fix(trading-strategies): call strategy init in BacktestExecutor to mirror TradingSession#1189
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bennycode wants to merge 1 commit into
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fix(trading-strategies): call strategy init in BacktestExecutor to mirror TradingSession#1189bennycode wants to merge 1 commit into
bennycode wants to merge 1 commit into
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…rror TradingSession TradingSession.start() calls strategy.init() before the first candle, but BacktestExecutor never did — a strategy that warms up in init() ran warm in live trading and cold in backtests, silently diverging. The executor now inits the strategy before the candle loop. Its market view is fed exclusively from the new optional BacktestConfig.warmupCandles (data from before the backtest window), never from the exchange, so init cannot see the candles under test (lookahead-bias guard).
This was referenced Jul 12, 2026
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Problem
TradingSession.start()callsstrategy.init?.(broker, pair)before the first candle —BacktestExecutornever did. A strategy that warms itself up ininit()(seeding indicators from history, loading datasets) runs warm live but cold in backtests, so backtest results silently misrepresent live behavior. Parity between the two executors is the backtester's core promise.Fix
BacktestExecutor.execute()now callsawait strategy.init?.(...)before the candle loop, mirroringTradingSession.BacktestConfig.warmupCandles(history from before the backtest window) — never from the exchange.initstructurally cannot see the candles it is about to be tested on.Impact
No existing strategy implements
init, so current backtest results are unchanged. Only strategies opting into the hook are affected.Test plan
initfires before the first candleinitsees exactly the configured warmup candles (and never the run candles)initsees empty history when no warmup is configured