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Backtesting Guide Code Alignment

This note anchors the backtesting guide to the current public implementation. When the guide describes a runtime behavior, check these modules first:

  • Backtest client loading and simulated fills: tradedesk/execution/backtest/client.py
  • Recorded backtest runner and BacktestSpec: tradedesk/execution/backtest/runner.py
  • Portfolio lifecycle and order-gate wiring: tradedesk/portfolio/base.py
  • Single-strategy wrapper used in the guide examples: tradedesk/portfolio/simple.py
  • Strategy lifecycle and chart warmup behavior: tradedesk/strategy/base.py
  • Subscription types used in the examples: tradedesk/marketdata/subscriptions.py

If the guide and code ever diverge, treat these modules as canonical and update the prose to match the shipped behavior.