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.

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Multi-asset

Global equities, futures, options, fixed income, forex, and crypto.

Fully deterministic

Fully deterministic CPU-bound super-fast runtime, driven by a virtual time service.

Configurability

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.

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InfoReach HiFREQ Scenario Testing

The Scenario testing mode allows for step-by-step validation of the strategy’s expected behavior.

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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.

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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.

Fully deterministic CPU-bound super-fast runtime, driven by a virtual time service.

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.

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

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Ready to assist you in every step

Our world-class support team is comprised of experienced engineers who know the product, understand your business goals and ensure client solutions are trade-ready in weeks, not months.