orderflow_backtest/docs/README.md

# Orderflow Backtest System Documentation

## Overview

This directory contains documentation for the current Orderflow Backtest System, which streams historical orderflow from SQLite, aggregates OHLC bars, maintains a lightweight depth snapshot, and renders charts via a Dash web application.

## Documentation Structure

- `architecture.md`: System architecture, component relationships, and data flow (SQLite → Streaming → OHLC/Depth → JSON → Dash)
- `API.md`: Public interfaces for DB streaming, OHLC/depth processing, JSON IPC, Dash visualization, and CLI
- `CONTEXT.md`: Project state, conventions, and development priorities
- `decisions/`: Architecture decision records

## Quick Navigation

| Topic | Documentation |
|-------|---------------|
| Getting Started | See the usage examples in `API.md` |
| System Architecture | `architecture.md` |
| Database Schema | `API.md#input-database-schema-required` |
| Development Setup | Project root `README` and `pyproject.toml` |

## Notes

- Metrics (OBI/CVD), repository/storage layers, and strategy components have been removed from the current codebase and are planned as future enhancements.
- Use UV for package management and running commands. Example: `uv run python main.py ...`.