Moment semi-deviation).
+  - Calmar Ratio, Profit Factor, Realized RR, Expectancy ($).
+  - Dual Drawdown figures (Max Balance DD vs Max MTM Equity DD).
+  - Microstructure Execution Analytics (MAE, MFE, Edge Ratio, Entry/Exit Slippage Points).
+- **Searchable Tabbed Ledgers**:
+  - Tab 1: Completed Trades (with duration, PnL, return %, SL/TP, slippage, MAE/MFE).
+  - Tab 2: Execution Deals (individual IN/OUT fills with commissions and realized PnL).
+  - Tab 3: Order Events Lifecycle (audit trail with timestamps, prices, and rejection reasons).
+
+---
+
+## 10. Sub-Tick & High-Frequency Scheduling (1ms / 1μs)
+
+For quantitative strategies requiring off-tick clock advancement (e.g. L2 order book queues, depth updates, or microsecond timers), the runner supports continuous pulse scheduling:
+
+```python
+runner = TickStreamRunner(
+    strategy=strat,
+    data_source="data/ticks",
+    pulse_interval="1ms" # or "1us"
+)
+```
+
+During pulses, the following lifecycle hooks trigger synchronously:
+- `on_every_1ms(timestamp)`: 1-millisecond clock interval.
+- `on_every_1us(timestamp)`: 1-microsecond clock interval.
+- `on_time(timestamp)`: Generic time advancement hook.
+
+---
+
+## 11. Current Limitations & Architectural Boundary Conditions
+
+To maintain absolute quantitative honesty and transparency, the following design boundaries are intentionally enforced:
+
+1. **Single-Position Netting Architecture (No Hedging)**:
+   - The engine operates under an institutional netting model. Only one active position per symbol can exist at a time.
+   - Submitting an entry order while a position is already open (or while an entry order is pending) results in an immediate [`OrderEventType.REJECT`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/models.py#L68). Hedging (holding simultaneous Long and Short positions in the same instrument) is strictly prohibited.
+2. **Top-of-Book (L1 / BBO) Liquidity Model**:
+   - Market orders fill against the Best Bid / Best Ask quote.
+   - For standard retail and prop firm sizing ($\le 50$ lots), fills are assumed to be absorbed at the Top of the Book. Multi-level L2/L3 order book depth walking (partial fill fragmentation across deep price ladders) is not modeled in the core L1 engine.
+3. **Single-Instrument Execution Engine**:
+   - Each `UniversalTickEngine` instance simulates a single symbol's matching mechanics.
+   - Multi-asset portfolio backtesting is accomplished by coordinating multiple engine instances at the strategy/orchestrator level, rather than through a cross-asset centralized order book.
+4. **Weekend & Holiday Gap Handling**:
+   - In periods where data contains gaps (e.g. weekend closures), pending limit/stop orders execute on the first incoming quote of the new session ($t_{\text{next}}$) with natural gap slippage.
+
+---
+
+## 12. File Directory Map
+
+```
+research/backtester/
+├── __init__.py          # Module exports
+├── config.py            # Global symbol registry, FTMO specifications, and presets
+├── commission.py        # PerLot, Percentage, PerContract, and Zero commission models
+├── engine.py            # UniversalTickEngine: discrete-event matching and MTM ledger
+├── instrument.py        # Instrument class: contract size, tick value, sizing math
+├── latency.py           # FixedLatency, JitterLatency, ZeroLatency models
+├── metrics.py           # PerformanceAuditor: Sharpe, Sortino (LPM), Dual DD, MAE/MFE
+├── models.py            # Tick, Order, Position, DealRecord, OrderEventRecord, TradeRecord
+├── report.py            # BacktestHTMLReporter: interactive Plotly HTML visualizer
+├── run_backtest.py      # CLI execution entry point
+├── runner.py            # TickStreamRunner: high-speed streaming Parquet runner
+├── slippage.py          # NaturalGapSlippage, FixedSlippage, ZeroSlippage models
+├── strategy_base.py     # BaseStrategy: abstract strategy interface and trading API
+└── docs/                # Sphinx & ReadTheDocs technical documentation
+    ├── conf.py          # Sphinx build configuration
+    ├── requirements.txt # Documentation dependencies
+    ├── index.rst        # Master documentation index
+    ├── architecture.rst # Discrete-event architecture
+    ├── microstructure.rst # Causality & execution physics
+    ├── sub_tick_engine.rst # Sub-tick & high-frequency scheduling
+    ├── quickstart.rst   # Strategy authoring guide
+    ├── cli.rst          # CLI execution manual
+    ├── api_reference.rst# Python API reference (autodoc)
+    └── limitations.rst  # Architectural boundaries
+```
+
+---
+
+## 13. Test Suite Verification
+
+All engine components are verified by a 36-test automated regression suite:
+
+```powershell
+python -m unittest discover -s research/tests -p "test_*.py" -v
+```
+```
+Ran 36 tests in 2.441s
+OK
+```
+Tests cover zero-lookahead causality, sub-tick time synchronization, dual drawdown accounting, natural gap slippage, order lifecycle audits, Sortino LPM semi-deviation, and IEEE 754 floating-point sizing precision.
+
+---
+
+## 14. Full Sphinx & ReadTheDocs Documentation
+
+Complete institutional documentation for the framework is built using Sphinx and configured for **ReadTheDocs** (v2 configuration at [`.readthedocs.yaml`](file:///D:/Developing_quant_system_for_FTMO/.readthedocs.yaml)):
+
+- **Root Config**: [`.readthedocs.yaml`](file:///D:/Developing_quant_system_for_FTMO/.readthedocs.yaml)
+- **Sphinx Documentation Root**: [`research/backtester/docs/`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/)
+  - [`research/backtester/docs/conf.py`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/conf.py): Sphinx configuration (`sphinx_rtd_theme`, autodoc, napoleon, mathjax, viewcode)
+  - [`research/backtester/docs/requirements.txt`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/requirements.txt): Build dependencies
+  - [`research/backtester/docs/index.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/index.rst): Master documentation index
+  - [`research/backtester/docs/architecture.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/architecture.rst): Discrete-event matching engine architecture & streaming pipeline
+  - [`research/backtester/docs/microstructure.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/microstructure.rst): Next-quote causality invariant, BBO spreads, gap slippage & commissions
+  - [`research/backtester/docs/sub_tick_engine.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/sub_tick_engine.rst): Sub-tick time progression (1ms / 1μs) and L2/L3 queue hooks
+  - [`research/backtester/docs/quickstart.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/quickstart.rst): Quickstart tutorial for strategy authors
+  - [`research/backtester/docs/cli.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/cli.rst): Command-Line Interface (CLI) manual & options
+  - [`research/backtester/docs/api_reference.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/api_reference.rst): Python API reference with full autodoc extraction
+  - [`research/backtester/docs/limitations.rst`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/limitations.rst): Architectural boundary conditions & netting specifications
+
+To build the HTML documentation locally:
+```powershell
+python -m sphinx -b html research/backtester/docs research/backtester/docs/_build/html
+```
+The compiled HTML site is generated at [`research/backtester/docs/_build/html/index.html`](file:///D:/Developing_quant_system_for_FTMO/research/backtester/docs/_build/html/index.html).
+