deltaforge-real-time-cross-.../deltaforge_mvp/backtester.py

19 lines
578 B
Python

"""Deterministic replay backtester (toy) for MVP."""
from __future__ import annotations
from typing import List
from deltaforge_mvp.core import PlanDelta
class Backtester:
def __init__(self, seed: int = 0):
self.seed = seed
def replay(self, plan: PlanDelta) -> dict:
# Very small deterministic stub: compute a fake PnL based on number of deltas and a seed
pnl = 0.0
for d in plan.deltas:
pnl += (d.delta * 0.5) # arbitrary scaling for demo
return {"pnl": pnl, "delta_count": len(plan.deltas), "seed": self.seed}