Architecture¶

flowchart TD
    D[(Canonical market data)] -->|preload| E[BacktestEngine]
    E --> B[TradingBus per agent]
    B --> T[Masked tools]
    B --> V[PortfolioView]
    B --> X[Python sandbox]
    T --> A[Agent loop]
    V --> A
    X --> A
    A -->|place_order| B
    E --> C[Trajectory collector]
    C --> R[Replay / RL export / reports]

Non-negotiable invariants¶

No backtest-time I/O¶

The engine preloads every required market slice before the first trading day. Agent tools query memory only and cannot fetch provider data or read the canonical dataset directly.

Strict historical visibility¶

Daily bars use date < current_date; fundamentals use pub_date <= current_date; intraday bars stop at the current phase and sub-window; agent-facing absolute dates become relative offsets.

One order path¶

TradingBus.place_order() enforces board lots, suspension, cash, holdings, price limits, fees, and visible-price checks. Agents, committees, and sandbox code have no second path.

Environment-owned portfolios¶

Agents receive read-only views. Only validated orders change state; dividends, corporate actions, and daily equity are deterministic engine operations.

Replay contract¶

Each recorded LLM request has a canonical SHA-256 fingerprint. Replay rejects modified requests and exhausted cassettes and never falls back to a network model. Regression failures remain explicit instead of becoming silently nondeterministic.