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Wickra Backtest — backtest and live are byte-identical

Built on Wickra CI codecov License: MIT OR Apache-2.0

Wickra Backtest — C#

C# binding for the wickra-backtest engine. It calls the stable C ABI through P/Invoke, so the results are byte-identical to the Rust, Python, Node.js, WASM, Java, Go, C/C++ and R bindings: one engine kernel behind every language.

Requirements

  • .NET 8 SDK
  • The native library wickra_backtest (built from the C-ABI crate)

Build the native library

cargo build -p wickra-backtest-c          # debug   -> target/debug
cargo build -p wickra-backtest-c --release # release -> target/release

The test project copies the native library next to the test assembly; for your own app, ensure wickra_backtest.dll / .so / .dylib is on the load path.

Usage

using Wickra.Backtest;

double[] open  = { 100.0, 102.0, 104.0, 98.0 };
double[] high  = { 101.0, 103.0, 104.0, 98.0 };
double[] low   = { 100.0, 102.0,  99.0, 97.0 };
double[] close = { 101.0, 103.0,  99.0, 97.0 };

string spec =
    "{\"symbol\":\"x\",\"timeframe\":\"1h\",\"indicators\":{}," +
    "\"entry\":{\"gt\":[{\"price\":\"close\"},100]}," +
    "\"exit\":{\"lt\":[{\"price\":\"close\"},100]}," +
    "\"sizing\":{\"type\":\"fixed_qty\",\"qty\":1}}";

string reportJson = Backtester.Run(open, high, low, close, spec: spec, capital: 10_000.0);
Console.WriteLine(reportJson);

Backtester.Run(open, high, low, close, volume?, time?, spec, capital) returns the BacktestReport JSON string. volume/time default to zeros / 0..n. An invalid spec throws InvalidOperationException; no panic crosses the boundary.

The same strategy also runs one bar at a time, which is what makes a backtest and a live loop the same code path -- swap the array for a socket and nothing else changes:

using var bt = new StreamingBacktest(spec, capital: 10_000.0);
foreach (var bar in feed)
{
    bt.Step(bar.Open, bar.High, bar.Low, bar.Close, bar.Volume, bar.Time);
    Console.WriteLine($"{bt.NumTrades} {bt.LatestEquityJson()}");
}
string reportJson = bt.FinishJson();

StreamingBacktest owns a native handle, so dispose it -- using, Dispose(), or FinishJson(), which ends the run and releases it. volume defaults to 0 and time to the number of bars fed so far. Strategies reading a side feed drive the run with StepJson, passing { "candle": ..., "feeds": ... } per bar. Using a finished run throws ObjectDisposedException.

Test

dotnet test Wickra.Backtest.Tests/Wickra.Backtest.Tests.csproj

Documentation

The same StrategySpec runs identically across Rust, Python, Node.js, WASM, C, C++, C#, Go, Java and R — one engine kernel, byte-identical reports.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org. Full policy: https://github.com/wickra-lib/wickra-backtest/blob/main/SECURITY.md.

Disclaimer

Not a trading system. Backtest results are deterministic transforms of the input data — they are not financial advice and are not indicative of future performance. Any use in a live trading context is at your own risk. Provided as is, without warranty of any kind.

License

Licensed under either of MIT or Apache-2.0 at your option.