Backtest actual recorded books.
Capture sourced observations, choose real UTC coverage and avoid invented historical liquidity.
Append-only strategy book observations and chronological backtests are built. A complete historical L2 corpus is not available.
Entry points
/paper capture PLAN_IDUse personal/account commands in your private Bookie chat. Placeholders are not actual market, account or destination identities.
Collect the exact outcome
Choose a saved plan and capture a verified book observation. The UI shows the actual first/latest timestamps and count. Capturing now cannot reconstruct an earlier book, and price candles cannot supply historical depth or fillability.
Choose a supported recorded range
Use the captured first/latest dates as a starting point, enter an increasing UTC range ending no later than now, and review virtual cash, assumed fees and slippage. Invalid calendar dates refuse rather than rolling into another day.
- Capture or inspect actual observation coverage for the chosen plan.
- Choose the historical UTC start/end supported by those observations.
- Run the backtest and inspect its dataset fingerprint, source count and events.
- Read hypothetical fills and skipped events; do not convert incomplete coverage into a performance claim.
Keep assumptions with the result
A backtest runs chronologically with the supported deterministic rules. A flat fee is an explicit assumption, not a verified historical venue fee curve. Simulation results do not guarantee future liquidity, returns or live execution.
The warehouse contains bounded snapshots and observations. General semantic search and arbitrary natural-language database queries are not a public feature.