InfoReach HiFREQ Strategy Testing
Strategy Backtesting and Scenario Testing framework

HiFREQ Strategy Testing

InfoReach HiFREQ Strategy Testing framework allows the client to effectively evaluate performance and validate the behavior of trading strategies implemented under the HiFREQ platform.

Backtesting and Scenario testing are special modes for running HiFREQ strategies. In the BackTesting mode, a strategy is tested against historical market data. The Scenario testing mode allows for step-by-step validation of the strategy’s expected behavior.

The system ensures fully deterministic results when running a test multiple times with the same parameters and against the same data. The same strategy code runs in production and the testing modes.

The testing system robustly operates on a single-threaded event loop with a virtual timeline, continuously polling scheduled events, such as: market data updates from the historical data playback or programmatically injected, timer events, order execution events, delays to imitate the transport latency to/from the exchanges, conflation to imitate missed events due to delays in the strategy code.

Key features and benefits:

  • Ability to replay top-of-book and depth-of-book market data (L1, L2, L3).
  • Multi-asset - global equities, futures, options, and FX.
  • Fully deterministic CPU-bound super-fast runtime, driven by a virtual time service.
  • Ability to run tests in the developer’s IDE and continuous integration environments. Scenario tests can run as JUnit tests.
  • Convenient runtime environment to schedule execution of large batches of tests and run tests in parallel.
  • Strategy code is tested as is, without any accommodation for the testing runtime.
  • Highly configurable and customizable simulation environment.

The extensible architecture allows for pluggable data re-players, exchange simulators, as well as trading stats collectors.

Other products to consider

InfoReach HiFREQ

High Frequency Trading Software (HFT) for Algorithmic Trading

Request a DEMO

InfoReach Strategy Server

Powerful Algorithmic Platform for Strategy Trading

Request a DEMO

InfoReach FX Aggregator

Powerful Forex Liquidity Aggregation & Algorithmic Trading Platform

Request a DEMO