InfoReach HiFREQ Strategy Testing
Effectively evaluate performance and validate the behavior of trading strategies implemented under the HiFREQ platform.
Strategy Backtesting and Scenario Testing framework
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.
Global equities, futures, options, fixed income, forex, and crypto.
Fully deterministic CPU-bound super-fast runtime, driven by a virtual time service.
Highly configurable and customizable simulation environment.
InfoReach HiFREQ Back Testing
Backtesting and Scenario testing are special modes for running HiFREQ strategies.
In the BackTesting mode, a strategy is tested against historical market data.
InfoReach HiFREQ Scenario Testing
The Scenario testing mode allows for step-by-step validation of the strategy’s expected behavior.
Continuous event loop
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).
Ability to run tests in the developer’s IDE and continuous integration environments. Scenario tests can run as JUnit tests.
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