Developing a Trading Strategy Platform: A Guide with gRPC, Buf, and Python
Introduction Modern quantitative trading platforms rarely live in a single language or runtime. Performance-critical components may be written in Go, data science logic in Python, and APIs consumed by dashboards, notebooks, or web clients. To support...
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Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
The RunBacktestRequest identifies a strategy, symbol and date range, but not a timeframe or data snapshot. I would attach those, the strategy version and the cost settings to the returned backtest_id so the result can be reproduced after the services change. One contract test is to replay the same run receipt after deployment and require the same input identities before comparing any trades.