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[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현 #293

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opened 2026-02-27 08:38:30 +09:00 by agentson · 0 comments
agentson commented 2026-02-27 08:38:30 +09:00
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Summary

Implement conservative backtest execution model with unfavorable fills and failure/partial-fill controls.

Scope

  • REQ: REQ-V3-006
  • TASK: TASK-V3-010, TASK-V3-011, TASK-V3-012, TASK-CODE-010
  • TEST: TEST-ACC-005

Acceptance Criteria

  1. Execution model applies unfavorable fill direction for BUY/SELL.
  2. Session-specific slippage is applied to execution price.
  3. Failure probability and partial-fill ratio are modeled deterministically via RNG seed.
  4. Unit tests cover success/failure/partial fill and directionality.

Out of Scope

  • Full portfolio backtest runner integration
## Summary Implement conservative backtest execution model with unfavorable fills and failure/partial-fill controls. ## Scope - REQ: `REQ-V3-006` - TASK: `TASK-V3-010`, `TASK-V3-011`, `TASK-V3-012`, `TASK-CODE-010` - TEST: `TEST-ACC-005` ## Acceptance Criteria 1. Execution model applies unfavorable fill direction for BUY/SELL. 2. Session-specific slippage is applied to execution price. 3. Failure probability and partial-fill ratio are modeled deterministically via RNG seed. 4. Unit tests cover success/failure/partial fill and directionality. ## Out of Scope - Full portfolio backtest runner integration
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Reference: jihoson/The-Ouroboros#293
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