mctrader-engine

BacktestExecutor + SMA strategy + ExecutionReport + CLI for the mctrader platform.

Status

v0.1.0 — first commit, MCT-16 Phase 2.

CLI

mctrader-cli backtest \
  --strategy sma \
  --symbol KRW-BTC \
  --tf 1h \
  --start 2026-04-25T00:00:00Z \
  --end 2026-05-02T00:00:00Z \
  --fast 5 \
  --slow 20 \
  --output-dir ./out \
  --initial-capital 1000000

Outputs equity_curve.csv and execution_report.json under {output_dir}/{run_id}/.

Public API

• BacktestExecutor (ADR-002 TradeExecutor Protocol Backtest impl)
• SmaStrategy (event-driven per-bar)
• ExecutionReport / OrderEvent / StrategyDecision / RiskGateEvent (Pydantic v2)
• EquityRowModel / EquityCurveWriter (Decimal string CSV)
• RiskGate Protocol + NullRiskGate (pass-through, MCT-12 default)
• MarketDataReader (ADR-005 L2 visible_window guard)
• LookaheadBiasError (L2 violation)

Related

• mctrader-market — Candle/Order Protocol
• mctrader-data — OHLCV storage source
• ADR-002 / ADR-003 / ADR-004 / ADR-005 / ADR-006 / ADR-007 / ADR-009