Promotion-evidence execution sidecar

Language: English · 简体中文

portfolio_backtester.promotion_sidecar simulates fills, orders, positions, cash, and constraint events from target positions and historical prices. It provides tradability evidence for a research promotion review; it does not replace the execution engine's live order submission or risk controls.

from portfolio_backtester.promotion_sidecar import (
    PromotionSidecarConfig,
    simulate_promotion_sidecar,
)

result = simulate_promotion_sidecar(
    positions,
    pricing,
    PromotionSidecarConfig(enabled=True),
)

The result exposes events, orders, fills, positions, cash, and violations. An orchestration layer can persist them as run artifacts. The sidecar can be disabled; when enabled, it requires pricing data for non-empty positions. Capacity limits can leave orders partially filled, so target weights must not be presented as executed holdings.