Feature Matrix
Current, experimental and planned engine capabilities, aligned to implementation and tests.
This page separates supported, experimental, planned and non-goal behavior. It is better to be precise than to let users infer capabilities from examples.
Source
backtester/ + _tests/test_execution.py + _tests/test_engine_regressions.pyLayerCapability status
ModeWeights and orders
Inputcurrent code, tests and docs
Outputimplementation status table
Primary APImultiple
Main caveatStatus describes current package behavior, not future roadmap promises.
Status Key
| Status | Meaning |
|---|---|
| Supported | Implemented and covered by code/tests or examples. |
| Experimental | Present or partially wired, but should be documented carefully. |
| Planned | Useful next step, not current behavior. |
| Non-goal | Outside the intended product lane. |
Portfolio Research
| Capability | Status | Notes |
|---|---|---|
| Signals DataFrame | Supported | _compute_signals(). |
| Target weights | Supported | _compute_weights(). |
| Shifted weight timing | Supported | Protects against same-bar return capture. |
| Cash sleeve | Supported | Weights can sum below 1.0; cash is preserved. |
| Long/short weights | Supported | Gross and net exposure are explicit in the matrix. |
| Conditional rebalancing | Supported | Calendar, drift, signal, tracking error, drawdown and turnover gates. |
| Risk overlays | Supported | Position limit, vol target, inverse vol, risk parity and chains. |
| Open/VWAP rebalance execution | Experimental | Timing enum exists; treat weight-mode accounting as daily close-to-close unless open/VWAP path is explicitly verified. |
Order Simulation
| Capability | Status | Notes |
|---|---|---|
| Market orders | Supported | Fill at open/close based on fill_at. |
| Limit orders | Supported | Uses OHLC trigger logic and open-aware price improvement. |
| Stop orders | Supported | Includes gap-through behavior. |
| Stop-limit orders | Supported | Stop activation plus at-or-better limit fill. |
| Trailing stops | Supported | STOP_TRAIL with amount or percent distance. |
| Trailing stop-limit | Supported | STOP_TRAIL_LIMIT with explicit limit or offset. |
| Bracket TP/SL | Supported | Entry plus OCO-linked take-profit and stop-loss. |
| Bracket percent TP/SL | Supported | Percent levels resolve from actual entry fill price. |
| Bracket trailing SL leg | Supported | stop_loss_type=OrderType.STOP_TRAIL. |
| Bracket stop-limit SL leg | Supported | stop_loss_type=OrderType.STOP_LIMIT plus price or offset. |
| OCO | Supported | Sibling cancellation by oco_pair_id. |
| Time-in-force DAY/GTD/GTC | Supported | TimeInForce, expire_at and expires_after_bars. |
| Partial fills by volume cap | Supported | max_volume_participation caps per-bar fill quantity. |
| Same-bar ambiguity counter | Planned | Useful report metric for TP/SL daily-bar ambiguity. |
| Queue priority and latency | Non-goal for now | Belongs to lower-latency execution simulators. |
Validation And Reporting
| Capability | Status | Notes |
|---|---|---|
| Blotter | Supported | Fills/trades recorded for audit. |
| Average entry price | Supported | Order-mode state tracks actual fill price. |
| Metrics and plots | Supported | Portfolio analytics and report outputs. |
| Walk-forward | Supported | Fold-based OOS validation. |
| DSR/PBO diagnostics | Supported | Overfit diagnostics in walk-forward statistics. |
| Reproducibility metadata | Supported | Archive metadata and run context. |