Module backtest 

Multi-agent market simulation engine

Structs

BacktestResult

BacktestSummary

Functions

run_backtest

Run backtest with the default adverse selection lookback (10 steps).

run_backtest_lookback

Run backtest with a custom adverse selection lookback for computing M(k).

run_backtest_with_liquidation

Run backtest with terminal liquidation applied uniformly at the end. liquidation_half_spread is the half-spread cost per unit of residual inventory: |final_q| * liquidation_half_spread is deducted from both pnl_spread and final_equity so all strategies are evaluated on equal footing regardless of whether they have their own terminal flattening logic.