Mariner Backtesting - Keep In Mind
:
- While the simulator supports holding overnight positions, user settings may prevent you from doing long-term testing.
- Executions are an estimate and may not reflect the real world. E.g ultra short-term market making won't test well.
- Output is limited to 10 megabytes
- While pandas/numpy are available in backtesting, they are not available in forward production at this time.
- Also keep in mind that the backend is pure Python, and the forward and live systems use Iron Python.